SEMG-Amundi

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	33%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	15%
AVGO Broadcom Inc.	Technology	14%
ASML ASML Holding N.V.	Technology	6%
AMD Advanced Micro Devices, Inc.	Technology	5%
QCOM QUALCOMM Incorporated	Technology	4%
TXN Texas Instruments Incorporated	Technology	4%
AMAT Applied Materials, Inc.	Technology	4%
MU Micron Technology, Inc.	Technology	3%
ADI Analog Devices, Inc.	Technology	2%
LRCX Lam Research Corporation	Technology	2%
INTC Intel Corporation	Technology	2%
KLAC KLA Corporation	Technology	2%
MRVL Marvell Technology, Inc.	Technology	2%
TOELY Tokyo Electron ADR	Technology	2%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SEMG-Amundi, 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 3 months.

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Returns By Period

As of Jun 13, 2026, the SEMG-Amundi returned 52.97% Year-To-Date and 52.95% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio SEMG-Amundi	1.02%	6.26%	52.97%	57.41%	116.27%	69.29%	50.32%	52.95%
Portfolio components:
ADI Analog Devices, Inc.	1.37%	0.35%	54.96%	50.45%	88.15%	31.61%	22.09%	24.34%
AMAT Applied Materials, Inc.	2.64%	30.08%	121.28%	119.38%	234.96%	60.05%	34.02%	38.86%
AMD Advanced Micro Devices, Inc.	4.73%	20.62%	138.87%	142.70%	340.40%	60.16%	44.46%	60.93%
ASML ASML Holding N.V.	-1.89%	24.09%	74.80%	73.02%	146.81%	37.59%	22.97%	36.00%
AVGO Broadcom Inc.	-0.91%	-10.14%	10.62%	6.58%	54.87%	67.17%	55.09%	40.96%
INTC Intel Corporation	6.51%	14.53%	237.59%	229.46%	518.52%	55.34%	18.67%	17.03%
KLAC KLA Corporation	5.55%	41.25%	110.02%	113.75%	195.25%	75.88%	52.93%	45.08%
LRCX Lam Research Corporation	1.18%	28.83%	114.54%	128.79%	312.75%	81.91%	43.22%	48.23%
MRVL Marvell Technology, Inc.	-0.36%	58.12%	229.54%	231.70%	317.41%	64.86%	40.49%	40.68%
MU Micron Technology, Inc.	-1.43%	35.46%	244.07%	307.41%	751.18%	144.69%	66.21%	55.83%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 6, 2009, SEMG-Amundi's average daily return is +0.15%, while the average monthly return is +3.17%. At this rate, an investment would double in approximately 1.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +27.5%, while the worst month was Apr 2022 at -19.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SEMG-Amundi closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +17.3%, while the worst single day was Mar 16, 2020 at -16.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.10%	-0.26%	-5.46%	27.45%	15.32%	1.18%							52.97%
2025	-1.02%	-4.14%	-10.04%	1.22%	17.50%	16.84%	4.55%	-0.71%	13.54%	12.13%	-3.95%	1.36%	52.60%
2024	11.81%	17.90%	8.15%	-4.30%	14.37%	10.87%	-4.92%	0.07%	1.64%	1.05%	0.50%	4.38%	77.35%
2023	21.26%	5.52%	13.31%	-4.05%	24.37%	6.73%	5.56%	-0.55%	-8.80%	-3.33%	14.52%	10.60%	116.47%
2022	-11.44%	-2.67%	3.75%	-19.16%	4.29%	-17.51%	15.59%	-11.66%	-15.95%	4.98%	23.29%	-10.20%	-37.96%
2021	3.62%	5.39%	-0.26%	3.85%	4.15%	11.17%	0.13%	5.77%	-5.55%	11.52%	16.01%	-0.24%	69.10%

Benchmark Metrics

SEMG-Amundi has an annualized alpha of 21.33%, beta of 1.45, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since August 06, 2009.

