MSFOTEC Rebased Performance
MSFOTECL Index vs MSFOTECS Index ยท overlapping trading dates only
| Series |
Return Since Inception (Jan 20) |
Ann. Volatility |
Sharpe (rf=0) |
| Long leg | 20.10% | 32.26% | 2.12 |
| Short leg | -22.48% | 47.16% | -1.63 |
| Long-short | 42.58% | 41.75% | 3.15 |
| SPX | 5.94% | 14.51% | 1.46 |
| CCMP | 9.21% | 19.41% | 1.68 |
MSFOTECL Holdings
| Ticker |
Current Weight |
Inception Weight (Jan 20) |
% Since Inception |
| GLW UN | 10.74% | 7.48% | +79.01% |
| PWR UN | 10.26% | 7.56% | +64.32% |
| LITE UW | 9.38% | 4.13% | +175.57% |
| AMAT UW | 7.57% | 7.41% | +26.36% |
| AVGO UW | 7.49% | 7.20% | +26.40% |
| TSM UN | 7.42% | 7.27% | +22.57% |
| ASML NA | 6.87% | 7.72% | +6.80% |
| NVDA UW | 6.74% | 7.28% | +12.02% |
| TSLA UW | 5.67% | 7.29% | -4.83% |
| RWE GY | 3.64% | 3.76% | +17.15% |
| GOOGL UW | 3.62% | 3.66% | +20.30% |
| AMZN UW | 3.55% | 3.62% | +20.38% |
| ORCL UN | 2.94% | 3.53% | +1.73% |
| MSFT UW | 2.80% | 3.71% | -8.71% |
| PLTR UW | 2.66% | 3.70% | -16.16% |
| APP UW | 2.60% | 3.73% | -16.36% |
| RDDT UN | 2.28% | 3.66% | -23.04% |
| SNOW UN | 2.14% | 3.68% | -29.44% |
| EPAM UN | 1.62% | 3.64% | -46.48% |
MSFOTECS Holdings
| Ticker |
Current Weight |
Inception Weight (Jan 20) |
% Since Inception |
| ADBE UW | 14.16% | 12.55% | -13.21% |
| CRM UN | 13.48% | 12.40% | -16.47% |
| TEAM UW | 12.97% | 12.74% | -21.42% |
| VEEV UN | 12.64% | 12.45% | -21.07% |
| INTU UW | 12.32% | 12.41% | -24.26% |
| NOW UN | 11.92% | 12.60% | -27.65% |
| WDAY UW | 11.30% | 12.53% | -31.14% |
| TTD UQ | 11.21% | 12.32% | -30.67% |