SMGB-VanEck

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	14%
AVGO Broadcom Inc.	Technology	12%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	12%
ASML ASML Holding N.V.	Technology	9%
AMD Advanced Micro Devices, Inc.	Technology	9%
TXN Texas Instruments Incorporated	Technology	8%
QCOM QUALCOMM Incorporated	Technology	7%
AMAT Applied Materials, Inc.	Technology	6%
INTC Intel Corporation	Technology	4%
MU Micron Technology, Inc.	Technology	4%
ADI Analog Devices, Inc.	Technology	3%
LRCX Lam Research Corporation	Technology	3%
KLAC KLA Corporation	Technology	3%
SNPS Synopsys, Inc.	Technology	3%
CDNS Cadence Design Systems, Inc.	Technology	3%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SMGB-VanEck, 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 Every 3 months.

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Returns By Period

As of Jun 13, 2026, the SMGB-VanEck returned 68.05% Year-To-Date and 45.82% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio SMGB-VanEck	1.62%	9.45%	68.05%	70.50%	138.00%	60.66%	41.79%	45.82%
Portfolio components:
ADI Analog Devices, Inc.	1.37%	0.35%	54.96%	50.45%	88.15%	31.61%	22.09%	24.34%
AMAT Applied Materials, Inc.	2.64%	30.08%	121.28%	119.38%	234.96%	60.05%	34.02%	38.86%
AMD Advanced Micro Devices, Inc.	4.73%	20.62%	138.87%	142.70%	340.40%	60.16%	44.46%	60.93%
ASML ASML Holding N.V.	-1.89%	24.09%	74.80%	73.02%	146.81%	37.59%	22.97%	36.00%
AVGO Broadcom Inc.	-0.91%	-10.14%	10.62%	6.58%	54.87%	67.17%	55.09%	40.96%
CDNS Cadence Design Systems, Inc.	0.32%	10.86%	23.16%	19.10%	28.32%	17.22%	24.39%	31.77%
INTC Intel Corporation	6.51%	14.53%	237.59%	229.46%	518.52%	55.34%	18.67%	17.03%
KLAC KLA Corporation	5.55%	41.25%	110.02%	113.75%	195.25%	75.88%	52.93%	45.08%
LRCX Lam Research Corporation	1.18%	28.83%	114.54%	128.79%	312.75%	81.91%	43.22%	48.23%
MU Micron Technology, Inc.	-1.43%	35.46%	244.07%	307.41%	751.18%	144.69%	66.21%	55.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 6, 2009, SMGB-VanEck's average daily return is +0.14%, while the average monthly return is +2.85%. At this rate, an investment would double in approximately 2.1 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +32.9%, while the worst month was Jun 2022 at -16.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SMGB-VanEck closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +17.0%, while the worst single day was Mar 16, 2020 at -15.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	12.24%	0.01%	-6.70%	32.86%	19.52%	1.04%							68.05%
2025	1.74%	-4.84%	-7.49%	0.48%	13.55%	16.14%	2.76%	1.05%	12.40%	12.68%	-2.43%	1.25%	54.20%
2024	7.42%	13.37%	5.59%	-5.19%	11.58%	8.27%	-5.45%	-1.38%	1.29%	-2.69%	-0.17%	1.78%	37.54%
2023	17.18%	1.45%	12.06%	-5.13%	18.53%	4.50%	4.27%	-2.58%	-6.98%	-2.43%	14.92%	11.04%	84.18%
2022	-10.79%	-2.30%	1.19%	-15.32%	5.73%	-16.06%	15.65%	-10.21%	-14.72%	3.84%	21.16%	-9.49%	-33.16%
2021	3.70%	5.35%	1.12%	1.53%	2.72%	7.48%	1.83%	3.85%	-5.65%	8.24%	13.23%	1.42%	53.57%

Benchmark Metrics

SMGB-VanEck has an annualized alpha of 17.63%, beta of 1.40, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since August 06, 2009.

This portfolio captured 218.47% of S&P 500 Index gains and 116.49% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 17.63% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 17.63%

Beta: 1.40

R²: 0.66

Upside Capture: 218.47%

Downside Capture: 116.49%

See how alpha, beta & R² have trended over time →

Expense Ratio

SMGB-VanEck 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.

Return for Risk

Risk / Return Rank

SMGB-VanEck ranks 96 for risk / return — in the top 96% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for SMGB-VanEck and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.99	1.86	+2.13
Sortino ratioReturn per unit of downside risk	4.16	2.53	+1.63
Omega ratioGain probability vs. loss probability	1.58	1.34	+0.24
Calmar ratioReturn relative to maximum drawdown	8.82	2.53	+6.29
Martin ratioReturn relative to average drawdown	31.62	11.37	+20.25

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADI Analog Devices, Inc.	93	2.59	3.38	1.42	5.27	14.52
AMAT Applied Materials, Inc.	97	4.65	4.13	1.59	10.67	30.41
AMD Advanced Micro Devices, Inc.	98	5.01	4.54	1.60	12.04	24.74
ASML ASML Holding N.V.	95	3.27	3.70	1.45	7.83	21.08
AVGO Broadcom Inc.	73	1.11	1.69	1.22	1.77	4.11
CDNS Cadence Design Systems, Inc.	61	0.65	1.18	1.15	0.87	1.84
INTC Intel Corporation	99	6.84	5.30	1.67	20.85	48.84
KLAC KLA Corporation	96	3.93	3.75	1.54	8.66	27.54
LRCX Lam Research Corporation	98	5.79	4.75	1.63	15.26	51.20
MU Micron Technology, Inc.	99	10.83	6.14	1.78	24.91	94.64

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current SMGB-VanEck Sharpe ratio is 3.99 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of SMGB-VanEck compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

