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Electronics & Semiconductors

Last updated Feb 21, 2024

Asset Allocation


AAPL 20%INTC 20%TSM 15%QCOM 15%ASML 10%TXN 10%AMD 5%NVDA 5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

20%

INTC
Intel Corporation
Technology

20%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

15%

QCOM
QUALCOMM Incorporated
Technology

15%

ASML
ASML Holding N.V.
Technology

10%

TXN
Texas Instruments Incorporated
Technology

10%

AMD
Advanced Micro Devices, Inc.
Technology

5%

NVDA
NVIDIA Corporation
Technology

5%

Performance

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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
28.98%
13.40%
Electronics & Semiconductors
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 22, 1999, corresponding to the inception date of NVDA

Returns

As of Feb 21, 2024, the Electronics & Semiconductors returned 4.61% Year-To-Date and 25.22% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Electronics & Semiconductors4.61%1.16%28.98%44.54%28.78%25.22%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
INTC
Intel Corporation
-11.14%-7.27%36.20%63.50%-0.21%9.18%
TSM
Taiwan Semiconductor Manufacturing Company Limited
20.51%9.75%36.94%41.22%28.98%24.44%
QCOM
QUALCOMM Incorporated
5.07%0.00%40.69%22.16%27.03%10.43%
ASML
ASML Holding N.V.
20.35%20.20%36.76%40.64%39.26%27.34%
TXN
Texas Instruments Incorporated
-3.78%-5.54%-0.95%-4.19%11.92%17.08%
AMD
Advanced Micro Devices, Inc.
12.40%-4.90%56.81%111.07%47.40%46.40%
NVDA
NVIDIA Corporation
40.24%16.74%52.11%224.87%78.45%66.07%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.93%
20233.55%-5.39%-5.29%-1.22%15.83%9.38%

Sharpe Ratio

The current Electronics & Semiconductors Sharpe ratio is 1.90. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.90

The Sharpe ratio of Electronics & Semiconductors 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
1.90
1.75
Electronics & Semiconductors
Benchmark (^GSPC)
Portfolio components

Dividend yield

Electronics & Semiconductors granted a 1.19% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Electronics & Semiconductors1.19%1.30%2.33%1.31%1.37%1.83%2.32%1.91%2.17%2.27%1.81%2.12%
AAPL
Apple Inc.
0.53%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
1.12%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
1.16%1.39%1.93%1.24%1.24%2.76%2.81%2.32%2.61%2.54%1.79%2.30%
QCOM
QUALCOMM Incorporated
2.07%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.
0.61%0.72%1.03%0.42%0.50%1.01%0.92%0.64%0.92%0.73%0.67%0.63%
TXN
Texas Instruments Incorporated
3.12%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%0.29%0.45%1.20%1.70%1.94%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AAPL
Apple Inc.
0.97
INTC
Intel Corporation
1.54
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.29
QCOM
QUALCOMM Incorporated
0.66
ASML
ASML Holding N.V.
1.28
TXN
Texas Instruments Incorporated
-0.20
AMD
Advanced Micro Devices, Inc.
2.35
NVDA
NVIDIA Corporation
4.70

Asset Correlations Table

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

AAPLQCOMAMDTSMNVDAASMLINTCTXN
AAPL1.000.440.410.420.440.460.490.47
QCOM0.441.000.420.470.470.500.520.55
AMD0.410.421.000.480.540.500.510.53
TSM0.420.470.481.000.500.580.540.58
NVDA0.440.470.540.501.000.540.530.57
ASML0.460.500.500.580.541.000.590.62
INTC0.490.520.510.540.530.591.000.66
TXN0.470.550.530.580.570.620.661.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.88%
-1.08%
Electronics & Semiconductors
Benchmark (^GSPC)
Portfolio components

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 1.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.63%Mar 28, 2000636Oct 9, 2002750Sep 30, 20051386
-54.64%Nov 7, 2007263Nov 20, 2008275Dec 24, 2009538
-42.39%Jan 4, 2022197Oct 14, 2022300Dec 26, 2023497
-29.74%Feb 20, 202022Mar 20, 202053Jun 5, 202075
-25.5%Jan 12, 2006132Jul 21, 2006119Jan 11, 2007251

Volatility Chart

The current Electronics & Semiconductors volatility is 5.60%, 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%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
5.60%
3.37%
Electronics & Semiconductors
Benchmark (^GSPC)
Portfolio components
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