Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
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% |
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 Every 3 months.
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The earliest data available for this chart is Dec 16, 1991, corresponding to the inception date of QCOM
Returns By Period
As of Apr 11, 2026, the Tech Stocks Dividend Portfolio returned 5.02% Year-To-Date and 18.90% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.78% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio Tech Stocks Dividend Portfolio | -0.20% | 6.61% | 5.02% | 5.07% | 51.08% | 22.36% | 13.03% | 18.90% |
| Portfolio components: | ||||||||
CSCO Cisco Systems, Inc. | -1.14% | 5.53% | 7.89% | 22.33% | 46.72% | 20.85% | 12.74% | 14.94% |
MSFT Microsoft Corporation | -0.59% | -6.24% | -23.14% | -27.12% | -3.79% | 10.31% | 8.60% | 22.66% |
ORCL Oracle Corporation | 0.17% | -10.66% | -28.72% | -52.57% | 5.38% | 15.04% | 14.35% | 14.78% |
GLW Corning Incorporated | 0.85% | 32.62% | 95.93% | 107.45% | 321.28% | 74.20% | 34.31% | 26.71% |
HPQ HP Inc. | -0.65% | -3.54% | -16.71% | -26.51% | -18.16% | -11.75% | -7.90% | 7.65% |
QCOM QUALCOMM Incorporated | 0.24% | -1.36% | -24.65% | -15.66% | -5.88% | 3.53% | 0.32% | 12.78% |
TXN Texas Instruments Incorporated | -0.12% | 12.55% | 24.58% | 27.00% | 50.07% | 9.33% | 4.85% | 17.07% |
INTC Intel Corporation | 1.07% | 36.29% | 69.05% | 71.51% | 216.01% | 25.48% | 0.09% | 9.40% |
AAPL Apple Inc | -0.00% | 4.14% | -4.10% | 6.40% | 32.03% | 18.01% | 14.99% | 26.40% |
IBM International Business Machines Corporation | -2.71% | -6.30% | -21.65% | -16.00% | 0.43% | 25.17% | 16.77% | 9.40% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 17, 1991, Tech Stocks Dividend Portfolio's average daily return is +0.09%, while the average monthly return is +1.79%. At this rate, an investment would double in approximately 3.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Dec 1999 with a return of +31.9%, while the worst month was Feb 2001 at -24.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Tech Stocks Dividend Portfolio closed higher 54% of trading days. The best single day was Jan 3, 2001 with a return of +14.1%, while the worst single day was Mar 16, 2020 at -13.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.98% | 0.62% | -4.63% | 7.32% | 5.02% | ||||||||
| 2025 | 3.22% | 1.00% | -6.60% | -4.25% | 6.70% | 11.27% | 0.02% | 5.44% | 10.67% | 4.27% | -3.47% | -1.94% | 27.51% |
| 2024 | 0.55% | 1.11% | 4.02% | -7.31% | 10.60% | 4.01% | 1.36% | -0.37% | 4.81% | -2.17% | 4.88% | -4.29% | 17.20% |
| 2023 | 7.46% | -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% | 11.12% | 7.46% | -7.72% | -20.51% |
| 2021 | 0.69% | 2.88% | 7.76% | 2.83% | -1.00% | 2.39% | 2.36% | 1.88% | -5.28% | 2.89% | 6.44% | 4.55% | 31.62% |
Benchmark Metrics
Tech Stocks Dividend Portfolio has an annualized alpha of 10.54%, beta of 1.20, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since December 17, 1991.
- This portfolio captured 167.71% of S&P 500 Index gains and 111.51% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 10.54% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 10.54%
- Beta
- 1.20
- R²
- 0.66
- Upside Capture
- 167.71%
- Downside Capture
- 111.51%
Expense Ratio
Tech Stocks Dividend Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Tech Stocks Dividend Portfolio ranks 60 for risk / return — better than 60% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 2.23 | +0.31 |
Sortino ratioReturn per unit of downside risk | 3.40 | 3.12 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 5.33 | 4.05 | +1.28 |
Martin ratioReturn relative to average drawdown | 15.56 | 17.91 | -2.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
CSCO Cisco Systems, Inc. | 79 | 1.94 | 2.34 | 1.36 | 4.28 | 11.98 |
MSFT Microsoft Corporation | 29 | -0.08 | 0.05 | 1.01 | 0.16 | 0.40 |
ORCL Oracle Corporation | 35 | 0.08 | 0.63 | 1.07 | 0.21 | 0.40 |
GLW Corning Incorporated | 99 | 6.99 | 5.86 | 1.89 | 14.94 | 55.55 |
HPQ HP Inc. | 17 | -0.50 | -0.52 | 0.94 | -0.34 | -0.64 |
QCOM QUALCOMM Incorporated | 30 | -0.08 | 0.12 | 1.02 | 0.16 | 0.39 |
TXN Texas Instruments Incorporated | 62 | 1.19 | 1.78 | 1.25 | 1.75 | 3.63 |
INTC Intel Corporation | 92 | 3.41 | 3.68 | 1.46 | 10.10 | 23.99 |
AAPL Apple Inc | 75 | 1.57 | 2.32 | 1.30 | 3.75 | 9.07 |
IBM International Business Machines Corporation | 34 | 0.09 | 0.33 | 1.05 | 0.24 | 0.64 |
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Dividends
Dividend yield
Tech Stocks Dividend Portfolio provided a 2.02% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.02% | 1.82% | 2.04% | 2.36% | 2.93% | 2.08% | 2.34% | 2.50% | 2.84% | 2.40% | 2.64% | 2.95% |
| Portfolio components: | ||||||||||||
CSCO Cisco Systems, Inc. | 2.01% | 2.12% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% |
MSFT Microsoft Corporation | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
ORCL Oracle Corporation | 1.45% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
GLW Corning Incorporated | 0.65% | 1.28% | 2.36% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% |
HPQ HP Inc. | 6.46% | 5.24% | 3.42% | 3.53% | 3.77% | 2.21% | 2.94% | 3.20% | 2.83% | 2.56% | 3.40% | 5.37% |
QCOM QUALCOMM Incorporated | 2.78% | 2.06% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% |
TXN Texas Instruments Incorporated | 2.59% | 3.17% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% |
INTC Intel Corporation | 0.00% | 0.00% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% |
AAPL Apple Inc | 0.40% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
IBM International Business Machines Corporation | 2.91% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
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 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 78.39%, occurring on Oct 9, 2002. Recovery took 1191 trading sessions.
