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Semiconductor Stocks Portfolio

Last updated Aug 13, 2022

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 7 of 54

0.00%
0.00%0.94%
Dividend Yield

Rank 35 of 54

1.61%
0.00%4.34%
10Y Annualized Return

Rank 3 of 54

27.94%
4.13%64.70%
Sharpe Ratio

Rank 2 of 54

-0.06
-0.980.14
Maximum Drawdown

Rank 48 of 54

-41.00%
-91.88%-17.74%

Semiconductor Stocks PortfolioAsset Allocation


Semiconductor Stocks PortfolioPerformance

The chart shows the growth of $10,000 invested in Semiconductor Stocks Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $151,284 for a total return of roughly 1,412.84%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-30.00%-20.00%-10.00%0.00%10.00%MarchAprilMayJuneJulyAugust
-8.78%
-2.76%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Semiconductor Stocks PortfolioReturns

As of Aug 13, 2022, the Semiconductor Stocks Portfolio returned -24.58% Year-To-Date and 27.94% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.81%
Semiconductor Stocks Portfolio17.63%-12.84%-19.80%-5.98%26.75%29.31%
INTC
Intel Corporation
-1.95%-24.74%-28.05%-31.09%2.80%6.17%
ADI
Analog Devices, Inc.
21.08%11.94%2.96%7.02%20.44%18.83%
AVGO
Broadcom Inc.
15.97%-4.18%-14.85%18.79%22.06%34.96%
NVDA
NVIDIA Corporation
24.05%-27.52%-36.36%-4.96%37.18%49.37%
QCOM
QUALCOMM Incorporated
13.79%-12.26%-16.49%5.00%27.20%12.45%
AMD
Advanced Micro Devices, Inc.
32.05%-19.83%-29.93%-6.36%52.54%37.27%
STM
STMicroelectronics N.V.
24.43%-15.06%-20.45%-8.74%19.58%24.11%
TXN
Texas Instruments Incorporated
20.81%10.08%0.34%0.41%21.21%23.43%
SWKS
Skyworks Solutions, Inc.
17.51%-18.71%-26.20%-37.63%3.47%15.83%
MU
Micron Technology, Inc.
9.90%-28.31%-29.94%-12.81%18.50%25.60%

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 -0.06. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.14
-0.20
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Semiconductor Stocks PortfolioDividends

Semiconductor Stocks Portfolio granted a 1.61% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.61%1.25%1.37%1.63%2.09%1.62%1.87%2.47%2.19%2.35%2.44%2.28%1.50%

Semiconductor Stocks PortfolioDrawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-21.71%
-10.77%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
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 486 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.31%Feb 18, 2011157Oct 3, 2011486Sep 9, 2013643
-36.77%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-36.29%Dec 28, 2021129Jul 1, 2022
-27.17%Mar 23, 2015226Feb 11, 201674May 27, 2016300
-26.96%Sep 25, 201863Dec 24, 201868Apr 3, 2019131
-23.64%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

Semiconductor Stocks PortfolioVolatility Chart

Current Semiconductor Stocks Portfolio volatility is 32.62%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%MarchAprilMayJuneJulyAugust
37.56%
16.68%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

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