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Halvledare
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Halvledare

Last updated Sep 7, 2024

Asset Allocation

NVDA 15%ASML.AS 15%TSM 15%QCOM 10%AMD 10%AVGO 8%AMAT 4%MU 4%ARM 3.5%ASM.AS 3.2%KLAC 3.2%BESI.AS 3.1%SNPS 3%CDNS 3%EquityEquity
PositionCategory/SectorWeight
AMAT
Applied Materials, Inc.		Technology
4%
AMD
Advanced Micro Devices, Inc.		Technology
10%
ARM
Arm Holdings plc American Depositary Shares		Technology
3.50%
ASM.AS
ASM International NV		Technology
3.20%
ASML.AS
ASML Holding NV		Technology
15%
AVGO
Broadcom Inc.		Technology
8%
BESI.AS
BE Semiconductor Industries NV		Technology
3.10%
CDNS
Cadence Design Systems, Inc.		Technology
3%
KLAC
KLA Corporation		Technology
3.20%
MU
Micron Technology, Inc.		Technology
4%
NVDA
NVIDIA Corporation		Technology
15%
QCOM
QUALCOMM Incorporated		Technology
10%
SNPS
Synopsys, Inc.		Technology
3%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
15%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Halvledare, 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%AprilMayJuneJulyAugustSeptember
-7.70%
5.56%
Halvledare
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of ARM

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.39%4.02%5.56%21.51%12.69%10.55%
Halvledare26.21%-5.60%-7.70%N/AN/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		107.67%-2.04%17.49%122.43%87.62%71.69%
AVGO
Broadcom Inc.		23.64%-6.00%5.46%62.66%40.59%35.73%
ASML.AS
ASML Holding NV		0.90%-12.98%-24.97%15.70%26.30%25.36%
AMAT
Applied Materials, Inc.		8.41%-8.12%-14.67%18.79%29.67%24.42%
MU
Micron Technology, Inc.		1.40%-6.18%-11.35%24.23%12.47%10.68%
QCOM
QUALCOMM Incorporated		10.95%-3.60%-6.40%51.78%17.80%10.83%
TSM
Taiwan Semiconductor Manufacturing Company Limited		51.87%-4.70%7.91%77.17%31.89%25.41%
AMD
Advanced Micro Devices, Inc.		-8.86%-1.45%-35.22%26.04%34.53%41.93%
SNPS
Synopsys, Inc.		-9.89%-9.91%-18.79%1.28%26.15%27.51%
CDNS
Cadence Design Systems, Inc.		-9.12%-7.88%-19.79%2.51%28.79%30.11%
ARM
Arm Holdings plc American Depositary Shares		56.08%-0.96%-10.79%N/AN/AN/A
ASM.AS
ASM International NV		14.58%-3.73%-5.90%22.39%46.25%35.97%
KLAC
KLA Corporation		21.64%-6.41%0.90%42.61%37.88%29.97%
BESI.AS
BE Semiconductor Industries NV		-22.36%-6.06%-28.42%1.92%33.92%36.56%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20249.75%16.97%4.26%-5.02%12.26%10.11%-8.17%-0.63%26.21%
2023-4.64%-1.58%16.44%10.62%20.89%

Expense Ratio

Halvledare 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

Risk-Adjusted Performance Rank

The current rank of Halvledare is 58, 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.

The Risk-Adjusted Performance Rank of Halvledare is 5858
Halvledare
The Sharpe Ratio Rank of Halvledare is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of Halvledare is 4848Sortino Ratio Rank
The Omega Ratio Rank of Halvledare is 5858Omega Ratio Rank
The Calmar Ratio Rank of Halvledare is 7979Calmar Ratio Rank
The Martin Ratio Rank of Halvledare is 4343Martin 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.

