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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.

Expense Ratio

Rank 8 of 53

0.00%
0.00%0.94%
Dividend Yield

Rank 37 of 53

1.27%
0.00%2.83%
10Y Annualized Return

Rank 4 of 53

34.18%
4.75%39.53%
Sharpe Ratio

Rank 29 of 53

1.62
0.432.39
Maximum Drawdown

Rank 52 of 53

-37.31%
-38.24%-10.21%

Semiconductor Stocks PortfolioAsset Allocation


Semiconductor Stocks PortfolioPerformance

The chart shows the growth of $10,000 invested in Semiconductor Stocks Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $183,523 for a total return of roughly 1,735.23%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Semiconductor Stocks Portfolio
Benchmark (S&P 500)
Portfolio components

Semiconductor Stocks PortfolioReturns

As of Nov 27, 2021, the Semiconductor Stocks Portfolio returned 34.38% Year-To-Date and 34.18% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark0.43%9.37%22.33%26.59%15.74%14.46%
Semiconductor Stocks Portfolio11.22%24.96%34.38%43.94%38.93%34.18%
INTC
Intel Corporation
1.74%-14.36%0.45%6.37%9.36%10.82%
ADI
Analog Devices, Inc.
-1.05%9.52%22.03%33.19%21.58%21.39%
AVGO
Broadcom Inc.
2.38%18.65%27.72%44.31%29.85%37.89%
NVDA
NVIDIA Corporation
27.45%103.49%141.49%138.28%68.51%57.37%
QCOM
QUALCOMM Incorporated
33.20%32.79%17.04%24.29%24.79%15.71%
AMD
Advanced Micro Devices, Inc.
25.93%97.41%68.80%78.54%77.65%40.21%
STM
STMicroelectronics N.V.
6.26%28.97%28.63%25.86%38.63%26.89%
TXN
Texas Instruments Incorporated
-3.84%0.71%17.40%22.26%23.60%23.95%
SWKS
Skyworks Solutions, Inc.
-6.89%-10.18%0.97%13.54%16.39%28.08%
MU
Micron Technology, Inc.
21.00%-0.47%11.12%31.70%32.96%31.04%

Semiconductor Stocks PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Semiconductor Stocks Portfolio Sharpe ratio is 1.62. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


Semiconductor Stocks Portfolio
Benchmark (S&P 500)
Portfolio components

Semiconductor Stocks PortfolioDividends

Semiconductor Stocks Portfolio granted a 1.27% dividend yield in the last twelve months, as of Nov 27, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

1.27%1.32%1.53%2.06%1.44%1.64%2.13%1.84%1.89%1.90%1.70%1.08%

Semiconductor Stocks PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


Semiconductor Stocks Portfolio
Benchmark (S&P 500)
Portfolio components

Semiconductor Stocks PortfolioWorst 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 37.31%, recorded on Oct 3, 2011. It took 485 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.31%Feb 18, 2011157Oct 3, 2011485Sep 9, 2013642
-36.77%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-27.18%Mar 23, 2015226Feb 11, 201674May 27, 2016300
-26.96%Sep 25, 201863Dec 24, 201868Apr 3, 2019131
-23.63%Apr 16, 201096Aug 31, 201046Nov 4, 2010142
-19.79%Apr 25, 201926May 31, 201937Jul 24, 201963
-17.16%Sep 9, 201425Oct 13, 201432Nov 26, 201457
-15.45%Jan 11, 201018Feb 4, 201046Apr 13, 201064
-13.7%Feb 17, 202114Mar 8, 202122Apr 8, 202136
-13.58%Mar 13, 201830Apr 24, 201823May 25, 201853

Semiconductor Stocks PortfolioVolatility Chart

Current Semiconductor Stocks Portfolio volatility is 17.26%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


Semiconductor Stocks Portfolio
Benchmark (S&P 500)
Portfolio components

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