Semiconductor Stocks Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Semiconductor Stocks Portfolio

Currency in USD · Last updated May 11, 2025

This portfolio consists of 10 of the most prominent semiconductor companies. In recent years, the semiconductor industry has significantly outpaced the overall market. As a result, the demand for chip manufacturers' production remains historically high, positively affecting the companies' prices and financial performance.

Asset Allocation

Position	Category/Sector	Target Weight
ADI Analog Devices, Inc.	Technology	10%
AMD Advanced Micro Devices, Inc.	Technology	10%
AVGO Broadcom Inc.	Technology	10%
INTC Intel Corporation	Technology	10%
MU Micron Technology, Inc.	Technology	10%
NVDA NVIDIA Corporation	Technology	10%
QCOM QUALCOMM Incorporated	Technology	10%
STM STMicroelectronics N.V.	Technology	10%
SWKS Skyworks Solutions, Inc.	Technology	10%
TXN Texas Instruments Incorporated	Technology	10%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO

Returns By Period

As of May 11, 2025, the Semiconductor Stocks Portfolio returned -6.00% Year-To-Date and 25.26% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Semiconductor Stocks Portfolio	-6.00%	16.24%	-13.91%	-8.85%	19.01%	25.26%
Portfolio components:
INTC Intel Corporation	6.83%	7.75%	-18.24%	-27.79%	-16.81%	-1.70%
ADI Analog Devices, Inc.	-1.90%	16.34%	-7.31%	1.85%	16.00%	15.19%
AVGO Broadcom Inc.	-9.92%	20.84%	14.02%	58.12%	53.95%	36.26%
NVDA NVIDIA Corporation	-13.13%	8.44%	-20.97%	29.82%	71.04%	72.60%
QCOM QUALCOMM Incorporated	-4.98%	8.02%	-14.15%	-18.67%	15.04%	10.81%
AMD Advanced Micro Devices, Inc.	-14.86%	15.94%	-30.49%	-32.31%	13.08%	45.95%
STM STMicroelectronics N.V.	-3.81%	26.41%	-9.08%	-40.17%	-0.09%	13.22%
TXN Texas Instruments Incorporated	-6.66%	10.94%	-20.55%	-5.20%	11.56%	15.31%
SWKS Skyworks Solutions, Inc.	-22.27%	26.69%	-22.08%	-23.60%	-7.20%	-1.64%
MU Micron Technology, Inc.	2.15%	22.57%	-23.07%	-28.86%	12.79%	12.48%

*Annualized

Monthly Returns

The table below presents the monthly returns of Semiconductor Stocks Portfolio, 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	-1.23%	-0.53%	-7.42%	-2.70%	6.21%								-6.00%
2024	0.52%	8.38%	6.08%	-6.31%	9.50%	4.05%	-4.30%	-3.74%	0.40%	-4.48%	-0.66%	-1.24%	6.90%
2023	16.85%	1.42%	12.56%	-6.73%	11.04%	5.31%	5.94%	-4.69%	-5.66%	-5.38%	16.54%	12.83%	72.45%
2022	-9.04%	-1.26%	-0.30%	-14.21%	5.72%	-17.22%	14.89%	-9.81%	-13.81%	4.31%	16.20%	-9.23%	-33.94%
2021	3.37%	3.71%	0.30%	-0.17%	1.23%	6.91%	1.08%	2.21%	-4.30%	5.54%	12.84%	0.99%	38.16%
2020	-1.40%	-3.94%	-10.99%	15.61%	5.77%	6.61%	6.32%	9.23%	-0.37%	-2.28%	16.15%	4.06%	50.17%
2019	9.97%	6.06%	3.47%	11.45%	-17.58%	14.85%	4.95%	-2.06%	1.67%	8.44%	6.32%	9.97%	68.71%
2018	9.45%	-0.19%	-4.07%	-4.01%	14.24%	-2.98%	2.54%	6.33%	2.20%	-14.77%	-0.27%	-6.54%	-1.31%
2017	4.75%	6.78%	4.51%	-2.54%	7.64%	-4.34%	5.78%	2.51%	5.11%	8.92%	0.71%	-2.17%	43.50%
2016	-10.15%	-0.60%	10.48%	0.48%	11.46%	2.55%	13.48%	6.28%	3.86%	1.42%	9.88%	7.48%	70.04%
2015	-2.71%	11.87%	-1.25%	-3.82%	7.30%	-9.31%	-5.43%	-3.91%	-0.35%	8.51%	3.03%	0.45%	2.29%
2014	-0.91%	8.74%	3.58%	2.36%	4.50%	3.72%	-3.07%	7.26%	-2.01%	-2.03%	7.55%	0.74%	33.91%

