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New Technology

Last updated Mar 2, 2024

Asset Allocation


AAPL 20%MSFT 20%GOOGL 15%AMZN 15%TSLA 10%NVDA 10%ADBE 5%CRM 5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

20%

MSFT
Microsoft Corporation
Technology

20%

GOOGL
Alphabet Inc.
Communication Services

15%

AMZN
Amazon.com, Inc.
Consumer Cyclical

15%

TSLA
Tesla, Inc.
Consumer Cyclical

10%

NVDA
NVIDIA Corporation
Technology

10%

ADBE
Adobe Inc
Technology

5%

CRM
salesforce.com, inc.
Technology

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in New Technology, 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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%OctoberNovemberDecember2024FebruaryMarch
5,194.19%
393.36%
New Technology
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns

As of Mar 2, 2024, the New Technology returned 8.43% Year-To-Date and 32.32% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
New Technology8.43%3.12%15.85%62.71%37.97%32.47%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.91%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.44%29.28%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.74%16.31%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.44%25.43%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.80%28.66%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%85.57%69.17%
ADBE
Adobe Inc
-4.30%-10.06%1.37%65.95%17.42%23.69%
CRM
salesforce.com, inc.
20.42%10.93%43.04%69.97%15.16%18.02%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.20%6.48%
2023-0.05%-6.69%-1.14%12.54%2.44%

Sharpe Ratio

The current New Technology Sharpe ratio is 3.26. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.26

The Sharpe ratio of New Technology is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.26
2.44
New Technology
Benchmark (^GSPC)
Portfolio components

Dividend yield

New Technology granted a 0.25% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
New Technology0.25%0.25%0.36%0.24%0.32%0.47%0.74%0.69%0.90%0.97%1.00%1.13%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOGL
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%
AMZN
Amazon.com, 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%
TSLA
Tesla, 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
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
ADBE
Adobe 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%
CRM
salesforce.com, 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 New Technology 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
New Technology
3.26
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
GOOGL
Alphabet Inc.
1.87
AMZN
Amazon.com, Inc.
3.07
TSLA
Tesla, Inc.
-0.00
NVDA
NVIDIA Corporation
5.65
ADBE
Adobe Inc
2.45
CRM
salesforce.com, inc.
3.17

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TSLAAAPLNVDACRMAMZNGOOGLMSFTADBE
TSLA1.000.360.390.390.390.360.350.38
AAPL0.361.000.490.460.500.550.550.50
NVDA0.390.491.000.520.500.520.550.56
CRM0.390.460.521.000.560.520.560.65
AMZN0.390.500.500.561.000.640.570.57
GOOGL0.360.550.520.520.641.000.630.60
MSFT0.350.550.550.560.570.631.000.66
ADBE0.380.500.560.650.570.600.661.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.01%
0
New Technology
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the New Technology. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the New Technology was 43.49%, occurring on Jan 5, 2023. Recovery took 129 trading sessions.

The current New Technology drawdown is 0.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.49%Nov 22, 2021282Jan 5, 2023129Jul 13, 2023411
-32.16%Feb 20, 202018Mar 16, 202053Jun 1, 202071
-27.18%Oct 2, 201858Dec 24, 2018203Oct 15, 2019261
-20.26%Dec 7, 201543Feb 8, 201648Apr 18, 201691
-17.01%Jul 27, 201118Aug 19, 201139Oct 14, 201157

Volatility Chart

The current New Technology volatility is 6.04%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
6.04%
3.47%
New Technology
Benchmark (^GSPC)
Portfolio components
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