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Semiconductor Stocks Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

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 Every 3 months.


0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%December2025FebruaryMarchAprilMay
2,752.16%
468.05%
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 By Period

As of May 9, 2025, the Semiconductor Stocks Portfolio returned -7.31% Year-To-Date and 25.13% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Semiconductor Stocks Portfolio-7.31%25.00%-15.83%-9.79%18.77%25.13%
INTC
Intel Corporation
4.74%15.83%-19.94%-29.56%-17.01%-1.91%
ADI
Analog Devices, Inc.
-4.14%22.09%-10.21%0.66%15.17%14.85%
AVGO
Broadcom Inc.
-10.11%33.16%13.68%58.68%53.93%36.25%
NVDA
NVIDIA Corporation
-12.59%21.88%-21.15%29.85%72.35%72.94%
QCOM
QUALCOMM Incorporated
-5.04%16.40%-15.19%-18.02%15.00%10.91%
AMD
Advanced Micro Devices, Inc.
-15.80%30.03%-32.12%-33.80%13.89%46.07%
STM
STMicroelectronics N.V.
-6.90%30.26%-14.02%-41.88%-1.15%13.20%
TXN
Texas Instruments Incorporated
-10.25%14.41%-22.64%-7.31%10.66%14.90%
SWKS
Skyworks Solutions, Inc.
-23.32%36.77%-24.82%-25.47%-7.58%-1.81%
MU
Micron Technology, Inc.
1.31%29.92%-24.72%-28.31%12.58%12.15%
*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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.23%-0.53%-7.42%-2.70%4.72%-7.31%
20240.52%8.38%6.08%-6.31%9.50%4.05%-4.30%-3.74%0.40%-4.48%-0.66%-1.24%6.90%
202316.85%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%
20213.37%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%
20199.97%6.06%3.47%11.45%-17.58%14.85%4.95%-2.06%1.67%8.44%6.32%9.97%68.71%
20189.45%-0.19%-4.07%-4.01%14.24%-2.98%2.54%6.33%2.20%-14.77%-0.27%-6.54%-1.31%
20174.75%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.


The Risk-Adjusted Performance Rank of Semiconductor Stocks Portfolio is 33
Overall Rank
The Sharpe Ratio Rank of Semiconductor Stocks Portfolio is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of Semiconductor Stocks Portfolio is 33
Sortino Ratio Rank
The Omega Ratio Rank of Semiconductor Stocks Portfolio is 44
Omega Ratio Rank
The Calmar Ratio Rank of Semiconductor Stocks Portfolio is 22
Calmar Ratio Rank
The Martin Ratio Rank of Semiconductor Stocks Portfolio is 33
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
INTC
Intel Corporation
-0.47-0.410.95-0.45-0.95
ADI
Analog Devices, Inc.
0.020.371.050.040.12
AVGO
Broadcom Inc.
0.941.711.231.474.08
NVDA
NVIDIA Corporation
0.511.021.130.741.85
QCOM
QUALCOMM Incorporated
-0.42-0.350.95-0.42-0.72
AMD
Advanced Micro Devices, Inc.
-0.65-0.790.90-0.55-1.18
STM
STMicroelectronics N.V.
-0.81-1.090.86-0.63-1.11
TXN
Texas Instruments Incorporated
-0.190.051.01-0.16-0.43
SWKS
Skyworks Solutions, Inc.
-0.50-0.370.94-0.33-0.87
MU
Micron Technology, Inc.
-0.45-0.300.96-0.50-0.84

The current Semiconductor Stocks Portfolio Sharpe ratio is -0.24. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Semiconductor Stocks Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.24
0.48
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Semiconductor Stocks Portfolio provided a 1.54% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.54%1.45%1.34%2.03%1.23%1.32%1.53%1.90%1.42%1.60%2.04%1.76%
INTC
Intel Corporation
0.60%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.
1.85%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.
1.08%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.
1.55%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
3.25%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.
4.13%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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-25.21%
-7.82%
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 43.27%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.

The current Semiconductor Stocks Portfolio drawdown is 25.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.27%Dec 28, 2021202Oct 14, 2022276Nov 20, 2023478
-40.17%Jul 11, 2024187Apr 8, 2025
-37.34%Feb 18, 2011157Oct 3, 2011486Sep 9, 2013643
-36.77%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-27.23%Mar 23, 2015226Feb 11, 201674May 27, 2016300

Volatility

Volatility Chart

The current Semiconductor Stocks Portfolio volatility is 21.70%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
21.70%
11.21%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

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.

^GSPCAMDINTCMUSTMNVDAAVGOQCOMSWKSTXNADIPortfolio
^GSPC1.000.540.630.590.630.610.620.650.630.710.700.76
AMD0.541.000.480.520.500.610.480.490.480.540.560.74
INTC0.630.481.000.550.520.520.520.560.560.650.630.72
MU0.590.520.551.000.530.580.540.540.580.600.610.77
STM0.630.500.520.531.000.530.540.550.600.650.660.75
NVDA0.610.610.520.580.531.000.560.550.560.610.600.78
AVGO0.620.480.520.540.540.561.000.570.650.630.650.75
QCOM0.650.490.560.540.550.550.571.000.610.640.640.75
SWKS0.630.480.560.580.600.560.650.611.000.690.700.79
TXN0.710.540.650.600.650.610.630.640.691.000.820.82
ADI0.700.560.630.610.660.600.650.640.700.821.000.83
Portfolio0.760.740.720.770.750.780.750.750.790.820.831.00
The correlation results are calculated based on daily price changes starting from Aug 7, 2009