Relative Momentum Updated

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
10-Year Annualised Return
10 Year CAGR
Annualised · last 10 years
10Y Max Drawdown
Peak to trough · last 10 years
10Y Sharpe Ratio
Risk-adjusted · last 10 years
10 Years Return
Total return · last 10 years

Portfolio Performance

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: · Next:

Annual Returns

Portfolio
NASDAQ100

Period Returns

Period Total Return CAGR
1 Year
3 Years
5 Years
10 Years
Since Inception
Calmar Ratio

Year-by-Year Results

vs NASDAQ100
YearPortfolioNASDAQ100Alpha

Investment Calculator

If you invested
$
at the start of the selected period
Portfolio Value
$10,000
+0.0%
NASDAQ100 Value
$10,000
+0.0%