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Tech Stocks Dividend Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


CSCO 10%MSFT 10%ORCL 10%GLW 10%HPQ 10%QCOM 10%TXN 10%INTC 10%AAPL 10%IBM 10%EquityEquity
PositionCategory/SectorWeight
CSCO
Cisco Systems, Inc.
Technology

10%

MSFT
Microsoft Corporation
Technology

10%

ORCL
Oracle Corporation
Technology

10%

GLW
Corning Incorporated
Technology

10%

HPQ
HP Inc.
Technology

10%

QCOM
QUALCOMM Incorporated
Technology

10%

TXN
Texas Instruments Incorporated
Technology

10%

INTC
Intel Corporation
Technology

10%

AAPL
Apple Inc.
Technology

10%

IBM
International Business Machines Corporation
Technology

10%

S&P 500

Expense Ratio

The Tech Stocks Dividend Portfolio 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.


The portfolio doesn't hold funds that charge fees

Asset Correlations Table

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

GLWAAPLQCOMIBMORCLHPQMSFTTXNCSCOINTC
GLW1.000.340.360.380.370.420.350.440.430.41
AAPL0.341.000.380.370.400.400.450.420.440.45
QCOM0.360.381.000.360.400.370.430.470.450.46
IBM0.380.370.361.000.440.480.440.440.480.47
ORCL0.370.400.400.441.000.440.510.460.530.48
HPQ0.420.400.370.480.441.000.450.490.490.49
MSFT0.350.450.430.440.510.451.000.480.540.56
TXN0.440.420.470.440.460.490.481.000.520.63
CSCO0.430.440.450.480.530.490.540.521.000.57
INTC0.410.450.460.470.480.490.560.630.571.00

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Tech Stocks Dividend Portfolio, 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


0.00%10,000.00%20,000.00%30,000.00%40,000.00%OctoberNovemberDecember2024FebruaryMarch
41,044.34%
1,230.95%
Tech Stocks Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 13, 1991, corresponding to the inception date of QCOM

Returns By Period

As of Mar 16, 2024, the Tech Stocks Dividend Portfolio returned 4.76% Year-To-Date and 16.01% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.28%2.23%14.98%30.65%12.59%10.61%
Tech Stocks Dividend Portfolio4.76%3.94%15.03%28.31%16.72%15.91%
CSCO
Cisco Systems, Inc.
-2.39%1.01%-11.48%0.46%1.35%11.98%
MSFT
Microsoft Corporation
10.94%3.06%27.04%50.25%30.18%28.56%
ORCL
Oracle Corporation
19.54%12.78%12.72%49.51%21.02%14.66%
GLW
Corning Incorporated
7.70%2.77%4.89%2.68%2.01%8.09%
HPQ
HP Inc.
2.01%7.40%13.38%12.43%12.43%11.03%
QCOM
QUALCOMM Incorporated
16.19%10.06%49.99%42.05%27.08%11.14%
TXN
Texas Instruments Incorporated
2.01%7.57%7.77%1.34%12.62%17.01%
INTC
Intel Corporation
-14.90%-2.00%12.94%45.04%-1.98%8.39%
AAPL
Apple Inc.
-10.23%-5.32%-2.75%11.96%30.80%26.34%
IBM
International Business Machines Corporation
17.89%1.83%34.40%61.64%12.80%5.05%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.55%1.14%
2023-2.45%-6.17%-1.32%10.98%4.53%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.64
Tech Stocks Dividend Portfolio
2.01
CSCO
Cisco Systems, Inc.
0.14
MSFT
Microsoft Corporation
2.55
ORCL
Oracle Corporation
1.66
GLW
Corning Incorporated
0.12
HPQ
HP Inc.
0.53
QCOM
QUALCOMM Incorporated
1.58
TXN
Texas Instruments Incorporated
0.09
INTC
Intel Corporation
1.32
AAPL
Apple Inc.
0.71
IBM
International Business Machines Corporation
3.27

Sharpe Ratio

The current Tech Stocks Dividend Portfolio Sharpe ratio is 2.01. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.01

The Sharpe ratio of Tech Stocks Dividend Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.01
2.64
Tech Stocks Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Tech Stocks Dividend Portfolio granted a 2.22% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Tech Stocks Dividend Portfolio2.22%2.36%2.93%2.08%2.34%2.50%2.84%2.40%2.64%2.72%2.08%2.14%
CSCO
Cisco Systems, Inc.
3.19%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
ORCL
Oracle Corporation
1.27%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
GLW
Corning Incorporated
3.45%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
HPQ
HP Inc.
3.54%3.53%3.77%2.21%2.94%3.20%2.83%2.56%3.40%3.01%1.56%2.03%
QCOM
QUALCOMM Incorporated
1.91%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
TXN
Texas Instruments Incorporated
2.94%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
INTC
Intel Corporation
1.17%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
AAPL
Apple Inc.
0.56%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
IBM
International Business Machines Corporation
3.48%4.05%4.68%4.74%5.17%4.79%5.46%3.84%3.31%3.63%2.65%1.97%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.95%
-1.12%
Tech Stocks Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Tech Stocks Dividend Portfolio. 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 Stocks Dividend Portfolio was 77.75%, occurring on Oct 9, 2002. Recovery took 1178 trading sessions.

The current Tech Stocks Dividend Portfolio drawdown is 1.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.75%Mar 28, 2000636Oct 9, 20021178Jun 15, 20071814
-48.03%Nov 7, 2007263Nov 20, 2008280Jan 4, 2010543
-30.79%Feb 13, 202027Mar 23, 202092Aug 3, 2020119
-29.22%Jan 5, 2022194Oct 12, 2022292Dec 11, 2023486
-25.76%Aug 8, 199797Dec 24, 199778Apr 20, 1998175

Volatility

Volatility Chart

The current Tech Stocks Dividend Portfolio volatility is 4.90%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
4.90%
3.36%
Tech Stocks Dividend Portfolio
Benchmark (^GSPC)
Portfolio components
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