Pro 4.0
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Pro 4.0, 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
The earliest data available for this chart is Jan 13, 2020, corresponding to the inception date of TECB
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Pro 4.0 | 39.32% | 7.20% | 9.82% | 30.33% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 21.50% | 8.61% | 8.10% | 14.52% | 12.67% | 11.94% |
QQQ Invesco QQQ | 47.08% | 9.24% | 10.26% | 33.66% | 19.00% | 17.47% |
XLK Technology Select Sector SPDR Fund | 50.10% | 11.01% | 11.67% | 37.58% | 23.62% | 19.96% |
SMH VanEck Vectors Semiconductor ETF | 58.80% | 13.15% | 10.26% | 45.23% | 31.05% | 26.51% |
SCHD Schwab US Dividend Equity ETF | -0.57% | 7.34% | 4.56% | -4.12% | 10.96% | 10.76% |
BRK-B Berkshire Hathaway Inc. | 15.59% | 3.87% | 8.37% | 13.05% | 10.37% | 12.04% |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 49.57% | 12.59% | 11.92% | 37.64% | N/A | N/A |
NVDA NVIDIA Corporation | 220.12% | 10.49% | 18.94% | 173.02% | 63.21% | 62.31% |
MSFT Microsoft Corporation | 57.55% | 8.44% | 12.12% | 48.35% | 28.94% | 27.84% |
AAPL Apple Inc. | 48.01% | 10.07% | 5.97% | 29.67% | 34.94% | 26.90% |
GOOGL Alphabet Inc. | 49.45% | 4.28% | 5.77% | 30.57% | 18.94% | 17.50% |
META Meta Platforms, Inc. | 169.92% | 4.16% | 19.15% | 169.69% | 18.26% | 21.43% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.99% | 6.07% | 3.86% | -1.11% | -5.17% | -2.21% | 10.66% |
Dividend yield
Pro 4.0 granted a 0.95% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Pro 4.0 | 0.95% | 1.23% | 0.75% | 0.98% | 1.77% | 1.59% | 1.32% | 1.31% | 1.73% | 1.45% | 1.48% | 2.25% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.48% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | 2.18% |
QQQ Invesco QQQ | 0.56% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% | 1.26% |
XLK Technology Select Sector SPDR Fund | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% | 1.74% |
SMH VanEck Vectors Semiconductor ETF | 1.49% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% | 7.44% |
SCHD Schwab US Dividend Equity ETF | 3.58% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% | 2.86% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 0.29% | 0.61% | 0.35% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
MSFT Microsoft Corporation | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
AAPL Apple Inc. | 0.50% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
GOOGL Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Pro 4.0 features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.06 | ||||
QQQ Invesco QQQ | 1.80 | ||||
XLK Technology Select Sector SPDR Fund | 1.91 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.58 | ||||
SCHD Schwab US Dividend Equity ETF | -0.30 | ||||
BRK-B Berkshire Hathaway Inc. | 0.85 | ||||
TECB iShares U.S. Tech Breakthrough Multisector ETF | 1.90 | ||||
NVDA NVIDIA Corporation | 3.51 | ||||
MSFT Microsoft Corporation | 1.86 | ||||
AAPL Apple Inc. | 1.38 | ||||
GOOGL Alphabet Inc. | 1.00 | ||||
META Meta Platforms, Inc. | 4.24 |
Asset Correlations Table
| BRK-B | SCHD | META | NVDA | GOOGL | AAPL | MSFT | SMH | TECB | VOO | XLK | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BRK-B | 1.00 | 0.80 | 0.36 | 0.36 | 0.45 | 0.45 | 0.42 | 0.46 | 0.47 | 0.72 | 0.53 | 0.51 |
| SCHD | 0.80 | 1.00 | 0.42 | 0.43 | 0.51 | 0.52 | 0.49 | 0.60 | 0.60 | 0.84 | 0.64 | 0.61 |
| META | 0.36 | 0.42 | 1.00 | 0.61 | 0.70 | 0.61 | 0.65 | 0.62 | 0.74 | 0.67 | 0.70 | 0.76 |
| NVDA | 0.36 | 0.43 | 0.61 | 1.00 | 0.64 | 0.65 | 0.70 | 0.86 | 0.82 | 0.69 | 0.82 | 0.82 |
| GOOGL | 0.45 | 0.51 | 0.70 | 0.64 | 1.00 | 0.68 | 0.77 | 0.68 | 0.77 | 0.76 | 0.78 | 0.82 |
| AAPL | 0.45 | 0.52 | 0.61 | 0.65 | 0.68 | 1.00 | 0.75 | 0.69 | 0.78 | 0.77 | 0.87 | 0.85 |
| MSFT | 0.42 | 0.49 | 0.65 | 0.70 | 0.77 | 0.75 | 1.00 | 0.71 | 0.83 | 0.78 | 0.89 | 0.87 |
| SMH | 0.46 | 0.60 | 0.62 | 0.86 | 0.68 | 0.69 | 0.71 | 1.00 | 0.86 | 0.80 | 0.88 | 0.87 |
| TECB | 0.47 | 0.60 | 0.74 | 0.82 | 0.77 | 0.78 | 0.83 | 0.86 | 1.00 | 0.88 | 0.94 | 0.96 |
| VOO | 0.72 | 0.84 | 0.67 | 0.69 | 0.76 | 0.77 | 0.78 | 0.80 | 0.88 | 1.00 | 0.91 | 0.91 |
| XLK | 0.53 | 0.64 | 0.70 | 0.82 | 0.78 | 0.87 | 0.89 | 0.88 | 0.94 | 0.91 | 1.00 | 0.97 |
| QQQ | 0.51 | 0.61 | 0.76 | 0.82 | 0.82 | 0.85 | 0.87 | 0.87 | 0.96 | 0.91 | 0.97 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Pro 4.0. 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 Pro 4.0 was 30.57%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.57% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -30.53% | Dec 28, 2021 | 200 | Oct 12, 2022 | 169 | Jun 15, 2023 | 369 |
| -10.4% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -9.86% | Aug 1, 2023 | 63 | Oct 27, 2023 | 12 | Nov 14, 2023 | 75 |
| -6.95% | Feb 17, 2021 | 12 | Mar 4, 2021 | 20 | Apr 1, 2021 | 32 |
Volatility Chart
The current Pro 4.0 volatility is 3.41%, 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.