Layman Tech Portfolio
Simple portfolio of tech stocks that would be good to benchmark against index
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 9.09% |
ABNB Airbnb, Inc. | Communication Services | 9.09% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 9.09% |
GOOGL Alphabet Inc. | Communication Services | 9.09% |
META Meta Platforms, Inc. | Communication Services | 9.09% |
MSFT Microsoft Corporation | Technology | 9.09% |
NFLX Netflix, Inc. | Communication Services | 9.09% |
NVDA NVIDIA Corporation | Technology | 9.09% |
TSLA Tesla, Inc. | Consumer Cyclical | 9.09% |
UBER Uber Technologies, Inc. | Technology | 9.09% |
V Visa Inc. | Financial Services | 9.09% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Layman Tech 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
The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
Layman Tech Portfolio | 24.67% | 7.75% | 7.05% | 36.68% | N/A | N/A |
Portfolio components: | ||||||
AAPL Apple Inc | 15.94% | 6.11% | 30.58% | 25.88% | 34.03% | 26.18% |
MSFT Microsoft Corporation | 9.20% | 2.68% | 0.90% | 24.72% | 25.25% | 26.30% |
NFLX Netflix, Inc. | 40.41% | 11.80% | 13.03% | 54.27% | 18.74% | 25.93% |
NVDA NVIDIA Corporation | 116.52% | 8.39% | 22.50% | 131.90% | 89.29% | 72.19% |
META Meta Platforms, Inc. | 46.32% | 5.71% | 2.26% | 73.41% | 22.59% | 20.90% |
TSLA Tesla, Inc. | -7.37% | 20.03% | 31.27% | -8.48% | 72.51% | 28.53% |
AMZN Amazon.com, Inc. | 17.08% | 9.29% | 1.45% | 29.05% | 14.21% | 26.44% |
GOOGL Alphabet Inc. | 12.69% | -1.07% | 16.25% | 16.38% | 21.21% | 18.04% |
V Visa Inc. | 7.63% | 8.83% | -0.12% | 13.63% | 9.23% | 18.71% |
UBER Uber Technologies, Inc. | 15.72% | 8.71% | -9.47% | 53.99% | 17.51% | N/A |
ABNB Airbnb, Inc. | -14.68% | 2.79% | -29.56% | -18.92% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Layman Tech Portfolio, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 4.26% | 11.33% | 1.55% | -4.14% | 5.98% | 7.69% | -2.63% | 0.83% | 24.67% | ||||
2023 | 21.22% | 4.83% | 8.87% | -0.05% | 12.45% | 10.29% | 6.37% | -2.09% | -5.06% | -2.54% | 13.04% | 4.37% | 94.97% |
2022 | -9.44% | -5.81% | 6.37% | -18.01% | -6.95% | -11.84% | 17.10% | -2.60% | -9.14% | 0.72% | 5.38% | -11.18% | -40.38% |
2021 | 2.24% | 1.39% | 0.33% | 6.43% | -3.89% | 7.86% | 0.34% | 4.79% | -1.59% | 9.74% | 1.78% | -0.63% | 31.78% |
2020 | 3.41% | 3.41% |
Expense Ratio
Layman Tech 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Layman Tech Portfolio is 48, 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
AAPL Apple Inc | 0.79 | 1.26 | 1.16 | 1.07 | 2.51 |
MSFT Microsoft Corporation | 1.17 | 1.62 | 1.21 | 1.51 | 4.74 |
NFLX Netflix, Inc. | 1.61 | 2.53 | 1.32 | 1.05 | 7.83 |
NVDA NVIDIA Corporation | 2.37 | 2.86 | 1.36 | 4.47 | 14.73 |
META Meta Platforms, Inc. | 1.97 | 2.85 | 1.38 | 2.96 | 11.96 |
TSLA Tesla, Inc. | -0.19 | 0.10 | 1.01 | -0.16 | -0.39 |
AMZN Amazon.com, Inc. | 1.03 | 1.55 | 1.20 | 0.82 | 4.50 |
GOOGL Alphabet Inc. | 0.57 | 0.92 | 1.13 | 0.86 | 2.36 |
V Visa Inc. | 0.96 | 1.32 | 1.18 | 1.16 | 2.85 |
UBER Uber Technologies, Inc. | 1.43 | 2.21 | 1.27 | 1.49 | 4.85 |
ABNB Airbnb, Inc. | -0.53 | -0.55 | 0.93 | -0.38 | -1.36 |
Dividends
Dividend yield
Layman Tech Portfolio granted a 0.21% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Layman Tech Portfolio | 0.21% | 0.18% | 0.24% | 0.17% | 0.20% | 0.28% | 0.42% | 0.38% | 0.50% | 0.55% | 0.59% | 0.66% |
Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NFLX Netflix, 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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
META Meta Platforms, Inc. | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLA Tesla, 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% |
AMZN Amazon.com, 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% |
GOOGL Alphabet Inc. | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.75% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
UBER Uber Technologies, 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% |
ABNB Airbnb, 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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Layman Tech 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 Layman Tech Portfolio was 45.21%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.
