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chip

Last updated Jun 2, 2023

Asset Allocation


NVDA 11.11%TSM 11.11%AMD 11.11%ASML 11.11%AVGO 11.11%QCOM 11.11%INTC 11.11%MU 11.11%LSCC 11.11%EquityEquity

Performance

The chart shows the growth of an initial investment of $10,000 in chip, 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%2023FebruaryMarchAprilMayJune
37.26%
5.56%
chip
Benchmark (^GSPC)
Portfolio components

Returns

As of Jun 2, 2023, the chip returned 49.01% Year-To-Date and 32.74% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.18%9.94%3.67%1.06%9.08%9.99%
chip19.44%49.01%35.59%19.38%33.08%32.73%
NVDA
NVIDIA Corporation
43.05%172.18%135.70%103.18%44.27%61.22%
TSM
Taiwan Semiconductor Manufacturing Company Limited
19.52%33.23%22.31%4.35%23.23%20.84%
AMD
Advanced Micro Devices, Inc.
46.37%84.45%59.34%10.02%52.78%40.49%
ASML
ASML Holding N.V.
14.50%33.69%20.60%26.41%30.43%25.86%
AVGO
Broadcom Inc.
28.82%42.30%48.35%41.42%29.76%39.25%
QCOM
QUALCOMM Incorporated
3.37%6.74%-6.62%-18.77%17.74%9.29%
INTC
Intel Corporation
1.98%19.71%7.58%-27.77%-8.88%5.14%
MU
Micron Technology, Inc.
13.43%38.51%26.90%-7.56%3.56%19.60%
LSCC
Lattice Semiconductor Corporation
1.14%28.07%16.73%52.99%69.98%31.99%

Asset Correlations Table

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

AMDLSCCTSMAVGOMUINTCQCOMASMLNVDA
AMD1.000.470.470.460.520.480.480.500.61
LSCC0.471.000.480.510.500.480.500.530.52
TSM0.470.481.000.510.530.530.540.580.54
AVGO0.460.510.511.000.530.540.570.570.54
MU0.520.500.530.531.000.560.530.540.57
INTC0.480.480.530.540.561.000.560.570.56
QCOM0.480.500.540.570.530.561.000.550.56
ASML0.500.530.580.570.540.570.551.000.58
NVDA0.610.520.540.540.570.560.560.581.00

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 chip Sharpe ratio is 0.57. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.002023FebruaryMarchAprilMayJune
0.57
0.10
chip
Benchmark (^GSPC)
Portfolio components

Dividend yield

chip granted a 1.89% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
chip1.89%1.72%0.97%1.10%1.53%1.76%1.41%1.51%1.63%1.37%1.65%3.94%
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%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.81%1.94%1.26%1.28%2.91%3.07%2.61%3.02%3.02%2.18%2.85%2.94%
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%
ASML
ASML Holding N.V.
1.35%1.18%0.50%0.56%1.22%0.97%0.67%0.97%0.78%0.72%0.68%21.42%
AVGO
Broadcom Inc.
2.72%3.04%2.33%3.26%3.97%3.61%2.33%1.86%1.53%1.69%2.40%2.54%
QCOM
QUALCOMM Incorporated
3.87%2.70%1.52%1.78%3.04%4.79%4.08%3.85%4.67%2.80%2.31%2.10%
INTC
Intel Corporation
6.26%5.61%2.85%2.87%2.34%2.91%2.72%3.44%3.46%3.17%4.57%5.78%
MU
Micron Technology, Inc.
0.96%0.89%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LSCC
Lattice Semiconductor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The chip 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.


-40.00%-30.00%-20.00%-10.00%2023FebruaryMarchAprilMayJune
-9.11%
-12.00%
chip
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the chip. 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 chip is 48.95%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.95%Dec 28, 2021202Oct 14, 2022
-34.28%Feb 20, 202020Mar 18, 202053Jun 3, 202073
-30.98%Feb 18, 2011157Oct 3, 2011120Mar 26, 2012277
-29.36%Mar 3, 2015123Aug 25, 2015188May 24, 2016311
-26.89%Apr 3, 2012143Oct 24, 2012133May 9, 2013276

Volatility Chart

The current chip volatility is 11.02%, 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%16.00%2023FebruaryMarchAprilMayJune
11.02%
3.68%
chip
Benchmark (^GSPC)
Portfolio components