XLK TOP 5
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 20% |
MSFT Microsoft Corporation | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
CRM salesforce.com, inc. | Technology | 20% |
AVGO Broadcom Inc. | Technology | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in XLK TOP 5, 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
Returns
As of Sep 21, 2023, the XLK TOP 5 returned 71.45% Year-To-Date and 36.35% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| XLK TOP 5 | -1.52% | 25.84% | 71.45% | 72.40% | 30.02% | 36.26% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -0.98% | 10.72% | 35.64% | 14.84% | 27.58% | 27.70% |
MSFT Microsoft Corporation | -0.52% | 16.02% | 34.67% | 35.54% | 24.35% | 27.95% |
NVDA NVIDIA Corporation | -7.50% | 55.37% | 189.13% | 218.72% | 45.44% | 60.89% |
CRM salesforce.com, inc. | 3.03% | 13.65% | 60.67% | 44.30% | 6.52% | 15.10% |
AVGO Broadcom Inc. | -2.42% | 31.34% | 51.23% | 76.85% | 31.90% | 38.53% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AVGO | AAPL | CRM | NVDA | MSFT | |
|---|---|---|---|---|---|
| AVGO | 1.00 | 0.50 | 0.46 | 0.54 | 0.48 |
| AAPL | 0.50 | 1.00 | 0.46 | 0.49 | 0.55 |
| CRM | 0.46 | 0.46 | 1.00 | 0.52 | 0.56 |
| NVDA | 0.54 | 0.49 | 0.52 | 1.00 | 0.54 |
| MSFT | 0.48 | 0.55 | 0.56 | 0.54 | 1.00 |
Dividend yield
XLK TOP 5 granted a 0.73% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XLK TOP 5 | 0.73% | 0.99% | 0.72% | 1.00% | 1.32% | 1.55% | 1.24% | 1.40% | 1.50% | 1.64% | 1.99% | 1.64% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
CRM salesforce.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% |
AVGO Broadcom Inc. | 2.22% | 3.08% | 2.35% | 3.30% | 4.01% | 3.65% | 2.36% | 1.88% | 1.54% | 1.71% | 2.43% | 2.56% |
Expense Ratio
The XLK TOP 5 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
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.51 | ||||
MSFT Microsoft Corporation | 1.05 | ||||
NVDA NVIDIA Corporation | 3.98 | ||||
CRM salesforce.com, inc. | 1.10 | ||||
AVGO Broadcom Inc. | 2.14 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the XLK TOP 5. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the XLK TOP 5 is 40.94%, recorded on Oct 14, 2022. It took 148 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.94% | Dec 28, 2021 | 202 | Oct 14, 2022 | 148 | May 18, 2023 | 350 |
| -33.3% | Feb 20, 2020 | 18 | Mar 16, 2020 | 55 | Jun 3, 2020 | 73 |
| -28.2% | Oct 4, 2018 | 56 | Dec 24, 2018 | 81 | Apr 23, 2019 | 137 |
| -22.97% | Feb 18, 2011 | 128 | Aug 22, 2011 | 120 | Feb 13, 2012 | 248 |
| -21.35% | Dec 7, 2015 | 43 | Feb 8, 2016 | 37 | Apr 1, 2016 | 80 |
Volatility Chart
The current XLK TOP 5 volatility is 6.03%, 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.