semiconductor -qcom +msft mktcapweight
Asset Allocation
| Position | Category/Sector | Target 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 Every 3 months.
The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of May 10, 2025, the semiconductor -qcom +msft mktcapweight returned -0.14% Year-To-Date and 32.08% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
| semiconductor -qcom +msft mktcapweight | -0.14% | 10.05% | -1.54% | 9.43% | 26.41% | 32.08% |
| Portfolio components: | ||||||
INTC Intel Corporation | 6.83% | -0.51% | -18.24% | -28.36% | -16.67% | -1.58% |
ADI Analog Devices, Inc. | -1.90% | 5.53% | -7.31% | 3.04% | 15.69% | 15.22% |
AVGO Broadcom Inc. | -9.92% | 12.45% | 14.02% | 61.41% | 53.94% | 36.26% |
NVDA NVIDIA Corporation | -13.13% | 2.03% | -20.97% | 31.47% | 72.07% | 72.66% |
AMD Advanced Micro Devices, Inc. | -14.86% | 6.20% | -30.49% | -32.52% | 14.13% | 46.05% |
STM STMicroelectronics N.V. | -3.81% | 10.79% | -9.08% | -39.89% | -0.50% | 13.20% |
TXN Texas Instruments Incorporated | -6.66% | 2.50% | -20.55% | -4.31% | 11.53% | 15.41% |
SWKS Skyworks Solutions, Inc. | -22.27% | 13.17% | -22.08% | -23.64% | -7.33% | -1.65% |
MU Micron Technology, Inc. | 2.15% | 10.26% | -23.07% | -26.78% | 12.76% | 12.61% |
MSFT Microsoft Corporation | 4.30% | 12.35% | 4.25% | 7.22% | 19.99% | 26.86% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -2.87% | -2.37% | -7.17% | 3.49% | 9.61% | -0.14% | |||||||
| 2024 | 5.95% | 7.89% | 3.74% | -7.10% | 8.60% | 8.15% | -5.05% | -0.89% | 2.75% | -3.87% | 2.97% | 1.34% | 25.51% |
| 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% | -3.03% | 0.61% | 8.45% | -1.42% | 4.96% | 6.87% | 2.51% | -10.21% | 1.88% | -7.57% | 11.93% |
| 2017 | 4.76% | 1.22% | 3.42% | 1.65% | 6.66% | -1.83% | 6.46% | 3.08% | 1.15% | 11.38% | 0.68% | 0.08% | 45.40% |
| 2016 | -4.02% | -4.35% | 10.35% | -6.33% | 10.31% | -1.13% | 12.04% | 3.69% | 1.78% | 3.01% | 5.82% | 5.89% | 41.25% |
| 2015 | -8.76% | 11.35% | -5.05% | 11.59% | 0.72% | -6.67% | 1.66% | -3.38% | 2.27% | 15.23% | 5.15% | 2.54% | 26.29% |
| 2014 | 0.20% | 5.49% | 5.27% | -0.33% | 3.13% | 2.04% | 1.06% | 7.33% | 0.61% | 0.65% | 4.71% | -1.64% | 32.04% |
Expense Ratio
semiconductor -qcom +msft mktcapweight has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of semiconductor -qcom +msft mktcapweight is 19, meaning it’s performing worse than 81% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | -0.45 | -0.35 | 0.95 | -0.42 | -0.89 |
ADI Analog Devices, Inc. | 0.07 | 0.45 | 1.06 | 0.11 | 0.32 |
AVGO Broadcom Inc. | 0.99 | 1.73 | 1.23 | 1.50 | 4.15 |
NVDA NVIDIA Corporation | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
AMD Advanced Micro Devices, Inc. | -0.62 | -0.74 | 0.91 | -0.53 | -1.13 |
STM STMicroelectronics N.V. | -0.77 | -1.03 | 0.87 | -0.61 | -1.07 |
TXN Texas Instruments Incorporated | -0.11 | 0.16 | 1.02 | -0.09 | -0.23 |
