semiconductor -qcom +msft mktcapweight
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ADI Analog Devices, Inc. | Technology | 3% |
AMD Advanced Micro Devices, Inc. | Technology | 3% |
AVGO Broadcom Inc. | Technology | 8% |
INTC Intel Corporation | Technology | 4% |
MSFT Microsoft Corporation | Technology | 63% |
MU Micron Technology, Inc. | Technology | 1% |
NVDA NVIDIA Corporation | Technology | 11% |
STM STMicroelectronics N.V. | Technology | 2% |
SWKS Skyworks Solutions, Inc. | Technology | 2% |
TXN Texas Instruments Incorporated | Technology | 3% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in semiconductor -qcom +msft mktcapweight, 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 Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Sep 14, 2024, the semiconductor -qcom +msft mktcapweight returned 23.29% Year-To-Date and 32.95% 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 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| semiconductor -qcom +msft mktcapweight | 23.00% | 0.76% | 5.59% | 43.79% | 33.40% | 32.77% |
| Portfolio components: | ||||||
INTC Intel Corporation | -60.35% | -5.80% | -53.49% | -47.23% | -15.45% | -2.97% |
ADI Analog Devices, Inc. | 13.91% | 0.46% | 17.73% | 27.56% | 16.06% | 18.68% |
AVGO Broadcom Inc. | 48.03% | -1.03% | 33.56% | 95.97% | 46.26% | 38.08% |
NVDA NVIDIA Corporation | 140.55% | -4.39% | 34.67% | 171.38% | 93.14% | 74.73% |
AMD Advanced Micro Devices, Inc. | 3.02% | 2.22% | -20.35% | 49.63% | 38.07% | 44.71% |
STM STMicroelectronics N.V. | -42.76% | -6.69% | -35.72% | -34.26% | 8.18% | 15.73% |
TXN Texas Instruments Incorporated | 19.84% | -0.30% | 19.78% | 26.77% | 12.25% | 18.36% |
SWKS Skyworks Solutions, Inc. | -6.99% | -3.90% | 0.78% | 7.25% | 7.14% | 7.76% |
MU Micron Technology, Inc. | 7.09% | -15.53% | -2.55% | 31.17% | 13.03% | 11.42% |
MSFT Microsoft Corporation | 15.13% | 2.90% | 3.55% | 31.37% | 26.71% | 26.71% |
Monthly Returns
The table below presents the monthly returns of semiconductor -qcom +msft mktcapweight, 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 | 5.95% | 7.89% | 3.74% | -7.10% | 8.60% | 8.15% | -5.05% | -0.89% | 23.00% | ||||
| 2023 | 8.59% | 3.12% | 15.66% | 2.39% | 11.84% | 5.22% | 1.33% | -1.58% | -5.24% | 2.77% | 13.30% | 3.94% | 78.49% |
| 2022 | -9.01% | -2.72% | 3.87% | -13.03% | 0.51% | -9.82% | 11.36% | -8.43% | -12.35% | 2.08% | 13.71% | -7.02% | -30.09% |
| 2021 | 3.59% | 2.13% | 0.96% | 5.10% | 0.93% | 9.26% | 3.37% | 5.92% | -5.67% | 14.89% | 4.83% | 1.02% | 55.57% |
| 2020 | 4.66% | -3.23% | -4.51% | 13.85% | 5.24% | 9.12% | 2.55% | 11.70% | -3.84% | -4.22% | 8.56% | 3.54% | 49.95% |
| 2019 | 5.40% | 7.00% | 6.03% | 8.64% | -9.80% | 10.73% | 2.53% | 0.02% | 1.38% | 5.44% | 6.45% | 5.63% | 59.95% |
| 2018 | 11.39% | -0.90% | -2.98% | 0.61% | 8.45% | -1.37% | 4.96% | 6.87% | 2.52% | -10.21% | 1.88% | -7.57% | 12.05% |
| 2017 | 4.76% | 1.30% | 3.42% | 1.65% | 6.67% | -1.83% | 6.46% | 3.08% | 1.15% | 11.38% | 0.68% | 0.08% | 45.52% |
| 2016 | -4.02% | -4.24% | 10.35% | -6.33% | 10.31% | -1.12% | 12.04% | 3.69% | 1.78% | 3.01% | 5.82% | 5.89% | 41.43% |
| 2015 | -8.76% | 11.50% | -5.04% | 11.59% | 0.73% | -6.67% | 1.66% | -3.38% | 2.27% | 15.23% | 5.15% | 2.54% | 26.46% |
| 2014 | 0.20% | 5.69% | 5.27% | -0.33% | 3.13% | 2.04% | 1.05% | 7.34% | 0.61% | 0.65% | 4.71% | -1.64% | 32.28% |
| 2013 | 4.42% | 1.45% | 3.11% | 10.64% | 7.78% | -1.03% | -4.43% | 3.31% | 2.78% | 4.18% | 6.12% | 1.41% | 46.67% |
Expense Ratio
