Asset Allocation
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Benchmark: S&P 500 Index
Find the right asset allocation for DJIM GLOBAL TECHNOLOGY TITAN 50
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in DJIM GLOBAL TECHNOLOGY TITAN 50, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 18.15% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio DJIM GLOBAL TECHNOLOGY TITAN 50 | — | — | — | — | — | — | — | — | — |
| Portfolio components: | |||||||||
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.69% | -3.69% | |||||||||||
| 2023 | 12.06% | -0.61% | 12.72% | 0.43% | 10.02% | 5.29% | 3.88% | -2.08% | -6.10% | -0.52% | 12.49% | 4.09% | 62.49% |
| 2022 | -7.36% | -5.42% | 2.19% | -12.98% | -1.57% | -9.43% | 10.11% | -5.72% | -13.04% | 2.88% | 8.94% | -8.38% | -35.61% |
| 2021 | 2.70% | 0.73% | 0.62% | 6.39% | -0.84% | 6.64% | 2.53% | 4.54% | -7.00% | 8.08% | 2.46% | 2.07% | 31.94% |
Benchmark Metrics
DJIM GLOBAL TECHNOLOGY TITAN 50 has an annualized alpha of 6.96%, beta of 1.09, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since January 01, 2020.
- This portfolio captured 132.04% of S&P 500 Index gains and 103.31% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 6.96% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.09 and R2 of 0.82, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 6.96%
- Beta
- 1.09
- R²
- 0.82
- Upside Capture
- 132.04%
- Downside Capture
- 103.31%
Return for Risk
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Dividends
Dividend yield
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 DJIM GLOBAL TECHNOLOGY TITAN 50. 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 DJIM GLOBAL TECHNOLOGY TITAN 50 was 40.97%, occurring on Nov 3, 2022. Recovery took 288 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-40.97%Nov 2022 | 10mo 10d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 | Bear market2022 |
-28.67%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 | COVID crash2020 |
-12.93%Sep 2020 | 20d | 2mo 16d | 3mo 6dSep 2020 - Dec 2020 | — |
-11.08%Mar 2021 | 20d | 1mo 2d | 1mo 22dFeb 2021 - Apr 2021 | — |
-9.36%Oct 2021 | 26d | 1mo | 1mo 26dSep 2021 - Nov 2021 | — |
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 0 assets, with an effective number of assets of 0.00, reflecting the diversification based on asset allocation. null
Diversification Ratio
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Not enough data to calculate this metric.
DJIM GLOBAL TECHNOLOGY TITAN 50 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 1, 2020 | 0.87 |