ETFs+AI Stocks - Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFs+AI Stocks - Portfolio, 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 Jan 13, 2020, corresponding to the inception date of TECB
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| ETFs+AI Stocks - Portfolio | 16.88% | -1.04% | 12.57% | 25.10% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 14.62% | -0.27% | 12.26% | 20.57% | 14.27% | 12.68% |
SCHD Schwab US Dividend Equity ETF | 7.96% | 2.96% | 7.58% | 11.22% | 11.83% | 11.14% |
QQQ Invesco QQQ | 13.48% | -2.23% | 9.14% | 23.18% | 19.72% | 17.96% |
XLK Technology Select Sector SPDR Fund | 12.54% | -2.94% | 6.58% | 21.91% | 22.44% | 20.05% |
SMH VanEck Vectors Semiconductor ETF | 37.81% | -5.79% | 25.27% | 55.02% | 35.06% | 29.09% |
NVDA NVIDIA Corporation | 130.74% | -3.27% | 86.21% | 150.19% | 92.64% | 75.22% |
GOOGL Alphabet Inc. | 23.72% | -3.68% | 16.23% | 41.42% | 22.73% | 19.22% |
META Meta Platforms, Inc. | 30.58% | -7.54% | 18.31% | 56.97% | 18.33% | 19.96% |
MSFT Microsoft Corporation | 14.47% | -4.19% | 6.93% | 23.16% | 26.14% | 27.53% |
TSLA Tesla, Inc. | -13.08% | 18.30% | 3.93% | -18.58% | 70.31% | 30.72% |
AAPL Apple Inc | 13.81% | 5.00% | 12.66% | 13.47% | 34.37% | 26.10% |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 13.29% | -2.21% | 7.03% | 25.56% | N/A | N/A |
VEA Vanguard FTSE Developed Markets ETF | 5.80% | 0.81% | 7.57% | 9.10% | 6.90% | 4.70% |
VXUS Vanguard Total International Stock ETF | 5.87% | 0.25% | 7.94% | 8.47% | 5.99% | 4.07% |
Monthly Returns
The table below presents the monthly returns of ETFs+AI Stocks - Portfolio, 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 | 2.22% | 6.07% | 3.05% | -4.40% | 6.28% | 5.02% | 16.88% | ||||||
| 2023 | 9.69% | -0.38% | 7.14% | -0.17% | 5.48% | 6.17% | 3.93% | -1.78% | -5.30% | -2.53% | 10.69% | 5.58% | 44.13% |
| 2022 | -6.77% | -3.72% | 3.42% | -10.76% | 0.70% | -9.60% | 10.48% | -5.43% | -10.48% | 6.09% | 8.19% | -6.91% | -24.63% |
| 2021 | 0.11% | 2.49% | 3.31% | 4.56% | 0.68% | 4.37% | 2.10% | 3.56% | -4.99% | 7.23% | 2.17% | 2.83% | 31.79% |
| 2020 | -1.79% | -6.50% | -10.31% | 13.65% | 6.05% | 4.72% | 6.63% | 9.63% | -4.14% | -2.46% | 12.53% | 4.67% | 33.82% |
Expense Ratio
ETFs+AI Stocks - Portfolio has an expense ratio of 0.13%, 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 rank of ETFs+AI Stocks - Portfolio is 69, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.82 | 2.53 | 1.32 | 1.80 | 7.20 |
SCHD Schwab US Dividend Equity ETF | 0.99 | 1.50 | 1.17 | 0.84 | 3.09 |
QQQ Invesco QQQ | 1.48 | 2.04 | 1.26 | 1.74 | 7.54 |
XLK Technology Select Sector SPDR Fund | 1.25 | 1.72 | 1.22 | 2.13 | 6.10 |
SMH VanEck Vectors Semiconductor ETF | 1.97 | 2.55 | 1.33 | 3.85 | 9.83 |
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
GOOGL Alphabet Inc. | 1.51 | 2.03 | 1.29 | 2.29 | 9.14 |
META Meta Platforms, Inc. | 1.58 | 2.40 | 1.31 | 2.26 | 9.09 |
MSFT Microsoft Corporation | 1.25 | 1.72 | 1.22 | 1.94 | 5.78 |
TSLA Tesla, Inc. | -0.37 | -0.22 | 0.97 | -0.30 | -0.78 |
AAPL Apple Inc | 0.62 | 1.03 | 1.12 | 0.84 | 1.67 |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 1.54 | 2.10 | 1.27 | 1.27 | 6.96 |
VEA Vanguard FTSE Developed Markets ETF | 0.76 | 1.15 | 1.14 | 0.57 | 2.27 |
VXUS Vanguard Total International Stock ETF | 0.74 | 1.12 | 1.13 | 0.49 | 2.12 |
Dividends
Dividend yield
