Semi-Conductors Slight Expansion

Asset Allocation

Position	Category/Sector	Target Weight
ADI Analog Devices, Inc.	Technology	1%
AMAT Applied Materials, Inc.	Technology	3%
AMD Advanced Micro Devices, Inc.	Technology	10%
ASML ASML Holding N.V.	Technology	4%
AVGO Broadcom Inc.	Technology	6%
CLS Celestica Inc.	Technology	17%
CRDO Credo Technology Group Holding Ltd	Technology	19%
INTC Intel Corporation	Technology	6%
KLAC KLA Corporation	Technology	5%
LRCX Lam Research Corporation	Technology	7%
MU Micron Technology, Inc.	Technology	10%
NVDA NVIDIA Corporation	Technology	5%
QCOM QUALCOMM Incorporated	Technology	2%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Semi-Conductors Slight Expansion, 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 week.

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The earliest data available for this chart is Jan 27, 2022, corresponding to the inception date of CRDO

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Semi-Conductors Slight Expansion	1.76%	5.19%	4.93%	20.44%	172.01%	95.50%	—	—
Portfolio components:
INTC Intel Corporation	4.89%	16.89%	36.53%	35.07%	129.21%	16.21%	-3.01%	7.04%
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
ADI Analog Devices, Inc.	-0.70%	-6.09%	17.75%	32.60%	61.93%	19.49%	16.69%	20.71%
AMD Advanced Micro Devices, Inc.	3.47%	13.90%	1.56%	28.14%	111.25%	31.09%	21.81%	54.37%
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%
MU Micron Technology, Inc.	-0.44%	-3.50%	28.37%	99.60%	314.35%	84.06%	32.37%	42.60%
QCOM QUALCOMM Incorporated	-0.38%	-7.61%	-25.39%	-24.04%	-15.78%	2.87%	0.53%	12.71%
TSM Taiwan Semiconductor Manufacturing Company Limited	-0.72%	-3.72%	11.88%	18.31%	101.39%	56.27%	24.16%	32.63%
ASML ASML Holding N.V.	-3.13%	-3.21%	23.29%	28.26%	99.10%	26.32%	16.83%	30.54%
LRCX Lam Research Corporation	-1.61%	0.66%	27.76%	49.03%	198.24%	62.76%	29.23%	40.66%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 28, 2022, Semi-Conductors Slight Expansion's average daily return is +0.23%, while the average monthly return is +4.59%. At this rate, your investment would double in approximately 1.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jun 2025 with a return of +28.5%, while the worst month was Sep 2022 at -17.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Semi-Conductors Slight Expansion closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +19.3%, while the worst single day was Jan 27, 2025 at -16.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.01%	-1.63%	-6.98%	5.19%									4.93%
2025	9.94%	-8.01%	-13.50%	1.68%	22.29%	28.52%	9.24%	3.59%	22.34%	27.47%	-1.74%	-3.87%	133.06%
2024	7.72%	12.84%	5.07%	-8.45%	19.46%	9.71%	-8.82%	0.82%	0.29%	5.64%	9.27%	7.28%	74.96%
2023	19.57%	-7.44%	6.15%	-7.49%	26.24%	9.94%	11.51%	-1.24%	-4.40%	-3.05%	18.61%	11.24%	103.12%
2022	6.47%	5.90%	-2.99%	-16.33%	3.60%	-11.86%	18.26%	-9.61%	-17.30%	12.95%	13.13%	-7.45%	-12.62%

Benchmark Metrics

Semi-Conductors Slight Expansion has an annualized alpha of 44.14%, beta of 1.85, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since January 28, 2022.

This portfolio captured 395.88% of S&P 500 Index gains and 131.31% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 44.14% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 1.85 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Alpha: 44.14%

Beta: 1.85

R²: 0.57

Upside Capture: 395.88%

Downside Capture: 131.31%

Expense Ratio

Semi-Conductors Slight Expansion 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

Semi-Conductors Slight Expansion ranks 98 for risk / return — in the top 98% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.50	0.88	+2.62
Sortino ratio Return per unit of downside risk	3.54	1.37	+2.17
Omega ratio Gain probability vs. loss probability	1.50	1.21	+0.29
Calmar ratio Return relative to maximum drawdown	8.94	1.39	+7.55
Martin ratio Return relative to average drawdown	29.99	6.43	+23.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
INTC Intel Corporation	89	1.94	2.64	1.33	5.32	12.19
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
ADI Analog Devices, Inc.	85	1.63	2.35	1.34	3.55	10.19
AMD Advanced Micro Devices, Inc.	85	1.73	2.48	1.32	4.02	8.17
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
MU Micron Technology, Inc.	98	4.84	3.99	1.54	10.37	34.71
QCOM QUALCOMM Incorporated	21	-0.41	-0.35	0.95	-0.48	-1.18
TSM Taiwan Semiconductor Manufacturing Company Limited	93	2.64	3.23	1.41	5.70	18.99
ASML ASML Holding N.V.	92	2.37	2.97	1.38	5.58	15.42
LRCX Lam Research Corporation	97	3.70	3.60	1.50	10.10	31.52

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.

