Semiconductor Industry

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Semiconductor Industry

Currency in USD · Last updated May 27, 2025

Semiconductors

Asset Allocation

Position	Category/Sector	Target Weight
ADI Analog Devices, Inc.	Technology	9.09%
AMAT Applied Materials, Inc.	Technology	9.09%
AMD Advanced Micro Devices, Inc.	Technology	9.09%
ARM Arm Holdings plc American Depositary Shares	Technology	9.09%
ASML ASML Holding N.V.	Technology	9.09%
AVGO Broadcom Inc.	Technology	9.09%
MU Micron Technology, Inc.	Technology	9.09%
NVDA NVIDIA Corporation	Technology	9.09%
QCOM QUALCOMM Incorporated	Technology	9.09%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	9.09%
TXN Texas Instruments Incorporated	Technology	9.09%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of ARM

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
Semiconductor Industry	0.22%	11.41%	-1.31%	-4.26%	N/A	N/A
Portfolio components:
NVDA NVIDIA Corporation	-2.23%	18.27%	-3.46%	23.35%	70.95%	74.49%
TSM Taiwan Semiconductor Manufacturing Company Limited	-2.41%	16.28%	4.45%	21.65%	33.39%	26.25%
AVGO Broadcom Inc.	-1.05%	18.93%	39.56%	64.45%	56.51%	36.55%
AMD Advanced Micro Devices, Inc.	-8.68%	14.14%	-21.84%	-33.69%	14.86%	47.78%
QCOM QUALCOMM Incorporated	-4.85%	-2.14%	-7.49%	-29.51%	15.53%	10.85%
AMAT Applied Materials, Inc.	-2.65%	4.23%	-9.30%	-28.02%	24.81%	24.45%
ASML ASML Holding N.V.	6.21%	8.46%	7.55%	-22.70%	19.13%	22.16%
ARM Arm Holdings plc American Depositary Shares	3.10%	12.21%	-8.95%	10.94%	N/A	N/A
TXN Texas Instruments Incorporated	-4.47%	9.18%	-11.73%	-8.89%	12.32%	15.56%
MU Micron Technology, Inc.	11.09%	17.03%	-10.40%	-27.56%	16.27%	13.33%
ADI Analog Devices, Inc.	-0.51%	8.16%	-5.05%	-7.95%	15.72%	14.49%

*Annualized

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
2025	4.88%	-5.75%	-8.90%	-0.56%	11.93%								0.22%
2024	5.26%	19.11%	4.25%	-4.86%	13.12%	8.64%	-6.32%	-1.27%	1.75%	-3.40%	-2.00%	-0.07%	36.04%
2023									-5.22%	-3.95%	15.40%	13.02%	18.73%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Semiconductor Industry 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Semiconductor Industry is 6, meaning it’s performing worse than 94% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	0.45	1.22	1.15	1.02	2.50
TSM Taiwan Semiconductor Manufacturing Company Limited	0.52	1.08	1.14	0.72	1.91
AVGO Broadcom Inc.	1.06	1.79	1.24	1.59	4.39
AMD Advanced Micro Devices, Inc.	-0.59	-0.71	0.91	-0.52	-1.08
QCOM QUALCOMM Incorporated	-0.61	-0.64	0.92	-0.59	-0.98
AMAT Applied Materials, Inc.	-0.56	-0.58	0.93	-0.55	-0.94
ASML ASML Holding N.V.	-0.43	-0.30	0.96	-0.44	-0.67
ARM Arm Holdings plc American Depositary Shares	0.18	0.75	1.09	0.20	0.40
TXN Texas Instruments Incorporated	-0.21	-0.07	0.99	-0.26	-0.67
MU Micron Technology, Inc.	-0.41	-0.22	0.97	-0.46	-0.75
ADI Analog Devices, Inc.	-0.21	0.28	1.04	-0.04	-0.10

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.

