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Semiconductor Stocks Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


INTC 10%ADI 10%AVGO 10%NVDA 10%QCOM 10%AMD 10%STM 10%TXN 10%SWKS 10%MU 10%EquityEquity
PositionCategory/SectorWeight
INTC
Intel Corporation
Technology

10%

ADI
Analog Devices, Inc.
Technology

10%

AVGO
Broadcom Inc.
Technology

10%

NVDA
NVIDIA Corporation
Technology

10%

QCOM
QUALCOMM Incorporated
Technology

10%

AMD
Advanced Micro Devices, Inc.
Technology

10%

STM
STMicroelectronics N.V.
Technology

10%

TXN
Texas Instruments Incorporated
Technology

10%

SWKS
Skyworks Solutions, Inc.
Technology

10%

MU
Micron Technology, Inc.
Technology

10%

S&P 500

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 Quarterly


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
34.64%
15.73%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Apr 13, 2024, the Semiconductor Stocks Portfolio returned 10.54% Year-To-Date and 29.70% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Semiconductor Stocks Portfolio9.94%-1.13%34.64%47.74%26.53%29.45%
INTC
Intel Corporation
-28.77%-16.30%-1.77%13.48%-7.00%5.71%
ADI
Analog Devices, Inc.
-3.71%-2.52%11.19%2.87%12.87%16.21%
AVGO
Broadcom Inc.
17.92%6.54%46.51%115.74%37.01%39.66%
NVDA
NVIDIA Corporation
78.08%0.40%91.34%229.67%80.47%70.13%
QCOM
QUALCOMM Incorporated
19.03%2.45%56.78%46.22%19.65%10.96%
AMD
Advanced Micro Devices, Inc.
8.76%-16.09%50.59%74.74%42.45%45.94%
STM
STMicroelectronics N.V.
-17.94%-8.28%-5.36%-18.68%18.02%18.71%
TXN
Texas Instruments Incorporated
-1.65%-3.59%9.64%-4.08%10.61%16.91%
SWKS
Skyworks Solutions, Inc.
-9.08%-2.42%7.42%-5.28%4.19%12.74%
MU
Micron Technology, Inc.
43.71%31.52%77.77%96.77%23.74%18.01%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.52%8.38%6.08%
2023-5.66%-5.38%16.54%12.83%

Expense Ratio

The Semiconductor Stocks Portfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Semiconductor Stocks Portfolio
Sharpe ratio
The chart of Sharpe ratio for Semiconductor Stocks Portfolio, currently valued at 1.84, compared to the broader market0.002.004.001.84
Sortino ratio
The chart of Sortino ratio for Semiconductor Stocks Portfolio, currently valued at 2.62, compared to the broader market-2.000.002.004.006.002.62
Omega ratio
The chart of Omega ratio for Semiconductor Stocks Portfolio, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Semiconductor Stocks Portfolio, currently valued at 2.14, compared to the broader market0.002.004.006.008.0010.0012.002.14
Martin ratio
The chart of Martin ratio for Semiconductor Stocks Portfolio, currently valued at 8.15, compared to the broader market0.0010.0020.0030.0040.0050.008.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
INTC
Intel Corporation
0.320.701.090.221.30
ADI
Analog Devices, Inc.
0.100.311.040.120.32
AVGO
Broadcom Inc.
3.194.211.519.3622.81
NVDA
NVIDIA Corporation
4.925.721.6910.9737.33
QCOM
QUALCOMM Incorporated
1.482.001.261.025.02
AMD
Advanced Micro Devices, Inc.
1.542.221.271.495.97
STM
STMicroelectronics N.V.
-0.61-0.710.92-0.65-1.25
TXN
Texas Instruments Incorporated
-0.18-0.090.99-0.16-0.39
SWKS
Skyworks Solutions, Inc.
-0.14-0.001.00-0.08-0.39
MU
Micron Technology, Inc.
2.563.581.422.4113.96

Sharpe Ratio

The current Semiconductor Stocks Portfolio Sharpe ratio is 1.92. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.92

The Sharpe ratio of Semiconductor Stocks Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.84
1.89
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Semiconductor Stocks Portfolio granted a 1.33% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Semiconductor Stocks Portfolio1.33%1.34%2.03%1.23%1.32%1.53%1.92%1.45%1.64%2.05%1.77%1.84%
INTC
Intel Corporation
1.40%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
ADI
Analog Devices, Inc.
1.84%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%
AVGO
Broadcom Inc.
1.50%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
QCOM
QUALCOMM Incorporated
1.87%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
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.
0.58%0.48%0.82%0.45%0.50%0.89%1.73%1.10%2.33%5.11%4.55%4.25%
TXN
Texas Instruments Incorporated
3.05%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
SWKS
Skyworks Solutions, Inc.
2.62%2.31%2.59%1.37%1.23%1.36%2.09%1.26%1.45%1.02%0.48%0.00%
MU
Micron Technology, Inc.
0.38%0.54%0.89%0.21%0.00%0.00%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.18%
-3.66%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

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 43.27%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.

The current Semiconductor Stocks Portfolio drawdown is 6.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.27%Dec 28, 2021202Oct 14, 2022276Nov 20, 2023478
-37.34%Feb 18, 2011157Oct 3, 2011486Sep 9, 2013643
-36.77%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-27.22%Mar 23, 2015226Feb 11, 201674May 27, 2016300
-26.96%Sep 25, 201863Dec 24, 201868Apr 3, 2019131

Volatility

Volatility Chart

The current Semiconductor Stocks Portfolio volatility is 6.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
6.89%
3.44%
Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

AMDMUSTMINTCQCOMAVGONVDASWKSADITXN
AMD1.000.510.490.480.480.470.610.480.550.54
MU0.511.000.530.560.530.530.570.580.610.61
STM0.490.531.000.530.550.550.540.590.650.64
INTC0.480.560.531.000.570.540.540.570.640.67
QCOM0.480.530.550.571.000.570.550.610.620.64
AVGO0.470.530.550.540.571.000.550.660.660.65
NVDA0.610.570.540.540.550.551.000.570.610.62
SWKS0.480.580.590.570.610.660.571.000.700.69
ADI0.550.610.650.640.620.660.610.701.000.81
TXN0.540.610.640.670.640.650.620.690.811.00