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semiconductor -qcom +msft mktcapweight

Last updated Dec 6, 2023

Asset Allocation


MSFT 63%NVDA 11%AVGO 8%INTC 4%ADI 3%AMD 3%TXN 3%STM 2%SWKS 2%MU 1%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology63%
NVDA
NVIDIA Corporation
Technology11%
AVGO
Broadcom Inc.
Technology8%
INTC
Intel Corporation
Technology4%
ADI
Analog Devices, Inc.
Technology3%
AMD
Advanced Micro Devices, Inc.
Technology3%
TXN
Texas Instruments Incorporated
Technology3%
STM
STMicroelectronics N.V.
Technology2%
SWKS
Skyworks Solutions, Inc.
Technology2%
MU
Micron Technology, Inc.
Technology1%

Performance

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


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.42%
7.02%
semiconductor -qcom +msft mktcapweight
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO

Returns

As of Dec 6, 2023, the semiconductor -qcom +msft mktcapweight returned 69.17% Year-To-Date and 32.82% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
semiconductor -qcom +msft mktcapweight69.17%5.03%15.42%64.46%34.23%32.82%
INTC
Intel Corporation
62.31%10.27%36.33%47.06%-0.13%8.42%
ADI
Analog Devices, Inc.
12.22%8.08%2.46%9.67%17.32%16.44%
AVGO
Broadcom Inc.
66.26%3.45%16.83%76.65%36.78%38.26%
NVDA
NVIDIA Corporation
218.75%3.47%20.49%180.45%64.18%62.56%
AMD
Advanced Micro Devices, Inc.
82.77%5.46%-4.71%60.80%41.04%41.67%
STM
STMicroelectronics N.V.
34.01%15.10%6.19%24.07%28.87%22.85%
TXN
Texas Instruments Incorporated
-1.84%4.67%-6.19%-8.57%13.20%16.85%
SWKS
Skyworks Solutions, Inc.
11.49%9.57%-3.05%8.38%9.08%15.48%
MU
Micron Technology, Inc.
48.26%1.53%9.49%37.43%14.76%12.90%
MSFT
Microsoft Corporation
56.71%5.80%12.10%50.21%29.23%27.76%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202311.84%5.22%1.33%-1.58%-5.24%2.77%13.29%

Sharpe Ratio

The current semiconductor -qcom +msft mktcapweight Sharpe ratio is 2.33. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.33

The Sharpe ratio of semiconductor -qcom +msft mktcapweight is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.33
0.88
semiconductor -qcom +msft mktcapweight
Benchmark (^GSPC)
Portfolio components

Dividend yield

semiconductor -qcom +msft mktcapweight granted a 0.93% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
semiconductor -qcom +msft mktcapweight0.93%1.36%0.88%1.11%1.33%1.69%1.62%1.99%2.11%2.22%2.39%2.61%
INTC
Intel Corporation
1.77%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%4.22%
ADI
Analog Devices, Inc.
1.90%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%2.85%
AVGO
Broadcom Inc.
2.02%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%1.93%
NVDA
NVIDIA Corporation
0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%0.61%
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.
0.51%0.67%0.45%0.50%0.89%1.73%1.10%2.47%6.01%5.35%5.00%5.52%
TXN
Texas Instruments Incorporated
3.19%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%2.33%
SWKS
Skyworks Solutions, Inc.
2.63%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%0.00%
MU
Micron Technology, Inc.
0.62%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.75%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
INTC
Intel Corporation
1.21
ADI
Analog Devices, Inc.
0.35
AVGO
Broadcom Inc.
2.36
NVDA
NVIDIA Corporation
3.49
AMD
Advanced Micro Devices, Inc.
1.24
STM
STMicroelectronics N.V.
0.68
TXN
Texas Instruments Incorporated
-0.36
SWKS
Skyworks Solutions, Inc.
0.26
MU
Micron Technology, Inc.
1.01
MSFT
Microsoft Corporation
1.83

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

MSFTAMDMUSTMINTCAVGONVDASWKSADITXN
MSFT1.000.460.440.490.550.480.540.480.530.56
AMD0.461.000.510.490.480.470.610.480.550.54
MU0.440.511.000.530.560.530.570.580.620.61
STM0.490.490.531.000.530.550.550.590.650.64
INTC0.550.480.560.531.000.540.550.570.640.67
AVGO0.480.470.530.550.541.000.540.660.660.65
NVDA0.540.610.570.550.550.541.000.580.620.63
SWKS0.480.480.580.590.570.660.581.000.700.69
ADI0.530.550.620.650.640.660.620.701.000.81
TXN0.560.540.610.640.670.650.630.690.811.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.58%
-4.78%
semiconductor -qcom +msft mktcapweight
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.09%Dec 28, 2021216Nov 3, 2022140May 26, 2023356
-31.18%Feb 20, 202018Mar 16, 202055Jun 3, 202073
-24.93%Apr 21, 201093Aug 31, 201089Jan 6, 2011182
-22.37%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-21.56%Feb 18, 2011127Aug 19, 2011115Feb 3, 2012242

Volatility Chart

The current semiconductor -qcom +msft mktcapweight volatility is 5.11%, 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.11%
2.85%
semiconductor -qcom +msft mktcapweight
Benchmark (^GSPC)
Portfolio components
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