The current Tech Stocks Dividend Portfolio drawdown is 2.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -78.39% | Mar 28, 2000 | 636 | Oct 9, 2002 | 1191 | Jul 5, 2007 | 1827 |
| -48.03% | Nov 7, 2007 | 263 | Nov 20, 2008 | 280 | Jan 4, 2010 | 543 |
| -30.79% | Feb 13, 2020 | 27 | Mar 23, 2020 | 92 | Aug 3, 2020 | 119 |
| -29.22% | Jan 5, 2022 | 194 | Oct 12, 2022 | 292 | Dec 11, 2023 | 486 |
| -25.81% | Feb 25, 2015 | 243 | Feb 10, 2016 | 156 | Sep 22, 2016 | 399 |
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 10 assets, with an effective number of assets of 10.00, 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
| Benchmark | GLW | AAPL | QCOM | IBM | ORCL | HPQ | MSFT | TXN | CSCO | INTC | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.55 | 0.52 | 0.54 | 0.57 | 0.57 | 0.57 | 0.65 | 0.59 | 0.61 | 0.60 | 0.79 |
| GLW | 0.55 | 1.00 | 0.33 | 0.37 | 0.37 | 0.37 | 0.41 | 0.34 | 0.43 | 0.42 | 0.40 | 0.61 |
| AAPL | 0.52 | 0.33 | 1.00 | 0.37 | 0.36 | 0.38 | 0.40 | 0.45 | 0.41 | 0.43 | 0.43 | 0.64 |
| QCOM | 0.54 | 0.37 | 0.37 | 1.00 | 0.35 | 0.39 | 0.37 | 0.42 | 0.48 | 0.44 | 0.46 | 0.66 |
| IBM | 0.57 | 0.37 | 0.36 | 0.35 | 1.00 | 0.43 | 0.47 | 0.43 | 0.43 | 0.47 | 0.44 | 0.61 |
| ORCL | 0.57 | 0.37 | 0.38 | 0.39 | 0.43 | 1.00 | 0.42 | 0.50 | 0.45 | 0.52 | 0.47 | 0.68 |
| HPQ | 0.57 | 0.41 | 0.40 | 0.37 | 0.47 | 0.42 | 1.00 | 0.44 | 0.48 | 0.48 | 0.48 | 0.67 |
| MSFT | 0.65 | 0.34 | 0.45 | 0.42 | 0.43 | 0.50 | 0.44 | 1.00 | 0.47 | 0.52 | 0.52 | 0.68 |
| TXN | 0.59 | 0.43 | 0.41 | 0.48 | 0.43 | 0.45 | 0.48 | 0.47 | 1.00 | 0.52 | 0.62 | 0.74 |
| CSCO | 0.61 | 0.42 | 0.43 | 0.44 | 0.47 | 0.52 | 0.48 | 0.52 | 0.52 | 1.00 | 0.55 | 0.74 |
| INTC | 0.60 | 0.40 | 0.43 | 0.46 | 0.44 | 0.47 | 0.48 | 0.52 | 0.62 | 0.55 | 1.00 | 0.75 |
| Portfolio | 0.79 | 0.61 | 0.64 | 0.66 | 0.61 | 0.68 | 0.67 | 0.68 | 0.74 | 0.74 | 0.75 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified within the tech dividend stock space but shows signs of concentration due to generally high correlations among many positions. Most individual stocks have correlations with each other in the range of approximately 0.35 to 0.62, indicating a tendency to move somewhat in tandem, which limits the diversification benefits. For example, Texas Instruments (TXN) and Intel (INTC) have a relatively high correlation of 0.62, and Cisco (CSCO) and Intel (INTC) also show a strong correlation of 0.55, suggesting these pairs contribute less to reducing overall portfolio volatility.
On the other hand, some positions like Corning (GLW) exhibit lower correlations with major holdings such as Apple (AAPL) and Qualcomm (QCOM), around 0.33 to 0.37, which helps introduce some diversification. These lower correlations are beneficial in smoothing portfolio returns during sector-specific or company-specific shocks.
The portfolio’s correlation with individual positions ranges from 0.61 (GLW and IBM) up to 0.75 (INTC), indicating that Intel and closely correlated stocks like Microsoft (MSFT) and Oracle (ORCL) have a stronger influence on the portfolio’s overall behavior. This suggests that these stocks may dominate the portfolio’s risk and return profile, potentially reducing the effectiveness of diversification.
Overall, while the portfolio includes multiple dividend-paying tech stocks, the relatively high inter-stock correlations and the dominance of a few highly correlated positions imply it is somewhat concentrated rather than broadly diversified. This concentration could lead to higher portfolio volatility during market downturns affecting the tech sector or dividend-paying tech stocks specifically.