Semiconductor Stocks Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
ADI Analog Devices, Inc.	Technology	10%
AMD Advanced Micro Devices, Inc.	Technology	10%
AVGO Broadcom Inc.	Technology	10%
INTC Intel Corporation	Technology	10%
MU Micron Technology, Inc.	Technology	10%
NVDA NVIDIA Corporation	Technology	10%
QCOM QUALCOMM Incorporated	Technology	10%
STM STMicroelectronics N.V.	Technology	10%
SWKS Skyworks Solutions, Inc.	Technology	10%
TXN Texas Instruments Incorporated	Technology	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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

Returns By Period

As of Apr 3, 2026, the Semiconductor Stocks Portfolio returned 7.42% Year-To-Date and 32.19% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Semiconductor Stocks Portfolio	1.07%	0.93%	7.42%	15.05%	71.99%	29.67%	18.97%	32.19%
Portfolio components:
INTC Intel Corporation	4.89%	16.89%	36.53%	35.07%	129.21%	16.21%	-3.01%	7.04%
ADI Analog Devices, Inc.	-0.70%	-6.09%	17.75%	32.60%	61.93%	19.49%	16.69%	20.71%
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
QCOM QUALCOMM Incorporated	-0.38%	-7.61%	-25.39%	-24.04%	-15.78%	2.87%	0.53%	12.71%
AMD Advanced Micro Devices, Inc.	3.47%	13.90%	1.56%	28.14%	111.25%	31.09%	21.81%	54.37%
STM STMicroelectronics N.V.	-0.58%	8.85%	32.68%	19.54%	58.61%	-12.54%	-1.87%	21.27%
TXN Texas Instruments Incorporated	-0.73%	-3.85%	13.06%	8.54%	12.81%	5.02%	3.19%	16.09%
SWKS Skyworks Solutions, Inc.	3.70%	-5.09%	-11.92%	-26.99%	-11.12%	-19.57%	-19.52%	-1.23%
MU Micron Technology, Inc.	-0.44%	-3.50%	28.37%	99.60%	314.35%	84.06%	32.37%	42.60%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 7, 2009, Semiconductor Stocks Portfolio's average daily return is +0.11%, while the average monthly return is +2.22%. At this rate, your investment would double in approximately 2.6 years.

Historically, 61% of months were positive and 39% were negative. The best month was Dec 2009 with a return of +18.3%, 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 54% 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%	3.43%									7.42%
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 9.96%, beta of 1.44, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since August 07, 2009.

This portfolio captured 186.94% of S&P 500 Index gains and 123.13% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 9.96% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 9.96%

Beta: 1.44

R²: 0.66

Upside Capture: 186.94%

Downside Capture: 123.13%

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 87 for risk / return — in the top 87% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.87	0.88	+0.99
Sortino ratio Return per unit of downside risk	2.56	1.37	+1.20
Omega ratio Gain probability vs. loss probability	1.36	1.21	+0.15
Calmar ratio Return relative to maximum drawdown	3.90	1.39	+2.51
Martin ratio Return relative to average drawdown	15.62	6.43	+9.19
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
INTC Intel Corporation	89	1.94	2.64	1.33	5.32	12.19
ADI Analog Devices, Inc.	85	1.63	2.35	1.34	3.55	10.19
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
QCOM QUALCOMM Incorporated	21	-0.41	-0.35	0.95	-0.48	-1.18
AMD Advanced Micro Devices, Inc.	85	1.73	2.48	1.32	4.02	8.17
STM STMicroelectronics N.V.	71	1.06	1.72	1.24	1.64	3.71
TXN Texas Instruments Incorporated	49	0.32	0.75	1.11	0.44	0.89
SWKS Skyworks Solutions, Inc.	28	-0.25	-0.05	0.99	-0.31	-0.62
MU Micron Technology, Inc.	98	4.84	3.99	1.54	10.37	34.71

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 Apr 3, 2026 (values are recalculated daily):

1-Year: 1.87
5-Year: 0.57
10-Year: 0.99
All Time: 0.86

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 0.98 to 1.66, 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 1.41% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.41%	1.34%	1.45%	1.34%	2.02%	1.23%	1.32%	1.53%	1.92%	1.43%	1.60%	2.04%
Portfolio components:
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%
ADI Analog Devices, Inc.	1.28%	1.46%	1.73%	1.73%	1.85%	1.57%	1.68%	1.82%	2.24%	2.02%	2.31%	2.89%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
NVDA NVIDIA Corporation	0.02%	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	2.81%	2.06%	2.18%	2.18%	2.67%	1.47%	1.69%	2.81%	4.27%	3.50%	3.17%	3.72%
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.	1.05%	1.39%	1.32%	0.48%	0.67%	0.45%	0.50%	0.89%	1.73%	0.98%	2.10%	5.11%
TXN Texas Instruments Incorporated	2.85%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%
SWKS Skyworks Solutions, Inc.	5.13%	4.45%	3.11%	2.31%	2.59%	1.37%	1.23%	1.36%	2.09%	1.26%	1.45%	1.02%
MU Micron Technology, Inc.	0.14%	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 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 6.46%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.28%	Dec 28, 2021	202	Oct 14, 2022	276	Nov 20, 2023	478
-40.17%	Jul 11, 2024	187	Apr 8, 2025	107	Sep 11, 2025	294
-37.34%	Feb 18, 2011	157	Oct 3, 2011	485	Sep 9, 2013	642
-36.77%	Feb 20, 2020	18	Mar 16, 2020	57	Jun 5, 2020	75
-27.23%	Mar 23, 2015	226	Feb 11, 2016	74	May 27, 2016	300

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. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	AMD	INTC	MU	AVGO	NVDA	STM	QCOM	SWKS	TXN	ADI	Portfolio
Benchmark	1.00	0.54	0.62	0.58	0.61	0.61	0.62	0.65	0.62	0.69	0.69	0.76
AMD	0.54	1.00	0.48	0.51	0.47	0.61	0.49	0.48	0.47	0.52	0.55	0.74
INTC	0.62	0.48	1.00	0.54	0.51	0.51	0.52	0.54	0.55	0.63	0.61	0.71
MU	0.58	0.51	0.54	1.00	0.53	0.57	0.52	0.53	0.56	0.59	0.60	0.77
AVGO	0.61	0.47	0.51	0.53	1.00	0.56	0.53	0.55	0.62	0.61	0.62	0.74
NVDA	0.61	0.61	0.51	0.57	0.56	1.00	0.52	0.54	0.54	0.58	0.59	0.77
STM	0.62	0.49	0.52	0.52	0.53	0.52	1.00	0.56	0.59	0.64	0.66	0.75
QCOM	0.65	0.48	0.54	0.53	0.55	0.54	0.56	1.00	0.61	0.64	0.64	0.74
SWKS	0.62	0.47	0.55	0.56	0.62	0.54	0.59	0.61	1.00	0.68	0.70	0.78
TXN	0.69	0.52	0.63	0.59	0.61	0.58	0.64	0.64	0.68	1.00	0.82	0.81
ADI	0.69	0.55	0.61	0.60	0.62	0.59	0.66	0.64	0.70	0.82	1.00	0.82
Portfolio	0.76	0.74	0.71	0.77	0.74	0.77	0.75	0.74	0.78	0.81	0.82	1.00

The correlation results are calculated based on daily price changes starting from Aug 7, 2009

Semiconductor Stocks Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table