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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

Performance

Performance Chart


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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 chip returned -5.04% Year-To-Date and 31.92% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%3.72%-5.60%8.55%14.11%10.45%
chip-5.04%13.98%-10.63%-5.12%26.80%31.87%
NVDA
NVIDIA Corporation
-13.13%8.44%-20.97%29.82%71.04%72.60%
TSM
Taiwan Semiconductor Manufacturing Company Limited
-10.27%16.80%-11.64%19.92%29.95%25.18%
AMD
Advanced Micro Devices, Inc.
-14.86%15.94%-30.49%-32.31%13.08%45.95%
ASML
ASML Holding N.V.
2.43%9.06%6.04%-23.37%19.46%21.82%
AVGO
Broadcom Inc.
-9.92%20.84%14.02%58.12%53.95%36.26%
QCOM
QUALCOMM Incorporated
-4.98%8.02%-14.15%-18.67%15.04%10.81%
INTC
Intel Corporation
6.83%7.75%-18.24%-27.79%-16.81%-1.70%
MU
Micron Technology, Inc.
2.15%22.57%-23.07%-28.86%12.79%12.48%
LSCC
Lattice Semiconductor Corporation
-12.39%17.66%-8.99%-28.64%15.77%23.46%
*Annualized

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
20251.35%-1.52%-7.71%-2.35%5.56%-5.04%
20244.98%13.22%6.79%-8.58%11.34%4.47%-7.09%-5.34%3.77%-3.87%1.42%0.52%20.71%
202318.34%0.58%13.60%-5.63%15.35%4.34%4.15%-2.41%-6.51%-4.92%15.49%13.23%81.41%
2022-12.38%0.64%-1.92%-16.22%5.57%-16.49%14.63%-10.62%-15.67%4.06%22.56%-10.76%-37.19%
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%4.08%5.37%-2.49%6.48%-1.05%5.12%0.14%4.05%8.02%1.65%-2.44%34.19%
2016-11.88%4.74%8.59%-0.19%13.40%3.31%12.23%5.77%4.22%-1.31%8.67%9.09%69.62%
2015-5.04%9.82%-6.04%-0.80%4.84%-9.77%-6.01%-5.31%-0.69%11.14%6.23%3.54%-0.64%
2014-1.87%9.86%4.24%1.54%3.18%5.57%-4.64%7.39%-1.57%-1.48%4.39%-0.14%28.68%

Expense Ratio

chip 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.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of chip is 5, meaning it’s performing worse than 95% 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.


The Risk-Adjusted Performance Rank of chip is 55
Overall Rank
The Sharpe Ratio Rank of chip is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of chip is 66
Sortino Ratio Rank
The Omega Ratio Rank of chip is 66
Omega Ratio Rank
The Calmar Ratio Rank of chip is 44
Calmar Ratio Rank
The Martin Ratio Rank of chip is 55
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
0.531.051.130.781.94
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.551.081.140.731.96
AMD
Advanced Micro Devices, Inc.
-0.62-0.740.91-0.53-1.13
ASML
ASML Holding N.V.
-0.46-0.350.95-0.47-0.74
AVGO
Broadcom Inc.
0.991.731.231.504.15
QCOM
QUALCOMM Incorporated
-0.42-0.320.96-0.40-0.69
INTC
Intel Corporation
-0.45-0.350.95-0.42-0.89
MU
Micron Technology, Inc.
-0.43-0.270.97-0.48-0.80
LSCC
Lattice Semiconductor Corporation
-0.47-0.400.95-0.51-1.03

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

chip Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: -0.08
  • 5-Year: 0.74
  • 10-Year: 0.95
  • All Time: 0.90

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of chip compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

chip provided a 0.77% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.77%0.86%0.95%1.77%0.97%1.07%1.49%1.67%1.23%1.28%1.37%1.13%
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%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.40%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
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.
0.96%0.97%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%
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%
QCOM
QUALCOMM Incorporated
2.34%2.18%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%
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%
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%
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 48.93%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.

The current chip drawdown is 21.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.93%Dec 28, 2021202Oct 14, 2022276Nov 20, 2023478
-37.36%Jul 11, 2024187Apr 8, 2025
-34.28%Feb 20, 202020Mar 18, 202053Jun 3, 202073
-30.97%Feb 18, 2011157Oct 3, 2011120Mar 26, 2012277
-29.35%Mar 3, 2015123Aug 25, 2015188May 24, 2016311

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCAMDLSCCINTCTSMAVGOMUQCOMNVDAASMLPortfolio
^GSPC1.000.540.550.630.590.610.590.650.610.660.75
AMD0.541.000.490.480.480.480.520.490.610.510.75
LSCC0.550.491.000.480.490.520.500.530.510.540.74
INTC0.630.480.481.000.500.520.550.560.520.550.70
TSM0.590.480.490.501.000.540.540.550.560.600.72
AVGO0.610.480.520.520.541.000.540.570.560.580.74
MU0.590.520.500.550.540.541.000.540.580.550.77
QCOM0.650.490.530.560.550.570.541.000.550.570.74
NVDA0.610.610.510.520.560.560.580.551.000.580.79
ASML0.660.510.540.550.600.580.550.570.581.000.75
Portfolio0.750.750.740.700.720.740.770.740.790.751.00
The correlation results are calculated based on daily price changes starting from Aug 7, 2009