Tt
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 13% |
ACN Accenture plc | Technology | 1% |
ADBE Adobe Inc | Technology | 1% |
AMD Advanced Micro Devices, Inc. | Technology | 1% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 1% |
AVGO Broadcom Inc. | Technology | 2% |
CRM salesforce.com, inc. | Technology | 1% |
CSCO Cisco Systems, Inc. | Technology | 1% |
GLD SPDR Gold Trust | Precious Metals, Gold | 62% |
GOOGL Alphabet Inc. | Communication Services | 1% |
MSFT Microsoft Corporation | Technology | 9% |
NVDA NVIDIA Corporation | Technology | 6% |
ORCL Oracle Corporation | Technology | 1% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tt, 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
The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Sep 21, 2024, the Tt returned 30.99% Year-To-Date and 18.79% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Tt | 30.99% | 4.24% | 19.69% | 44.65% | 22.64% | 18.81% |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.98% | 1.63% | 32.79% | 31.22% | 34.05% | 26.09% |
MSFT Microsoft Corporation | 16.38% | 4.75% | 1.89% | 38.34% | 26.85% | 26.95% |
GOOGL Alphabet Inc. | 17.40% | 0.00% | 8.77% | 25.91% | 21.64% | 18.59% |
AMZN Amazon.com, Inc. | 26.10% | 8.78% | 7.12% | 48.39% | 16.55% | 27.93% |
NVDA NVIDIA Corporation | 134.29% | -6.25% | 23.05% | 178.86% | 93.14% | 74.37% |
AVGO Broadcom Inc. | 54.93% | 5.74% | 27.23% | 109.55% | 47.53% | 38.02% |
ADBE Adobe Inc | -12.45% | -6.30% | 4.56% | 1.83% | 13.52% | 22.49% |
CSCO Cisco Systems, Inc. | 5.41% | 3.48% | 6.15% | 0.13% | 4.22% | 11.05% |
CRM salesforce.com, inc. | 1.84% | 3.34% | -13.04% | 29.82% | 11.65% | 16.65% |
ACN Accenture plc | -3.04% | 1.71% | 0.45% | 8.09% | 13.45% | 17.49% |
ORCL Oracle Corporation | 60.93% | 21.67% | 32.26% | 56.19% | 27.56% | 17.46% |
AMD Advanced Micro Devices, Inc. | 5.79% | 2.80% | -13.19% | 62.11% | 38.57% | 45.50% |
GLD SPDR Gold Trust | 26.70% | 5.60% | 20.89% | 35.60% | 11.03% | 7.56% |
Monthly Returns
The table below presents the monthly returns of Tt, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.03% | 3.07% | 6.03% | 0.28% | 4.75% | 3.85% | 3.07% | 1.93% | 30.99% | ||||
| 2023 | 8.46% | -1.81% | 10.63% | 1.32% | 4.29% | 1.67% | 2.52% | -0.96% | -5.96% | 4.72% | 6.09% | 2.01% | 36.96% |
| 2022 | -3.99% | 2.58% | 2.59% | -6.82% | -2.87% | -4.33% | 4.13% | -4.74% | -7.16% | 1.70% | 8.20% | -2.06% | -13.18% |
| 2021 | -1.90% | -4.28% | -0.30% | 5.14% | 4.53% | -0.45% | 3.28% | 2.45% | -4.45% | 5.62% | 3.21% | 2.54% | 15.76% |
| 2020 | 4.47% | -2.23% | -1.96% | 9.88% | 4.95% | 5.79% | 10.42% | 6.36% | -5.03% | -2.34% | -0.10% | 6.40% | 41.42% |
| 2019 | 4.40% | 1.66% | 2.50% | 1.90% | -3.55% | 9.23% | 1.52% | 4.39% | -1.01% | 4.62% | 0.84% | 4.99% | 35.71% |
| 2018 | 5.57% | -0.67% | -1.47% | -0.54% | 3.15% | -2.47% | 0.09% | 3.84% | 0.47% | -2.50% | -2.42% | 0.09% | 2.81% |
| 2017 | 5.09% | 4.13% | 1.33% | 1.36% | 3.44% | -2.14% | 3.48% | 4.72% | -2.70% | 3.49% | 0.80% | 0.77% | 26.10% |
| 2016 | 0.86% | 6.77% | 3.25% | 0.62% | 0.15% | 4.74% | 5.40% | -0.56% | 2.11% | -1.23% | -3.21% | 1.77% | 22.21% |
| 2015 | 4.66% | 0.40% | -2.98% | 2.08% | 1.19% | -2.86% | -3.75% | 1.07% | -0.59% | 6.26% | -2.46% | -0.63% | 1.89% |
| 2014 | 0.61% | 6.53% | -1.40% | 1.41% | 0.09% | 4.52% | -2.21% | 3.20% | -4.29% | -0.62% | 2.43% | -0.77% | 9.40% |
| 2013 | -1.30% | -3.07% | 1.23% | -2.87% | -1.19% | -8.09% | 6.25% | 4.89% | -2.34% | 1.86% | -1.13% | -1.25% | -7.53% |
Expense Ratio
Tt has an expense ratio of 0.25%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Tt is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
MSFT Microsoft Corporation | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