Semi-Conductors Slight Expansion Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 3.50
All Time: 1.46

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 0.98 to 1.66, 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 Semi-Conductors Slight Expansion 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

Semi-Conductors Slight Expansion provided a 0.28% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.28%	0.30%	0.54%	0.57%	1.06%	0.58%	0.67%	0.89%	1.11%	0.70%	0.79%	0.86%
Portfolio components:
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%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
ADI Analog Devices, Inc.	1.28%	1.46%	1.73%	1.73%	1.85%	1.57%	1.68%	1.82%	2.24%	2.02%	2.31%	2.89%
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.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
MU Micron Technology, Inc.	0.14%	0.16%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QCOM QUALCOMM Incorporated	2.81%	2.06%	2.18%	2.18%	2.67%	1.47%	1.69%	2.81%	4.27%	3.50%	3.17%	3.72%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.98%	1.00%	1.18%	1.78%	2.49%	1.57%	1.56%	3.46%	3.64%	2.32%	2.61%	2.54%
ASML ASML Holding N.V.	0.71%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
LRCX Lam Research Corporation	0.46%	0.57%	1.19%	0.95%	1.53%	0.78%	1.04%	1.54%	2.79%	1.01%	1.28%	1.36%

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 Semi-Conductors Slight Expansion. 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 Semi-Conductors Slight Expansion was 38.53%, occurring on Apr 4, 2025. Recovery took 44 trading sessions.

The current Semi-Conductors Slight Expansion drawdown is 10.15%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.53%	Feb 19, 2025	33	Apr 4, 2025	44	Jun 9, 2025	77
-38.21%	Feb 10, 2022	168	Oct 11, 2022	157	May 26, 2023	325
-27.92%	Jul 11, 2024	41	Sep 6, 2024	43	Nov 6, 2024	84
-19.74%	Jan 29, 2026	42	Mar 30, 2026	—	—	—
-18.84%	Jan 23, 2025	3	Jan 27, 2025	15	Feb 18, 2025	18

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 14 assets, with an effective number of assets of 9.29, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	INTC	CRDO	CLS	MU	AMD	QCOM	ADI	TSM	NVDA	AVGO	ASML	KLAC	AMAT	LRCX	Portfolio
Benchmark	1.00	0.57	0.52	0.57	0.60	0.65	0.70	0.71	0.64	0.71	0.69	0.71	0.72	0.71	0.71	0.75
INTC	0.57	1.00	0.37	0.37	0.52	0.54	0.55	0.58	0.44	0.45	0.48	0.53	0.54	0.57	0.56	0.60
CRDO	0.52	0.37	1.00	0.56	0.51	0.50	0.42	0.43	0.52	0.56	0.58	0.49	0.53	0.52	0.52	0.82
CLS	0.57	0.37	0.56	1.00	0.52	0.49	0.47	0.46	0.58	0.54	0.60	0.55	0.57	0.58	0.57	0.77
MU	0.60	0.52	0.51	0.52	1.00	0.58	0.60	0.56	0.63	0.61	0.60	0.64	0.67	0.69	0.73	0.76
AMD	0.65	0.54	0.50	0.49	0.58	1.00	0.61	0.60	0.63	0.69	0.60	0.66	0.68	0.67	0.67	0.75
QCOM	0.70	0.55	0.42	0.47	0.60	0.61	1.00	0.75	0.62	0.60	0.60	0.67	0.70	0.71	0.70	0.69
ADI	0.71	0.58	0.43	0.46	0.56	0.60	0.75	1.00	0.59	0.57	0.58	0.69	0.74	0.74	0.73	0.68
TSM	0.64	0.44	0.52	0.58	0.63	0.63	0.62	0.59	1.00	0.68	0.66	0.70	0.70	0.69	0.71	0.76
NVDA	0.71	0.45	0.56	0.54	0.61	0.69	0.60	0.57	0.68	1.00	0.68	0.66	0.67	0.68	0.68	0.77
AVGO	0.69	0.48	0.58	0.60	0.60	0.60	0.60	0.58	0.66	0.68	1.00	0.65	0.70	0.68	0.69	0.78
ASML	0.71	0.53	0.49	0.55	0.64	0.66	0.67	0.69	0.70	0.66	0.65	1.00	0.83	0.83	0.83	0.77
KLAC	0.72	0.54	0.53	0.57	0.67	0.68	0.70	0.74	0.70	0.67	0.70	0.83	1.00	0.91	0.90	0.81
AMAT	0.71	0.57	0.52	0.58	0.69	0.67	0.71	0.74	0.69	0.68	0.68	0.83	0.91	1.00	0.91	0.82
LRCX	0.71	0.56	0.52	0.57	0.73	0.67	0.70	0.73	0.71	0.68	0.69	0.83	0.90	0.91	1.00	0.82
Portfolio	0.75	0.60	0.82	0.77	0.76	0.75	0.69	0.68	0.76	0.77	0.78	0.77	0.81	0.82	0.82	1.00

The correlation results are calculated based on daily price changes starting from Jan 28, 2022

Semi-Conductors Slight Expansion

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table