chip
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
NVDA NVIDIA Corporation | Technology | 11.11% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 11.11% |
AMD Advanced Micro Devices, Inc. | Technology | 11.11% |
ASML ASML Holding N.V. | Technology | 11.11% |
AVGO Broadcom Inc. | Technology | 11.11% |
QCOM QUALCOMM Incorporated | Technology | 11.11% |
INTC Intel Corporation | Technology | 11.11% |
MU Micron Technology, Inc. | 11.11% | |
LSCC Lattice Semiconductor Corporation | Technology | 11.11% |
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 3.18% | 9.94% | 3.67% | 1.06% | 9.08% | 9.99% |
chip | 19.44% | 49.01% | 35.59% | 19.38% | 33.08% | 32.73% |
Portfolio components: | ||||||
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% |
Returns over 1 year are annualized |
Asset Correlations Table
AMD | LSCC | TSM | AVGO | MU | INTC | QCOM | ASML | NVDA | |
---|---|---|---|---|---|---|---|---|---|
AMD | 1.00 | 0.47 | 0.47 | 0.46 | 0.52 | 0.48 | 0.48 | 0.50 | 0.61 |
LSCC | 0.47 | 1.00 | 0.48 | 0.51 | 0.50 | 0.48 | 0.50 | 0.53 | 0.52 |
TSM | 0.47 | 0.48 | 1.00 | 0.51 | 0.53 | 0.53 | 0.54 | 0.58 | 0.54 |
AVGO | 0.46 | 0.51 | 0.51 | 1.00 | 0.53 | 0.54 | 0.57 | 0.57 | 0.54 |
MU | 0.52 | 0.50 | 0.53 | 0.53 | 1.00 | 0.56 | 0.53 | 0.54 | 0.57 |
INTC | 0.48 | 0.48 | 0.53 | 0.54 | 0.56 | 1.00 | 0.56 | 0.57 | 0.56 |
QCOM | 0.48 | 0.50 | 0.54 | 0.57 | 0.53 | 0.56 | 1.00 | 0.55 | 0.56 |
ASML | 0.50 | 0.53 | 0.58 | 0.57 | 0.54 | 0.57 | 0.55 | 1.00 | 0.58 |
NVDA | 0.61 | 0.52 | 0.54 | 0.54 | 0.57 | 0.56 | 0.56 | 0.58 | 1.00 |
Dividend yield
chip granted a 1.89% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
chip | 1.89% | 1.72% | 0.97% | 1.10% | 1.53% | 1.76% | 1.41% | 1.51% | 1.63% | 1.37% | 1.65% | 3.94% |
Portfolio components: | ||||||||||||
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.
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 | |
---|---|---|---|---|---|
NVDA NVIDIA Corporation | 1.87 | ||||
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.14 | ||||
AMD Advanced Micro Devices, Inc. | 0.31 | ||||
ASML ASML Holding N.V. | 0.60 | ||||
AVGO Broadcom Inc. | 1.20 | ||||
QCOM QUALCOMM Incorporated | -0.42 | ||||
INTC Intel Corporation | -0.69 | ||||
MU Micron Technology, Inc. | -0.13 | ||||
LSCC Lattice Semiconductor Corporation | 1.16 |
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 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, 2021 | 202 | Oct 14, 2022 | — | — | — |
-34.28% | Feb 20, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
-30.98% | Feb 18, 2011 | 157 | Oct 3, 2011 | 120 | Mar 26, 2012 | 277 |
-29.36% | Mar 3, 2015 | 123 | Aug 25, 2015 | 188 | May 24, 2016 | 311 |
-26.89% | Apr 3, 2012 | 143 | Oct 24, 2012 | 133 | May 9, 2013 | 276 |
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.