Heavy Tech

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Heavy Tech

Currency in USD · Last updated May 10, 2025

Tech

Asset Allocation

Position	Category/Sector	Target Weight
FSELX Fidelity Select Semiconductors Portfolio	Technology Equities	5%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	25%
MSFT Microsoft Corporation	Technology	5%
QQQM Invesco NASDAQ 100 ETF	Large Cap Growth Equities	15%
SOXX iShares PHLX Semiconductor ETF	Technology Equities	15%
VGT Vanguard Information Technology ETF	Technology Equities	15%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	20%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	3.72%	-5.60%	8.55%	14.11%	10.45%
Heavy Tech	-5.86%	4.81%	-7.25%	5.70%	N/A	N/A
Portfolio components:
SOXX iShares PHLX Semiconductor ETF	-9.89%	5.62%	-15.93%	-10.49%	20.38%	21.32%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	-4.81%	3.05%	-3.46%	7.93%	N/A	N/A
QQQM Invesco NASDAQ 100 ETF	-4.36%	4.93%	-4.75%	11.42%	N/A	N/A
VGT Vanguard Information Technology ETF	-8.02%	7.01%	-8.30%	11.53%	18.78%	19.37%
VOO Vanguard S&P 500 ETF	-3.41%	3.92%	-5.06%	9.92%	15.85%	12.42%
FSELX Fidelity Select Semiconductors Portfolio	-17.66%	-0.07%	-24.33%	-9.79%	20.56%	14.29%
MSFT Microsoft Corporation	4.30%	12.35%	4.25%	7.22%	19.99%	26.86%

*Annualized

Monthly Returns

The table below presents the monthly returns of Heavy Tech, 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	1.23%	-2.63%	-7.63%	-0.06%	3.45%								-5.86%
2024	2.46%	6.28%	2.68%	-4.45%	6.72%	5.18%	-2.13%	0.92%	2.02%	-1.42%	4.60%	-0.40%	24.12%
2023	9.41%	-0.01%	7.99%	-0.21%	7.15%	5.57%	3.46%	-1.92%	-5.10%	-2.37%	11.13%	5.23%	46.61%
2022					-4.31%	-9.93%	11.77%	-5.93%	-10.64%	4.96%	8.31%	-7.75%	-15.08%

Expense Ratio

Heavy Tech has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FSELX

Fidelity Select Semiconductors Portfolio

SOXX

iShares PHLX Semiconductor ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

QQQM

Invesco NASDAQ 100 ETF

VGT

Vanguard Information Technology ETF

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Heavy Tech is 14, meaning it’s performing worse than 86% of other portfolios on our website when it comes to balancing risk and reward. Below is 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SOXX iShares PHLX Semiconductor ETF	-0.24	-0.07	0.99	-0.26	-0.59
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	0.39	0.70	1.11	0.41	1.46
QQQM Invesco NASDAQ 100 ETF	0.46	0.82	1.11	0.51	1.67
VGT Vanguard Information Technology ETF	0.39	0.73	1.10	0.43	1.39
VOO Vanguard S&P 500 ETF	0.52	0.89	1.13	0.57	2.18
FSELX Fidelity Select Semiconductors Portfolio	-0.21	-0.02	1.00	-0.27	-0.67
MSFT Microsoft Corporation	0.28	0.63	1.08	0.34	0.75

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Heavy Tech Sharpe ratios as of May 10, 2025 (values are recalculated daily):

1-Year: 0.22
All Time: 0.56

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Heavy Tech compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Heavy Tech provided a 3.47% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.47%	2.98%	3.15%	3.21%	0.54%	0.65%	0.83%	0.93%	0.78%	0.92%	1.74%	1.07%
Portfolio components:
SOXX iShares PHLX Semiconductor ETF	0.76%	0.67%	0.78%	1.25%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%	1.56%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.50%	9.66%	10.02%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQM Invesco NASDAQ 100 ETF	0.62%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.56%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
VOO Vanguard S&P 500 ETF	1.34%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
FSELX Fidelity Select Semiconductors Portfolio	0.00%	0.00%	0.10%	0.18%	0.04%	0.51%	0.76%	0.76%	1.04%	0.71%	16.31%	3.48%
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%

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 Heavy Tech. 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 Heavy Tech was 23.86%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Heavy Tech drawdown is 10.32%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-23.86%	Jan 24, 2025	52	Apr 8, 2025	—	—	—
-21.26%	Aug 16, 2022	43	Oct 14, 2022	139	May 5, 2023	182
-16.06%	May 5, 2022	30	Jun 16, 2022	40	Aug 15, 2022	70
-14.33%	Jul 11, 2024	20	Aug 7, 2024	65	Nov 7, 2024	85
-10.85%	Jul 19, 2023	71	Oct 26, 2023	17	Nov 20, 2023	88

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 7 assets, with an effective number of assets of 5.71, 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

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

	^GSPC	MSFT	FSELX	SOXX	VOO	JEPQ	VGT	QQQM	Portfolio
^GSPC	1.00	0.78	0.79	0.81	1.00	0.93	0.92	0.94	0.94
MSFT	0.78	1.00	0.65	0.65	0.77	0.82	0.83	0.84	0.81
FSELX	0.79	0.65	1.00	0.96	0.79	0.84	0.89	0.86	0.92
SOXX	0.81	0.65	0.96	1.00	0.81	0.85	0.90	0.87	0.93
VOO	1.00	0.77	0.79	0.81	1.00	0.93	0.92	0.94	0.94
JEPQ	0.93	0.82	0.84	0.85	0.93	1.00	0.95	0.97	0.97
VGT	0.92	0.83	0.89	0.90	0.92	0.95	1.00	0.97	0.98
QQQM	0.94	0.84	0.86	0.87	0.94	0.97	0.97	1.00	0.98
Portfolio	0.94	0.81	0.92	0.93	0.94	0.97	0.98	0.98	1.00

The correlation results are calculated based on daily price changes starting from May 5, 2022

Performance Analysis

Risk Analysis

Optimization

Factor Model

Heavy Tech

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

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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Screeners

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