SEMICONDUCTORS AND MORE

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

SEMICONDUCTORS AND MORE

Currency in USD · Last updated May 28, 2025

SAFE LOW DEBT SEMICONDUCTOR STOCKS

Plus some others

Plus, if you don't mind, bitcoin

Low debt to equity ratios

Asset Allocation

Position	Category/Sector	Target Weight
ACGL Arch Capital Group Ltd.	Financial Services	10%
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	-50%
BLK BlackRock, Inc.	Financial Services	10%
BRK-B Berkshire Hathaway Inc.	Financial Services	10%
BTAL AGFiQ US Market Neutral Anti-Beta Fund	Long-Short	25%
BTC-USD Bitcoin		10%
COST Costco Wholesale Corporation	Consumer Defensive	10%
EG Everest Group Ltd	Financial Services	10%
GLD SPDR Gold Trust	Precious Metals, Gold	30%
JKHY Jack Henry & Associates, Inc.	Technology	10%
NVDA NVIDIA Corporation	Technology	15%
PGR The Progressive Corporation	Financial Services	10%
SOXL Direxion Daily Semiconductor Bull 3x Shares	Leveraged Equities, Leveraged	-10%
SPGI S&P Global Inc.	Financial Services	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 13, 2011, corresponding to the inception date of BTAL

Returns By Period

As of May 28, 2025, the SEMICONDUCTORS AND MORE returned 19.20% Year-To-Date and 37.71% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.12%	6.51%	-1.84%	10.98%	14.10%	10.82%
SEMICONDUCTORS AND MORE	18.24%	2.28%	13.24%	47.65%	36.13%	37.61%
Portfolio components:
NVDA NVIDIA Corporation	0.40%	23.99%	-0.38%	18.40%	72.44%	73.62%
BRK-B Berkshire Hathaway Inc.	10.99%	-5.24%	4.15%	24.56%	22.07%	13.38%
SPGI S&P Global Inc.	3.08%	6.90%	-1.82%	19.79%	10.41%	18.45%
BLK BlackRock, Inc.	-4.73%	6.30%	-3.73%	28.82%	15.74%	13.14%
ACGL Arch Capital Group Ltd.	0.68%	1.96%	-7.70%	-4.37%	28.22%	16.43%
JKHY Jack Henry & Associates, Inc.	4.22%	7.09%	5.35%	13.09%	1.29%	12.14%
EG Everest Group Ltd	-6.35%	-4.92%	-12.74%	-11.25%	13.55%	8.75%
BIL SPDR Barclays 1-3 Month T-Bill ETF	1.67%	0.33%	2.10%	4.73%	2.60%	1.79%
GLD SPDR Gold Trust	25.47%	-1.70%	24.77%	39.24%	13.27%	10.30%
BTAL AGFiQ US Market Neutral Anti-Beta Fund	3.68%	-4.10%	4.64%	3.98%	-3.28%	1.13%
BTC-USD Bitcoin	16.66%	14.76%	13.58%	59.59%	62.23%	85.75%
COST Costco Wholesale Corporation	10.84%	3.67%	5.62%	25.24%	28.96%	23.83%
PGR The Progressive Corporation	17.96%	2.76%	5.92%	37.88%	31.58%	29.17%
SOXL Direxion Daily Semiconductor Bull 3x Shares	-37.41%	38.65%	-36.47%	-68.13%	11.27%	21.00%

