Tech & Communications
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 10% |
CLS Celestica Inc. | Technology | 10% |
FICO Fair Isaac Corporation | Technology | 10% |
KLAC KLA Corporation | Technology | 10% |
META Meta Platforms, Inc. | Communication Services | 10% |
MSFT Microsoft Corporation | Technology | 10% |
MSTR MicroStrategy Incorporated | Technology | 10% |
NFLX Netflix, Inc. | Communication Services | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
QCOM QUALCOMM Incorporated | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tech & Communications, 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 18, 2012, corresponding to the inception date of META
Returns By Period
As of Nov 13, 2024, the Tech & Communications returned 110.43% Year-To-Date and 40.38% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Tech & Communications | 105.87% | 9.95% | 34.39% | 129.24% | 54.12% | 40.05% |
| Portfolio components: | ||||||
QCOM QUALCOMM Incorporated | 12.52% | -9.90% | -16.80% | 28.59% | 14.67% | 11.75% |
AVGO Broadcom Inc. | 57.18% | -4.79% | 21.65% | 81.15% | 45.30% | 38.20% |
FICO Fair Isaac Corporation | 101.76% | 13.51% | 71.65% | 128.64% | 46.67% | 41.93% |
MSTR MicroStrategy Incorporated | 419.90% | 62.83% | 118.41% | 584.12% | 84.19% | 34.80% |
CLS Celestica Inc. | 180.23% | 29.91% | 57.61% | 205.25% | 60.05% | 22.32% |
MSFT Microsoft Corporation | 13.69% | 1.45% | 0.68% | 15.70% | 24.40% | 25.99% |
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
KLAC KLA Corporation | 11.56% | -22.31% | -15.00% | 18.89% | 31.06% | 28.48% |
META Meta Platforms, Inc. | 64.35% | -1.76% | 20.68% | 72.98% | 24.51% | 22.80% |
NFLX Netflix, Inc. | 70.57% | 16.48% | 35.36% | 85.10% | 23.08% | 31.22% |
Monthly Returns
The table below presents the monthly returns of Tech & Communications, 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 | 6.77% | 20.90% | 12.66% | -8.49% | 17.07% | 6.76% | -1.91% | 0.69% | 5.42% | 6.95% | 105.87% | ||
| 2023 | 22.02% | 2.67% | 10.18% | 0.20% | 12.82% | 8.77% | 12.29% | -2.17% | -5.05% | 3.37% | 15.75% | 10.50% | 134.03% |
| 2022 | -9.09% | -5.22% | 2.34% | -18.67% | 0.58% | -13.64% | 19.41% | -7.66% | -10.89% | 9.07% | 10.81% | -6.21% | -30.62% |
| 2021 | 5.66% | 4.56% | 0.07% | 3.02% | -1.83% | 7.78% | 2.84% | 3.99% | -6.76% | 10.85% | 6.60% | 1.11% | 43.56% |
| 2020 | 2.30% | -6.25% | -11.17% | 20.30% | 7.37% | 5.66% | 8.16% | 9.40% | -3.06% | -2.48% | 24.94% | 6.41% | 72.92% |
| 2019 | 10.95% | 4.96% | 4.89% | 8.61% | -12.84% | 11.00% | 1.55% | -0.02% | -0.08% | 5.55% | 6.39% | 3.72% | 51.67% |
| 2018 | 10.64% | 0.06% | -4.07% | 0.81% | 9.11% | -0.49% | 1.21% | 7.13% | -1.71% | -12.17% | -1.49% | -6.01% | 0.74% |
| 2017 | 5.89% | 1.21% | 3.81% | 1.06% | 5.93% | -1.92% | 1.44% | 0.20% | 2.33% | 3.93% | 3.92% | -1.82% | 28.83% |
| 2016 | -6.49% | 1.98% | 8.60% | -3.16% | 8.18% | -3.41% | 9.61% | 1.38% | 2.36% | 6.65% | 1.78% | 2.99% | 33.25% |
| 2015 | -2.31% | 11.73% | -4.11% | 6.34% | 4.05% | -3.50% | 6.27% | -3.02% | -0.14% | 8.01% | 2.55% | 1.77% | 29.64% |
| 2014 | 0.68% | 6.15% | -1.54% | -0.63% | 8.18% | 3.67% | -3.38% | 6.47% | -1.11% | 3.74% | 3.67% | 0.63% | 29.13% |