ETFs+AI Stocks - Portfolio granted a 1.35% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETFs+AI Stocks - Portfolio | 1.35% | 1.39% | 1.69% | 1.23% | 1.39% | 2.02% | 1.97% | 1.67% | 1.76% | 2.06% | 1.90% | 1.80% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.33% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.51% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
QQQ Invesco QQQ | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
XLK Technology Select Sector SPDR Fund | 0.70% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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% |
GOOGL Alphabet Inc. | 0.12% | 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. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 0.22% | 0.23% | 0.61% | 0.35% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.34% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VXUS Vanguard Total International Stock ETF | 3.05% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETFs+AI Stocks - Portfolio. 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 ETFs+AI Stocks - Portfolio was 31.56%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current ETFs+AI Stocks - Portfolio drawdown is 6.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.56% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -31.4% | Dec 28, 2021 | 202 | Oct 14, 2022 | 187 | Jul 17, 2023 | 389 |
| -10.72% | Aug 1, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
| -10.68% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -6.93% | Mar 25, 2024 | 19 | Apr 19, 2024 | 17 | May 14, 2024 | 36 |
Volatility
Volatility Chart
The current ETFs+AI Stocks - Portfolio volatility is 5.31%, 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
| TSLA | SCHD | META | NVDA | GOOGL | AAPL | VEA | VXUS | MSFT | SMH | TECB | VOO | XLK | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.30 | 0.38 | 0.47 | 0.41 | 0.50 | 0.43 | 0.45 | 0.44 | 0.50 | 0.55 | 0.52 | 0.53 | 0.60 |
| SCHD | 0.30 | 1.00 | 0.39 | 0.37 | 0.46 | 0.48 | 0.76 | 0.73 | 0.45 | 0.55 | 0.57 | 0.81 | 0.60 | 0.58 |
| META | 0.38 | 0.39 | 1.00 | 0.59 | 0.67 | 0.57 | 0.52 | 0.53 | 0.65 | 0.61 | 0.73 | 0.66 | 0.69 | 0.74 |
| NVDA | 0.47 | 0.37 | 0.59 | 1.00 | 0.59 | 0.60 | 0.52 | 0.53 | 0.68 | 0.85 | 0.80 | 0.67 | 0.80 | 0.80 |
| GOOGL | 0.41 | 0.46 | 0.67 | 0.59 | 1.00 | 0.65 | 0.57 | 0.57 | 0.75 | 0.63 | 0.75 | 0.73 | 0.75 | 0.79 |
| AAPL | 0.50 | 0.48 | 0.57 | 0.60 | 0.65 | 1.00 | 0.55 | 0.56 | 0.72 | 0.65 | 0.74 | 0.75 | 0.84 | 0.82 |
| VEA | 0.43 | 0.76 | 0.52 | 0.52 | 0.57 | 0.55 | 1.00 | 0.98 | 0.55 | 0.68 | 0.69 | 0.82 | 0.69 | 0.70 |
| VXUS | 0.45 | 0.73 | 0.53 | 0.53 | 0.57 | 0.56 | 0.98 | 1.00 | 0.56 | 0.69 | 0.70 | 0.81 | 0.70 | 0.71 |
| MSFT | 0.44 | 0.45 | 0.65 | 0.68 | 0.75 | 0.72 | 0.55 | 0.56 | 1.00 | 0.70 | 0.82 | 0.77 | 0.88 | 0.86 |
| SMH | 0.50 | 0.55 | 0.61 | 0.85 | 0.63 | 0.65 | 0.68 | 0.69 | 0.70 | 1.00 | 0.85 | 0.79 | 0.88 | 0.87 |
| TECB | 0.55 | 0.57 | 0.73 | 0.80 | 0.75 | 0.74 | 0.69 | 0.70 | 0.82 | 0.85 | 1.00 | 0.88 | 0.94 | 0.96 |
| VOO | 0.52 | 0.81 | 0.66 | 0.67 | 0.73 | 0.75 | 0.82 | 0.81 | 0.77 | 0.79 | 0.88 | 1.00 | 0.90 | 0.91 |
| XLK | 0.53 | 0.60 | 0.69 | 0.80 | 0.75 | 0.84 | 0.69 | 0.70 | 0.88 | 0.88 | 0.94 | 0.90 | 1.00 | 0.97 |
| QQQ | 0.60 | 0.58 | 0.74 | 0.80 | 0.79 | 0.82 | 0.70 | 0.71 | 0.86 | 0.87 | 0.96 | 0.91 | 0.97 | 1.00 |