Information Technology
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 10% |
CSCO Cisco Systems, Inc. | Technology | 15% |
IBM International Business Machines Corporation | Technology | 20% |
INTC Intel Corporation | Technology | 15% |
ORCL Oracle Corporation | Technology | 20% |
QCOM QUALCOMM Incorporated | Technology | 10% |
SQ Square, Inc. | Technology | 5% |
ZM Zoom Video Communications, Inc. | Communication Services | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Information Technology, 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 Apr 18, 2019, corresponding to the inception date of ZM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Information Technology | 1.63% | -2.11% | -2.32% | 18.51% | 16.42% | N/A |
| Portfolio components: | ||||||
ORCL Oracle Corporation | 33.06% | -0.08% | 25.46% | 20.50% | 23.69% | 14.65% |
IBM International Business Machines Corporation | 24.45% | 4.15% | 9.10% | 40.97% | 14.29% | 5.18% |
INTC Intel Corporation | -59.40% | -35.38% | -52.40% | -39.12% | -13.36% | -2.76% |
CSCO Cisco Systems, Inc. | 3.02% | 6.08% | 6.90% | -6.72% | 4.67% | 10.79% |
QCOM QUALCOMM Incorporated | 18.27% | -5.87% | 8.05% | 55.23% | 20.10% | 11.52% |
AMD Advanced Micro Devices, Inc. | 1.75% | 7.14% | -15.74% | 46.17% | 36.84% | 43.23% |
ZM Zoom Video Communications, Inc. | -0.82% | 18.69% | 4.62% | 5.55% | -4.75% | N/A |
SQ Square, Inc. | -15.24% | 8.94% | -15.64% | 17.34% | 0.85% | N/A |
Monthly Returns
The table below presents the monthly returns of Information Technology, 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 | 1.96% | 3.50% | 3.91% | -12.31% | 3.51% | 4.57% | 0.22% | 1.63% | |||||
| 2023 | 8.09% | -3.14% | 9.65% | -5.43% | 7.46% | 5.61% | 5.15% | -1.53% | -5.74% | -1.52% | 14.64% | 6.70% | 44.85% |
| 2022 | -8.29% | -3.08% | 1.15% | -10.41% | 1.92% | -7.79% | 6.21% | -6.44% | -15.18% | 13.77% | 9.07% | -7.41% | -26.69% |
| 2021 | -0.46% | 2.21% | 5.81% | 2.58% | 1.02% | 3.67% | 3.63% | 1.40% | -4.81% | 1.96% | 3.79% | 1.80% | 24.61% |
| 2020 | 3.35% | -5.02% | -4.45% | 11.59% | 6.44% | 3.96% | 5.34% | 6.85% | 1.06% | -6.83% | 13.77% | 2.71% | 43.43% |
| 2019 | 0.01% | -8.86% | 10.40% | 3.03% | -6.71% | 2.86% | 1.05% | 3.87% | 2.09% | 6.61% |
Expense Ratio
Information Technology has an expense ratio of 0.00%, indicating no management fees are charged. 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 Information Technology is 10, indicating that it is in the bottom 10% 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 | |
|---|---|---|---|---|---|
ORCL Oracle Corporation | 0.72 | 1.15 | 1.19 | 1.20 | 2.41 |
IBM International Business Machines Corporation | 2.03 | 2.90 | 1.42 | 2.57 | 6.26 |
INTC Intel Corporation | -0.78 | -0.86 | 0.87 | -0.54 | -1.38 |
CSCO Cisco Systems, Inc. | -0.25 | -0.20 | 0.97 | -0.21 | -0.38 |
QCOM QUALCOMM Incorporated | 1.65 | 2.13 | 1.30 | 1.41 | 6.40 |
AMD Advanced Micro Devices, Inc. | 1.00 | 1.60 | 1.20 | 1.12 | 2.73 |
ZM Zoom Video Communications, Inc. | 0.21 | 0.56 | 1.06 | 0.07 | 0.45 |
SQ Square, Inc. | 0.37 | 0.87 | 1.10 | 0.21 | 0.98 |
Dividends
Dividend yield
Information Technology granted a 1.93% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Information Technology | 1.93% | 2.00% | 2.82% | 2.12% | 2.38% | 2.33% | 2.68% | 2.22% | 2.21% | 2.28% | 1.73% | 1.56% |
| Portfolio components: | ||||||||||||
ORCL Oracle Corporation | 1.15% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
IBM International Business Machines Corporation | 3.36% | 4.05% | 4.68% | 4.74% | 5.17% | 4.79% | 5.46% | 3.84% | 3.31% | 3.63% | 2.65% | 1.97% |
INTC Intel Corporation | 2.48% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
CSCO Cisco Systems, Inc. | 3.11% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
QCOM QUALCOMM Incorporated | 1.92% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
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% |
ZM Zoom Video Communications, 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% |
SQ Square, 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% |
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 Information Technology. 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 Information Technology was 38.20%, occurring on Oct 11, 2022. Recovery took 293 trading sessions.
The current Information Technology drawdown is 10.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.2% | Dec 28, 2021 | 199 | Oct 11, 2022 | 293 | Dec 11, 2023 | 492 |
| -29.05% | Feb 20, 2020 | 18 | Mar 16, 2020 | 55 | Jun 3, 2020 | 73 |
| -18.98% | Mar 13, 2024 | 102 | Aug 7, 2024 | — | — | — |
| -12.88% | Jul 29, 2019 | 20 | Aug 23, 2019 | 90 | Jan 2, 2020 | 110 |
| -11.3% | Oct 19, 2020 | 8 | Oct 28, 2020 | 22 | Nov 30, 2020 | 30 |
Volatility
Volatility Chart
The current Information Technology volatility is 9.88%, 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
| ZM | IBM | ORCL | SQ | CSCO | AMD | INTC | QCOM | |
|---|---|---|---|---|---|---|---|---|
| ZM | 1.00 | 0.09 | 0.24 | 0.56 | 0.24 | 0.40 | 0.29 | 0.33 |
| IBM | 0.09 | 1.00 | 0.46 | 0.24 | 0.53 | 0.27 | 0.42 | 0.38 |
| ORCL | 0.24 | 0.46 | 1.00 | 0.35 | 0.49 | 0.40 | 0.42 | 0.44 |
| SQ | 0.56 | 0.24 | 0.35 | 1.00 | 0.34 | 0.51 | 0.42 | 0.47 |
| CSCO | 0.24 | 0.53 | 0.49 | 0.34 | 1.00 | 0.41 | 0.51 | 0.47 |
| AMD | 0.40 | 0.27 | 0.40 | 0.51 | 0.41 | 1.00 | 0.55 | 0.63 |
| INTC | 0.29 | 0.42 | 0.42 | 0.42 | 0.51 | 0.55 | 1.00 | 0.65 |
| QCOM | 0.33 | 0.38 | 0.44 | 0.47 | 0.47 | 0.63 | 0.65 | 1.00 |