ETFs+AI Stocks - Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

ETFs+AI Stocks - Portfolio

Last updated Feb 5, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	1%
GOOGL Alphabet Inc.	Communication Services	1%
META Meta Platforms, Inc.	Communication Services	1%
MSFT Microsoft Corporation	Technology	1%
NVDA NVIDIA Corporation	Technology	2%
QQQ Invesco QQQ	Large Cap Blend Equities	20%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	15%
SMH VanEck Vectors Semiconductor ETF	Technology Equities	10%
TECB iShares U.S. Tech Breakthrough Multisector ETF	Technology Equities	5%
TSLA Tesla, Inc.	Consumer Cyclical	1%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	4%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	20%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	4%
XLK Technology Select Sector SPDR Fund	Technology Equities	15%

Benchmark

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 every 3 months.

ETFs+AI Stocks - Portfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jan 13, 2020, corresponding to the inception date of TECB

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	2.66%	1.61%	15.23%	22.15%	12.59%	11.41%
ETFs+AI Stocks - Portfolio	-0.61%	-3.05%	16.76%	27.93%	21.24%	N/A
Portfolio components:
VOO Vanguard S&P 500 ETF	2.70%	1.64%	16.03%	23.86%	14.34%	13.41%
SCHD Schwab US Dividend Equity ETF	1.61%	1.17%	6.84%	13.09%	11.02%	11.19%
QQQ Invesco QQQ	2.59%	1.14%	19.69%	23.14%	18.74%	18.65%
XLK Technology Select Sector SPDR Fund	-0.66%	-2.02%	15.55%	14.73%	19.24%	20.39%
SMH VanEck Vectors Semiconductor ETF	-0.29%	-4.13%	11.53%	24.41%	27.87%	25.99%
NVDA NVIDIA Corporation	-11.65%	-17.87%	13.83%	71.17%	80.13%	73.42%
GOOGL Alphabet Inc.	9.02%	7.61%	30.70%	44.16%	23.03%	22.81%
META Meta Platforms, Inc.	20.27%	16.47%	42.77%	53.87%	27.49%	25.32%
MSFT Microsoft Corporation	-2.17%	-2.59%	3.59%	2.42%	18.69%	27.55%
TSLA Tesla, Inc.	-2.88%	-4.44%	95.48%	116.62%	51.27%	39.20%
AAPL Apple Inc	-7.04%	-4.34%	12.59%	24.65%	24.29%	24.31%
TECB iShares U.S. Tech Breakthrough Multisector ETF	4.21%	2.52%	21.31%	20.24%	16.44%	N/A
VEA Vanguard FTSE Developed Markets ETF	4.39%	4.00%	6.56%	9.21%	5.65%	5.68%
VXUS Vanguard Total International Stock ETF	3.65%	3.28%	7.18%	11.04%	5.12%	5.25%

*Annualized

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
2025	-0.30%												-0.61%
2024	3.13%	8.16%	3.71%	-4.38%	8.93%	6.63%	-1.36%	1.05%	2.47%	0.30%	5.09%	-0.81%	37.22%
2023	10.47%	0.35%	7.20%	-0.98%	7.70%	7.06%	4.24%	-1.36%	-5.83%	-3.25%	11.48%	5.60%	49.64%
2022	-7.60%	-3.81%	4.58%	-12.18%	0.07%	-10.02%	11.74%	-5.81%	-10.38%	5.31%	7.36%	-8.30%	-28.13%
2021	0.69%	1.66%	2.82%	4.64%	0.29%	4.89%	2.03%	3.97%	-4.80%	9.06%	3.21%	1.71%	33.92%
2020	-1.79%	-6.50%	-10.31%	13.76%	6.17%	4.95%	6.98%	10.74%	-4.34%	-2.83%	13.20%	5.15%	36.85%

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.

SMH

VanEck Vectors Semiconductor ETF

QQQ

Invesco QQQ

XLK

Technology Select Sector SPDR Fund

SCHD

Schwab US Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

TECB

iShares U.S. Tech Breakthrough Multisector ETF

VXUS

Vanguard Total International Stock ETF

VEA

Vanguard FTSE Developed Markets ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETFs+AI Stocks - Portfolio is 37, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

ETFs+AI Stocks - Portfolio

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	1.94	2.60	1.35	2.92	12.23
SCHD Schwab US Dividend Equity ETF	1.06	1.57	1.19	1.52	4.12
QQQ Invesco QQQ	1.37	1.87	1.25	1.85	6.39
XLK Technology Select Sector SPDR Fund	0.71	1.07	1.14	0.95	3.21
SMH VanEck Vectors Semiconductor ETF	0.81	1.24	1.16	1.18	2.77
NVDA NVIDIA Corporation	1.55	2.11	1.27	3.26	9.28
GOOGL Alphabet Inc.	1.69	2.35	1.30	2.11	5.29
META Meta Platforms, Inc.	2.15	3.04	1.41	4.29	12.98
MSFT Microsoft Corporation	0.14	0.32	1.04	0.19	0.40
TSLA Tesla, Inc.	1.69	2.49	1.29	1.65	8.31
AAPL Apple Inc	1.07	1.61	1.20	1.52	4.25
TECB iShares U.S. Tech Breakthrough Multisector ETF	1.26	1.75	1.23	1.82	6.41
VEA Vanguard FTSE Developed Markets ETF	0.60	0.90	1.11	0.79	1.89
VXUS Vanguard Total International Stock ETF	0.76	1.13	1.14	1.00	2.55

