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Layman Tech Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Layman Tech Portfolio

Last updated Jul 25, 2024

Simple portfolio of tech stocks that would be good to benchmark against index

Asset Allocation

AAPL 9.09%MSFT 9.09%NFLX 9.09%NVDA 9.09%META 9.09%TSLA 9.09%AMZN 9.09%GOOGL 9.09%V 9.09%UBER 9.09%ABNB 9.09%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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

40.00%60.00%80.00%100.00%120.00%FebruaryMarchAprilMayJuneJuly
94.49%
47.19%
Layman Tech Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Layman Tech Portfolio22.79%-5.46%15.81%35.37%N/AN/A
Portfolio components:
AAPL
Apple Inc		13.26%1.99%13.33%13.16%34.21%25.86%
MSFT
Microsoft Corporation		11.67%-7.47%3.96%27.50%25.49%27.36%
NFLX
Netflix, Inc.		30.24%-6.43%11.16%53.47%13.59%26.51%
NVDA
NVIDIA Corporation		126.76%-11.17%84.00%144.69%91.87%74.99%
META
Meta Platforms, Inc.		28.36%-11.64%15.27%45.76%17.91%19.79%
TSLA
Tesla, Inc.		-11.36%12.16%20.19%-13.87%70.90%30.90%
AMZN
Amazon.com, Inc.		18.37%-7.11%13.03%40.23%13.14%27.42%
GOOGL
Alphabet Inc.		19.89%-9.03%10.05%29.42%21.94%18.82%
V
Visa Inc.		-2.18%-7.26%-4.95%9.07%7.43%17.69%
UBER
Uber Technologies, Inc.		6.77%-7.21%0.34%41.04%8.13%N/A
ABNB
Airbnb, Inc.		2.86%-6.65%-6.41%-5.70%N/AN/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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.26%11.33%1.55%-4.14%5.98%7.69%22.79%
202321.22%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%
20212.24%1.39%0.33%6.43%-3.89%7.86%0.34%4.79%-1.59%9.74%1.78%-0.63%31.78%
20203.41%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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Layman Tech Portfolio is 75, placing it in the top 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Layman Tech Portfolio is 7575
Layman Tech Portfolio
The Sharpe Ratio Rank of Layman Tech Portfolio is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of Layman Tech Portfolio is 6868Sortino Ratio Rank
The Omega Ratio Rank of Layman Tech Portfolio is 7272Omega Ratio Rank
The Calmar Ratio Rank of Layman Tech Portfolio is 8484Calmar Ratio Rank
The Martin Ratio Rank of Layman Tech Portfolio is 7979Martin 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.

Layman Tech Portfolio
Sharpe ratio
The chart of Sharpe ratio for Layman Tech Portfolio, currently valued at 1.73, compared to the broader market-1.000.001.002.003.004.001.73
Sortino ratio
The chart of Sortino ratio for Layman Tech Portfolio, currently valued at 2.34, compared to the broader market-2.000.002.004.006.002.34
Omega ratio
The chart of Omega ratio for Layman Tech 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 Layman Tech Portfolio, currently valued at 2.74, compared to the broader market0.002.004.006.008.002.74
Martin ratio
The chart of Martin ratio for Layman Tech Portfolio, currently valued at 9.16, compared to the broader market0.0010.0020.0030.0040.009.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.570.971.120.781.54
MSFT
Microsoft Corporation		1.001.411.181.556.20
NFLX
Netflix, Inc.		1.452.311.290.977.31
NVDA
NVIDIA Corporation		3.133.591.457.3720.15
META
Meta Platforms, Inc.		1.472.271.292.108.33
TSLA
Tesla, Inc.		-0.32-0.130.99-0.26-0.67
AMZN
Amazon.com, Inc.		1.412.151.261.097.87
GOOGL
Alphabet Inc.		1.321.821.262.017.91
V
Visa Inc.		0.490.741.090.571.68
UBER
Uber Technologies, Inc.		1.111.761.211.103.92
ABNB
Airbnb, Inc.		-0.18-0.031.00-0.12-0.49

Sharpe Ratio

The current Layman Tech Portfolio Sharpe ratio is 1.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, 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 Layman Tech 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 Ratio1.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
1.73
1.58
Layman Tech Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Layman Tech Portfolio granted a 0.21% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Layman Tech Portfolio0.21%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		0.45%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		0.70%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.		0.22%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.		0.12%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.		0.79%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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-10.29%
-4.73%
Layman Tech Portfolio
Benchmark (^GSPC)
Portfolio components

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 9.35%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.21%Nov 22, 2021277Dec 28, 2022134Jul 13, 2023411
-12.69%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-12.32%Feb 12, 202116Mar 8, 202125Apr 13, 202141
-11.48%Apr 16, 202119May 12, 202129Jun 23, 202148
-10.29%Jul 11, 202411Jul 25, 2024———

Volatility

Volatility Chart

The current Layman Tech Portfolio volatility is 7.68%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%FebruaryMarchAprilMayJuneJuly
7.68%
3.80%
Layman Tech 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.
VTSLAUBERABNBNFLXNVDAMETAAAPLGOOGLAMZNMSFT
V1.000.300.380.350.400.390.440.480.490.420.51
TSLA0.301.000.390.450.440.480.380.510.410.440.43
UBER0.380.391.000.540.440.470.460.390.430.500.40
ABNB0.350.450.541.000.410.480.470.420.430.490.41
NFLX0.400.440.440.411.000.520.580.500.500.560.53
NVDA0.390.480.470.480.521.000.580.560.570.590.65
META0.440.380.460.470.580.581.000.540.640.610.62
AAPL0.480.510.390.420.500.560.541.000.640.610.69
GOOGL0.490.410.430.430.500.570.640.641.000.680.74
AMZN0.420.440.500.490.560.590.610.610.681.000.69
MSFT0.510.430.400.410.530.650.620.690.740.691.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2020