GOOGL Alphabet Inc. | 0.80 | 1.19 | 1.17 | 1.02 | 2.93 |
AMZN Amazon.com, Inc. | 1.46 | 2.02 | 1.26 | 1.16 | 7.43 |
NVDA NVIDIA Corporation | 3.37 | 3.57 | 1.46 | 6.46 | 20.29 |
AVGO Broadcom Inc. | 2.40 | 2.96 | 1.38 | 4.32 | 13.40 |
ADBE Adobe Inc | -0.07 | 0.14 | 1.02 | -0.07 | -0.17 |
CSCO Cisco Systems, Inc. | -0.16 | -0.08 | 0.99 | -0.14 | -0.38 |
CRM salesforce.com, inc. | 0.75 | 1.11 | 1.19 | 0.70 | 2.01 |
ACN Accenture plc | 0.34 | 0.60 | 1.08 | 0.26 | 0.60 |
ORCL Oracle Corporation | 1.51 | 2.27 | 1.33 | 2.48 | 8.92 |
AMD Advanced Micro Devices, Inc. | 1.14 | 1.74 | 1.22 | 1.32 | 2.92 |
GLD SPDR Gold Trust | 2.41 | 3.34 | 1.42 | 2.71 | 14.79 |
Dividends
Dividend yield
Tt granted a 0.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tt | 0.21% | 0.23% | 0.32% | 0.22% | 0.29% | 0.39% | 0.54% | 0.47% | 0.59% | 0.62% | 0.62% | 0.71% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 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. | 0.24% | 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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AVGO Broadcom Inc. | 1.23% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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% |
CSCO Cisco Systems, Inc. | 3.04% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
CRM salesforce.com, inc. | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ACN Accenture plc | 1.53% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
ORCL Oracle Corporation | 0.95% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
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% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Tt. 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 Tt was 23.27%, occurring on Jun 27, 2013. Recovery took 665 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.27% | Sep 24, 2012 | 190 | Jun 27, 2013 | 665 | Feb 18, 2016 | 855 |
| -22.15% | Mar 25, 2022 | 141 | Oct 14, 2022 | 114 | Mar 30, 2023 | 255 |
| -16.31% | Feb 20, 2020 | 22 | Mar 20, 2020 | 16 | Apr 14, 2020 | 38 |
| -11.92% | Sep 2, 2020 | 128 | Mar 8, 2021 | 55 | May 25, 2021 | 183 |
| -11.49% | Sep 9, 2011 | 69 | Dec 15, 2011 | 31 | Feb 1, 2012 | 100 |
Volatility
Volatility Chart
The current Tt volatility is 4.41%, 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.
Diversification
Asset Correlations Table
| GLD | AMD | AVGO | ORCL | AAPL | CSCO | ACN | AMZN | NVDA | CRM | GOOGL | ADBE | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.06 | 0.02 | 0.03 | 0.05 | 0.04 | 0.03 | 0.02 | 0.03 | 0.03 | 0.03 | 0.03 | 0.03 |
| AMD | 0.06 | 1.00 | 0.47 | 0.39 | 0.41 | 0.40 | 0.39 | 0.43 | 0.61 | 0.44 | 0.42 | 0.47 | 0.46 |
| AVGO | 0.02 | 0.47 | 1.00 | 0.43 | 0.49 | 0.47 | 0.46 | 0.44 | 0.56 | 0.46 | 0.45 | 0.49 | 0.49 |
| ORCL | 0.03 | 0.39 | 0.43 | 1.00 | 0.42 | 0.52 | 0.54 | 0.43 | 0.44 | 0.48 | 0.48 | 0.54 | 0.56 |
| AAPL | 0.05 | 0.41 | 0.49 | 0.42 | 1.00 | 0.47 | 0.43 | 0.49 | 0.48 | 0.45 | 0.54 | 0.49 | 0.55 |
| CSCO | 0.04 | 0.40 | 0.47 | 0.52 | 0.47 | 1.00 | 0.55 | 0.43 | 0.45 | 0.46 | 0.48 | 0.51 | 0.53 |
| ACN | 0.03 | 0.39 | 0.46 | 0.54 | 0.43 | 0.55 | 1.00 | 0.46 | 0.44 | 0.51 | 0.51 | 0.57 | 0.57 |
| AMZN | 0.02 | 0.43 | 0.44 | 0.43 | 0.49 | 0.43 | 0.46 | 1.00 | 0.49 | 0.55 | 0.63 | 0.56 | 0.57 |
| NVDA | 0.03 | 0.61 | 0.56 | 0.44 | 0.48 | 0.45 | 0.44 | 0.49 | 1.00 | 0.51 | 0.50 | 0.55 | 0.54 |
| CRM | 0.03 | 0.44 | 0.46 | 0.48 | 0.45 | 0.46 | 0.51 | 0.55 | 0.51 | 1.00 | 0.52 | 0.64 | 0.56 |
| GOOGL | 0.03 | 0.42 | 0.45 | 0.48 | 0.54 | 0.48 | 0.51 | 0.63 | 0.50 | 0.52 | 1.00 | 0.58 | 0.62 |
| ADBE | 0.03 | 0.47 | 0.49 | 0.54 | 0.49 | 0.51 | 0.57 | 0.56 | 0.55 | 0.64 | 0.58 | 1.00 | 0.65 |
| MSFT | 0.03 | 0.46 | 0.49 | 0.56 | 0.55 | 0.53 | 0.57 | 0.57 | 0.54 | 0.56 | 0.62 | 0.65 | 1.00 |