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% |
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.
Loading graphics...
The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Apr 15, 2026, the Semiconductor Stocks Portfolio returned 24.18% Year-To-Date and 34.14% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.18% | 5.05% | 1.78% | 4.86% | 28.88% | 18.97% | 10.81% | 12.85% |
Portfolio Semiconductor Stocks Portfolio | 1.87% | 16.35% | 24.18% | 32.40% | 117.19% | 37.56% | 21.98% | 34.14% |
| Portfolio components: | ||||||||
INTC Intel Corporation | -2.10% | 39.41% | 72.93% | 79.09% | 214.18% | 27.04% | 1.53% | 9.79% |
ADI Analog Devices, Inc. | -0.40% | 13.90% | 28.94% | 49.08% | 98.16% | 24.83% | 18.78% | 21.83% |
AVGO Broadcom Inc. | 0.27% | 18.44% | 10.25% | 11.09% | 115.22% | 85.62% | 54.38% | 41.22% |
NVDA NVIDIA Corporation | 3.80% | 9.02% | 5.37% | 9.17% | 77.54% | 94.43% | 64.94% | 71.19% |
QCOM QUALCOMM Incorporated | 1.22% | 2.33% | -21.84% | -16.92% | -2.33% | 5.78% | 1.46% | 13.14% |
AMD Advanced Micro Devices, Inc. | 3.34% | 31.89% | 19.10% | 16.96% | 169.92% | 40.61% | 25.17% | 57.59% |
STM STMicroelectronics N.V. | 1.44% | 24.78% | 58.12% | 45.28% | 102.22% | -6.01% | 1.85% | 23.02% |
TXN Texas Instruments Incorporated | 1.00% | 14.72% | 26.98% | 27.78% | 49.54% | 10.21% | 5.49% | 17.20% |
SWKS Skyworks Solutions, Inc. | 1.38% | 4.64% | -8.58% | -19.43% | 3.57% | -16.81% | -19.17% | -0.54% |
MU Micron Technology, Inc. | 9.17% | 9.32% | 63.22% | 149.14% | 557.24% | 96.01% | 39.53% | 46.22% |
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 +2.30%. At this rate, an investment would double in approximately 2.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +19.6%, 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% | 19.57% | 24.18% | ||||||||
| 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 10.36%, 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 189.16% 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 10.36% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 10.36%
- Beta
- 1.44
- R²
- 0.66
- Upside Capture
- 189.16%
- 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.
Return for Risk
Risk / Return Rank
Semiconductor Stocks Portfolio ranks 92 for risk / return — in the top 92% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.95 | 2.20 | +1.74 |
Sortino ratioReturn per unit of downside risk | 4.50 | 3.07 | +1.44 |
Omega ratioGain probability vs. loss probability | 1.58 | 1.41 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 8.96 | 3.55 | +5.42 |
Martin ratioReturn relative to average drawdown | 33.04 | 16.01 | +17.03 |
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 | 93 | 3.41 | 3.68 | 1.46 | 9.14 | 21.98 |
ADI Analog Devices, Inc. | 93 | 3.35 | 4.27 | 1.55 | 6.26 | 17.84 |
AVGO Broadcom Inc. | 86 | 2.73 | 3.33 | 1.43 | 4.28 | 10.33 |
NVDA NVIDIA Corporation | 82 | 2.25 | 2.81 | 1.35 | 4.09 | 10.23 |
QCOM QUALCOMM Incorporated | 29 | -0.07 | 0.12 | 1.02 | 0.03 | 0.09 |
AMD Advanced Micro Devices, Inc. | 89 | 2.96 | 3.35 | 1.45 | 6.76 | 14.01 |
STM STMicroelectronics N.V. | 80 | 2.17 | 2.67 | 1.37 | 3.27 | 7.47 |
TXN Texas Instruments Incorporated | 66 | 1.45 | 2.08 | 1.29 | 1.49 | 3.15 |
SWKS Skyworks Solutions, Inc. | 35 | 0.11 | 0.38 | 1.05 | 0.31 | 0.62 |
MU Micron Technology, Inc. | 99 | 9.63 | 6.10 | 1.79 | 18.71 | 75.57 |
Loading graphics...
Dividends
Dividend yield
Semiconductor Stocks Portfolio provided a 1.30% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.30% | 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. | 1.17% | 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. | 0.65% | 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 | 2.68% | 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. | 0.88% | 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 | 2.54% | 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. | 4.94% | 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. | 0.11% | 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.
Loading graphics...
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.
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.
Loading graphics...
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
| 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 |
AI Insight on Diversification
The portfolio is moderately diversified within the semiconductor sector but exhibits relatively high correlations among its individual positions, indicating a degree of concentration risk. Most pairwise correlations between stocks range from about 0.47 to 0.82, which is quite elevated and suggests that these stocks tend to move in the same direction under similar market conditions. This high correlation among holdings limits the diversification benefits typically sought in a portfolio.
There are no notably low correlations that would significantly enhance diversification; even the lowest correlations hover around 0.47, which is still moderately strong. This implies that the portfolio is exposed to sector-specific or macroeconomic factors affecting semiconductor stocks broadly, rather than idiosyncratic risks of individual companies.
The portfolio’s correlation with individual positions is quite high, ranging from 0.71 (INTC) to 0.82 (ADI), indicating that the portfolio’s overall performance is closely tied to the movements of these stocks. The highest correlations are with ADI (0.82), TXN (0.81), and MU (0.77), suggesting these positions have a larger influence on the portfolio’s returns, potentially due to their weighting or volatility characteristics.
No single position overwhelmingly dominates the portfolio, but the slightly higher correlations with ADI, TXN, and MU hint at these stocks playing a more significant role in driving portfolio performance. The absence of low or negative correlations means the portfolio lacks strong internal hedges, making it more vulnerable to sector-wide downturns.
In summary, the portfolio is concentrated within a tightly correlated group of semiconductor stocks. While it captures exposure to key players in the industry, it offers limited diversification benefits, which could increase risk during sector-specific shocks. Investors seeking to reduce risk might consider adding assets with lower correlations to the semiconductor sector or diversifying across different industries or asset classes.