Tech

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Tech

Currency in USD · Last updated May 30, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AIQ Global X Artificial Intelligence & Technology ETF	Large Cap Growth Equities	14.29%
ARKF ARK Fintech Innovation ETF	Large Cap Growth Equities, Actively Managed, Innovation	14.29%
ARKQ ARK Autonomous Technology & Robotics ETF	All Cap Equities, Actively Managed	14.29%
FSELX Fidelity Select Semiconductors Portfolio	Technology Equities	14.29%
FSPTX Fidelity Select Technology Portfolio	Technology Equities	14.29%
IGV iShares Expanded Tech-Software Sector ET	Technology Equities	14.29%
VGT Vanguard Information Technology ETF	Technology Equities	14.29%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Feb 4, 2019, corresponding to the inception date of ARKF

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.52%	6.32%	-1.44%	12.25%	14.20%	10.84%
Tech	2.14%	12.20%	1.92%	22.46%	17.89%	N/A
Portfolio components:
FSELX Fidelity Select Semiconductors Portfolio	-1.99%	20.29%	1.22%	0.09%	30.67%	23.97%
FSPTX Fidelity Select Technology Portfolio	-2.78%	12.92%	-1.77%	10.18%	19.05%	19.47%
AIQ Global X Artificial Intelligence & Technology ETF	4.68%	9.47%	4.88%	18.31%	16.10%	N/A
IGV iShares Expanded Tech-Software Sector ET	2.23%	6.50%	-1.87%	24.65%	13.98%	17.86%
VGT Vanguard Information Technology ETF	-1.91%	11.12%	-0.99%	11.75%	19.37%	19.81%
ARKF ARK Fintech Innovation ETF	10.47%	12.38%	4.33%	50.26%	7.72%	N/A
ARKQ ARK Autonomous Technology & Robotics ETF	3.91%	13.20%	7.79%	45.13%	12.71%	15.63%

*Annualized

Monthly Returns

The table below presents the monthly returns of Tech, 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
2025	2.99%	-5.56%	-9.83%	3.61%	12.41%								2.14%
2024	-0.22%	7.43%	2.35%	-5.85%	4.60%	6.47%	-1.85%	1.33%	3.71%	0.57%	13.06%	-1.33%	33.12%
2023	16.18%	0.70%	7.63%	-4.49%	11.25%	7.89%	6.28%	-4.61%	-6.34%	-5.38%	16.07%	8.25%	62.95%
2022	-12.39%	-3.90%	1.37%	-16.22%	-2.92%	-11.08%	13.25%	-5.54%	-12.16%	5.36%	5.54%	-9.15%	-41.40%
2021	3.04%	2.70%	-1.78%	2.77%	-1.20%	7.24%	-0.62%	4.47%	-5.83%	8.24%	-0.36%	-2.03%	16.92%
2020	3.55%	-5.46%	-11.36%	15.87%	10.68%	7.59%	7.67%	10.81%	-2.96%	-1.11%	14.25%	6.58%	66.91%
2019		4.56%	1.89%	6.15%	-10.59%	9.49%	2.21%	-3.39%	0.67%	3.85%	6.13%	3.96%	26.10%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Tech has an expense ratio of 0.58%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

ARKF

ARK Fintech Innovation ETF

ARKQ

ARK Autonomous Technology & Robotics ETF

FSELX

Fidelity Select Semiconductors Portfolio

AIQ

Global X Artificial Intelligence & Technology ETF

FSPTX

Fidelity Select Technology Portfolio

IGV

iShares Expanded Tech-Software Sector ET

VGT

Vanguard Information Technology ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Tech is 43, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FSELX Fidelity Select Semiconductors Portfolio	0.00	0.37	1.05	0.04	0.09
FSPTX Fidelity Select Technology Portfolio	0.31	0.71	1.09	0.39	1.19
AIQ Global X Artificial Intelligence & Technology ETF	0.68	1.07	1.15	0.67	2.30
IGV iShares Expanded Tech-Software Sector ET	0.86	1.29	1.17	0.86	2.67
VGT Vanguard Information Technology ETF	0.39	0.77	1.10	0.45	1.46
ARKF ARK Fintech Innovation ETF	1.36	1.86	1.25	0.78	4.25
ARKQ ARK Autonomous Technology & Robotics ETF	1.27	1.80	1.22	0.88	4.12

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Tech Sharpe ratios as of May 30, 2025 (values are recalculated daily):

1-Year: 0.70
5-Year: 0.61
All Time: 0.68

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.14, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Tech compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Tech provided a 2.40% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.40%	1.35%	1.20%	1.73%	2.89%	4.27%	1.12%	7.89%	3.66%	1.06%	3.13%	3.16%
Portfolio components:
FSELX Fidelity Select Semiconductors Portfolio	8.81%	3.99%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.65%	3.82%	15.22%	3.01%
FSPTX Fidelity Select Technology Portfolio	7.32%	4.71%	0.01%	3.95%	11.62%	18.86%	1.61%	23.63%	8.31%	1.49%	4.19%	17.71%
AIQ Global X Artificial Intelligence & Technology ETF	0.13%	0.14%	0.16%	0.56%	0.15%	0.50%	0.51%	0.51%	0.00%	0.00%	0.00%	0.00%
IGV iShares Expanded Tech-Software Sector ET	0.00%	0.00%	0.42%	0.01%	0.00%	0.35%	0.02%	0.16%	0.09%	0.82%	0.22%	0.29%
VGT Vanguard Information Technology ETF	0.52%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
ARKF ARK Fintech Innovation ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.37%	1.25%	0.00%	0.00%	0.00%	0.00%	0.00%
ARKQ ARK Autonomous Technology & Robotics ETF	0.00%	0.00%	0.00%	0.00%	0.80%	0.86%	0.00%	2.86%	1.54%	0.00%	0.98%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Tech. 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 was 48.43%, occurring on Oct 14, 2022. Recovery took 416 trading sessions.

The current Tech drawdown is 5.33%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-48.43%	Nov 17, 2021	229	Oct 14, 2022	416	Jun 12, 2024	645
-33%	Feb 20, 2020	20	Mar 18, 2020	52	Jun 2, 2020	72
-29.1%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-16.12%	Feb 17, 2021	14	Mar 8, 2021	119	Aug 25, 2021	133
-15.88%	Jul 17, 2024	14	Aug 5, 2024	46	Oct 9, 2024	60

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 7 assets, with an effective number of assets of 7.00, 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

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

	^GSPC	ARKF	FSELX	ARKQ	IGV	AIQ	VGT	FSPTX	Portfolio
^GSPC	1.00	0.74	0.79	0.79	0.80	0.85	0.91	0.88	0.88
ARKF	0.74	1.00	0.70	0.85	0.83	0.84	0.78	0.80	0.90
FSELX	0.79	0.70	1.00	0.77	0.73	0.84	0.88	0.89	0.90
ARKQ	0.79	0.85	0.77	1.00	0.78	0.85	0.81	0.81	0.91
IGV	0.80	0.83	0.73	0.78	1.00	0.88	0.89	0.89	0.91
AIQ	0.85	0.84	0.84	0.85	0.88	1.00	0.91	0.92	0.95
VGT	0.91	0.78	0.88	0.81	0.89	0.91	1.00	0.98	0.95
FSPTX	0.88	0.80	0.89	0.81	0.89	0.92	0.98	1.00	0.96
Portfolio	0.88	0.90	0.90	0.91	0.91	0.95	0.95	0.96	1.00

The correlation results are calculated based on daily price changes starting from Feb 5, 2019

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Tech

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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