SMGB-VanEck provided a 0.58% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.58%	0.82%	0.99%	1.12%	1.66%	1.04%	1.20%	1.72%	1.96%	1.31%	1.41%	1.59%
Portfolio components:
ADI Analog Devices, Inc.	1.00%	1.46%	1.73%	1.73%	1.85%	1.57%	1.68%	1.82%	2.24%	2.02%	2.31%	2.89%
AMAT Applied Materials, Inc.	0.34%	0.69%	0.93%	0.75%	1.05%	0.60%	1.01%	1.36%	2.14%	0.78%	1.24%	2.14%
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.	0.47%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
CDNS Cadence Design Systems, 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%
INTC Intel Corporation	0.00%	0.00%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%
KLAC KLA Corporation	0.31%	0.61%	0.96%	0.92%	1.25%	0.91%	1.35%	1.74%	3.17%	2.15%	2.67%	2.94%
LRCX Lam Research Corporation	0.28%	0.57%	1.19%	0.95%	1.53%	0.78%	1.04%	1.54%	2.79%	1.01%	1.28%	1.36%
MU Micron Technology, Inc.	0.05%	0.16%	0.55%	0.54%	0.89%	0.21%	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 SMGB-VanEck. 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 SMGB-VanEck was 46.60%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.

The current SMGB-VanEck drawdown is 3.66%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-46.60%Oct 2022	9mo 20d	8mo 1d	1y 5moDec 2021 - Jun 2023
COVID crash2020	-34.33%Mar 2020	27d	2mo 19d	3mo 16dFeb 2020 - Jun 2020
2025 selloff2025	-33.83%Apr 2025	9mo 1d	2mo 18d	11mo 19dJul 2024 - Jun 2025
2011 bear market2011	-30.32%Aug 2011	6mo 2d	1y 5mo	1y 11moFeb 2011 - Feb 2013
Rate-hike selloffLate 2018	-26.23%Dec 2018	2mo 23d	2mo 27d	5mo 20dOct 2018 - Mar 2019

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 15 assets, with an effective number of assets of 11.47, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.45	1.32	1.26	1.26	1.31

The portfolio has a diversification ratio of 1.31, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

SMGB-VanEck correlation to the S&P 500 Index

SMGB-VanEck has a 0.76 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009	0.76

Benchmark Correlations

Correlation vs. S&P 500 Index. TXN has the highest benchmark correlation at 0.69, while AMD has the lowest at 0.54.

AMD

0.54

0.58

0.59

0.61

0.61

0.61

0.64

0.66

0.66

0.66

0.67

0.67

0.68

0.69

0.69

Portfolio Correlations

Correlation vs. SMGB-VanEck. AMAT has the highest portfolio correlation at 0.83, while INTC has the lowest at 0.67.

0.67

0.67

0.69

0.72

0.73

0.74

0.74

0.76

0.78

0.78

0.79

0.81

0.81

0.81

0.83

Asset Correlations Table

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

	AMD	INTC	CDNS	TSM	MU	SNPS	QCOM	AVGO	NVDA	ASML	TXN	ADI	LRCX	KLAC	AMAT
AMD	1.00	0.48	0.47	0.49	0.51	0.49	0.49	0.48	0.60	0.51	0.53	0.55	0.54	0.54	0.54
INTC	0.48	1.00	0.47	0.48	0.54	0.48	0.54	0.50	0.50	0.53	0.63	0.61	0.57	0.58	0.58
CDNS	0.47	0.47	1.00	0.49	0.46	0.78	0.52	0.53	0.55	0.55	0.55	0.56	0.56	0.59	0.56
TSM	0.49	0.48	0.49	1.00	0.54	0.50	0.53	0.54	0.56	0.60	0.58	0.57	0.60	0.61	0.61
MU	0.51	0.54	0.46	0.54	1.00	0.48	0.52	0.53	0.57	0.55	0.58	0.59	0.64	0.60	0.64
SNPS	0.49	0.48	0.78	0.50	0.48	1.00	0.53	0.53	0.57	0.57	0.55	0.57	0.58	0.60	0.59
QCOM	0.49	0.54	0.52	0.53	0.52	0.53	1.00	0.55	0.53	0.56	0.63	0.63	0.59	0.60	0.61
AVGO	0.48	0.50	0.53	0.54	0.53	0.53	0.55	1.00	0.56	0.57	0.60	0.62	0.61	0.61	0.62
NVDA	0.60	0.50	0.55	0.56	0.57	0.57	0.53	0.56	1.00	0.57	0.58	0.58	0.60	0.61	0.62
ASML	0.51	0.53	0.55	0.60	0.55	0.57	0.56	0.57	0.57	1.00	0.62	0.64	0.71	0.72	0.71
TXN	0.53	0.63	0.55	0.58	0.58	0.55	0.63	0.60	0.58	0.62	1.00	0.82	0.68	0.70	0.70
ADI	0.55	0.61	0.56	0.57	0.59	0.57	0.63	0.62	0.58	0.64	0.82	1.00	0.70	0.71	0.71
LRCX	0.54	0.57	0.56	0.60	0.64	0.58	0.59	0.61	0.60	0.71	0.68	0.70	1.00	0.84	0.84
KLAC	0.54	0.58	0.59	0.61	0.60	0.60	0.60	0.61	0.61	0.72	0.70	0.71	0.84	1.00	0.82
AMAT	0.54	0.58	0.56	0.61	0.64	0.59	0.61	0.62	0.62	0.71	0.70	0.71	0.84	0.82	1.00

The correlation results are calculated based on daily price changes starting from Aug 6, 2009

Diversification Analysis

Find what SMGB-VanEck is missing

See which holdings overlap, where SMGB-VanEck is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification