Semiconductor Stocks Portfolio

Asset Allocation

Position	Category/Sector	Target 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%

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 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.

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Returns By Period

As of Jun 9, 2026, the Semiconductor Stocks Portfolio returned 90.08% Year-To-Date and 38.64% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Semiconductor Stocks Portfolio	5.15%	5.24%	90.08%	86.24%	162.55%	53.77%	33.91%	38.64%
Portfolio components:
ADI Analog Devices, Inc.	0.62%	-2.77%	49.80%	45.55%	84.16%	32.45%	21.45%	23.95%
AMD Advanced Micro Devices, Inc.	5.14%	7.72%	128.95%	121.76%	322.01%	57.74%	43.72%	60.51%
AVGO Broadcom Inc.	2.82%	-7.77%	14.83%	-0.72%	61.91%	72.46%	56.70%	41.32%
INTC Intel Corporation	11.19%	-11.73%	198.83%	173.62%	449.70%	53.12%	16.15%	15.65%
MU Micron Technology, Inc.	9.87%	27.11%	232.74%	284.77%	776.52%	144.94%	65.39%	55.03%
NVDA NVIDIA Corporation	1.73%	-2.94%	12.01%	12.58%	47.43%	75.35%	64.54%	68.47%
QCOM QUALCOMM Incorporated	0.85%	-0.24%	28.60%	25.48%	48.99%	24.96%	12.79%	18.18%
STM STMicroelectronics N.V.	6.07%	26.77%	189.99%	191.66%	166.98%	17.86%	16.11%	30.73%
SWKS Skyworks Solutions, Inc.	2.45%	13.84%	21.34%	11.17%	9.71%	-7.16%	-12.38%	3.67%
TXN Texas Instruments Incorporated	2.05%	1.08%	69.63%	62.64%	55.42%	23.02%	12.46%	19.97%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 6, 2009, Semiconductor Stocks Portfolio's average daily return is +0.12%, while the average monthly return is +2.53%. At this rate, an investment would double in approximately 2.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +49.4%, while the worst month was May 2019 at -17.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 7 months.

On a daily basis, Semiconductor Stocks Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +19.2%, while the worst single day was Mar 16, 2020 at -16.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	10.35%	0.65%	-6.49%	49.42%	27.08%	-3.61%							90.08%
2025	-1.23%	-0.53%	-7.42%	-2.70%	12.65%	16.96%	-2.97%	6.45%	9.68%	11.22%	-2.61%	1.98%	45.93%
2024	0.52%	8.38%	6.08%	-6.31%	9.50%	4.05%	-4.30%	-3.74%	0.40%	-4.48%	-0.66%	-1.25%	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%	-17.23%	14.89%	-9.81%	-13.81%	4.31%	16.20%	-9.23%	-33.95%
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%

Benchmark Metrics

Semiconductor Stocks Portfolio has an annualized alpha of 12.54%, beta of 1.45, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since August 06, 2009.

This portfolio captured 201.18% of S&P 500 Index gains and 123.35% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 12.54% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 12.54%

Beta: 1.45

R²: 0.65

Upside Capture: 201.18%

Downside Capture: 123.35%

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.

Return for Risk

Risk / Return Rank

Semiconductor Stocks Portfolio ranks 98 for risk / return — in the top 98% 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 Semiconductor Stocks Portfolio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	4.71	1.94	+2.77
Sortino ratioReturn per unit of downside risk	4.80	2.63	+2.17
Omega ratioGain probability vs. loss probability	1.66	1.35	+0.31
Calmar ratioReturn relative to maximum drawdown	11.81	2.59	+9.23
Martin ratioReturn relative to average drawdown	41.73	11.84	+29.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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	2.67	3.46	1.43	5.38	15.01
AMD Advanced Micro Devices, Inc.	97	4.91	4.51	1.60	11.69	24.15
AVGO Broadcom Inc.	77	1.38	1.95	1.26	2.17	5.16
INTC Intel Corporation	98	6.16	5.02	1.64	18.76	44.28
MU Micron Technology, Inc.	99	11.44	6.27	1.81	25.90	100.37
NVDA NVIDIA Corporation	77	1.37	1.94	1.24	2.36	5.73
QCOM QUALCOMM Incorporated	71	1.04	1.69	1.24	1.49	3.34
STM STMicroelectronics N.V.	92	3.19	3.43	1.49	4.62	10.54
SWKS Skyworks Solutions, Inc.	48	0.23	0.62	1.08	0.28	0.51
TXN Texas Instruments Incorporated	77	1.40	2.19	1.30	1.88	3.94

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.

