Tech Bro
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
BTC-USD Bitcoin | 10% | |
GOOGL Alphabet Inc. | Communication Services | 10% |
META Meta Platforms, Inc. | Communication Services | 10% |
MSFT Microsoft Corporation | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 10% |
TSLA Tesla, Inc. | Consumer Cyclical | 10% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tech Bro, 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 14, 2024, the Tech Bro returned 40.73% Year-To-Date and 43.77% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.95% | 3.13% | 9.95% | 24.88% | 13.37% | 10.92% |
| Tech Bro | 40.73% | 0.55% | 16.86% | 62.82% | 47.02% | 43.74% |
| Portfolio components: | ||||||
AAPL Apple Inc | 16.00% | -1.57% | 29.22% | 27.79% | 33.08% | 25.71% |
TSLA Tesla, Inc. | -7.32% | 6.56% | 40.79% | -16.07% | 69.89% | 29.35% |
BTC-USD Bitcoin | 43.31% | 2.85% | -11.43% | 127.98% | 42.74% | 64.27% |
MSFT Microsoft Corporation | 15.13% | 2.90% | 3.78% | 31.37% | 26.86% | 26.87% |
GOOGL Alphabet Inc. | 13.00% | -3.25% | 11.81% | 14.88% | 20.77% | 18.13% |
AMZN Amazon.com, Inc. | 22.74% | 5.33% | 6.92% | 32.84% | 15.42% | 27.66% |
NVDA NVIDIA Corporation | 140.55% | -4.39% | 35.62% | 171.38% | 92.65% | 74.18% |
META Meta Platforms, Inc. | 48.52% | -0.53% | 8.48% | 75.05% | 22.85% | 21.19% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 67.68% | -0.80% | 27.31% | 96.30% | 33.65% | 26.69% |
TQQQ ProShares UltraPro QQQ | 33.83% | -1.88% | 17.47% | 72.05% | 33.63% | 33.92% |
Monthly Returns
The table below presents the monthly returns of Tech Bro, 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 | 2.70% | 15.57% | 4.44% | -4.34% | 9.66% | 9.36% | -1.27% | -0.90% | 40.73% | ||||
| 2023 | 24.40% | 3.54% | 15.19% | 0.01% | 14.05% | 9.80% | 4.21% | -2.76% | -5.91% | 0.07% | 13.43% | 6.53% | 114.20% |
| 2022 | -10.13% | -6.39% | 7.01% | -18.74% | -4.79% | -14.71% | 17.76% | -8.44% | -13.58% | -3.14% | 7.23% | -12.96% | -49.96% |
| 2021 | 3.84% | 3.17% | 5.65% | 8.48% | -5.09% | 9.09% | 4.37% | 7.94% | -7.06% | 16.70% | 4.15% | -2.99% | 56.93% |
| 2020 | 11.42% | -4.16% | -13.46% | 24.75% | 7.87% | 10.43% | 17.83% | 21.48% | -9.03% | 0.06% | 18.32% | 13.94% | 141.22% |
| 2019 | 7.96% | 3.77% | 6.17% | 8.25% | -4.78% | 15.62% | 4.13% | -3.09% | 1.79% | 10.78% | 3.42% | 7.98% | 80.11% |
| 2018 | 10.37% | -1.63% | -9.35% | 4.29% | 4.29% | 0.79% | 4.50% | 6.97% | -2.25% | -8.98% | -7.05% | -9.44% | -9.68% |
| 2017 | 7.95% | 5.13% | 3.70% | 6.71% | 17.06% | 0.29% | 5.74% | 10.56% | -1.88% | 13.77% | 7.85% | 6.20% | 120.36% |
| 2016 | -8.51% | 0.13% | 9.76% | -2.40% | 9.16% | 1.06% | 9.96% | 0.57% | 4.67% | 1.43% | 1.12% | 7.39% | 38.02% |
| 2015 | -4.52% | 9.50% | -3.72% | 6.02% | 1.84% | -0.23% | 7.45% | -6.89% | 0.78% | 15.39% | 6.36% | 1.49% | 36.19% |
| 2014 | 1.90% | 6.36% | -5.41% | -0.67% | 8.34% | 4.40% | -1.35% | 5.92% | -3.34% | 0.30% | 6.65% | -6.12% | 16.84% |
| 2013 | 8.48% | 6.74% | 38.82% | 14.25% | 11.11% | -2.51% | 11.61% | 7.37% | 7.86% | 10.55% | 62.96% | -12.54% | 305.10% |
Expense Ratio
Tech Bro has an expense ratio of 0.10%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Tech Bro is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.49 | 2.23 | 1.14 | 0.73 | 4.94 |
TSLA Tesla, Inc. | -0.07 | 0.31 | 0.99 | -0.23 | -0.19 |
BTC-USD Bitcoin | 1.04 | 1.71 | 1.49 | 0.57 | 4.65 |
MSFT Microsoft Corporation | 1.34 | 1.81 | 1.15 | 0.53 | 4.60 |
GOOGL Alphabet Inc. | 0.86 | 1.29 | 1.09 | 0.33 | 3.02 |
AMZN Amazon.com, Inc. | 1.55 | 2.14 | 1.17 | 0.73 | 6.82 |
NVDA NVIDIA Corporation | 4.47 | 4.12 | 1.58 | 6.18 | 28.10 |
META Meta Platforms, Inc. | 1.94 | 2.86 | 1.32 | 1.95 | 11.46 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 3.02 | 3.53 | 1.38 | 2.51 | 16.04 |
TQQQ ProShares UltraPro QQQ | 1.37 | 1.85 | 1.35 | 0.73 | 5.89 |
Dividends
Dividend yield
Tech Bro granted a 0.42% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tech Bro | 0.42% | 0.43% | 0.49% | 0.28% | 0.33% | 0.61% | 0.76% | 0.59% | 0.74% | 0.80% | 0.76% | 0.89% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, 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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
META Meta Platforms, Inc. | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.27% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
TQQQ ProShares UltraPro QQQ | 1.28% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 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 Tech Bro. 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 Tech Bro was 54.59%, occurring on Dec 28, 2022. Recovery took 355 trading sessions.
The current Tech Bro drawdown is 9.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.59% | Nov 21, 2021 | 403 | Dec 28, 2022 | 355 | Dec 18, 2023 | 758 |
| -38.63% | Feb 20, 2020 | 26 | Mar 16, 2020 | 81 | Jun 5, 2020 | 107 |
| -30.92% | Sep 3, 2018 | 114 | Dec 25, 2018 | 176 | Jun 19, 2019 | 290 |
| -24.67% | Dec 5, 2013 | 14 | Dec 18, 2013 | 195 | Jul 1, 2014 | 209 |
| -19.43% | Dec 30, 2015 | 42 | Feb 9, 2016 | 57 | Apr 6, 2016 | 99 |
Volatility
Volatility Chart
The current Tech Bro volatility is 9.25%, 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
| BTC-USD | TSLA | TSM | META | AAPL | NVDA | AMZN | MSFT | GOOGL | TQQQ | |
|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.08 | 0.09 | 0.06 | 0.08 | 0.10 | 0.09 | 0.09 | 0.09 | 0.11 |
| TSLA | 0.08 | 1.00 | 0.31 | 0.30 | 0.33 | 0.36 | 0.35 | 0.32 | 0.32 | 0.46 |
| TSM | 0.09 | 0.31 | 1.00 | 0.34 | 0.42 | 0.51 | 0.39 | 0.44 | 0.42 | 0.57 |
| META | 0.06 | 0.30 | 0.34 | 1.00 | 0.41 | 0.43 | 0.52 | 0.46 | 0.55 | 0.60 |
| AAPL | 0.08 | 0.33 | 0.42 | 0.41 | 1.00 | 0.43 | 0.45 | 0.51 | 0.49 | 0.69 |
| NVDA | 0.10 | 0.36 | 0.51 | 0.43 | 0.43 | 1.00 | 0.47 | 0.51 | 0.46 | 0.65 |
| AMZN | 0.09 | 0.35 | 0.39 | 0.52 | 0.45 | 0.47 | 1.00 | 0.54 | 0.61 | 0.70 |
| MSFT | 0.09 | 0.32 | 0.44 | 0.46 | 0.51 | 0.51 | 0.54 | 1.00 | 0.59 | 0.74 |
| GOOGL | 0.09 | 0.32 | 0.42 | 0.55 | 0.49 | 0.46 | 0.61 | 0.59 | 1.00 | 0.70 |
| TQQQ | 0.11 | 0.46 | 0.57 | 0.60 | 0.69 | 0.65 | 0.70 | 0.74 | 0.70 | 1.00 |