| 2013 | 14.40% | 1.41% | 0.50% | 2.74% | 4.23% | -2.21% | 9.82% | 4.02% | 9.62% | 4.55% | 2.42% | 4.00% | 70.28% |
Expense Ratio
Tech & Communications 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 risk-adjusted rank of Tech & Communications is 95, placing it in the top 5% 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 | |
|---|---|---|---|---|---|
QCOM QUALCOMM Incorporated | 0.86 | 1.33 | 1.17 | 1.03 | 2.14 |
AVGO Broadcom Inc. | 1.88 | 2.52 | 1.32 | 3.41 | 10.40 |
FICO Fair Isaac Corporation | 4.40 | 4.51 | 1.66 | 7.86 | 26.35 |
MSTR MicroStrategy Incorporated | 5.30 | 4.13 | 1.49 | 8.52 | 26.18 |
CLS Celestica Inc. | 4.06 | 3.92 | 1.52 | 6.27 | 19.45 |
MSFT Microsoft Corporation | 0.86 | 1.21 | 1.16 | 1.09 | 2.65 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
KLAC KLA Corporation | 0.54 | 0.96 | 1.13 | 0.84 | 2.19 |
META Meta Platforms, Inc. | 2.13 | 3.04 | 1.42 | 4.16 | 12.93 |
NFLX Netflix, Inc. | 2.95 | 3.89 | 1.52 | 2.45 | 20.63 |
Dividends
Dividend yield
Tech & Communications provided a 0.49% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.49% | 0.56% | 0.81% | 0.54% | 0.72% | 0.96% | 1.27% | 0.97% | 1.02% | 1.14% | 3.38% | 1.07% |
| Portfolio components: | ||||||||||||
QCOM QUALCOMM Incorporated | 2.06% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
AVGO Broadcom Inc. | 1.21% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CLS Celestica 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 | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
KLAC KLA Corporation | 0.67% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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 & Communications. 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 & Communications was 42.91%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.91% | Dec 28, 2021 | 202 | Oct 14, 2022 | 154 | May 26, 2023 | 356 |
| -36.18% | Feb 20, 2020 | 20 | Mar 18, 2020 | 48 | May 27, 2020 | 68 |
| -26.05% | Sep 17, 2018 | 69 | Dec 24, 2018 | 68 | Apr 3, 2019 | 137 |
| -20.81% | Feb 10, 2021 | 18 | Mar 8, 2021 | 121 | Aug 27, 2021 | 139 |
| -15.93% | Jul 17, 2024 | 16 | Aug 7, 2024 | 41 | Oct 4, 2024 | 57 |
Volatility
Volatility Chart
The current Tech & Communications volatility is 8.53%, 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
| CLS | MSTR | NFLX | META | FICO | QCOM | MSFT | AVGO | NVDA | KLAC | |
|---|---|---|---|---|---|---|---|---|---|---|
| CLS | 1.00 | 0.32 | 0.27 | 0.30 | 0.34 | 0.41 | 0.34 | 0.42 | 0.38 | 0.44 |
| MSTR | 0.32 | 1.00 | 0.31 | 0.34 | 0.39 | 0.37 | 0.39 | 0.37 | 0.39 | 0.39 |
| NFLX | 0.27 | 0.31 | 1.00 | 0.46 | 0.36 | 0.36 | 0.43 | 0.38 | 0.43 | 0.37 |
| META | 0.30 | 0.34 | 0.46 | 1.00 | 0.38 | 0.40 | 0.50 | 0.43 | 0.47 | 0.42 |
| FICO | 0.34 | 0.39 | 0.36 | 0.38 | 1.00 | 0.41 | 0.50 | 0.43 | 0.44 | 0.46 |
| QCOM | 0.41 | 0.37 | 0.36 | 0.40 | 0.41 | 1.00 | 0.52 | 0.60 | 0.56 | 0.62 |
| MSFT | 0.34 | 0.39 | 0.43 | 0.50 | 0.50 | 0.52 | 1.00 | 0.51 | 0.56 | 0.54 |
| AVGO | 0.42 | 0.37 | 0.38 | 0.43 | 0.43 | 0.60 | 0.51 | 1.00 | 0.59 | 0.65 |
| NVDA | 0.38 | 0.39 | 0.43 | 0.47 | 0.44 | 0.56 | 0.56 | 0.59 | 1.00 | 0.62 |
| KLAC | 0.44 | 0.39 | 0.37 | 0.42 | 0.46 | 0.62 | 0.54 | 0.65 | 0.62 | 1.00 |