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chip
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
PositionCategory/SectorWeight
AMD
Advanced Micro Devices, Inc.
Technology

11.11%

ASML
ASML Holding N.V.
Technology

11.11%

AVGO
Broadcom Inc.
Technology

11.11%

INTC
Intel Corporation
Technology

11.11%

LSCC
Lattice Semiconductor Corporation
Technology

11.11%

MU
Micron Technology, Inc.
Technology

11.11%

NVDA
NVIDIA Corporation
Technology

11.11%

QCOM
QUALCOMM Incorporated
Technology

11.11%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

11.11%

S&P 500

Performance

Performance Chart

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


0.00%10.00%20.00%30.00%40.00%2024FebruaryMarchAprilMayJune
43.71%
15.07%
chip
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Jun 19, 2024, the chip returned 41.21% Year-To-Date and 34.88% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.04%3.47%15.07%24.43%13.22%10.85%
chip41.21%12.27%43.71%63.16%42.89%34.88%
NVDA
NVIDIA Corporation
164.52%41.64%164.09%206.89%103.01%76.54%
TSM
Taiwan Semiconductor Manufacturing Company Limited
71.65%17.22%71.87%72.44%38.16%27.12%
AMD
Advanced Micro Devices, Inc.
4.90%-5.98%10.33%28.77%38.91%43.87%
ASML
ASML Holding N.V.
40.77%14.75%43.07%48.31%40.78%28.60%
AVGO
Broadcom Inc.
62.17%29.19%58.85%111.74%50.12%41.80%
QCOM
QUALCOMM Incorporated
55.06%15.10%56.58%85.27%28.04%14.09%
INTC
Intel Corporation
-38.62%-3.77%-33.90%-14.61%-5.85%2.91%
MU
Micron Technology, Inc.
73.39%17.99%80.32%119.77%34.63%16.84%
LSCC
Lattice Semiconductor Corporation
-12.99%-17.72%-15.40%-32.29%32.16%21.77%

Monthly Returns

The table below presents the monthly returns of chip, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.98%13.22%6.79%-8.58%11.45%41.21%
202318.34%0.58%13.60%-5.63%15.35%4.34%4.15%-2.41%-6.51%-4.92%15.49%13.23%81.42%
2022-12.38%0.64%-1.92%-16.22%5.58%-16.49%14.63%-10.62%-15.67%4.06%22.56%-10.76%-37.18%
20212.51%5.78%-1.22%2.56%1.83%7.14%1.49%4.05%-5.22%6.80%15.21%1.69%50.08%
2020-1.48%-2.99%-7.14%14.45%6.62%7.99%10.75%7.38%-0.33%-0.09%17.81%7.48%75.37%
20199.04%10.32%5.68%10.03%-14.48%13.03%7.93%0.37%0.91%9.83%4.71%8.03%83.62%
201813.08%-2.44%-3.53%-4.09%12.06%-0.75%7.42%7.99%3.52%-16.83%-0.63%-3.87%8.30%
20171.50%4.09%5.37%-2.49%6.48%-1.05%5.12%0.14%4.05%8.02%1.65%-2.44%34.21%
2016-11.88%4.76%8.59%-0.19%13.40%3.31%12.23%5.77%4.22%-1.31%8.68%9.09%69.65%
2015-5.04%9.84%-6.03%-0.80%4.84%-9.78%-6.01%-5.31%-0.69%11.14%6.23%3.54%-0.63%
2014-1.87%9.89%4.24%1.54%3.18%5.57%-4.64%7.39%-1.57%-1.48%4.39%-0.14%28.71%
20139.02%0.99%5.25%1.10%12.50%1.63%-0.21%-1.98%8.50%2.38%4.14%4.06%57.73%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of chip is 75, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of chip is 7575
chip
The Sharpe Ratio Rank of chip is 7575Sharpe Ratio Rank
The Sortino Ratio Rank of chip is 6767Sortino Ratio Rank
The Omega Ratio Rank of chip is 6666Omega Ratio Rank
The Calmar Ratio Rank of chip is 8989Calmar Ratio Rank
The Martin Ratio Rank of chip is 7878Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


chip
Sharpe ratio
The chart of Sharpe ratio for chip, currently valued at 2.22, compared to the broader market0.002.004.006.002.22
Sortino ratio
The chart of Sortino ratio for chip, currently valued at 2.92, compared to the broader market-2.000.002.004.006.002.92
Omega ratio
The chart of Omega ratio for chip, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for chip, currently valued at 3.87, compared to the broader market0.002.004.006.008.0010.003.87
Martin ratio
The chart of Martin ratio for chip, currently valued at 10.44, compared to the broader market0.0010.0020.0030.0040.0050.0010.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.0030.0040.0050.008.12

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
4.704.881.6110.4530.15
TSM
Taiwan Semiconductor Manufacturing Company Limited
2.283.221.381.918.53
AMD
Advanced Micro Devices, Inc.
0.641.181.150.682.10
ASML
ASML Holding N.V.
1.422.011.251.414.23
AVGO
Broadcom Inc.
3.033.941.477.9720.07
QCOM
QUALCOMM Incorporated
2.783.361.452.0210.16
INTC
Intel Corporation
-0.38-0.290.96-0.28-0.80
MU
Micron Technology, Inc.
3.214.091.503.2423.14
LSCC
Lattice Semiconductor Corporation
-0.66-0.690.91-0.73-1.27

Sharpe Ratio

The current chip Sharpe ratio is 2.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.38 to 2.36, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of chip with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.502024FebruaryMarchAprilMayJune
2.22
2.17
chip
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

chip granted a 0.59% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
chip0.59%0.78%1.47%0.75%0.77%1.14%1.36%1.05%1.15%1.26%1.01%1.18%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.16%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
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.
0.62%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
AVGO
Broadcom Inc.
0.11%0.17%0.30%0.22%0.30%0.35%0.31%0.26%0.23%0.21%0.24%0.37%
QCOM
QUALCOMM Incorporated
1.46%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
INTC
Intel Corporation
1.63%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
MU
Micron Technology, Inc.
0.31%0.54%0.89%0.21%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%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-0.45%
0
chip
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the chip. 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 chip was 48.92%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.

The current chip drawdown is 0.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.92%Dec 28, 2021202Oct 14, 2022276Nov 20, 2023478
-34.28%Feb 20, 202020Mar 18, 202053Jun 3, 202073
-30.99%Feb 18, 2011157Oct 3, 2011120Mar 26, 2012277
-29.34%Mar 3, 2015123Aug 25, 2015188May 24, 2016311
-26.9%Apr 3, 2012143Oct 24, 2012133May 9, 2013276

Volatility

Volatility Chart

The current chip volatility is 7.95%, 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%2024FebruaryMarchAprilMayJune
7.95%
2.33%
chip
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

AMDLSCCTSMINTCAVGOMUQCOMASMLNVDA
AMD1.000.480.470.480.470.510.480.500.61
LSCC0.481.000.490.480.510.490.510.540.52
TSM0.470.491.000.520.530.530.540.590.54
INTC0.480.480.521.000.530.560.560.560.54
AVGO0.470.510.530.531.000.530.570.570.55
MU0.510.490.530.560.531.000.530.540.57
QCOM0.480.510.540.560.570.531.000.560.55
ASML0.500.540.590.560.570.540.561.000.58
NVDA0.610.520.540.540.550.570.550.581.00
The correlation results are calculated based on daily price changes starting from Aug 7, 2009