This portfolio captured 237.17% of S&P 500 Index gains and 115.64% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 21.33% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 21.33%

Beta: 1.45

R²: 0.60

Upside Capture: 237.17%

Downside Capture: 115.64%

See how alpha, beta & R² have trended over time →

Expense Ratio

SEMG-Amundi 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

SEMG-Amundi ranks 93 for risk / return — in the top 93% 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

The table below presents risk-adjusted performance metrics for SEMG-Amundi and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.43	1.86	+1.57
Sortino ratioReturn per unit of downside risk	3.72	2.53	+1.18
Omega ratioGain probability vs. loss probability	1.52	1.34	+0.18
Calmar ratioReturn relative to maximum drawdown	7.30	2.53	+4.77
Martin ratioReturn relative to average drawdown	25.66	11.37	+14.29

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADI Analog Devices, Inc.	93	2.59	3.38	1.42	5.27	14.52
AMAT Applied Materials, Inc.	97	4.65	4.13	1.59	10.67	30.41
AMD Advanced Micro Devices, Inc.	98	5.01	4.54	1.60	12.04	24.74
ASML ASML Holding N.V.	95	3.27	3.70	1.45	7.83	21.08
AVGO Broadcom Inc.	73	1.11	1.69	1.22	1.77	4.11
INTC Intel Corporation	99	6.84	5.30	1.67	20.85	48.84
KLAC KLA Corporation	96	3.93	3.75	1.54	8.66	27.54
LRCX Lam Research Corporation	98	5.79	4.75	1.63	15.26	51.20
MRVL Marvell Technology, Inc.	97	4.30	4.07	1.55	11.57	26.42
MU Micron Technology, Inc.	99	10.83	6.14	1.78	24.91	94.64

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. Learn how to interpret the Sharpe ratio.

The current SEMG-Amundi Sharpe ratio is 3.43 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 SEMG-Amundi 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

SEMG-Amundi provided a 0.48% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.48%	0.63%	0.77%	0.93%	1.41%	0.90%	1.07%	1.62%	1.80%	1.19%	1.33%	1.57%
Portfolio components:
ADI Analog Devices, Inc.	1.00%	1.46%	1.73%	1.73%	1.85%	1.57%	1.68%	1.82%	2.24%	2.02%	2.31%	2.89%
AMAT Applied Materials, Inc.	0.34%	0.69%	0.93%	0.75%	1.05%	0.60%	1.01%	1.36%	2.14%	0.78%	1.24%	2.14%
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%
ASML ASML Holding N.V.	0.47%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
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%
KLAC KLA Corporation	0.31%	0.61%	0.96%	0.92%	1.25%	0.91%	1.35%	1.74%	3.17%	2.15%	2.67%	2.94%
LRCX Lam Research Corporation	0.28%	0.57%	1.19%	0.95%	1.53%	0.78%	1.04%	1.54%	2.79%	1.01%	1.28%	1.36%
MRVL Marvell Technology, Inc.	0.09%	0.28%	0.22%	0.40%	0.65%	0.21%	0.50%	0.90%	1.48%	1.12%	1.73%	2.72%
MU Micron Technology, Inc.	0.05%	0.16%	0.55%	0.54%	0.89%	0.21%	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 SEMG-Amundi. 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 SEMG-Amundi was 51.69%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current SEMG-Amundi drawdown is 4.45%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-51.69%Oct 2022	9mo 20d	7mo 13d	1y 4moDec 2021 - May 2023
2011 bear market2011	-36.25%Aug 2011	6mo 2d	2y 23d	2y 6moFeb 2011 - Sep 2013
COVID crash2020	-34.80%Mar 2020	27d	2mo 16d	3mo 13dFeb 2020 - Jun 2020
2025 selloff2025	-33.23%Apr 2025	2mo 11d	2mo 9d	4mo 20dJan 2025 - Jun 2025
Rate-hike selloffLate 2018	-32.49%Dec 2018	2mo 23d	7mo 2d	9mo 25dOct 2018 - Jul 2019

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 15 assets, with an effective number of assets of 6.05, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.37	1.26	1.21	1.22	1.26

The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

SEMG-Amundi correlation to the S&P 500 Index

SEMG-Amundi has a 0.75 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009	0.73

Benchmark Correlations

Correlation vs. S&P 500 Index. TXN has the highest benchmark correlation at 0.69, while TOELY has the lowest at 0.44.