semiconductor -qcom +msft mktcapweight 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 rank of semiconductor -qcom +msft mktcapweight is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
INTC Intel Corporation | -0.98 | -1.28 | 0.81 | -0.69 | -1.59 |
ADI Analog Devices, Inc. | 0.86 | 1.40 | 1.17 | 1.23 | 4.79 |
AVGO Broadcom Inc. | 2.01 | 2.63 | 1.34 | 3.62 | 11.32 |
NVDA NVIDIA Corporation | 3.12 | 3.40 | 1.43 | 5.97 | 19.14 |
AMD Advanced Micro Devices, Inc. | 0.88 | 1.45 | 1.18 | 1.01 | 2.27 |
STM STMicroelectronics N.V. | -0.94 | -1.23 | 0.85 | -0.74 | -1.80 |
TXN Texas Instruments Incorporated | 0.94 | 1.44 | 1.17 | 0.95 | 4.95 |
SWKS Skyworks Solutions, Inc. | 0.18 | 0.48 | 1.06 | 0.11 | 0.61 |
MU Micron Technology, Inc. | 0.63 | 1.16 | 1.14 | 0.63 | 1.77 |
MSFT Microsoft Corporation | 1.41 | 1.90 | 1.24 | 1.81 | 5.54 |
Dividends
Dividend yield
semiconductor -qcom +msft mktcapweight granted a 0.85% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| semiconductor -qcom +msft mktcapweight | 0.85% | 0.87% | 1.36% | 0.88% | 1.11% | 1.33% | 1.70% | 1.62% | 1.98% | 2.08% | 2.19% | 2.36% |
| Portfolio components: | ||||||||||||
INTC Intel Corporation | 2.54% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
ADI Analog Devices, Inc. | 1.62% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% | 2.67% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AMD Advanced Micro Devices, 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% |
STM STMicroelectronics N.V. | 0.94% | 0.48% | 0.82% | 0.45% | 0.50% | 0.89% | 1.73% | 1.10% | 2.33% | 5.11% | 4.55% | 4.25% |
TXN Texas Instruments Incorporated | 2.60% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
SWKS Skyworks Solutions, Inc. | 2.67% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% |
MU Micron Technology, Inc. | 0.50% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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 semiconductor -qcom +msft mktcapweight. 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 semiconductor -qcom +msft mktcapweight was 39.09%, occurring on Nov 3, 2022. Recovery took 140 trading sessions.
The current semiconductor -qcom +msft mktcapweight drawdown is 10.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.09% | Dec 28, 2021 | 216 | Nov 3, 2022 | 140 | May 26, 2023 | 356 |
| -31.18% | Feb 20, 2020 | 18 | Mar 16, 2020 | 55 | Jun 3, 2020 | 73 |
| -24.93% | Apr 21, 2010 | 93 | Aug 31, 2010 | 89 | Jan 6, 2011 | 182 |
| -22.37% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -21.56% | Feb 18, 2011 | 128 | Aug 22, 2011 | 114 | Feb 3, 2012 | 242 |
Volatility
Volatility Chart
The current semiconductor -qcom +msft mktcapweight volatility is 7.98%, 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
| MSFT | AMD | MU | STM | INTC | AVGO | NVDA | SWKS | ADI | TXN | |
|---|---|---|---|---|---|---|---|---|---|---|
| MSFT | 1.00 | 0.46 | 0.44 | 0.48 | 0.53 | 0.49 | 0.54 | 0.48 | 0.53 | 0.56 |
| AMD | 0.46 | 1.00 | 0.51 | 0.49 | 0.48 | 0.47 | 0.61 | 0.48 | 0.55 | 0.54 |
| MU | 0.44 | 0.51 | 1.00 | 0.53 | 0.55 | 0.53 | 0.57 | 0.58 | 0.61 | 0.61 |
| STM | 0.48 | 0.49 | 0.53 | 1.00 | 0.53 | 0.55 | 0.54 | 0.60 | 0.66 | 0.65 |
| INTC | 0.53 | 0.48 | 0.55 | 0.53 | 1.00 | 0.53 | 0.54 | 0.57 | 0.64 | 0.66 |
| AVGO | 0.49 | 0.47 | 0.53 | 0.55 | 0.53 | 1.00 | 0.55 | 0.65 | 0.65 | 0.65 |
| NVDA | 0.54 | 0.61 | 0.57 | 0.54 | 0.54 | 0.55 | 1.00 | 0.57 | 0.61 | 0.62 |
| SWKS | 0.48 | 0.48 | 0.58 | 0.60 | 0.57 | 0.65 | 0.57 | 1.00 | 0.70 | 0.69 |
| ADI | 0.53 | 0.55 | 0.61 | 0.66 | 0.64 | 0.65 | 0.61 | 0.70 | 1.00 | 0.82 |
| TXN | 0.56 | 0.54 | 0.61 | 0.65 | 0.66 | 0.65 | 0.62 | 0.69 | 0.82 | 1.00 |