semiconductor -qcom +msft mktcapweight
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 63% |
NVDA NVIDIA Corporation | Technology | 11% |
AVGO Broadcom Inc. | Technology | 8% |
INTC Intel Corporation | Technology | 4% |
ADI Analog Devices, Inc. | Technology | 3% |
AMD Advanced Micro Devices, Inc. | Technology | 3% |
TXN Texas Instruments Incorporated | Technology | 3% |
STM STMicroelectronics N.V. | Technology | 2% |
SWKS Skyworks Solutions, Inc. | Technology | 2% |
MU Micron Technology, Inc. | 1% |
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 1.70% | 9.53% | 4.45% | 1.14% | 9.10% | 9.83% |
| semiconductor -qcom +msft mktcapweight | 14.94% | 50.65% | 44.48% | 30.45% | 30.53% | 32.89% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| MSFT | AMD | MU | STM | AVGO | INTC | NVDA | SWKS | ADI | TXN | |
|---|---|---|---|---|---|---|---|---|---|---|
| MSFT | 1.00 | 0.46 | 0.45 | 0.49 | 0.48 | 0.56 | 0.54 | 0.49 | 0.54 | 0.57 |
| AMD | 0.46 | 1.00 | 0.51 | 0.49 | 0.46 | 0.48 | 0.61 | 0.48 | 0.55 | 0.54 |
| MU | 0.45 | 0.51 | 1.00 | 0.54 | 0.53 | 0.56 | 0.57 | 0.59 | 0.62 | 0.62 |
| STM | 0.49 | 0.49 | 0.54 | 1.00 | 0.55 | 0.53 | 0.55 | 0.59 | 0.64 | 0.64 |
| AVGO | 0.48 | 0.46 | 0.53 | 0.55 | 1.00 | 0.54 | 0.54 | 0.67 | 0.66 | 0.66 |
| INTC | 0.56 | 0.48 | 0.56 | 0.53 | 0.54 | 1.00 | 0.56 | 0.57 | 0.64 | 0.68 |
| NVDA | 0.54 | 0.61 | 0.57 | 0.55 | 0.54 | 0.56 | 1.00 | 0.59 | 0.63 | 0.64 |
| SWKS | 0.49 | 0.48 | 0.59 | 0.59 | 0.67 | 0.57 | 0.59 | 1.00 | 0.70 | 0.69 |
| ADI | 0.54 | 0.55 | 0.62 | 0.64 | 0.66 | 0.64 | 0.63 | 0.70 | 1.00 | 0.81 |
| TXN | 0.57 | 0.54 | 0.62 | 0.64 | 0.66 | 0.68 | 0.64 | 0.69 | 0.81 | 1.00 |
Dividend yield
semiconductor -qcom +msft mktcapweight granted a 1.50% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| semiconductor -qcom +msft mktcapweight | 1.50% | 1.37% | 0.90% | 1.16% | 1.41% | 1.82% | 1.77% | 2.21% | 2.39% | 2.57% | 2.85% | 3.23% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
INTC Intel Corporation | -0.73 | ||||
ADI Analog Devices, Inc. | 0.33 | ||||
AVGO Broadcom Inc. | 1.69 | ||||
NVDA NVIDIA Corporation | 2.15 | ||||
AMD Advanced Micro Devices, Inc. | 0.67 | ||||
STM STMicroelectronics N.V. | 0.35 | ||||
TXN Texas Instruments Incorporated | 0.23 | ||||
SWKS Skyworks Solutions, Inc. | 0.13 | ||||
MU Micron Technology, Inc. | 0.23 | ||||
MSFT Microsoft Corporation | 0.85 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 | 127 | Aug 19, 2011 | 115 | Feb 3, 2012 | 242 |
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.