*Annualized

Monthly Returns

The table below presents the monthly returns of SEMICONDUCTORS AND MORE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.99%	4.96%	4.56%	3.36%	1.21%								18.24%
2024	9.30%	8.12%	8.25%	-1.40%	7.36%	0.89%	5.47%	7.74%	2.33%	2.66%	7.93%	-4.73%	67.68%
2023	8.78%	0.44%	4.98%	6.60%	-3.92%	3.99%	0.74%	1.63%	-0.42%	8.33%	4.86%	-3.55%	36.44%
2022	-1.38%	1.99%	9.03%	-7.49%	-2.22%	-3.62%	1.79%	-2.86%	-5.68%	12.80%	3.96%	-0.29%	4.27%
2021	-5.59%	1.73%	9.77%	8.93%	-0.59%	1.16%	4.36%	6.26%	-6.11%	11.78%	-1.44%	1.93%	35.03%
2020	10.48%	-3.86%	-3.24%	5.69%	9.27%	-0.77%	11.07%	3.73%	-3.62%	-0.83%	2.31%	10.16%	46.19%
2019	2.60%	3.39%	3.20%	4.59%	8.34%	11.17%	0.28%	5.20%	-1.14%	2.10%	-0.44%	-1.08%	44.61%
2018	2.05%	-0.14%	-0.40%	2.37%	-2.98%	-0.83%	3.14%	4.19%	0.56%	-3.17%	-6.27%	-4.18%	-6.05%
2017	2.65%	6.26%	-1.98%	5.40%	15.99%	1.54%	5.23%	7.38%	-3.21%	6.32%	11.11%	8.43%	85.92%
2016	-0.12%	7.66%	3.52%	1.93%	3.65%	8.60%	1.01%	-1.16%	-0.94%	0.83%	2.57%	7.69%	40.67%
2015	-0.47%	2.49%	0.46%	-1.36%	-1.83%	0.86%	5.21%	-0.62%	2.31%	8.01%	2.19%	3.28%	22.06%
2014	-3.18%	1.54%	-3.05%	1.83%	4.09%	0.25%	-3.34%	1.18%	-3.07%	3.05%	3.92%	-1.33%	1.45%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

SEMICONDUCTORS AND MORE has an expense ratio of 0.48%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

BTAL

AGFiQ US Market Neutral Anti-Beta Fund

GLD

SPDR Gold Trust

BIL

SPDR Barclays 1-3 Month T-Bill ETF

SOXL

Direxion Daily Semiconductor Bull 3x Shares

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 95, SEMICONDUCTORS AND MORE is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	0.30	0.89	1.12	0.16	1.37
BRK-B Berkshire Hathaway Inc.	1.24	1.04	1.15	0.37	3.82
SPGI S&P Global Inc.	0.97	0.01	1.00	0.95	-0.40
BLK BlackRock, Inc.	1.21	0.55	1.08	0.05	0.80
ACGL Arch Capital Group Ltd.	-0.14	-0.70	0.91	-0.18	-1.25
JKHY Jack Henry & Associates, Inc.	0.65	0.53	1.08	0.05	0.99
EG Everest Group Ltd	-0.40	-0.68	0.90	-0.58	-1.49
BIL SPDR Barclays 1-3 Month T-Bill ETF	16.80	229.40	132.58	56.69	4,477.20
GLD SPDR Gold Trust	2.27	2.98	1.38	1.85	12.00
BTAL AGFiQ US Market Neutral Anti-Beta Fund	0.20	0.32	1.04	0.01	0.43
BTC-USD Bitcoin	1.23	3.01	1.32	2.26	10.86
COST Costco Wholesale Corporation	1.20	1.26	1.17	0.30	2.81
PGR The Progressive Corporation	1.60	0.97	1.14	0.32	2.75
SOXL Direxion Daily Semiconductor Bull 3x Shares	-0.51	-0.25	0.97	-0.73	-1.51

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SEMICONDUCTORS AND MORE Sharpe ratios as of May 28, 2025 (values are recalculated daily):

1-Year: 2.96
5-Year: 2.36
10-Year: 2.22
All Time: 2.06

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.55 to 1.08, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of SEMICONDUCTORS AND MORE compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

SEMICONDUCTORS AND MORE provided a -0.21% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	-0.21%	-0.50%	-0.01%	0.27%	1.26%	1.12%	0.34%	0.28%	0.92%	0.63%	1.54%	1.59%
Portfolio components:
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
BRK-B Berkshire Hathaway 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%
SPGI S&P Global Inc.	0.91%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%	1.35%
BLK BlackRock, Inc.	2.11%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.06%	1.95%	2.41%	2.56%	2.16%
ACGL Arch Capital Group Ltd.	5.38%	5.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JKHY Jack Henry & Associates, Inc.	1.24%	1.25%	1.27%	1.12%	1.10%	1.06%	1.10%	1.17%	1.06%	1.26%	1.28%	1.42%
EG Everest Group Ltd	2.98%	2.14%	1.92%	1.96%	2.26%	2.65%	2.08%	2.43%	2.28%	2.17%	2.18%	1.88%
BIL SPDR Barclays 1-3 Month T-Bill ETF	4.68%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%	0.00%
GLD SPDR Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BTAL AGFiQ US Market Neutral Anti-Beta Fund	3.37%	3.49%	6.14%	1.00%	0.00%	0.00%	0.88%	0.39%	0.00%	0.00%	0.00%	0.00%
BTC-USD Bitcoin	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
PGR The Progressive Corporation	1.77%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
SOXL Direxion Daily Semiconductor Bull 3x Shares	2.06%	1.18%	0.51%	1.08%	0.04%	0.05%	0.38%	1.30%	0.09%	4.84%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the SEMICONDUCTORS AND MORE. 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 SEMICONDUCTORS AND MORE was 27.41%, occurring on Dec 18, 2013. Recovery took 685 trading sessions.

