m-tech minimized
semi+others
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
META Meta Platforms, Inc. | Communication Services | 10% |
INTC Intel Corporation | Technology | 9% |
AMD Advanced Micro Devices, Inc. | Technology | 9% |
NVDA NVIDIA Corporation | Technology | 9% |
QCOM QUALCOMM Incorporated | Technology | 9% |
ALGN Align Technology, Inc. | Healthcare | 9% |
DVN Devon Energy Corporation | Energy | 9% |
VLO Valero Energy Corporation | Energy | 9% |
MRO Marathon Oil Corporation | Energy | 9% |
MU Micron Technology, Inc. | Technology | 9% |
GOOG Alphabet Inc. | Communication Services | 9% |
Performance
The chart shows the growth of an initial investment of $10,000 in m-tech minimized, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Sep 23, 2023, the m-tech minimized returned 45.97% Year-To-Date and 24.32% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.61% | 8.79% | 12.52% | 14.96% | 8.09% | 9.14% |
| m-tech minimized | -2.44% | 15.98% | 45.97% | 44.79% | 20.84% | 24.32% |
| Portfolio components: | ||||||
INTC Intel Corporation | 0.59% | 17.31% | 31.91% | 25.88% | -3.38% | 5.74% |
AMD Advanced Micro Devices, Inc. | -12.09% | -1.79% | 48.53% | 38.42% | 25.45% | 39.96% |
NVDA NVIDIA Corporation | -11.68% | 55.41% | 184.83% | 231.47% | 44.92% | 61.60% |
QCOM QUALCOMM Incorporated | -2.45% | -12.48% | -0.07% | -10.61% | 10.79% | 6.23% |
ALGN Align Technology, Inc. | -16.95% | -2.65% | 41.56% | 36.99% | -4.76% | 19.91% |
DVN Devon Energy Corporation | -5.20% | 0.84% | -23.35% | -23.68% | 6.61% | -1.55% |
VLO Valero Energy Corporation | 12.29% | 14.33% | 17.34% | 39.33% | 10.24% | 15.12% |
MRO Marathon Oil Corporation | 1.67% | 19.02% | -2.21% | 7.95% | 5.05% | -1.65% |
MU Micron Technology, Inc. | 5.66% | 13.06% | 38.35% | 39.86% | 9.34% | 11.96% |
GOOG Alphabet Inc. | -1.47% | 23.75% | 47.92% | 30.51% | 17.65% | 17.56% |
META Meta Platforms, Inc. | 1.64% | 45.18% | 148.53% | 109.41% | 12.94% | 18.61% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VLO | MRO | DVN | ALGN | META | AMD | GOOG | INTC | MU | QCOM | NVDA | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VLO | 1.00 | 0.54 | 0.52 | 0.24 | 0.22 | 0.21 | 0.28 | 0.32 | 0.32 | 0.30 | 0.24 |
| MRO | 0.54 | 1.00 | 0.84 | 0.24 | 0.19 | 0.21 | 0.25 | 0.31 | 0.32 | 0.30 | 0.22 |
| DVN | 0.52 | 0.84 | 1.00 | 0.25 | 0.21 | 0.24 | 0.25 | 0.33 | 0.35 | 0.31 | 0.24 |
| ALGN | 0.24 | 0.24 | 0.25 | 1.00 | 0.44 | 0.39 | 0.46 | 0.41 | 0.41 | 0.44 | 0.44 |
| META | 0.22 | 0.19 | 0.21 | 0.44 | 1.00 | 0.41 | 0.67 | 0.45 | 0.42 | 0.44 | 0.51 |
| AMD | 0.21 | 0.21 | 0.24 | 0.39 | 0.41 | 1.00 | 0.43 | 0.46 | 0.51 | 0.49 | 0.65 |
| GOOG | 0.28 | 0.25 | 0.25 | 0.46 | 0.67 | 0.43 | 1.00 | 0.49 | 0.46 | 0.50 | 0.54 |
| INTC | 0.32 | 0.31 | 0.33 | 0.41 | 0.45 | 0.46 | 0.49 | 1.00 | 0.58 | 0.59 | 0.57 |
| MU | 0.32 | 0.32 | 0.35 | 0.41 | 0.42 | 0.51 | 0.46 | 0.58 | 1.00 | 0.57 | 0.59 |
| QCOM | 0.30 | 0.30 | 0.31 | 0.44 | 0.44 | 0.49 | 0.50 | 0.59 | 0.57 | 1.00 | 0.59 |
| NVDA | 0.24 | 0.22 | 0.24 | 0.44 | 0.51 | 0.65 | 0.54 | 0.57 | 0.59 | 0.59 | 1.00 |
Dividend yield
m-tech minimized granted a 1.34% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| m-tech minimized | 1.34% | 2.00% | 1.12% | 1.67% | 1.21% | 1.49% | 1.16% | 1.33% | 2.02% | 1.44% | 1.40% | 1.45% |
| Portfolio components: | ||||||||||||
INTC Intel Corporation | 2.87% | 5.63% | 2.86% | 2.88% | 2.35% | 2.92% | 2.73% | 3.45% | 3.47% | 3.18% | 4.59% | 5.80% |
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
QCOM QUALCOMM Incorporated | 2.88% | 2.72% | 1.53% | 1.79% | 3.06% | 4.82% | 4.11% | 3.87% | 4.70% | 2.82% | 2.33% | 2.12% |
ALGN Align Technology, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DVN Devon Energy Corporation | 4.19% | 8.51% | 1.10% | 4.77% | 1.59% | 1.54% | 0.59% | 1.04% | 3.69% | 1.93% | 1.77% | 1.99% |
VLO Valero Energy Corporation | 2.78% | 3.17% | 5.54% | 7.77% | 4.59% | 5.31% | 3.92% | 4.70% | 3.35% | 3.04% | 2.42% | 2.85% |
MRO Marathon Oil Corporation | 1.49% | 1.20% | 1.12% | 1.25% | 1.55% | 1.49% | 1.27% | 1.26% | 6.01% | 3.24% | 2.39% | 2.65% |
MU Micron Technology, Inc. | 0.67% | 0.89% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The m-tech minimized has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
INTC Intel Corporation | 0.60 | ||||
AMD Advanced Micro Devices, Inc. | 0.56 | ||||
NVDA NVIDIA Corporation | 3.87 | ||||
QCOM QUALCOMM Incorporated | -0.30 | ||||
ALGN Align Technology, Inc. | 0.51 | ||||
DVN Devon Energy Corporation | -0.62 | ||||
VLO Valero Energy Corporation | 1.11 | ||||
MRO Marathon Oil Corporation | 0.13 | ||||
MU Micron Technology, Inc. | 0.98 | ||||
GOOG Alphabet Inc. | 0.91 | ||||
META Meta Platforms, Inc. | 2.11 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the m-tech minimized. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the m-tech minimized is 41.84%, recorded on Mar 18, 2020. It took 55 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.84% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -36.01% | Oct 2, 2018 | 58 | Dec 24, 2018 | 244 | Dec 12, 2019 | 302 |
| -33.36% | Dec 28, 2021 | 188 | Sep 26, 2022 | 178 | Jun 12, 2023 | 366 |
| -29.15% | Aug 27, 2014 | 368 | Feb 11, 2016 | 74 | May 27, 2016 | 442 |
| -15.06% | Jun 9, 2020 | 14 | Jun 26, 2020 | 44 | Aug 28, 2020 | 58 |
Volatility Chart
The current m-tech minimized volatility is 5.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.