XLK TOP 5
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AVGO Broadcom Inc. | Technology | 20% |
CRM salesforce.com, inc. | Technology | 20% |
MSFT Microsoft Corporation | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in XLK TOP 5, 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.
The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of May 9, 2025, the XLK TOP 5 returned -10.83% Year-To-Date and 36.59% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| XLK TOP 5 | -10.83% | 21.84% | -5.16% | 22.80% | 37.45% | 36.59% |
| Portfolio components: | ||||||
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 21.29% | 21.49% |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.98% | 26.84% |
NVDA NVIDIA Corporation | -12.59% | 21.88% | -21.15% | 29.85% | 72.35% | 72.94% |
CRM salesforce.com, inc. | -16.20% | 14.83% | -9.74% | 0.86% | 9.91% | 14.78% |
AVGO Broadcom Inc. | -10.11% | 33.16% | 13.68% | 58.68% | 53.93% | 36.25% |
Monthly Returns
The table below presents the monthly returns of XLK TOP 5, 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 | -4.02% | -4.31% | -10.41% | 3.29% | 4.91% | -10.83% | |||||||
| 2024 | 7.67% | 11.07% | 3.25% | -5.03% | 7.49% | 12.37% | -1.06% | 0.84% | 4.29% | 1.08% | 4.61% | 8.41% | 68.97% |
| 2023 | 15.88% | 4.67% | 16.07% | 1.27% | 17.65% | 5.68% | 4.12% | 0.18% | -8.64% | 0.18% | 14.69% | 6.27% | 106.26% |
| 2022 | -9.25% | -3.87% | 5.91% | -16.16% | -2.22% | -9.03% | 13.93% | -9.73% | -12.12% | 8.14% | 9.58% | -9.30% | -33.06% |
| 2021 | 1.51% | -0.30% | -0.64% | 6.85% | 1.92% | 9.64% | 2.01% | 7.34% | -4.15% | 13.44% | 7.88% | 1.14% | 55.95% |
| 2020 | 4.48% | -3.86% | -7.61% | 13.42% | 9.50% | 9.90% | 6.66% | 21.72% | -3.90% | -5.75% | 8.64% | 2.88% | 66.46% |
| 2019 | 6.49% | 6.01% | 7.52% | 5.49% | -14.19% | 11.07% | 2.92% | -0.47% | 1.15% | 8.25% | 6.78% | 4.84% | 53.26% |
| 2018 | 8.98% | 1.03% | -3.37% | -0.10% | 9.65% | -0.98% | 1.15% | 10.45% | 3.26% | -11.68% | -4.99% | -5.80% | 5.25% |
| 2017 | 7.93% | 3.07% | 4.05% | 0.99% | 11.70% | -2.32% | 6.35% | 5.13% | -1.28% | 11.09% | 1.55% | -2.50% | 54.84% |
| 2016 | -8.10% | -0.14% | 11.97% | -5.40% | 12.81% | -2.10% | 9.71% | 3.71% | 1.78% | 2.48% | 5.09% | 5.61% | 41.42% |
| 2015 | -2.74% | 16.46% | -3.61% | 5.53% | 4.78% | -6.59% | 0.19% | -0.98% | 1.99% | 10.52% | 4.90% | 1.10% | 33.75% |
| 2014 | 0.26% | 8.19% | 0.44% | 0.09% | 5.36% | 2.80% | -1.94% | 10.44% | -0.09% | 4.96% | 4.41% | -1.61% | 37.80% |
Expense Ratio
XLK TOP 5 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of XLK TOP 5 is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.27 | 0.63 | 1.09 | 0.28 | 0.95 |
MSFT Microsoft Corporation | 0.30 | 0.57 | 1.07 | 0.29 | 0.63 |
NVDA NVIDIA Corporation | 0.51 | 1.02 | 1.13 | 0.74 | 1.85 |
CRM salesforce.com, inc. | 0.02 | 0.34 | 1.05 | 0.06 | 0.14 |
AVGO Broadcom Inc. | 0.94 | 1.71 | 1.23 | 1.47 | 4.08 |
Dividends
Dividend yield
XLK TOP 5 provided a 0.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.58% | 0.51% | 0.59% | 0.98% | 0.69% | 0.94% | 1.21% | 1.41% | 1.10% | 1.23% | 1.32% | 1.41% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
CRM salesforce.com, inc. | 0.58% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.08% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
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 XLK TOP 5. 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 XLK TOP 5 was 40.94%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.
The current XLK TOP 5 drawdown is 14.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.94% | Dec 28, 2021 | 202 | Oct 14, 2022 | 148 | May 18, 2023 | 350 |
| -33.3% | Feb 20, 2020 | 18 | Mar 16, 2020 | 55 | Jun 3, 2020 | 73 |
| -29.71% | Dec 17, 2024 | 74 | Apr 4, 2025 | — | — | — |
| -28.2% | Oct 4, 2018 | 56 | Dec 24, 2018 | 81 | Apr 23, 2019 | 137 |
| -22.97% | Feb 18, 2011 | 128 | Aug 22, 2011 | 120 | Feb 13, 2012 | 248 |
Volatility
Volatility Chart
The current XLK TOP 5 volatility is 16.72%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | AAPL | CRM | AVGO | NVDA | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.63 | 0.62 | 0.62 | 0.61 | 0.72 | 0.78 |
| AAPL | 0.63 | 1.00 | 0.45 | 0.48 | 0.47 | 0.55 | 0.70 |
| CRM | 0.62 | 0.45 | 1.00 | 0.46 | 0.51 | 0.56 | 0.75 |
| AVGO | 0.62 | 0.48 | 0.46 | 1.00 | 0.56 | 0.49 | 0.77 |
| NVDA | 0.61 | 0.47 | 0.51 | 0.56 | 1.00 | 0.54 | 0.82 |
| MSFT | 0.72 | 0.55 | 0.56 | 0.49 | 0.54 | 1.00 | 0.74 |
| Portfolio | 0.78 | 0.70 | 0.75 | 0.77 | 0.82 | 0.74 | 1.00 |