Semiconductor Industry Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: -0.06
All Time: 0.86

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Semiconductor Industry provided a 1.09% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.09%	1.03%	1.14%	1.47%	0.95%	1.09%	1.55%	1.79%	1.23%	1.32%	1.55%	1.29%
Portfolio components:
NVDA NVIDIA Corporation	0.03%	0.03%	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	1.29%	1.18%	1.78%	2.48%	1.56%	1.58%	3.49%	3.55%	2.32%	2.61%	2.54%	1.79%
AVGO Broadcom Inc.	0.98%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
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%
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%
AMAT Applied Materials, Inc.	1.05%	0.93%	0.75%	1.05%	0.60%	1.01%	1.36%	2.14%	0.78%	1.24%	2.14%	1.61%
ASML ASML Holding N.V.	0.95%	0.97%	0.85%	1.27%	0.50%	0.59%	1.20%	1.10%	0.75%	1.02%	0.91%	0.77%
ARM Arm Holdings plc American Depositary Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TXN Texas Instruments Incorporated	3.05%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%	2.32%
MU Micron Technology, Inc.	0.49%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ADI Analog Devices, Inc.	1.78%	1.73%	1.73%	1.85%	1.57%	1.68%	1.82%	2.24%	2.02%	2.31%	2.89%	2.67%

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 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 37.76%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Semiconductor Industry drawdown is 17.40%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.76%	Jul 11, 2024	187	Apr 8, 2025	—	—	—
-15.52%	Mar 8, 2024	30	Apr 19, 2024	18	May 15, 2024	48
-9.97%	Sep 15, 2023	30	Oct 26, 2023	11	Nov 10, 2023	41
-7.75%	Jun 20, 2024	3	Jun 24, 2024	11	Jul 10, 2024	14
-6.63%	Dec 29, 2023	4	Jan 4, 2024	9	Jan 18, 2024	13

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	TXN	AMD	NVDA	ARM	MU	ADI	AVGO	TSM	ASML	QCOM	AMAT	Portfolio
^GSPC	1.00	0.63	0.64	0.66	0.64	0.59	0.68	0.68	0.63	0.65	0.69	0.69	0.79
TXN	0.63	1.00	0.53	0.38	0.51	0.52	0.86	0.47	0.51	0.56	0.71	0.64	0.69
AMD	0.64	0.53	1.00	0.59	0.50	0.54	0.59	0.58	0.59	0.61	0.60	0.63	0.74
NVDA	0.66	0.38	0.59	1.00	0.57	0.62	0.46	0.68	0.68	0.58	0.56	0.63	0.77
ARM	0.64	0.51	0.50	0.57	1.00	0.56	0.57	0.59	0.61	0.59	0.63	0.63	0.79
MU	0.59	0.52	0.54	0.62	0.56	1.00	0.54	0.64	0.61	0.62	0.61	0.68	0.78
ADI	0.68	0.86	0.59	0.46	0.57	0.54	1.00	0.56	0.54	0.61	0.74	0.69	0.75
AVGO	0.68	0.47	0.58	0.68	0.59	0.64	0.56	1.00	0.69	0.63	0.63	0.71	0.81
TSM	0.63	0.51	0.59	0.68	0.61	0.61	0.54	0.69	1.00	0.69	0.62	0.68	0.81
ASML	0.65	0.56	0.61	0.58	0.59	0.62	0.61	0.63	0.69	1.00	0.68	0.79	0.81
QCOM	0.69	0.71	0.60	0.56	0.63	0.61	0.74	0.63	0.62	0.68	1.00	0.75	0.83
AMAT	0.69	0.64	0.63	0.63	0.63	0.68	0.69	0.71	0.68	0.79	0.75	1.00	0.87
Portfolio	0.79	0.69	0.74	0.77	0.79	0.78	0.75	0.81	0.81	0.81	0.83	0.87	1.00

The correlation results are calculated based on daily price changes starting from Sep 15, 2023

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Semiconductor Industry

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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