Electronics & Semiconductors
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20% |
AMD Advanced Micro Devices, Inc. | Technology | 5% |
ASML ASML Holding N.V. | Technology | 10% |
INTC Intel Corporation | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 5% |
QCOM QUALCOMM Incorporated | Technology | 15% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 15% |
TXN Texas Instruments Incorporated | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Electronics & Semiconductors, 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
The earliest data available for this chart is Jan 22, 1999, corresponding to the inception date of NVDA
Returns By Period
As of Jul 25, 2024, the Electronics & Semiconductors returned 16.65% Year-To-Date and 24.71% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Electronics & Semiconductors | 15.06% | -4.47% | 11.53% | 32.12% | 26.32% | 24.55% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
INTC Intel Corporation | -37.68% | 1.83% | -28.25% | -8.73% | -7.24% | 1.79% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 55.23% | -6.85% | 37.67% | 64.13% | 32.65% | 26.00% |
QCOM QUALCOMM Incorporated | 22.38% | -11.12% | 17.44% | 42.54% | 21.29% | 12.07% |
ASML ASML Holding N.V. | 14.40% | -15.15% | -0.21% | 22.87% | 31.43% | 27.61% |
TXN Texas Instruments Incorporated | 17.41% | 2.10% | 21.97% | 14.44% | 12.11% | 18.61% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.47% | 43.42% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
Monthly Returns
The table below presents the monthly returns of Electronics & Semiconductors, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.86% | 7.08% | 2.99% | -8.25% | 12.36% | 5.49% | 15.06% | ||||||
| 2023 | 15.78% | -3.30% | 14.03% | -5.16% | 8.71% | 5.11% | 3.55% | -5.38% | -5.28% | -1.22% | 15.83% | 9.40% | 60.70% |
| 2022 | -5.41% | -4.19% | 0.82% | -12.20% | 1.79% | -13.56% | 12.36% | -8.51% | -15.18% | 5.43% | 13.55% | -11.58% | -34.86% |
| 2021 | 5.06% | 0.60% | 1.75% | 0.98% | -0.16% | 5.78% | 2.34% | 2.99% | -6.17% | 3.08% | 11.68% | 1.53% | 32.57% |
| 2020 | -0.02% | -6.44% | -7.12% | 13.39% | 5.36% | 8.34% | 10.10% | 11.82% | -2.45% | -3.67% | 14.12% | 6.74% | 58.48% |
| 2019 | 3.56% | 6.15% | 5.66% | 11.62% | -14.18% | 11.14% | 5.20% | -0.58% | 5.92% | 8.01% | 5.04% | 8.11% | 68.02% |
| 2018 | 9.02% | -0.75% | -3.41% | -3.87% | 10.21% | -2.73% | 6.19% | 8.63% | 1.34% | -10.04% | -3.62% | -6.39% | 2.18% |
| 2017 | 0.62% | 5.31% | 3.72% | -1.53% | 5.17% | -3.08% | 4.80% | 2.98% | 2.60% | 9.03% | 3.01% | -0.07% | 37.09% |
| 2016 | -6.80% | 2.19% | 10.03% | -4.91% | 9.23% | 2.19% | 11.41% | 2.49% | 5.12% | -0.98% | 2.02% | 4.31% | 40.71% |
| 2015 | -3.45% | 9.05% | -4.83% | 0.98% | 3.38% | -7.00% | -3.34% | -5.62% | 1.00% | 10.60% | 0.09% | -1.40% | -2.15% |
| 2014 | -5.62% | 4.82% | 5.22% | 1.43% | 3.88% | 4.76% | -0.04% | 5.10% | -2.16% | 3.12% | 6.14% | -2.89% | 25.55% |
| 2013 | 1.82% | -0.27% | 0.44% | 4.65% | 4.38% | -3.50% | 4.58% | 0.00% | 3.71% | 4.41% | 2.11% | 2.48% | 27.40% |
Expense Ratio
Electronics & Semiconductors 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Electronics & Semiconductors is 48, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
INTC Intel Corporation | -0.20 | -0.02 | 1.00 | -0.14 | -0.35 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.86 | 2.59 | 1.32 | 1.65 | 9.23 |
QCOM QUALCOMM Incorporated | 1.30 | 1.76 | 1.24 | 1.03 | 4.68 |
ASML ASML Holding N.V. | 0.73 | 1.17 | 1.15 | 0.77 | 2.74 |
TXN Texas Instruments Incorporated | 0.40 | 0.73 | 1.08 | 0.36 | 1.07 |
AMD Advanced Micro Devices, Inc. | 0.47 | 0.98 | 1.12 | 0.53 | 1.47 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
Dividends
Dividend yield
Electronics & Semiconductors granted a 1.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Electronics & Semiconductors | 1.22% | 1.37% | 2.43% | 1.37% | 1.43% | 1.96% | 2.45% | 1.92% | 2.18% | 2.29% | 1.82% | 2.14% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
INTC Intel Corporation | 1.61% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.28% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
QCOM QUALCOMM Incorporated | 1.85% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
ASML ASML Holding N.V. | 0.76% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
TXN Texas Instruments Incorporated | 2.61% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Electronics & Semiconductors. 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 Electronics & Semiconductors was 73.63%, occurring on Oct 9, 2002. Recovery took 750 trading sessions.
The current Electronics & Semiconductors drawdown is 11.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -73.63% | Mar 28, 2000 | 636 | Oct 9, 2002 | 750 | Sep 30, 2005 | 1386 |
| -54.66% | Nov 7, 2007 | 263 | Nov 20, 2008 | 275 | Dec 24, 2009 | 538 |
| -42.35% | Jan 4, 2022 | 197 | Oct 14, 2022 | 300 | Dec 26, 2023 | 497 |
| -29.72% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -25.49% | Jan 12, 2006 | 132 | Jul 21, 2006 | 119 | Jan 11, 2007 | 251 |
Volatility
Volatility Chart
The current Electronics & Semiconductors volatility is 9.84%, 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.
Diversification
Asset Correlations Table
| AAPL | QCOM | AMD | TSM | NVDA | ASML | INTC | TXN | |
|---|---|---|---|---|---|---|---|---|
| AAPL | 1.00 | 0.44 | 0.41 | 0.42 | 0.43 | 0.46 | 0.49 | 0.47 |
| QCOM | 0.44 | 1.00 | 0.42 | 0.48 | 0.47 | 0.50 | 0.52 | 0.55 |
| AMD | 0.41 | 0.42 | 1.00 | 0.48 | 0.53 | 0.51 | 0.51 | 0.53 |
| TSM | 0.42 | 0.48 | 0.48 | 1.00 | 0.51 | 0.58 | 0.54 | 0.58 |
| NVDA | 0.43 | 0.47 | 0.53 | 0.51 | 1.00 | 0.54 | 0.53 | 0.57 |
| ASML | 0.46 | 0.50 | 0.51 | 0.58 | 0.54 | 1.00 | 0.58 | 0.62 |
| INTC | 0.49 | 0.52 | 0.51 | 0.54 | 0.53 | 0.58 | 1.00 | 0.65 |
| TXN | 0.47 | 0.55 | 0.53 | 0.58 | 0.57 | 0.62 | 0.65 | 1.00 |