Semiconductor Industry
Semiconductors
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Applied Materials, Inc. | Technology | 12.50% |
Advanced Micro Devices, Inc. | Technology | 12.50% |
ASML Holding N.V. | Technology | 12.50% |
Broadcom Inc. | Technology | 12.50% |
Micron Technology, Inc. | Technology | 12.50% |
NVIDIA Corporation | Technology | 12.50% |
QUALCOMM Incorporated | Technology | 12.50% |
Taiwan Semiconductor Manufacturing Company Limited | Technology | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Semiconductor Industry , 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 By Period
As of Sep 20, 2024, the Semiconductor Industry returned 38.95% Year-To-Date and 36.45% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
Semiconductor Industry | 38.95% | -3.91% | 3.79% | 77.45% | 41.14% | 36.45% |
Portfolio components: | ||||||
NVIDIA Corporation | 138.07% | -7.36% | 28.93% | 179.14% | 94.24% | 74.64% |
Taiwan Semiconductor Manufacturing Company Limited | 71.29% | 2.81% | 27.23% | 105.03% | 34.84% | 27.35% |
Broadcom Inc. | 51.60% | 1.22% | 25.00% | 104.68% | 47.01% | 37.99% |
Advanced Micro Devices, Inc. | 6.33% | 0.22% | -12.28% | 56.21% | 39.25% | 45.32% |
QUALCOMM Incorporated | 21.98% | 1.57% | 2.74% | 62.56% | 20.63% | 11.83% |
Applied Materials, Inc. | 22.03% | -4.40% | -6.33% | 44.71% | 32.36% | 26.20% |
Micron Technology, Inc. | 4.77% | -17.35% | -18.60% | 28.71% | 13.13% | 11.53% |
ASML Holding N.V. | 10.03% | -10.58% | -16.09% | 41.56% | 28.78% | 24.92% |
Monthly Returns
The table below presents the monthly returns of Semiconductor Industry , 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 8.99% | 14.37% | 7.07% | -4.68% | 12.21% | 8.27% | -8.07% | -1.81% | 38.95% | ||||
2023 | 19.49% | 0.89% | 11.03% | -4.64% | 18.91% | 3.26% | 5.10% | -3.20% | -7.23% | -1.99% | 15.12% | 12.50% | 87.78% |
2022 | -11.24% | -0.79% | -2.61% | -16.12% | 5.75% | -18.49% | 15.58% | -10.37% | -15.86% | 4.42% | 21.57% | -10.63% | -38.68% |
2021 | 4.43% | 5.90% | 0.46% | 2.52% | 1.83% | 7.73% | 1.86% | 2.84% | -6.77% | 8.49% | 16.53% | 2.03% | 57.38% |
2020 | -2.79% | -1.16% | -10.22% | 12.63% | 7.03% | 8.63% | 14.24% | 7.92% | -1.07% | -0.92% | 21.10% | 7.20% | 77.24% |
2019 | 10.94% | 3.17% | 6.78% | 12.20% | -15.88% | 13.81% | 5.28% | 0.53% | 1.68% | 10.04% | 6.19% | 9.05% | 80.05% |
2018 | 13.22% | -1.27% | -4.17% | -5.51% | 12.31% | -2.18% | 7.26% | 6.56% | 3.47% | -17.61% | 0.49% | -7.45% | 0.77% |
2017 | 2.57% | 5.67% | 7.15% | -2.18% | 8.78% | -1.29% | 5.47% | 2.83% | 6.13% | 6.11% | 1.14% | -3.36% | 45.63% |
2016 | -9.69% | 3.51% | 11.51% | 0.39% | 16.17% | 3.81% | 12.65% | 7.43% | 3.55% | -0.17% | 9.15% | 8.95% | 87.72% |
2015 | -6.04% | 13.05% | -6.55% | -2.14% | 4.23% | -9.40% | -5.32% | -5.02% | -1.73% | 10.40% | 3.27% | 3.68% | -4.20% |
2014 | -2.69% | 8.40% | 4.86% | -0.44% | 4.82% | 5.48% | -5.15% | 8.06% | -2.51% | 0.22% | 5.06% | 0.11% | 28.23% |
2013 | 10.05% | 1.24% | 2.88% | 2.82% | 13.04% | 1.69% | 1.16% | -1.61% | 11.86% | 0.20% | 3.43% | 4.06% | 62.66% |
