chip
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
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% |
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.
YTD | 1M | 6M | 1Y | 5Y* | 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% |
Portfolio components: | ||||||
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% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 1.35% | -1.52% | -7.71% | -2.35% | 5.56% | -5.04% | |||||||
2024 | 4.98% | 13.22% | 6.79% | -8.58% | 11.34% | 4.47% | -7.09% | -5.34% | 3.77% | -3.87% | 1.42% | 0.52% | 20.71% |
2023 | 18.34% | 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% |
2021 | 2.51% | 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% |
2019 | 9.04% | 10.32% | 5.68% | 10.03% | -14.48% | 13.03% | 7.93% | 0.37% | 0.91% | 9.83% | 4.71% | 8.03% | 83.62% |
2018 | 13.08% | -2.44% | -3.53% | -4.09% | 12.06% | -0.75% | 7.42% | 7.99% | 3.52% | -16.83% | -0.63% | -3.87% | 8.30% |
2017 | 1.50% | 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.
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.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.55 | 1.08 | 1.14 | 0.73 | 1.96 |
AMD Advanced Micro Devices, Inc. | -0.62 | -0.74 | 0.91 | -0.53 | -1.13 |
ASML ASML Holding N.V. | -0.46 | -0.35 | 0.95 | -0.47 | -0.74 |
AVGO Broadcom Inc. | 0.99 | 1.73 | 1.23 | 1.50 | 4.15 |
QCOM QUALCOMM Incorporated | -0.42 | -0.32 | 0.96 | -0.40 | -0.69 |
INTC Intel Corporation | -0.45 | -0.35 | 0.95 | -0.42 | -0.89 |
MU Micron Technology, Inc. | -0.43 | -0.27 | 0.97 | -0.48 | -0.80 |
LSCC Lattice Semiconductor Corporation | -0.47 | -0.40 | 0.95 | -0.51 | -1.03 |
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Dividends
Dividend yield
chip provided a 0.77% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.77% | 0.86% | 0.95% | 1.77% | 0.97% | 1.07% | 1.49% | 1.67% | 1.23% | 1.28% | 1.37% | 1.13% |
Portfolio components: | ||||||||||||
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, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
-37.36% | Jul 11, 2024 | 187 | Apr 8, 2025 | — | — | — |
-34.28% | Feb 20, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
-30.97% | Feb 18, 2011 | 157 | Oct 3, 2011 | 120 | Mar 26, 2012 | 277 |
-29.35% | Mar 3, 2015 | 123 | Aug 25, 2015 | 188 | May 24, 2016 | 311 |
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
^GSPC | AMD | LSCC | INTC | TSM | AVGO | MU | QCOM | NVDA | ASML | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.54 | 0.55 | 0.63 | 0.59 | 0.61 | 0.59 | 0.65 | 0.61 | 0.66 | 0.75 |
AMD | 0.54 | 1.00 | 0.49 | 0.48 | 0.48 | 0.48 | 0.52 | 0.49 | 0.61 | 0.51 | 0.75 |
LSCC | 0.55 | 0.49 | 1.00 | 0.48 | 0.49 | 0.52 | 0.50 | 0.53 | 0.51 | 0.54 | 0.74 |
INTC | 0.63 | 0.48 | 0.48 | 1.00 | 0.50 | 0.52 | 0.55 | 0.56 | 0.52 | 0.55 | 0.70 |
TSM | 0.59 | 0.48 | 0.49 | 0.50 | 1.00 | 0.54 | 0.54 | 0.55 | 0.56 | 0.60 | 0.72 |
AVGO | 0.61 | 0.48 | 0.52 | 0.52 | 0.54 | 1.00 | 0.54 | 0.57 | 0.56 | 0.58 | 0.74 |
MU | 0.59 | 0.52 | 0.50 | 0.55 | 0.54 | 0.54 | 1.00 | 0.54 | 0.58 | 0.55 | 0.77 |
QCOM | 0.65 | 0.49 | 0.53 | 0.56 | 0.55 | 0.57 | 0.54 | 1.00 | 0.55 | 0.57 | 0.74 |
NVDA | 0.61 | 0.61 | 0.51 | 0.52 | 0.56 | 0.56 | 0.58 | 0.55 | 1.00 | 0.58 | 0.79 |
ASML | 0.66 | 0.51 | 0.54 | 0.55 | 0.60 | 0.58 | 0.55 | 0.57 | 0.58 | 1.00 | 0.75 |
Portfolio | 0.75 | 0.75 | 0.74 | 0.70 | 0.72 | 0.74 | 0.77 | 0.74 | 0.79 | 0.75 | 1.00 |