SWKS Skyworks Solutions, Inc. | -0.46 | -0.36 | 0.94 | -0.33 | -0.86 |
MU Micron Technology, Inc. | -0.43 | -0.27 | 0.97 | -0.48 | -0.80 |
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
Dividends
Dividend yield
semiconductor -qcom +msft mktcapweight provided a 0.83% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.83% | 0.84% | 0.87% | 1.36% | 0.88% | 1.11% | 1.33% | 1.69% | 1.61% | 1.98% | 2.08% | 2.19% |
| Portfolio components: | ||||||||||||
INTC Intel Corporation | 0.58% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% |
ADI Analog Devices, Inc. | 1.81% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% | 2.67% |
AVGO Broadcom Inc. | 1.07% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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. | 1.50% | 1.32% | 0.48% | 0.82% | 0.45% | 0.50% | 0.86% | 1.47% | 0.93% | 2.10% | 5.11% | 4.55% |
TXN Texas Instruments Incorporated | 3.12% | 2.81% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% |
SWKS Skyworks Solutions, Inc. | 4.08% | 3.11% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% |
MU Micron Technology, Inc. | 0.54% | 0.55% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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 8.54%.
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 |
| -26.63% | Jul 11, 2024 | 187 | Apr 8, 2025 | — | — | — |
| -24.92% | 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 |
Volatility
Volatility Chart
The current semiconductor -qcom +msft mktcapweight volatility is 10.63%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 2.38, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | AMD | MSFT | MU | INTC | STM | AVGO | NVDA | SWKS | ADI | TXN | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.54 | 0.72 | 0.59 | 0.63 | 0.63 | 0.61 | 0.61 | 0.63 | 0.70 | 0.71 | 0.79 |
| AMD | 0.54 | 1.00 | 0.46 | 0.52 | 0.48 | 0.50 | 0.48 | 0.61 | 0.48 | 0.56 | 0.54 | 0.63 |
| MSFT | 0.72 | 0.46 | 1.00 | 0.44 | 0.52 | 0.48 | 0.49 | 0.54 | 0.48 | 0.52 | 0.55 | 0.92 |
| MU | 0.59 | 0.52 | 0.44 | 1.00 | 0.55 | 0.53 | 0.54 | 0.58 | 0.58 | 0.61 | 0.60 | 0.61 |
| INTC | 0.63 | 0.48 | 0.52 | 0.55 | 1.00 | 0.52 | 0.52 | 0.52 | 0.56 | 0.63 | 0.65 | 0.65 |
| STM | 0.63 | 0.50 | 0.48 | 0.53 | 0.52 | 1.00 | 0.54 | 0.53 | 0.60 | 0.66 | 0.65 | 0.62 |
| AVGO | 0.61 | 0.48 | 0.49 | 0.54 | 0.52 | 0.54 | 1.00 | 0.56 | 0.65 | 0.65 | 0.63 | 0.68 |
| NVDA | 0.61 | 0.61 | 0.54 | 0.58 | 0.52 | 0.53 | 0.56 | 1.00 | 0.56 | 0.60 | 0.61 | 0.76 |
| SWKS | 0.63 | 0.48 | 0.48 | 0.58 | 0.56 | 0.60 | 0.65 | 0.56 | 1.00 | 0.70 | 0.69 | 0.64 |
| ADI | 0.70 | 0.56 | 0.52 | 0.61 | 0.63 | 0.66 | 0.65 | 0.60 | 0.70 | 1.00 | 0.82 | 0.69 |
| TXN | 0.71 | 0.54 | 0.55 | 0.60 | 0.65 | 0.65 | 0.63 | 0.61 | 0.69 | 0.82 | 1.00 | 0.71 |
| Portfolio | 0.79 | 0.63 | 0.92 | 0.61 | 0.65 | 0.62 | 0.68 | 0.76 | 0.64 | 0.69 | 0.71 | 1.00 |