The current Layman Tech Portfolio drawdown is 8.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-45.21% | Nov 22, 2021 | 277 | Dec 28, 2022 | 134 | Jul 13, 2023 | 411 |
-15.74% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-12.69% | Jul 19, 2023 | 71 | Oct 26, 2023 | 13 | Nov 14, 2023 | 84 |
-12.32% | Feb 12, 2021 | 16 | Mar 8, 2021 | 25 | Apr 13, 2021 | 41 |
-11.48% | Apr 16, 2021 | 19 | May 12, 2021 | 29 | Jun 23, 2021 | 48 |
Volatility
Volatility Chart
The current Layman Tech Portfolio volatility is 6.68%, 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.
Diversification
Asset Correlations Table
V | TSLA | UBER | ABNB | NFLX | NVDA | META | AAPL | GOOGL | AMZN | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|
V | 1.00 | 0.30 | 0.37 | 0.35 | 0.40 | 0.39 | 0.44 | 0.48 | 0.48 | 0.42 | 0.50 |
TSLA | 0.30 | 1.00 | 0.39 | 0.46 | 0.44 | 0.49 | 0.38 | 0.51 | 0.42 | 0.45 | 0.43 |
UBER | 0.37 | 0.39 | 1.00 | 0.54 | 0.44 | 0.48 | 0.46 | 0.39 | 0.43 | 0.51 | 0.41 |
ABNB | 0.35 | 0.46 | 0.54 | 1.00 | 0.41 | 0.49 | 0.47 | 0.41 | 0.44 | 0.49 | 0.42 |
NFLX | 0.40 | 0.44 | 0.44 | 0.41 | 1.00 | 0.52 | 0.57 | 0.50 | 0.50 | 0.56 | 0.53 |
NVDA | 0.39 | 0.49 | 0.48 | 0.49 | 0.52 | 1.00 | 0.58 | 0.55 | 0.57 | 0.59 | 0.64 |
META | 0.44 | 0.38 | 0.46 | 0.47 | 0.57 | 0.58 | 1.00 | 0.53 | 0.64 | 0.61 | 0.62 |
AAPL | 0.48 | 0.51 | 0.39 | 0.41 | 0.50 | 0.55 | 0.53 | 1.00 | 0.64 | 0.61 | 0.69 |
GOOGL | 0.48 | 0.42 | 0.43 | 0.44 | 0.50 | 0.57 | 0.64 | 0.64 | 1.00 | 0.68 | 0.73 |
AMZN | 0.42 | 0.45 | 0.51 | 0.49 | 0.56 | 0.59 | 0.61 | 0.61 | 0.68 | 1.00 | 0.69 |
MSFT | 0.50 | 0.43 | 0.41 | 0.42 | 0.53 | 0.64 | 0.62 | 0.69 | 0.73 | 0.69 | 1.00 |