Halvledare
Sharpe ratio
The chart of Sharpe ratio for Halvledare, currently valued at 1.73, compared to the broader market-1.000.001.002.003.001.73
Sortino ratio
The chart of Sortino ratio for Halvledare, currently valued at 2.22, compared to the broader market-2.000.002.004.002.22
Omega ratio
The chart of Omega ratio for Halvledare, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.30
Calmar ratio
The chart of Calmar ratio for Halvledare, currently valued at 2.26, compared to the broader market0.002.004.006.002.26
Martin ratio
The chart of Martin ratio for Halvledare, currently valued at 7.15, compared to the broader market0.005.0010.0015.0020.0025.0030.007.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.28, compared to the broader market-2.000.002.004.002.28
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.002.004.006.001.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.96, compared to the broader market0.005.0010.0015.0020.0025.0030.007.96
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		2.643.061.394.9716.55
AVGO
Broadcom Inc.		1.442.081.272.528.16
ASML.AS
ASML Holding NV		0.751.211.160.882.95
AMAT
Applied Materials, Inc.		0.701.171.160.872.88
MU
Micron Technology, Inc.		0.561.071.130.551.67
QCOM
QUALCOMM Incorporated		1.181.671.231.374.13
TSM
Taiwan Semiconductor Manufacturing Company Limited		2.122.791.363.4511.95
AMD
Advanced Micro Devices, Inc.		0.681.231.160.831.76
SNPS
Synopsys, Inc.		0.080.341.040.110.33
CDNS
Cadence Design Systems, Inc.		0.190.491.060.240.64
ARM
Arm Holdings plc American Depositary Shares		1.062.041.262.195.34
ASM.AS
ASM International NV		1.111.591.231.645.23
KLAC
KLA Corporation		1.431.921.262.558.73
BESI.AS
BE Semiconductor Industries NV		0.370.771.110.430.99

Sharpe Ratio

The current Halvledare Sharpe ratio is 1.73. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 1.91, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Halvledare with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.73
1.73
Halvledare
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Halvledare granted a 0.82% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Halvledare0.82%0.92%1.42%0.79%0.92%1.63%2.54%1.27%1.40%1.71%2.03%2.23%
Portfolio components:
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%
AVGO
Broadcom Inc.		1.49%1.71%3.02%2.24%3.05%3.54%4.48%2.57%2.33%2.09%2.42%3.74%
ASML.AS
ASML Holding NV		0.91%0.87%1.28%0.47%0.64%1.19%1.02%0.83%0.98%0.85%0.68%0.78%
AMAT
Applied Materials, Inc.		0.82%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
MU
Micron Technology, Inc.		0.53%0.54%0.89%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCOM
QUALCOMM Incorporated		2.09%2.18%2.67%1.47%1.69%2.81%4.27%3.50%3.17%3.72%2.17%1.75%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.31%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
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%
SNPS
Synopsys, 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%
CDNS
Cadence Design Systems, 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%
ARM
Arm Holdings plc American Depositary Shares		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASM.AS
ASM International NV		0.52%0.53%1.06%0.51%0.28%2.00%13.26%1.24%1.64%1.66%1.42%19.83%
KLAC
KLA Corporation		0.83%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%26.17%2.64%
BESI.AS
BE Semiconductor Industries NV		2.07%2.09%5.89%2.27%2.04%4.85%12.56%1.99%3.16%8.08%1.78%6.33%

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-25.63%
-4.57%
Halvledare
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Halvledare. 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 Halvledare was 25.63%, occurring on Sep 6, 2024. The portfolio has not yet recovered.

The current Halvledare drawdown is 25.63%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.63%Jul 11, 202442Sep 6, 2024———
-16.48%Mar 8, 202430Apr 19, 202424May 23, 202454
-7.72%Jun 19, 20244Jun 24, 202412Jul 10, 202416
-7.71%Oct 13, 202310Oct 26, 20236Nov 3, 202316
-7.62%Sep 15, 20238Sep 26, 202312Oct 12, 202320

Volatility

Volatility Chart

The current Halvledare volatility is 11.56%, 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.

0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
11.56%
4.88%
Halvledare
Benchmark (^GSPC)
Portfolio components

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.
BESI.ASASM.ASARMAMDASML.ASNVDAMUCDNSQCOMSNPSAVGOTSMKLACAMAT
BESI.AS1.000.730.400.370.730.330.410.410.410.430.380.470.470.53
ASM.AS0.731.000.430.390.790.370.440.440.410.480.410.490.470.53
ARM0.400.431.000.410.490.520.500.480.600.510.550.590.570.58
AMD0.370.390.411.000.470.560.510.530.560.530.560.560.630.61
ASML.AS0.730.790.490.471.000.440.490.510.480.550.470.550.580.59
NVDA0.330.370.520.560.441.000.630.600.560.630.700.670.650.64
MU0.410.440.500.510.490.631.000.580.620.580.650.620.650.67
CDNS0.410.440.480.530.510.600.581.000.580.870.660.610.660.67
QCOM0.410.410.600.560.480.560.620.581.000.570.660.690.770.74
SNPS0.430.480.510.530.550.630.580.870.571.000.680.620.650.68
AVGO0.380.410.550.560.470.700.650.660.660.681.000.710.780.75
TSM0.470.490.590.560.550.670.620.610.690.620.711.000.720.69
KLAC0.470.470.570.630.580.650.650.660.770.650.780.721.000.91
AMAT0.530.530.580.610.590.640.670.670.740.680.750.690.911.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2023