SMH TOP HOLDINGS (% MORE THAN 2%)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 12.5% |
AMD Advanced Micro Devices, Inc. | Technology | 12.5% |
AVGO Broadcom Inc. | Technology | 12.5% |
AMAT Applied Materials, Inc. | Technology | 12.5% |
LRCX Lam Research Corporation | Technology | 12.5% |
SNPS Synopsys, Inc. | Technology | 12.5% |
KLAC KLA Corporation | Technology | 12.5% |
CDNS Cadence Design Systems, Inc. | Technology | 12.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in SMH TOP HOLDINGS (% MORE THAN 2%), 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
The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns
As of Dec 8, 2023, the SMH TOP HOLDINGS (% MORE THAN 2%) returned 76.77% Year-To-Date and 38.00% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| SMH TOP HOLDINGS (% MORE THAN 2%) | 83.83% | 6.22% | 15.24% | 77.46% | 48.64% | 41.50% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 218.99% | 1.40% | 21.02% | 189.19% | 66.45% | 62.82% |
AMD Advanced Micro Devices, Inc. | 98.19% | 13.15% | 6.05% | 83.02% | 45.92% | 42.92% |
AVGO Broadcom Inc. | 67.93% | 2.72% | 15.92% | 82.60% | 36.86% | 38.26% |
AMAT Applied Materials, Inc. | 53.79% | 4.92% | 9.42% | 41.14% | 36.17% | 26.10% |
LRCX Lam Research Corporation | 70.05% | 10.41% | 15.88% | 61.47% | 40.72% | 31.82% |
SNPS Synopsys, Inc. | 67.29% | 7.04% | 22.04% | 64.96% | 43.57% | 30.39% |
KLAC KLA Corporation | 45.29% | 7.87% | 14.84% | 41.15% | 44.83% | 29.67% |
CDNS Cadence Design Systems, Inc. | 61.52% | 2.26% | 13.76% | 61.57% | 43.56% | 34.54% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 22.62% | 4.54% | 5.08% | 0.26% | -7.04% | -1.59% | 16.03% |
Dividend yield
SMH TOP HOLDINGS (% MORE THAN 2%) granted a 0.61% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SMH TOP HOLDINGS (% MORE THAN 2%) | 0.61% | 0.87% | 0.57% | 0.82% | 1.06% | 1.46% | 0.77% | 0.89% | 1.11% | 3.94% | 1.08% | 1.09% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
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% |
AVGO Broadcom Inc. | 2.00% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.94% | 1.52% | 1.23% | 1.34% | 1.87% | 1.93% |
AMAT Applied Materials, Inc. | 0.82% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% | 3.06% |
LRCX Lam Research Corporation | 1.01% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% | 0.68% | 0.00% | 0.00% |
SNPS Synopsys, 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% |
KLAC KLA Corporation | 0.99% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% | 3.14% |
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% |
Expense Ratio
The SMH TOP HOLDINGS (% MORE THAN 2%) 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 | 3.81 | ||||
AMD Advanced Micro Devices, Inc. | 1.74 | ||||
AVGO Broadcom Inc. | 2.58 | ||||
AMAT Applied Materials, Inc. | 1.24 | ||||
LRCX Lam Research Corporation | 1.68 | ||||
SNPS Synopsys, Inc. | 2.34 | ||||
KLAC KLA Corporation | 1.23 | ||||
CDNS Cadence Design Systems, Inc. | 2.12 |
Asset Correlations Table
| AMD | AVGO | CDNS | NVDA | SNPS | LRCX | AMAT | KLAC | |
|---|---|---|---|---|---|---|---|---|
| AMD | 1.00 | 0.47 | 0.48 | 0.61 | 0.50 | 0.53 | 0.53 | 0.53 |
| AVGO | 0.47 | 1.00 | 0.53 | 0.54 | 0.53 | 0.61 | 0.62 | 0.61 |
| CDNS | 0.48 | 0.53 | 1.00 | 0.56 | 0.77 | 0.57 | 0.57 | 0.60 |
| NVDA | 0.61 | 0.54 | 0.56 | 1.00 | 0.58 | 0.61 | 0.63 | 0.62 |
| SNPS | 0.50 | 0.53 | 0.77 | 0.58 | 1.00 | 0.59 | 0.60 | 0.62 |
| LRCX | 0.53 | 0.61 | 0.57 | 0.61 | 0.59 | 1.00 | 0.83 | 0.83 |
| AMAT | 0.53 | 0.62 | 0.57 | 0.63 | 0.60 | 0.83 | 1.00 | 0.80 |
| KLAC | 0.53 | 0.61 | 0.60 | 0.62 | 0.62 | 0.83 | 0.80 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the SMH TOP HOLDINGS (% MORE THAN 2%). 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 SMH TOP HOLDINGS (% MORE THAN 2%) was 46.20%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.2% | Dec 28, 2021 | 202 | Oct 14, 2022 | 153 | May 25, 2023 | 355 |
| -36.26% | Feb 20, 2020 | 22 | Mar 20, 2020 | 51 | Jun 3, 2020 | 73 |
| -31.91% | Feb 22, 2011 | 117 | Aug 8, 2011 | 482 | Jul 10, 2013 | 599 |
| -25.65% | Sep 17, 2018 | 69 | Dec 24, 2018 | 38 | Feb 20, 2019 | 107 |
| -21.55% | Mar 3, 2015 | 123 | Aug 25, 2015 | 60 | Nov 18, 2015 | 183 |
Volatility Chart
The current SMH TOP HOLDINGS (% MORE THAN 2%) volatility is 7.15%, 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.