Tech 60 40 10yr
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
^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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Tech 60 40 10yr | 18.22% | 7.30% | 6.71% | 20.05% | 27.88% | 17.32% |
| Portfolio components: | ||||||
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.14% | 6.05% | 0.31% | 1.96% | 1.85% | 2.24% | -3.18% | -1.24% | 0.60% | 18.22% | |||
| 2023 | 2.72% | 3.68% | 1.56% | -0.16% | 6.90% | 5.77% | 3.78% | 0.43% | 1.76% | 1.39% | 1.79% | -0.51% | 32.98% |
| 2022 | 1.84% | -0.92% | 15.24% | 1.46% | -1.54% | -2.00% | 3.24% | 2.90% | 1.75% | 5.30% | -0.56% | -3.81% | 23.95% |
| 2021 | 7.78% | 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% |
| 2019 | 4.72% | 2.95% | -1.54% | 4.87% | -10.77% | 2.17% | 1.82% | -11.24% | 4.30% | 3.02% | 4.44% | 5.52% | 8.61% |
| 2018 | 10.49% | 1.46% | -4.14% | 3.10% | 1.77% | 1.07% | 3.29% | 1.95% | 2.53% | -3.81% | -2.14% | -9.53% | 4.78% |
| 2017 | 3.17% | 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% |
| 2013 | 6.83% | -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.
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.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 2.67 | 3.42 | 1.47 | 3.38 | 12.40 |
^TNX Treasury Yield 10 Years | -0.50 | -0.59 | 0.94 | -0.25 | -0.78 |
Dividends
Dividend yield
Tech 60 40 10yr provided a 0.36% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tech 60 40 10yr | 0.36% | 0.37% | 0.48% | 0.26% | 0.33% | 0.45% | 0.55% | 0.50% | 0.63% | 0.59% | 0.84% | 0.61% |
| Portfolio components: | ||||||||||||
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.
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, 2000 | 637 | Oct 9, 2002 | 3631 | Mar 13, 2017 | 4268 |
| -42.69% | Oct 4, 2018 | 363 | Mar 16, 2020 | 205 | Jan 6, 2021 | 568 |
| -12.71% | Jul 11, 2024 | 18 | Aug 5, 2024 | 60 | Oct 29, 2024 | 78 |
| -11.63% | Feb 17, 2022 | 12 | Mar 7, 2022 | 7 | Mar 16, 2022 | 19 |
| -11.55% | Apr 20, 2022 | 25 | May 24, 2022 | 74 | Sep 9, 2022 | 99 |
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.
Diversification
Asset Correlations Table
| QQQ | ^TNX | |
|---|---|---|
| QQQ | 1.00 | 0.20 |
| ^TNX | 0.20 | 1.00 |