Semiconductor Stocks Portfolio
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 | Weight |
|---|---|---|
INTC Intel Corporation | Technology | 10% |
ADI Analog Devices, Inc. | Technology | 10% |
AVGO Broadcom Inc. | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
QCOM QUALCOMM Incorporated | Technology | 10% |
AMD Advanced Micro Devices, Inc. | Technology | 10% |
STM STMicroelectronics N.V. | Technology | 10% |
TXN Texas Instruments Incorporated | Technology | 10% |
SWKS Skyworks Solutions, Inc. | Technology | 10% |
MU Micron Technology, Inc. | Technology | 10% |
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
Returns
As of Sep 23, 2023, the Semiconductor Stocks Portfolio returned 36.16% Year-To-Date and 27.56% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| Semiconductor Stocks Portfolio | -2.15% | 5.74% | 36.16% | 42.20% | 19.90% | 27.58% |
| Portfolio components: | ||||||
INTC Intel Corporation | 4.88% | 17.31% | 31.91% | 28.39% | -3.48% | 6.78% |
ADI Analog Devices, Inc. | 1.51% | -5.61% | 8.51% | 25.97% | 15.28% | 16.54% |
AVGO Broadcom Inc. | -2.44% | 31.73% | 50.96% | 81.60% | 31.68% | 38.40% |
NVDA NVIDIA Corporation | -11.77% | 55.41% | 184.83% | 232.66% | 44.71% | 60.56% |
QCOM QUALCOMM Incorporated | -0.06% | -12.48% | -0.07% | -8.77% | 10.83% | 7.69% |
AMD Advanced Micro Devices, Inc. | -5.50% | -1.79% | 48.53% | 41.55% | 24.22% | 37.84% |
STM STMicroelectronics N.V. | -6.02% | -12.96% | 20.57% | 29.11% | 18.53% | 18.89% |
TXN Texas Instruments Incorporated | -3.19% | -9.38% | -0.84% | 2.39% | 10.91% | 17.94% |
SWKS Skyworks Solutions, Inc. | -6.89% | -15.04% | 7.75% | 4.77% | 2.59% | 16.13% |
MU Micron Technology, Inc. | 8.15% | 13.06% | 38.35% | 38.63% | 9.14% | 15.23% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AMD | MU | STM | QCOM | INTC | AVGO | NVDA | SWKS | ADI | TXN | |
|---|---|---|---|---|---|---|---|---|---|---|
| AMD | 1.00 | 0.51 | 0.49 | 0.48 | 0.48 | 0.46 | 0.61 | 0.48 | 0.55 | 0.54 |
| MU | 0.51 | 1.00 | 0.53 | 0.53 | 0.56 | 0.53 | 0.57 | 0.59 | 0.62 | 0.61 |
| STM | 0.49 | 0.53 | 1.00 | 0.54 | 0.53 | 0.55 | 0.55 | 0.59 | 0.65 | 0.64 |
| QCOM | 0.48 | 0.53 | 0.54 | 1.00 | 0.56 | 0.57 | 0.55 | 0.60 | 0.62 | 0.64 |
| INTC | 0.48 | 0.56 | 0.53 | 0.56 | 1.00 | 0.54 | 0.55 | 0.57 | 0.64 | 0.67 |
| AVGO | 0.46 | 0.53 | 0.55 | 0.57 | 0.54 | 1.00 | 0.54 | 0.67 | 0.66 | 0.66 |
| NVDA | 0.61 | 0.57 | 0.55 | 0.55 | 0.55 | 0.54 | 1.00 | 0.58 | 0.63 | 0.64 |
| SWKS | 0.48 | 0.59 | 0.59 | 0.60 | 0.57 | 0.67 | 0.58 | 1.00 | 0.70 | 0.69 |
| ADI | 0.55 | 0.62 | 0.65 | 0.62 | 0.64 | 0.66 | 0.63 | 0.70 | 1.00 | 0.81 |
| TXN | 0.54 | 0.61 | 0.64 | 0.64 | 0.67 | 0.66 | 0.64 | 0.69 | 0.81 | 1.00 |
Dividend yield
Semiconductor Stocks Portfolio granted a 1.69% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Semiconductor Stocks Portfolio | 1.69% | 2.05% | 1.29% | 1.41% | 1.68% | 2.15% | 1.67% | 1.92% | 2.53% | 2.24% | 2.40% | 2.50% |
| Portfolio components: | ||||||||||||
INTC Intel Corporation | 2.87% | 5.63% | 2.86% | 2.88% | 2.35% | 2.92% | 2.73% | 3.45% | 3.47% | 3.18% | 4.59% | 5.80% |
ADI Analog Devices, Inc. | 1.90% | 1.88% | 1.62% | 1.76% | 1.95% | 2.45% | 2.26% | 2.64% | 3.39% | 3.21% | 3.31% | 3.64% |
AVGO Broadcom Inc. | 2.22% | 3.08% | 2.35% | 3.30% | 4.01% | 3.65% | 2.36% | 1.88% | 1.54% | 1.71% | 2.43% | 2.56% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
QCOM QUALCOMM Incorporated | 2.88% | 2.72% | 1.53% | 1.79% | 3.06% | 4.82% | 4.11% | 3.87% | 4.70% | 2.82% | 2.33% | 2.12% |
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. | 0.56% | 0.68% | 0.46% | 0.51% | 0.91% | 1.79% | 1.15% | 2.62% | 6.66% | 6.24% | 6.12% | 7.08% |
TXN Texas Instruments Incorporated | 3.09% | 2.90% | 2.35% | 2.44% | 2.77% | 3.17% | 2.37% | 2.69% | 3.14% | 2.93% | 3.16% | 3.11% |
SWKS Skyworks Solutions, Inc. | 2.63% | 2.64% | 1.42% | 1.30% | 1.45% | 2.28% | 1.40% | 1.62% | 1.16% | 0.55% | 0.00% | 0.00% |
MU Micron Technology, Inc. | 0.67% | 0.89% | 0.22% | 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
INTC Intel Corporation | 0.60 | ||||
ADI Analog Devices, Inc. | 0.67 | ||||
AVGO Broadcom Inc. | 2.28 | ||||
NVDA NVIDIA Corporation | 3.87 | ||||
QCOM QUALCOMM Incorporated | -0.30 | ||||
AMD Advanced Micro Devices, Inc. | 0.56 | ||||
STM STMicroelectronics N.V. | 0.52 | ||||
TXN Texas Instruments Incorporated | 0.04 | ||||
SWKS Skyworks Solutions, Inc. | 0.02 | ||||
MU Micron Technology, Inc. | 0.98 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Semiconductor Stocks Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Semiconductor Stocks Portfolio is 43.28%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.28% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -37.31% | 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 |
| -27.17% | Mar 23, 2015 | 226 | Feb 11, 2016 | 74 | May 27, 2016 | 300 |
| -26.96% | Sep 25, 2018 | 63 | Dec 24, 2018 | 68 | Apr 3, 2019 | 131 |
Volatility Chart
The current Semiconductor Stocks Portfolio volatility is 5.75%, 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.