The current SEMICONDUCTORS AND MORE drawdown is 0.07%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.41%	Dec 5, 2013	14	Dec 18, 2013	685	Nov 3, 2015	699
-24.6%	Feb 19, 2020	34	Mar 23, 2020	67	May 29, 2020	101
-20.89%	Apr 8, 2022	172	Sep 26, 2022	120	Jan 24, 2023	292
-19.62%	Apr 11, 2013	86	Jul 5, 2013	110	Oct 23, 2013	196
-18.88%	Dec 17, 2017	374	Dec 25, 2018	137	May 11, 2019	511

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 1.90, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

	^GSPC	BIL	GLD	BTC-USD	BTAL	COST	EG	PGR	NVDA	ACGL	JKHY	SPGI	SOXL	BRK-B	BLK	Portfolio
^GSPC	1.00	-0.01	0.04	0.14	-0.51	0.56	0.44	0.48	0.61	0.47	0.57	0.67	0.78	0.71	0.76	0.41
BIL	-0.01	1.00	0.02	-0.00	0.03	0.04	-0.00	0.03	0.03	-0.00	-0.00	0.02	0.01	0.00	-0.02	0.01
GLD	0.04	0.02	1.00	0.06	0.02	0.02	0.01	-0.01	0.02	0.00	0.02	0.01	0.03	-0.02	0.02	0.26
BTC-USD	0.14	-0.00	0.06	1.00	-0.10	0.08	0.04	0.02	0.10	0.04	0.04	0.07	0.11	0.06	0.08	0.58
BTAL	-0.51	0.03	0.02	-0.10	1.00	-0.15	-0.16	-0.11	-0.32	-0.15	-0.18	-0.27	-0.44	-0.30	-0.41	0.04
COST	0.56	0.04	0.02	0.08	-0.15	1.00	0.23	0.29	0.31	0.25	0.35	0.39	0.37	0.37	0.38	0.33
EG	0.44	-0.00	0.01	0.04	-0.16	0.23	1.00	0.45	0.18	0.63	0.32	0.30	0.26	0.48	0.37	0.39
PGR	0.48	0.03	-0.01	0.02	-0.11	0.29	0.45	1.00	0.19	0.45	0.35	0.35	0.27	0.49	0.39	0.40
NVDA	0.61	0.03	0.02	0.10	-0.32	0.31	0.18	0.19	1.00	0.18	0.32	0.38	0.73	0.29	0.39	0.26
ACGL	0.47	-0.00	0.00	0.04	-0.15	0.25	0.63	0.45	0.18	1.00	0.33	0.33	0.26	0.49	0.37	0.41
JKHY	0.57	-0.00	0.02	0.04	-0.18	0.35	0.32	0.35	0.32	0.33	1.00	0.46	0.39	0.42	0.43	0.36
SPGI	0.67	0.02	0.01	0.07	-0.27	0.39	0.30	0.35	0.38	0.33	0.46	1.00	0.47	0.49	0.53	0.37
SOXL	0.78	0.01	0.03	0.11	-0.44	0.37	0.26	0.27	0.73	0.26	0.39	0.47	1.00	0.42	0.53	0.14
BRK-B	0.71	0.00	-0.02	0.06	-0.30	0.37	0.48	0.49	0.29	0.49	0.42	0.49	0.42	1.00	0.60	0.39
BLK	0.76	-0.02	0.02	0.08	-0.41	0.38	0.37	0.39	0.39	0.37	0.43	0.53	0.53	0.60	1.00	0.33
Portfolio	0.41	0.01	0.26	0.58	0.04	0.33	0.39	0.40	0.26	0.41	0.36	0.37	0.14	0.39	0.33	1.00

The correlation results are calculated based on daily price changes starting from Sep 14, 2011

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

SEMICONDUCTORS AND MORE

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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