TOELY

0.44

AMD

0.54

0.58

0.59

0.59

0.61

0.61

0.61

0.64

0.66

0.66

0.67

0.67

0.69

0.69

Portfolio Correlations

Correlation vs. SEMG-Amundi. NVDA has the highest portfolio correlation at 0.90, while TOELY has the lowest at 0.48.

TOELY

0.48

INTC

0.62

QCOM

0.67

0.70

0.70

0.71

0.73

0.73

0.74

0.74

0.75

0.77

0.77

0.78

0.90

Asset Correlations Table

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

	TOELY	AMD	INTC	TSM	QCOM	MU	AVGO	MRVL	NVDA	ASML	TXN	ADI	LRCX	KLAC	AMAT
TOELY	1.00	0.34	0.35	0.41	0.37	0.38	0.38	0.37	0.37	0.44	0.38	0.40	0.47	0.45	0.49
AMD	0.34	1.00	0.48	0.49	0.49	0.51	0.48	0.52	0.60	0.51	0.53	0.55	0.54	0.54	0.54
INTC	0.35	0.48	1.00	0.48	0.54	0.54	0.50	0.52	0.50	0.53	0.63	0.61	0.57	0.58	0.58
TSM	0.41	0.49	0.48	1.00	0.53	0.54	0.54	0.53	0.56	0.60	0.58	0.57	0.60	0.61	0.61
QCOM	0.37	0.49	0.54	0.53	1.00	0.52	0.55	0.56	0.53	0.56	0.63	0.63	0.59	0.60	0.61
MU	0.38	0.51	0.54	0.54	0.52	1.00	0.53	0.55	0.57	0.55	0.58	0.59	0.64	0.60	0.64
AVGO	0.38	0.48	0.50	0.54	0.55	0.53	1.00	0.56	0.56	0.57	0.60	0.62	0.61	0.61	0.62
MRVL	0.37	0.52	0.52	0.53	0.56	0.55	0.56	1.00	0.61	0.56	0.61	0.62	0.60	0.61	0.61
NVDA	0.37	0.60	0.50	0.56	0.53	0.57	0.56	0.61	1.00	0.57	0.58	0.58	0.60	0.61	0.62
ASML	0.44	0.51	0.53	0.60	0.56	0.55	0.57	0.56	0.57	1.00	0.62	0.64	0.71	0.72	0.71
TXN	0.38	0.53	0.63	0.58	0.63	0.58	0.60	0.61	0.58	0.62	1.00	0.82	0.68	0.70	0.70
ADI	0.40	0.55	0.61	0.57	0.63	0.59	0.62	0.62	0.58	0.64	0.82	1.00	0.70	0.71	0.71
LRCX	0.47	0.54	0.57	0.60	0.59	0.64	0.61	0.60	0.60	0.71	0.68	0.70	1.00	0.84	0.84
KLAC	0.45	0.54	0.58	0.61	0.60	0.60	0.61	0.61	0.61	0.72	0.70	0.71	0.84	1.00	0.82
AMAT	0.49	0.54	0.58	0.61	0.61	0.64	0.62	0.61	0.62	0.71	0.70	0.71	0.84	0.82	1.00

The correlation results are calculated based on daily price changes starting from Aug 6, 2009

Diversification Analysis

Find what SEMG-Amundi is missing

See which holdings overlap, where SEMG-Amundi is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification