SMH
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SMH, 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 May 5, 2000, corresponding to the inception date of SMH
Returns By Period
As of Sep 21, 2024, the SMH returned 36.04% Year-To-Date and 28.40% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| SMH | 36.04% | -5.08% | 4.51% | 70.03% | 35.07% | 28.40% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 36.04% | -5.08% | 4.51% | 70.03% | 35.07% | 28.40% |
Monthly Returns
The table below presents the monthly returns of SMH, 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 | 6.29% | 14.03% | 6.15% | -4.84% | 12.33% | 8.41% | -5.26% | -1.43% | 36.04% | ||||
| 2023 | 16.83% | 0.97% | 9.94% | -6.06% | 16.75% | 5.49% | 5.50% | -2.74% | -7.19% | -4.16% | 15.49% | 9.62% | 73.38% |
| 2022 | -10.81% | -2.63% | 0.61% | -14.80% | 6.41% | -16.70% | 16.41% | -9.53% | -13.73% | 2.21% | 20.35% | -8.84% | -32.77% |
| 2021 | 3.75% | 6.33% | 1.08% | -0.23% | 2.55% | 5.24% | 0.34% | 2.92% | -5.38% | 6.78% | 11.42% | 2.37% | 42.90% |
| 2020 | -2.72% | -4.07% | -11.24% | 14.16% | 5.46% | 8.35% | 8.78% | 5.50% | -0.67% | 0.43% | 19.24% | 6.17% | 56.63% |
| 2019 | 10.67% | 6.98% | 2.90% | 9.33% | -15.50% | 12.17% | 6.27% | -2.28% | 4.12% | 7.02% | 4.25% | 13.08% | 72.21% |
| 2018 | 8.89% | 0.03% | -2.12% | -6.83% | 10.32% | -4.22% | 3.14% | 2.88% | -2.29% | -12.20% | 3.52% | -6.26% | -7.27% |
| 2017 | 3.91% | 2.62% | 4.35% | -0.01% | 7.89% | -4.80% | 4.86% | 3.19% | 5.35% | 8.88% | -1.34% | 0.39% | 40.48% |
| 2016 | -6.68% | 1.43% | 9.22% | -4.76% | 8.46% | 0.19% | 11.38% | 4.27% | 4.92% | -1.73% | 4.09% | 2.45% | 36.64% |
| 2015 | -3.46% | 8.04% | -2.93% | 0.29% | 7.84% | -8.76% | -4.43% | -4.99% | 0.67% | 8.68% | 2.93% | -0.28% | 1.87% |
| 2014 | -2.97% | 6.02% | 4.49% | -2.06% | 3.74% | 6.80% | -1.48% | 5.99% | -1.14% | 0.65% | 8.03% | 0.63% | 31.75% |
| 2013 | 6.09% | 2.39% | 1.17% | 4.28% | 3.35% | -1.57% | 2.31% | -3.68% | 7.38% | 3.23% | 0.02% | 6.37% | 35.49% |
Expense Ratio
SMH features an expense ratio of 0.35%, falling within the medium range. 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 SMH is 35, 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
Dividends
Dividend yield
SMH granted a 0.44% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SMH | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the SMH. 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 SMH was 95.73%, occurring on Nov 20, 2008. Recovery took 3020 trading sessions.
The current SMH drawdown is 15.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -95.73% | Jun 5, 2000 | 2137 | Nov 20, 2008 | 3020 | Nov 16, 2020 | 5157 |
| -45.3% | Dec 28, 2021 | 202 | Oct 14, 2022 | 166 | Jun 14, 2023 | 368 |
| -24.82% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -18.97% | May 8, 2000 | 12 | May 23, 2000 | 7 | Jun 2, 2000 | 19 |
| -15.58% | Feb 17, 2021 | 14 | Mar 8, 2021 | 19 | Apr 5, 2021 | 33 |
Volatility
Volatility Chart
The current SMH volatility is 13.23%, 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.