The current ETFs+AI Stocks - Portfolio Sharpe ratio is 1.42. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.27 to 1.97, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ETFs+AI Stocks - Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

ETFs+AI Stocks - Portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

ETFs+AI Stocks - Portfolio provided a 1.33% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.33%	1.35%	1.39%	1.57%	1.18%	1.32%	1.57%	1.79%	1.52%	1.68%	1.84%	1.78%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.21%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
SCHD Schwab US Dividend Equity ETF	3.58%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.07%	2.63%	2.89%	2.97%	2.62%
QQQ Invesco QQQ	0.54%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
XLK Technology Select Sector SPDR Fund	0.66%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%
SMH VanEck Vectors Semiconductor ETF	0.44%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%	1.16%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
GOOGL Alphabet Inc.	0.29%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.28%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.75%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
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	0.43%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
TECB iShares U.S. Tech Breakthrough Multisector ETF	0.34%	0.35%	0.23%	0.61%	0.35%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	3.22%	3.36%	3.16%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%
VXUS Vanguard Total International Stock ETF	3.25%	3.37%	3.25%	3.09%	3.10%	2.14%	3.06%	3.17%	2.73%	2.93%	2.83%	3.40%

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.

ETFs+AI Stocks - Portfolio

Benchmark (^GSPC)

Portfolio components

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 33.67%, occurring on Oct 14, 2022. Recovery took 188 trading sessions.

The current ETFs+AI Stocks - Portfolio drawdown is 2.74%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.67%	Jan 4, 2022	197	Oct 14, 2022	188	Jul 18, 2023	385
-31.56%	Feb 20, 2020	23	Mar 23, 2020	71	Jul 2, 2020	94
-15.68%	Jul 11, 2024	20	Aug 7, 2024	47	Oct 14, 2024	67
-11.65%	Jul 19, 2023	71	Oct 26, 2023	17	Nov 20, 2023	88
-10.99%	Sep 3, 2020	14	Sep 23, 2020	38	Nov 16, 2020	52

Volatility

Volatility Chart

The current ETFs+AI Stocks - Portfolio volatility is 8.83%, 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.

ETFs+AI Stocks - Portfolio

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	TSLA	SCHD	META	GOOGL	AAPL	NVDA	VEA	VXUS	MSFT	SMH	TECB	VOO	XLK	QQQ
TSLA	1.00	0.30	0.37	0.41	0.48	0.46	0.42	0.44	0.44	0.50	0.55	0.52	0.53	0.61
SCHD	0.30	1.00	0.36	0.43	0.45	0.35	0.74	0.71	0.43	0.53	0.55	0.79	0.57	0.56
META	0.37	0.36	1.00	0.66	0.55	0.57	0.51	0.52	0.64	0.60	0.72	0.65	0.67	0.73
GOOGL	0.41	0.43	0.66	1.00	0.62	0.57	0.55	0.56	0.73	0.61	0.73	0.72	0.73	0.77
AAPL	0.48	0.45	0.55	0.62	1.00	0.57	0.54	0.54	0.70	0.62	0.72	0.72	0.81	0.79
NVDA	0.46	0.35	0.57	0.57	0.57	1.00	0.52	0.53	0.66	0.85	0.79	0.68	0.81	0.80
VEA	0.42	0.74	0.51	0.55	0.54	0.52	1.00	0.98	0.54	0.67	0.69	0.81	0.68	0.69
VXUS	0.44	0.71	0.52	0.56	0.54	0.53	0.98	1.00	0.54	0.69	0.69	0.80	0.69	0.70
MSFT	0.44	0.43	0.64	0.73	0.70	0.66	0.54	0.54	1.00	0.68	0.81	0.76	0.87	0.85
SMH	0.50	0.53	0.60	0.61	0.62	0.85	0.67	0.69	0.68	1.00	0.85	0.79	0.89	0.87
TECB	0.55	0.55	0.72	0.73	0.72	0.79	0.69	0.69	0.81	0.85	1.00	0.88	0.93	0.96
VOO	0.52	0.79	0.65	0.72	0.72	0.68	0.81	0.80	0.76	0.79	0.88	1.00	0.90	0.91
XLK	0.53	0.57	0.67	0.73	0.81	0.81	0.68	0.69	0.87	0.89	0.93	0.90	1.00	0.97
QQQ	0.61	0.56	0.73	0.77	0.79	0.80	0.69	0.70	0.85	0.87	0.96	0.91	0.97	1.00

The correlation results are calculated based on daily price changes starting from Jan 14, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

ETFs+AI Stocks - Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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