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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 5 of 53

0.00%
0.00%0.94%
Dividend Yield

Rank 36 of 53

1.59%
0.00%3.84%
10Y Annualized Return

Rank 1 of 53

29.91%
3.30%29.91%
Sharpe Ratio

Rank 3 of 53

0.15
-1.860.45
Maximum Drawdown

Rank 47 of 53

-37.32%
-48.20%-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 $145,277 for a total return of roughly 1,352.77%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Semiconductor Stocks PortfolioReturns

As of May 17, 2022, the Semiconductor Stocks Portfolio returned -22.86% Year-To-Date and 29.91% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-8.76%-15.91%-14.41%-3.97%10.80%11.90%
Semiconductor Stocks Portfolio-3.07%-22.86%-20.50%4.33%25.76%29.91%
INTC
Intel Corporation
-4.93%-15.05%-13.04%-19.89%6.47%8.26%
ADI
Analog Devices, Inc.
0.60%-9.99%-14.06%7.05%16.49%18.85%
AVGO
Broadcom Inc.
1.54%-11.84%4.82%35.71%23.37%37.95%
NVDA
NVIDIA Corporation
-18.79%-41.29%-43.18%21.30%38.60%50.55%
QCOM
QUALCOMM Incorporated
-2.19%-26.47%-18.17%4.72%22.77%12.00%
AMD
Advanced Micro Devices, Inc.
1.27%-34.51%-36.28%26.34%49.24%31.48%
STM
STMicroelectronics N.V.
5.83%-20.76%-24.30%9.08%18.83%27.14%
TXN
Texas Instruments Incorporated
-2.31%-9.39%-10.16%-5.72%18.51%22.34%
SWKS
Skyworks Solutions, Inc.
-13.37%-33.99%-37.55%-37.51%0.79%16.65%
MU
Micron Technology, Inc.
0.48%-24.24%-8.61%-11.24%19.52%28.14%

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 0.15. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


Semiconductor Stocks Portfolio
Benchmark (^GSPC)
Portfolio components

Semiconductor Stocks PortfolioDividends

Semiconductor Stocks Portfolio granted a 1.59% dividend yield in the last twelve months, as of May 17, 2022.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.59%1.25%1.36%1.62%2.08%1.60%1.85%2.45%2.17%2.31%2.42%2.27%1.49%

Semiconductor Stocks PortfolioDrawdowns Chart

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


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 37.32%, recorded on Oct 3, 2011. It took 486 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.32%Feb 18, 2011157Oct 3, 2011486Sep 9, 2013643
-36.77%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-27.48%Dec 28, 202194May 11, 2022
-27.18%Mar 23, 2015226Feb 11, 201674May 27, 2016300
-26.96%Sep 25, 201863Dec 24, 201868Apr 3, 2019131
-23.66%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 43.82%. 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 (^GSPC)
Portfolio components

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