Expense Ratio

Semiconductor Stocks Portfolio 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 Stocks Portfolio is 3, meaning it’s performing worse than 97% 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
INTC Intel Corporation	-0.45	-0.35	0.95	-0.42	-0.89
ADI Analog Devices, Inc.	0.07	0.45	1.06	0.11	0.32
AVGO Broadcom Inc.	0.99	1.73	1.23	1.50	4.15
NVDA NVIDIA Corporation	0.53	1.05	1.13	0.78	1.94
QCOM QUALCOMM Incorporated	-0.42	-0.32	0.96	-0.40	-0.69
AMD Advanced Micro Devices, Inc.	-0.62	-0.74	0.91	-0.53	-1.13
STM STMicroelectronics N.V.	-0.77	-1.03	0.87	-0.61	-1.07
TXN Texas Instruments Incorporated	-0.11	0.16	1.02	-0.09	-0.23
SWKS Skyworks Solutions, Inc.	-0.46	-0.36	0.94	-0.33	-0.86
MU Micron Technology, Inc.	-0.43	-0.27	0.97	-0.48	-0.80

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 Stocks Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: -0.19
5-Year: 0.56
10-Year: 0.78
All Time: 0.78

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 0.41 to 0.94, 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 Stocks Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Semiconductor Stocks Portfolio provided a 1.51% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.51%	1.45%	1.34%	2.03%	1.23%	1.32%	1.53%	1.90%	1.42%	1.60%	2.04%	1.76%
Portfolio components:
INTC Intel Corporation	0.58%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%	2.48%
ADI Analog Devices, Inc.	1.81%	1.73%	1.73%	1.85%	1.57%	1.68%	1.82%	2.24%	2.02%	2.31%	2.89%	2.67%
AVGO Broadcom Inc.	1.07%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
NVDA NVIDIA Corporation	0.03%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
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%
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%
STM STMicroelectronics N.V.	1.50%	1.32%	0.48%	0.82%	0.45%	0.50%	0.86%	1.47%	0.93%	2.10%	5.11%	4.55%
TXN Texas Instruments Incorporated	3.12%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%	2.32%
SWKS Skyworks Solutions, Inc.	4.08%	3.11%	2.31%	2.59%	1.37%	1.23%	1.36%	2.09%	1.26%	1.45%	1.02%	0.48%
MU Micron Technology, Inc.	0.54%	0.55%	0.54%	0.89%	0.21%	0.00%	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 Semiconductor Stocks Portfolio. 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 Stocks Portfolio was 43.27%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.

The current Semiconductor Stocks Portfolio drawdown is 24.15%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.27%	Dec 28, 2021	202	Oct 14, 2022	276	Nov 20, 2023	478
-40.17%	Jul 11, 2024	187	Apr 8, 2025	—	—	—
-37.34%	Feb 18, 2011	157	Oct 3, 2011	486	Sep 9, 2013	643
-36.77%	Feb 20, 2020	18	Mar 16, 2020	57	Jun 5, 2020	75
-27.23%	Mar 23, 2015	226	Feb 11, 2016	74	May 27, 2016	300

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 10 assets, with an effective number of assets of 10.00, 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	AMD	INTC	MU	STM	NVDA	AVGO	QCOM	SWKS	TXN	ADI	Portfolio
^GSPC	1.00	0.54	0.63	0.59	0.63	0.61	0.61	0.65	0.63	0.71	0.70	0.76
AMD	0.54	1.00	0.48	0.52	0.50	0.61	0.48	0.49	0.48	0.54	0.56	0.74
INTC	0.63	0.48	1.00	0.55	0.52	0.52	0.52	0.56	0.56	0.65	0.63	0.72
MU	0.59	0.52	0.55	1.00	0.53	0.58	0.54	0.54	0.58	0.60	0.61	0.77
STM	0.63	0.50	0.52	0.53	1.00	0.53	0.54	0.55	0.60	0.65	0.66	0.75
NVDA	0.61	0.61	0.52	0.58	0.53	1.00	0.56	0.55	0.56	0.61	0.60	0.78
AVGO	0.61	0.48	0.52	0.54	0.54	0.56	1.00	0.57	0.65	0.63	0.65	0.75
QCOM	0.65	0.49	0.56	0.54	0.55	0.55	0.57	1.00	0.61	0.64	0.64	0.75
SWKS	0.63	0.48	0.56	0.58	0.60	0.56	0.65	0.61	1.00	0.69	0.70	0.79
TXN	0.71	0.54	0.65	0.60	0.65	0.61	0.63	0.64	0.69	1.00	0.82	0.82
ADI	0.70	0.56	0.63	0.61	0.66	0.60	0.65	0.64	0.70	0.82	1.00	0.83
Portfolio	0.76	0.74	0.72	0.77	0.75	0.78	0.75	0.75	0.79	0.82	0.83	1.00

The correlation results are calculated based on daily price changes starting from Aug 7, 2009

Performance Analysis

Risk Analysis

Optimization

Factor Model

Semiconductor Stocks Portfolio

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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