Semiconductor Stocks Portfolio Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 4.71
5-Year: 0.98
10-Year: 1.16
All Time: 0.98

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 1.59 to 2.46, 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 Semiconductor Stocks Portfolio 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

Semiconductor Stocks Portfolio provided a 0.97% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.97%	1.34%	1.45%	1.34%	2.02%	1.23%	1.32%	1.53%	1.92%	1.43%	1.60%	2.04%
Portfolio components:
ADI Analog Devices, Inc.	1.03%	1.46%	1.73%	1.73%	1.85%	1.57%	1.68%	1.82%	2.24%	2.02%	2.31%	2.89%
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%
AVGO Broadcom Inc.	0.63%	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%
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%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
QCOM QUALCOMM Incorporated	1.65%	2.06%	2.18%	2.18%	2.67%	1.47%	1.69%	2.81%	4.27%	3.50%	3.17%	3.72%
STM STMicroelectronics N.V.	0.48%	1.39%	1.32%	0.48%	0.67%	0.45%	0.50%	0.89%	1.73%	0.98%	2.10%	5.11%
SWKS Skyworks Solutions, Inc.	3.77%	4.45%	3.11%	2.31%	2.59%	1.37%	1.23%	1.36%	2.09%	1.26%	1.45%	1.02%
TXN Texas Instruments Incorporated	1.93%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%

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

The current Semiconductor Stocks Portfolio drawdown is 8.36%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-43.28%Oct 2022	9mo 20d	1y 1mo	1y 10moDec 2021 - Nov 2023
2025 selloff2025	-40.17%Apr 2025	9mo 1d	5mo 6d	1y 2moJul 2024 - Sep 2025
2011 bear market2011	-37.34%Oct 2011	7mo 17d	1y 11mo	2y 6moFeb 2011 - Sep 2013
COVID crash2020	-36.77%Mar 2020	25d	2mo 21d	3mo 16dFeb 2020 - Jun 2020
2016 bear market2016	-27.23%Feb 2016	10mo 25d	3mo 16d	1y 2moMar 2015 - May 2016

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.52	1.38	1.31	1.29	1.32

The portfolio has a diversification ratio of 1.32, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Semiconductor Stocks Portfolio correlation to the S&P 500 Index

Semiconductor Stocks Portfolio has a 0.70 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009	0.76

Benchmark Correlations

Correlation vs. S&P 500 Index. TXN has the highest benchmark correlation at 0.69, while AMD has the lowest at 0.54.

AMD

0.54

0.58

0.61

0.61

0.61

0.62

0.62

0.64

0.69

0.69

Portfolio Correlations

Correlation vs. Semiconductor Stocks Portfolio. ADI has the highest portfolio correlation at 0.82, while INTC has the lowest at 0.71.

0.71

0.74

0.74

0.74

0.75

0.76

0.76

0.78

0.81

0.82

Asset Correlations Table

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

	AMD	INTC	MU	NVDA	AVGO	STM	QCOM	SWKS	TXN	ADI
AMD	1.00	0.48	0.51	0.60	0.48	0.49	0.49	0.47	0.53	0.55
INTC	0.48	1.00	0.54	0.50	0.50	0.52	0.54	0.55	0.63	0.61
MU	0.51	0.54	1.00	0.57	0.53	0.52	0.52	0.55	0.58	0.59
NVDA	0.60	0.50	0.57	1.00	0.56	0.52	0.53	0.53	0.58	0.58
AVGO	0.48	0.50	0.53	0.56	1.00	0.53	0.55	0.62	0.60	0.62
STM	0.49	0.52	0.52	0.52	0.53	1.00	0.56	0.59	0.65	0.66
QCOM	0.49	0.54	0.52	0.53	0.55	0.56	1.00	0.61	0.63	0.63
SWKS	0.47	0.55	0.55	0.53	0.62	0.59	0.61	1.00	0.68	0.69
TXN	0.53	0.63	0.58	0.58	0.60	0.65	0.63	0.68	1.00	0.82
ADI	0.55	0.61	0.59	0.58	0.62	0.66	0.63	0.69	0.82	1.00

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

Diversification Analysis

Find what Semiconductor Stocks Portfolio is missing

See which holdings overlap, where Semiconductor Stocks Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification