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Semiconductor Stocks Portfolio

Last updated Dec 9, 2023

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


INTC 10%ADI 10%AVGO 10%NVDA 10%QCOM 10%AMD 10%STM 10%TXN 10%SWKS 10%MU 10%EquityEquity
PositionCategory/SectorWeight
INTC
Intel Corporation
Technology10%
ADI
Analog Devices, Inc.
Technology10%
AVGO
Broadcom Inc.
Technology10%
NVDA
NVIDIA Corporation
Technology10%
QCOM
QUALCOMM Incorporated
Technology10%
AMD
Advanced Micro Devices, Inc.
Technology10%
STM
STMicroelectronics N.V.
Technology10%
TXN
Texas Instruments Incorporated
Technology10%
SWKS
Skyworks Solutions, Inc.
Technology10%
MU
Micron Technology, Inc.
Technology10%

Performance

The chart shows the growth of an initial investment of $10,000 in Semiconductor Stocks Portfolio, 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


500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
2,517.25%
361.79%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns

As of Dec 9, 2023, the Semiconductor Stocks Portfolio returned 55.82% Year-To-Date and 28.53% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Semiconductor Stocks Portfolio55.82%10.30%10.81%46.74%28.91%28.71%
INTC
Intel Corporation
65.33%12.61%37.19%53.65%1.15%8.62%
ADI
Analog Devices, Inc.
14.86%9.97%2.29%11.05%18.68%16.79%
AVGO
Broadcom Inc.
71.94%3.64%18.63%82.53%37.48%38.81%
NVDA
NVIDIA Corporation
225.22%2.01%22.55%176.82%67.03%62.76%
QCOM
QUALCOMM Incorporated
24.18%11.46%13.14%12.14%21.98%9.29%
AMD
Advanced Micro Devices, Inc.
99.04%13.50%3.20%82.94%46.00%42.63%
STM
STMicroelectronics N.V.
35.11%16.81%1.63%24.38%30.14%22.44%
TXN
Texas Instruments Incorporated
-1.97%8.13%-6.45%-8.17%14.33%16.84%
SWKS
Skyworks Solutions, Inc.
16.82%18.92%0.69%11.86%11.06%15.71%
MU
Micron Technology, Inc.
50.82%3.71%14.97%36.87%16.63%12.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202311.04%5.31%5.94%-4.69%-5.66%-5.38%16.59%

Sharpe Ratio

The current Semiconductor Stocks Portfolio Sharpe ratio is 1.83. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.83

The Sharpe ratio of Semiconductor Stocks Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.83
1.25
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Semiconductor Stocks Portfolio granted a 1.48% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Semiconductor Stocks Portfolio1.48%2.02%1.23%1.32%1.53%1.92%1.45%1.65%2.14%1.85%1.91%1.90%
INTC
Intel Corporation
1.73%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%4.22%
ADI
Analog Devices, Inc.
1.86%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%2.85%
AVGO
Broadcom Inc.
1.95%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%1.93%
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%
QCOM
QUALCOMM Incorporated
2.37%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%1.56%
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.
0.50%0.67%0.45%0.50%0.89%1.73%1.10%2.47%6.01%5.35%5.00%5.52%
TXN
Texas Instruments Incorporated
3.20%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%2.33%
SWKS
Skyworks Solutions, Inc.
2.51%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%0.00%
MU
Micron Technology, Inc.
0.61%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Semiconductor Stocks Portfolio 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
INTC
Intel Corporation
1.43
ADI
Analog Devices, Inc.
0.52
AVGO
Broadcom Inc.
2.80
NVDA
NVIDIA Corporation
3.87
QCOM
QUALCOMM Incorporated
0.48
AMD
Advanced Micro Devices, Inc.
1.77
STM
STMicroelectronics N.V.
0.81
TXN
Texas Instruments Incorporated
-0.28
SWKS
Skyworks Solutions, Inc.
0.49
MU
Micron Technology, Inc.
1.14

Asset Correlations Table

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

AMDMUSTMQCOMINTCAVGONVDASWKSADITXN
AMD1.000.510.490.480.480.470.610.480.550.54
MU0.511.000.530.530.560.530.570.580.620.61
STM0.490.531.000.540.530.550.550.590.650.64
QCOM0.480.530.541.000.560.560.550.600.620.64
INTC0.480.560.530.561.000.540.550.570.640.67
AVGO0.470.530.550.560.541.000.540.660.660.65
NVDA0.610.570.550.550.550.541.000.580.620.63
SWKS0.480.580.590.600.570.660.581.000.700.69
ADI0.550.620.650.620.640.660.620.701.000.81
TXN0.540.610.640.640.670.650.630.690.811.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-4.01%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

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 43.28%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.28%Dec 28, 2021202Oct 14, 2022276Nov 20, 2023478
-37.31%Feb 18, 2011157Oct 3, 2011486Sep 9, 2013643
-36.77%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-27.17%Mar 23, 2015226Feb 11, 201674May 27, 2016300
-26.96%Sep 25, 201863Dec 24, 201868Apr 3, 2019131

Volatility Chart

The current Semiconductor Stocks Portfolio volatility is 6.18%, 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.18%
2.77%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components
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