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

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
AAPL
Apple Inc.
Technology

10%

CSCO
Cisco Systems, Inc.
Technology

10%

GLW
Corning Incorporated
Technology

10%

HPQ
HP Inc.
Technology

10%

IBM
International Business Machines Corporation
Technology

10%

INTC
Intel Corporation
Technology

10%

MSFT
Microsoft Corporation
Technology

10%

ORCL
Oracle Corporation
Technology

10%

QCOM
QUALCOMM Incorporated
Technology

10%

TXN
Texas Instruments Incorporated
Technology

10%

S&P 500

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%December2024FebruaryMarchAprilMay
41,598.12%
1,279.37%
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 May 18, 2024, the Tech Stocks Dividend Portfolio returned 6.06% Year-To-Date and 15.47% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
11.18%5.60%17.48%26.33%13.16%10.99%
Tech Stocks Dividend Portfolio6.06%7.61%12.39%24.62%16.86%15.43%
CSCO
Cisco Systems, Inc.
-3.12%0.12%2.48%1.10%0.05%10.42%
MSFT
Microsoft Corporation
12.15%4.13%14.03%33.03%28.46%28.52%
ORCL
Oracle Corporation
17.97%6.47%7.82%21.81%20.10%13.26%
GLW
Corning Incorporated
17.10%14.36%25.20%17.00%6.79%8.12%
HPQ
HP Inc.
4.59%12.93%12.18%5.84%14.18%11.20%
QCOM
QUALCOMM Incorporated
34.72%20.08%51.45%87.84%23.39%12.58%
TXN
Texas Instruments Incorporated
16.14%20.01%28.04%18.27%16.47%18.83%
INTC
Intel Corporation
-36.21%-8.79%-26.84%7.83%-3.59%4.78%
AAPL
Apple Inc.
-1.12%13.82%0.36%8.97%33.92%25.84%
IBM
International Business Machines Corporation
4.29%-6.86%11.56%37.11%10.50%3.72%

Monthly Returns

The table below presents the monthly returns of Tech Stocks Dividend Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.55%1.11%4.02%-7.35%6.06%
20237.46%-2.30%8.92%-2.86%2.87%6.92%3.01%-2.45%-6.17%-1.32%10.98%4.53%31.88%
2022-3.01%-4.16%2.08%-7.25%0.86%-8.64%8.61%-6.32%-12.58%11.11%7.46%-7.72%-20.51%
20210.69%2.88%7.76%2.83%-1.00%2.39%2.36%1.88%-5.28%2.89%6.44%4.55%31.62%
20201.03%-8.19%-8.58%10.14%4.09%6.65%3.85%7.72%-2.35%-4.61%13.19%5.04%28.44%
20196.09%4.90%2.80%7.95%-10.79%10.91%2.29%-5.25%4.52%0.52%3.72%3.49%33.56%
20186.07%0.01%-4.71%-1.63%5.35%-1.80%5.68%6.01%2.33%-8.54%0.05%-7.33%0.03%
20171.95%6.14%1.64%0.38%1.23%-1.67%1.83%1.75%2.06%7.47%4.16%0.28%30.46%
2016-6.78%2.65%10.50%-5.08%6.97%-1.01%8.87%1.80%3.22%-2.01%2.50%0.39%22.59%
2015-5.32%6.91%-4.70%2.89%1.59%-7.19%-0.22%-6.89%-0.78%9.49%-0.86%-2.82%-9.00%
2014-2.84%4.31%5.23%1.74%2.65%1.86%0.97%4.12%-2.36%0.88%5.99%0.55%25.21%
20133.29%3.15%4.45%1.27%5.81%-3.94%4.56%-2.61%1.39%5.95%3.69%3.53%34.52%

Expense Ratio

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

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Tech Stocks Dividend Portfolio is 34, 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.


The Risk-Adjusted Performance Rank of Tech Stocks Dividend Portfolio is 3434
Tech Stocks Dividend Portfolio
The Sharpe Ratio Rank of Tech Stocks Dividend Portfolio is 2929Sharpe Ratio Rank
The Sortino Ratio Rank of Tech Stocks Dividend Portfolio is 2626Sortino Ratio Rank
The Omega Ratio Rank of Tech Stocks Dividend Portfolio is 2626Omega Ratio Rank
The Calmar Ratio Rank of Tech Stocks Dividend Portfolio is 5454Calmar Ratio Rank
The Martin Ratio Rank of Tech Stocks Dividend Portfolio is 3535Martin 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.


Tech Stocks Dividend Portfolio
Sharpe ratio
The chart of Sharpe ratio for Tech Stocks Dividend Portfolio, currently valued at 1.77, compared to the broader market0.002.004.006.001.77
Sortino ratio
The chart of Sortino ratio for Tech Stocks Dividend Portfolio, currently valued at 2.46, compared to the broader market-2.000.002.004.006.002.46
Omega ratio
The chart of Omega ratio for Tech Stocks Dividend Portfolio, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Tech Stocks Dividend Portfolio, currently valued at 1.97, compared to the broader market0.002.004.006.008.0010.001.97
Martin ratio
The chart of Martin ratio for Tech Stocks Dividend Portfolio, currently valued at 6.28, compared to the broader market0.0010.0020.0030.0040.0050.006.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.000.002.004.006.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0010.0020.0030.0040.0050.009.12

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSCO
Cisco Systems, Inc.
0.230.401.060.200.42
MSFT
Microsoft Corporation
1.652.261.282.696.53
ORCL
Oracle Corporation
0.781.181.191.242.43
GLW
Corning Incorporated
0.881.431.180.291.56
HPQ
HP Inc.
0.280.561.070.200.56
QCOM
QUALCOMM Incorporated
2.873.481.462.0410.57
TXN
Texas Instruments Incorporated
0.901.431.160.852.08
INTC
Intel Corporation
0.290.651.090.210.80
AAPL
Apple Inc.
0.520.871.110.631.27
IBM
International Business Machines Corporation
1.892.661.392.307.63

Sharpe Ratio

The current Tech Stocks Dividend Portfolio Sharpe ratio is 1.77. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.60, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Tech Stocks Dividend Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.77
2.38
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%2.72%2.72%2.08%2.14%
CSCO
Cisco Systems, Inc.
3.26%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
0.70%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
1.30%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
3.17%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.
3.45%3.53%3.77%2.21%2.94%3.20%2.83%2.56%4.24%3.01%1.56%2.03%
QCOM
QUALCOMM Incorporated
1.65%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
2.64%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
1.57%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.
0.51%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
3.93%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.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.80%
-0.09%
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 0.80%.


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 3.77%, 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%December2024FebruaryMarchAprilMay
3.77%
3.36%
Tech Stocks Dividend Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

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
GLW1.000.340.360.380.370.420.350.430.430.40
AAPL0.341.000.380.370.400.400.450.420.440.45
QCOM0.360.381.000.360.400.380.430.470.450.46
IBM0.380.370.361.000.440.470.440.440.480.47
ORCL0.370.400.400.441.000.440.510.460.530.48
HPQ0.420.400.380.470.441.000.450.490.490.49
MSFT0.350.450.430.440.510.451.000.480.530.55
TXN0.430.420.470.440.460.490.481.000.520.63
CSCO0.430.440.450.480.530.490.530.521.000.57
INTC0.400.450.460.470.480.490.550.630.571.00