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Tech 60 40 10yr
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


QQQ 60%^TNX 40%EquityEquity
PositionCategory/SectorWeight
^TNX
Treasury Yield 10 Years
40%
QQQ
Invesco QQQ
Large Cap Blend Equities
60%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Tech 60 40 10yr, 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


-5.00%0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
6.71%
15.83%
Tech 60 40 10yr
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 10, 1999, corresponding to the inception date of QQQ

Returns By Period

As of Oct 30, 2024, the Tech 60 40 10yr returned 18.22% Year-To-Date and 17.32% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Tech 60 40 10yr18.22%7.30%6.71%20.05%27.88%17.32%
QQQ
Invesco QQQ
22.66%2.76%18.15%44.21%21.34%18.30%
^TNX
Treasury Yield 10 Years
10.66%14.11%-8.71%-12.25%20.47%6.26%

Monthly Returns

The table below presents the monthly returns of Tech 60 40 10yr, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.14%6.05%0.31%1.96%1.85%2.24%-3.18%-1.24%0.60%18.22%
20232.72%3.68%1.56%-0.16%6.90%5.77%3.78%0.43%1.76%1.39%1.79%-0.51%32.98%
20221.84%-0.92%15.24%1.46%-1.54%-2.00%3.24%2.90%1.75%5.30%-0.56%-3.81%23.95%
20217.78%14.67%10.92%0.92%-1.89%0.64%-3.84%4.58%2.45%5.46%-1.59%2.56%49.79%
2020-6.56%-12.81%-15.40%4.32%5.75%4.42%-2.80%17.17%-4.28%9.29%4.99%6.65%5.90%
20194.72%2.95%-1.54%4.87%-10.77%2.17%1.82%-11.24%4.30%3.02%4.44%5.52%8.61%
201810.49%1.46%-4.14%3.10%1.77%1.07%3.29%1.95%2.53%-3.81%-2.14%-9.53%4.78%
20173.17%1.21%1.85%-0.25%0.98%0.31%2.25%-1.67%3.39%3.62%1.87%0.17%18.10%
2016-10.10%-4.71%5.24%-1.20%2.93%-8.90%3.49%3.50%2.38%4.84%13.10%2.25%11.04%
2015-10.38%11.46%-2.76%3.47%2.31%3.22%0.51%-4.35%-3.86%8.62%1.56%-0.09%8.12%
2014-5.91%3.07%-0.85%-1.29%-0.12%2.83%1.34%-0.31%2.11%-1.19%0.54%-1.83%-1.92%
20136.83%-1.88%1.00%-2.29%13.05%4.77%5.65%2.14%0.85%1.86%5.18%5.85%51.19%

Expense Ratio

Tech 60 40 10yr has an expense ratio of 0.12%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Tech 60 40 10yr is 11, indicating that it is in the bottom 11% 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 Tech 60 40 10yr is 1111
Combined Rank
The Sharpe Ratio Rank of Tech 60 40 10yr is 99Sharpe Ratio Rank
The Sortino Ratio Rank of Tech 60 40 10yr is 88Sortino Ratio Rank
The Omega Ratio Rank of Tech 60 40 10yr is 1010Omega Ratio Rank
The Calmar Ratio Rank of Tech 60 40 10yr is 2020Calmar Ratio Rank
The Martin Ratio Rank of Tech 60 40 10yr is 77Martin 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.


Tech 60 40 10yr
Sharpe ratio
The chart of Sharpe ratio for Tech 60 40 10yr, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Sortino ratio
The chart of Sortino ratio for Tech 60 40 10yr, currently valued at 2.12, compared to the broader market-2.000.002.004.006.002.12
Omega ratio
The chart of Omega ratio for Tech 60 40 10yr, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.802.001.29
Calmar ratio
The chart of Calmar ratio for Tech 60 40 10yr, currently valued at 1.66, compared to the broader market0.005.0010.001.66
Martin ratio
The chart of Martin ratio for Tech 60 40 10yr, currently valued at 5.29, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
2.673.421.473.3812.40
^TNX
Treasury Yield 10 Years
-0.50-0.590.94-0.25-0.78

Sharpe Ratio

The current Tech 60 40 10yr Sharpe ratio is 1.55. 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 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Tech 60 40 10yr 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 Ratio0.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
1.55
3.43
Tech 60 40 10yr
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Tech 60 40 10yr provided a 0.36% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Tech 60 40 10yr0.36%0.37%0.48%0.26%0.33%0.45%0.55%0.50%0.63%0.59%0.84%0.61%
QQQ
Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
^TNX
Treasury Yield 10 Years
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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober0
-0.54%
Tech 60 40 10yr
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Tech 60 40 10yr. 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 Tech 60 40 10yr was 70.60%, occurring on Oct 9, 2002. Recovery took 3631 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.6%Mar 27, 2000637Oct 9, 20023631Mar 13, 20174268
-42.69%Oct 4, 2018363Mar 16, 2020205Jan 6, 2021568
-12.71%Jul 11, 202418Aug 5, 202460Oct 29, 202478
-11.63%Feb 17, 202212Mar 7, 20227Mar 16, 202219
-11.55%Apr 20, 202225May 24, 202274Sep 9, 202299

Volatility

Volatility Chart

The current Tech 60 40 10yr volatility is 3.69%, 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%MayJuneJulyAugustSeptemberOctober
3.69%
2.71%
Tech 60 40 10yr
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.

QQQ^TNX
QQQ1.000.20
^TNX0.201.00
The correlation results are calculated based on daily price changes starting from Mar 11, 1999