Expense Ratio
Semiconductor Industry 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
Risk-Adjusted Performance Rank
The current rank of Semiconductor Industry is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
---|---|---|---|---|---|
NVIDIA Corporation | 3.30 | 3.52 | 1.45 | 6.32 | 19.96 |
Taiwan Semiconductor Manufacturing Company Limited | 2.74 | 3.37 | 1.43 | 2.72 | 15.13 |
Broadcom Inc. | 2.22 | 2.82 | 1.36 | 4.01 | 12.44 |
Advanced Micro Devices, Inc. | 1.12 | 1.72 | 1.22 | 1.29 | 2.86 |
QUALCOMM Incorporated | 1.65 | 2.14 | 1.30 | 1.43 | 5.32 |
Applied Materials, Inc. | 1.11 | 1.63 | 1.22 | 1.40 | 4.12 |
Micron Technology, Inc. | 0.60 | 1.14 | 1.14 | 0.61 | 1.64 |
ASML Holding N.V. | 0.99 | 1.49 | 1.20 | 1.18 | 3.73 |
Dividends
Dividend yield
Semiconductor Industry granted a 0.81% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Semiconductor Industry | 0.81% | 0.98% | 1.44% | 0.83% | 1.00% | 1.59% | 1.83% | 1.19% | 1.24% | 1.45% | 1.15% | 1.33% |
Portfolio components: | ||||||||||||
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Taiwan Semiconductor Manufacturing Company Limited | 1.24% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Broadcom Inc. | 1.26% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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% |
QUALCOMM Incorporated | 1.90% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
Applied Materials, Inc. | 0.73% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
Micron Technology, Inc. | 0.52% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML Holding N.V. | 0.80% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Semiconductor Industry . 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 Semiconductor Industry was 50.48%, occurring on Oct 14, 2022. Recovery took 272 trading sessions.
The current Semiconductor Industry drawdown is 16.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-50.48% | Dec 28, 2021 | 202 | Oct 14, 2022 | 272 | Nov 14, 2023 | 474 |
-36.62% | Feb 20, 2020 | 20 | Mar 18, 2020 | 57 | Jun 9, 2020 | 77 |
-35.46% | Feb 18, 2011 | 157 | Oct 3, 2011 | 400 | May 8, 2013 | 557 |
-30.29% | Mar 3, 2015 | 123 | Aug 25, 2015 | 187 | May 23, 2016 | 310 |
-29.9% | Oct 2, 2018 | 58 | Dec 24, 2018 | 77 | Apr 16, 2019 | 135 |
Volatility
Volatility Chart
The current Semiconductor Industry volatility is 13.55%, 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.
Diversification
Asset Correlations Table
AMD | TSM | AVGO | QCOM | MU | NVDA | ASML | AMAT | |
---|---|---|---|---|---|---|---|---|
AMD | 1.00 | 0.48 | 0.47 | 0.48 | 0.51 | 0.61 | 0.50 | 0.54 |
TSM | 0.48 | 1.00 | 0.53 | 0.55 | 0.53 | 0.55 | 0.59 | 0.61 |
AVGO | 0.47 | 0.53 | 1.00 | 0.57 | 0.54 | 0.56 | 0.58 | 0.63 |
QCOM | 0.48 | 0.55 | 0.57 | 1.00 | 0.54 | 0.55 | 0.56 | 0.62 |
MU | 0.51 | 0.53 | 0.54 | 0.54 | 1.00 | 0.57 | 0.55 | 0.64 |
NVDA | 0.61 | 0.55 | 0.56 | 0.55 | 0.57 | 1.00 | 0.58 | 0.63 |
ASML | 0.50 | 0.59 | 0.58 | 0.56 | 0.55 | 0.58 | 1.00 | 0.70 |
AMAT | 0.54 | 0.61 | 0.63 | 0.62 | 0.64 | 0.63 | 0.70 | 1.00 |