AJ_TECH
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 30% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 25% |
MSFT Microsoft Corporation | Technology | 45% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AJ_TECH, 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 May 9, 1996, corresponding to the inception date of BRK-B
Returns By Period
As of Sep 21, 2024, the AJ_TECH returned 21.33% Year-To-Date and 24.24% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| AJ_TECH | 21.33% | 2.85% | 13.22% | 35.10% | 27.92% | 24.19% |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.98% | 1.63% | 32.79% | 31.22% | 34.05% | 26.09% |
BRK-B Berkshire Hathaway Inc. | 27.66% | 1.40% | 10.62% | 26.42% | 17.01% | 12.55% |
MSFT Microsoft Corporation | 16.38% | 4.75% | 1.89% | 38.34% | 26.85% | 26.95% |
Monthly Returns
The table below presents the monthly returns of AJ_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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.22% | 3.18% | 0.11% | -4.99% | 8.15% | 6.02% | 0.71% | 3.27% | 21.33% | ||||
| 2023 | 5.04% | 0.65% | 11.00% | 5.43% | 4.01% | 5.98% | 0.58% | -1.67% | -4.90% | 2.50% | 10.43% | -0.18% | 44.92% |
| 2022 | -2.68% | -2.50% | 5.80% | -9.54% | -2.98% | -8.35% | 12.36% | -5.53% | -9.82% | 5.76% | 5.41% | -6.97% | -19.83% |
| 2021 | 1.34% | -0.78% | 2.58% | 7.32% | -0.58% | 5.68% | 4.31% | 4.74% | -6.17% | 11.00% | 2.10% | 4.91% | 41.72% |
| 2020 | 4.96% | -7.48% | -5.89% | 11.40% | 3.60% | 8.96% | 7.65% | 14.22% | -6.86% | -4.78% | 8.89% | 5.50% | 43.98% |
| 2019 | 3.09% | 4.35% | 5.36% | 8.50% | -8.11% | 9.55% | 2.14% | -0.08% | 3.14% | 5.30% | 5.97% | 5.69% | 53.66% |
| 2018 | 6.72% | 0.64% | -3.86% | -0.05% | 6.54% | -0.98% | 5.75% | 10.10% | 1.15% | -4.92% | -2.11% | -8.72% | 8.94% |
| 2017 | 3.42% | 4.96% | 2.19% | 1.56% | 3.21% | -1.77% | 4.27% | 5.60% | -1.75% | 8.66% | 2.16% | 0.92% | 38.42% |
| 2016 | -3.00% | -2.39% | 9.02% | -7.93% | 4.17% | -2.03% | 7.45% | 2.65% | 1.15% | 1.91% | 2.16% | 3.69% | 16.83% |
| 2015 | -5.08% | 7.83% | -4.59% | 8.50% | 0.03% | -4.95% | 2.81% | -6.29% | -0.54% | 12.12% | 1.39% | -2.45% | 7.05% |
| 2014 | -4.20% | 3.48% | 5.76% | 3.08% | 3.28% | 1.31% | 2.21% | 7.33% | 0.55% | 3.11% | 5.91% | -3.32% | 31.69% |
| 2013 | -1.20% | 1.77% | 1.85% | 7.64% | 5.37% | -4.05% | 1.63% | 4.13% | -0.38% | 6.12% | 6.32% | -0.21% | 32.30% |
Expense Ratio
AJ_TECH 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 AJ_TECH is 59, 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 | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
BRK-B Berkshire Hathaway Inc. | 1.80 | 2.45 | 1.31 | 2.31 | 7.89 |
MSFT Microsoft Corporation | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
Dividends
Dividend yield
AJ_TECH granted a 0.44% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AJ_TECH | 0.44% | 0.48% | 0.69% | 0.45% | 0.61% | 0.85% | 1.30% | 1.27% | 1.64% | 1.62% | 1.62% | 1.80% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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 AJ_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 AJ_TECH was 54.00%, occurring on Mar 9, 2009. Recovery took 258 trading sessions.
The current AJ_TECH drawdown is 1.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54% | Dec 31, 2007 | 299 | Mar 9, 2009 | 258 | Mar 17, 2010 | 557 |
| -51.57% | Mar 24, 2000 | 189 | Dec 20, 2000 | 970 | Nov 3, 2004 | 1159 |
| -28.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -28.47% | Aug 8, 1997 | 97 | Dec 24, 1997 | 39 | Feb 23, 1998 | 136 |
| -25.83% | Mar 30, 2022 | 152 | Nov 3, 2022 | 140 | May 26, 2023 | 292 |
Volatility
Volatility Chart
The current AJ_TECH volatility is 3.91%, 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
| BRK-B | AAPL | MSFT | |
|---|---|---|---|
| BRK-B | 1.00 | 0.25 | 0.30 |
| AAPL | 0.25 | 1.00 | 0.47 |
| MSFT | 0.30 | 0.47 | 1.00 |