Relative Momentum
Updated 2026-06-04
US Tech Relative Momentum
Selects the highest-momentum stocks from the technology sector using a multi-stage momentum funnel. Rebalances monthly. Fully invested at all times.
10 YEAR CAGR
+44.78%
10-Year Annualised Return
10 Year CAGR
+44.78%
Annualised · last 10 years
10Y Max Drawdown
-46.49%
Peak to trough · last 10 years
10Y Sharpe Ratio
1.18
Risk-adjusted · last 10 years
10 Years Return
+3936.07%
Total return · last 10 years
Portfolio Performance
2026-05-29
Portfolio: —
NASDAQ100: —
DD: —
Portfolio
NASDAQ100
Drawdown from Peak
Strategy Details
Strategy
Relative Momentum
Universe
US_Tech
Positions
10 stocks
Rebalancing
Monthly — First Monday
Current Holdings
View Holdings →Current portfolio positions are available to members. Last rebalanced: 2026-05-04 · Next: First Monday 06 Jul 2026
Annual Returns
Portfolio
NASDAQ100
Period Returns
| Period | Total Return | CAGR |
|---|---|---|
| 1 Year | +216.8% | +217.1% |
| 3 Years | +438.8% | +75.4% |
| 5 Years | +584.3% | +47.0% |
| 10 Years | +3936.1% | +44.8% |
| Since Inception | +4315.2% | +43.9% |
| Calmar Ratio | 0.95 | |
Year-by-Year Results
vs NASDAQ100| Year | Portfolio | NASDAQ100 | Alpha |
|---|---|---|---|
| 2026 | +100.4% | +18.9% | +81.5% |
| 2025 | +66.5% | +20.4% | +46.1% |
| 2024 | +30.6% | +27.0% | +3.6% |
| 2023 | +92.8% | +54.9% | +37.9% |
| 2022 | -35.0% | -33.7% | -1.2% |
| 2021 | +34.9% | +28.6% | +6.3% |
| 2020 | +46.6% | +45.3% | +1.3% |
| 2019 | +63.9% | +37.3% | +26.6% |
| 2018 | +9.0% | -2.8% | +11.8% |
| 2017 | +36.5% | +30.2% | +6.3% |
| 2016 | +64.0% | +8.1% | +55.9% |
Investment Calculator
If you invested
$
at the start of the selected period
Portfolio Value
$10,000
+0.0%
NASDAQ100 Value
$10,000
+0.0%