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
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The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of May 31, 2025, the XLK TOP 5 returned -4.41% Year-To-Date and 36.72% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| XLK TOP 5 | -4.41% | 12.47% | 3.63% | 28.74% | 38.10% | 36.72% |
| Portfolio components: | ||||||
AAPL Apple Inc | -19.60% | -5.36% | -15.17% | 5.49% | 21.05% | 21.31% |
MSFT Microsoft Corporation | 9.64% | 16.68% | 9.13% | 11.87% | 21.26% | 27.46% |
NVDA NVIDIA Corporation | 0.63% | 24.06% | -2.24% | 22.32% | 72.51% | 74.01% |
CRM salesforce.com, inc. | -20.50% | -1.24% | -19.36% | 22.44% | 8.86% | 13.87% |
AVGO Broadcom Inc. | 4.73% | 25.77% | 50.21% | 79.63% | 56.68% | 36.05% |
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% | 12.47% | -4.41% | |||||||
| 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 44, 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 | 0.17 | 0.51 | 1.07 | 0.19 | 0.57 |
MSFT Microsoft Corporation | 0.47 | 0.62 | 1.08 | 0.33 | 0.73 |
NVDA NVIDIA Corporation | 0.38 | 0.84 | 1.11 | 0.51 | 1.24 |
CRM salesforce.com, inc. | 0.67 | 0.23 | 1.03 | -0.03 | -0.07 |
AVGO Broadcom Inc. | 1.27 | 1.91 | 1.25 | 1.79 | 4.93 |
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Dividends
Dividend yield
XLK TOP 5 provided a 0.55% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.55% | 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 | 0.50% | 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 | 0.70% | 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 | 0.02% | 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. | 0.61% | 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. | 0.92% | 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.
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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 8.18%.
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 chart below shows the rolling one-month volatility.
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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 | 0.61 | 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 | 0.61 | 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 |