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Semiconductor Stocks Portfolio

Last updated Mar 25, 2023

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 55

0.00%
0.00%0.94%
Dividend Yield

Rank 36 of 55

2.21%
0.00%4.38%
10Y Annualized Return

Rank 3 of 55

29.88%
2.63%52.74%
Sharpe Ratio

Rank 3 of 55

-0.08
-0.920.71
Maximum Drawdown

Rank 33 of 55

-43.28%
-82.98%-16.15%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Semiconductor Stocks Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $213,559 for a total return of roughly 2,035.59%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2023FebruaryMarch
2,035.59%
298.92%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 25, 2023, the Semiconductor Stocks Portfolio returned 28.70% Year-To-Date and 29.88% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.19%3.59%7.70%-12.45%8.78%9.76%
Semiconductor Stocks Portfolio7.72%27.15%32.79%-8.56%22.62%29.50%
INTC
Intel Corporation
16.07%11.75%8.77%-41.20%-8.04%6.09%
ADI
Analog Devices, Inc.
1.00%13.17%31.38%13.64%17.46%17.47%
AVGO
Broadcom Inc.
9.28%12.92%35.83%2.92%25.08%36.77%
NVDA
NVIDIA Corporation
13.95%81.58%112.07%-4.10%36.64%56.77%
QCOM
QUALCOMM Incorporated
0.01%13.11%3.27%-19.91%20.97%9.44%
AMD
Advanced Micro Devices, Inc.
23.72%49.16%42.16%-19.27%57.51%43.91%
STM
STMicroelectronics N.V.
3.82%38.52%48.33%11.28%17.61%23.26%
TXN
Texas Instruments Incorporated
4.68%7.92%11.43%-1.49%14.62%20.65%
SWKS
Skyworks Solutions, Inc.
1.44%24.81%21.36%-16.08%4.00%19.41%
MU
Micron Technology, Inc.
2.77%19.63%19.87%-22.85%2.89%19.77%

Sharpe 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 -0.08. 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.


-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.23
-0.52
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Semiconductor Stocks Portfolio granted a 2.24% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.24%2.03%1.27%1.39%1.66%2.13%1.65%1.91%2.51%2.22%2.38%2.48%

Drawdowns Chart

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


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-18.02%
-17.08%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Worst 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 43.28%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.28%Dec 28, 2021202Oct 14, 2022
-37.31%Feb 18, 2011157Oct 3, 2011486Sep 9, 2013643
-36.77%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-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
-15.4%Jan 11, 201018Feb 4, 201040Apr 5, 201058
-15.16%Sep 16, 200935Nov 3, 200921Dec 3, 200956

Volatility Chart

Current Semiconductor Stocks Portfolio volatility is 22.05%. 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%NovemberDecember2023FebruaryMarch
27.56%
17.88%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components