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semiconductor -qcom +msft mktcapweight

Last updated May 27, 2023

Asset Allocation


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


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%December2023FebruaryMarchAprilMay
47.90%
6.09%
semiconductor -qcom +msft mktcapweight
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the semiconductor -qcom +msft mktcapweight returned 50.65% Year-To-Date and 32.82% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark1.70%9.53%4.45%1.14%9.10%9.83%
semiconductor -qcom +msft mktcapweight14.94%50.65%44.48%30.45%30.53%32.89%
INTC
Intel Corporation
-2.48%11.52%0.46%-32.27%-9.63%4.85%
ADI
Analog Devices, Inc.
-0.61%8.12%6.61%6.83%15.28%17.06%
AVGO
Broadcom Inc.
31.42%46.40%55.76%43.87%31.12%40.94%
NVDA
NVIDIA Corporation
43.05%166.54%139.47%107.23%44.57%60.88%
AMD
Advanced Micro Devices, Inc.
45.28%96.12%69.06%24.22%56.54%41.44%
STM
STMicroelectronics N.V.
2.85%24.02%15.15%10.21%13.84%19.61%
TXN
Texas Instruments Incorporated
7.49%8.29%1.04%2.00%12.63%20.38%
SWKS
Skyworks Solutions, Inc.
1.10%15.92%13.70%-1.60%2.64%18.23%
MU
Micron Technology, Inc.
19.43%48.22%27.12%1.68%4.06%20.28%
MSFT
Microsoft Corporation
9.44%39.46%35.14%23.01%29.07%27.65%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

MSFTAMDMUSTMAVGOINTCNVDASWKSADITXN
MSFT1.000.460.450.490.480.560.540.490.540.57
AMD0.461.000.510.490.460.480.610.480.550.54
MU0.450.511.000.540.530.560.570.590.620.62
STM0.490.490.541.000.550.530.550.590.640.64
AVGO0.480.460.530.551.000.540.540.670.660.66
INTC0.560.480.560.530.541.000.560.570.640.68
NVDA0.540.610.570.550.540.561.000.590.630.64
SWKS0.490.480.590.590.670.570.591.000.700.69
ADI0.540.550.620.640.660.640.630.701.000.81
TXN0.570.540.620.640.660.680.640.690.811.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current semiconductor -qcom +msft mktcapweight Sharpe ratio is 1.12. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00December2023FebruaryMarchAprilMay
1.12
0.27
semiconductor -qcom +msft mktcapweight
Benchmark (^GSPC)
Portfolio components

Dividend yield

semiconductor -qcom +msft mktcapweight granted a 1.50% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
semiconductor -qcom +msft mktcapweight1.50%1.37%0.90%1.16%1.41%1.82%1.77%2.21%2.39%2.57%2.85%3.23%
INTC
Intel Corporation
6.72%5.61%2.85%2.87%2.34%2.91%2.72%3.44%3.46%3.17%4.57%5.78%
ADI
Analog Devices, Inc.
2.21%1.86%1.61%1.75%1.93%2.43%2.24%2.62%3.36%3.18%3.28%3.61%
AVGO
Broadcom Inc.
2.65%3.04%2.33%3.26%3.97%3.61%2.33%1.86%1.53%1.69%2.40%2.54%
NVDA
NVIDIA Corporation
0.05%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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.
0.68%0.68%0.46%0.51%0.91%1.79%1.15%2.62%6.64%6.23%6.10%7.07%
TXN
Texas Instruments Incorporated
4.07%2.88%2.33%2.42%2.75%3.15%2.35%2.67%3.12%2.91%3.14%3.09%
SWKS
Skyworks Solutions, Inc.
3.43%2.60%1.40%1.28%1.43%2.25%1.38%1.60%1.14%0.55%0.00%0.00%
MU
Micron Technology, Inc.
0.89%0.89%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
1.17%1.06%0.69%0.96%1.24%1.78%1.98%2.58%2.61%2.85%3.07%3.79%

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.


Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay0
-12.32%
semiconductor -qcom +msft mktcapweight
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the semiconductor -qcom +msft mktcapweight. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the semiconductor -qcom +msft mktcapweight is 39.09%, recorded on Nov 3, 2022. It took 140 trading sessions for the portfolio to recover.


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 8.11%, 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%12.00%14.00%December2023FebruaryMarchAprilMay
8.11%
3.82%
semiconductor -qcom +msft mktcapweight
Benchmark (^GSPC)
Portfolio components