Halvledare
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMAT Applied Materials, Inc. | Technology | 5% |
AMD Advanced Micro Devices, Inc. | Technology | 15% |
ASML.AS ASML Holding NV | Technology | 15% |
AVGO Broadcom Inc. | Technology | 10% |
MU Micron Technology, Inc. | Technology | 5% |
NVDA NVIDIA Corporation | Technology | 20% |
QCOM QUALCOMM Incorporated | Technology | 10% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 17% |
TXN Texas Instruments Incorporated | Technology | 3% |
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
The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Jul 22, 2024, the Halvledare returned 49.89% Year-To-Date and 41.32% 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 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| Halvledare | 54.35% | -5.37% | 40.02% | 80.36% | 46.31% | 41.94% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 147.58% | -3.14% | 104.78% | 174.87% | 92.23% | 73.92% |
AVGO Broadcom Inc. | 47.81% | -0.95% | 34.54% | 84.84% | 43.51% | 40.22% |
ASML.AS ASML Holding NV | 24.64% | -9.31% | 22.21% | 38.34% | 32.45% | 27.56% |
AMAT Applied Materials, Inc. | 36.01% | -6.69% | 31.95% | 60.01% | 34.39% | 27.25% |
MU Micron Technology, Inc. | 34.12% | -18.05% | 30.77% | 75.33% | 18.99% | 12.96% |
QCOM QUALCOMM Incorporated | 34.92% | -9.02% | 27.12% | 59.36% | 22.95% | 12.70% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 64.46% | -2.38% | 49.87% | 75.84% | 33.06% | 26.07% |
TXN Texas Instruments Incorporated | 18.09% | 1.41% | 15.46% | 11.24% | 12.04% | 18.21% |
AMD Advanced Micro Devices, Inc. | 4.47% | -4.48% | -8.56% | 39.23% | 34.55% | 43.69% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 11.38% | 15.39% | 6.25% | -4.43% | 12.79% | 8.97% | 54.35% | ||||||
| 2023 | 21.08% | 2.32% | 12.95% | -5.36% | 21.32% | 4.04% | 4.15% | -3.23% | -7.68% | -2.47% | 15.08% | 12.14% | 95.76% |
| 2022 | -11.53% | -1.53% | -0.66% | -17.34% | 4.90% | -17.63% | 16.03% | -10.82% | -16.49% | 3.36% | 23.09% | -10.52% | -39.21% |
| 2021 | 3.73% | 3.74% | -0.50% | 4.00% | 2.35% | 9.79% | 2.69% | 5.02% | -6.95% | 10.22% | 16.75% | -0.75% | 60.36% |
| 2020 | -2.58% | -0.06% | -7.12% | 12.73% | 6.98% | 8.63% | 17.34% | 10.97% | -1.17% | -1.90% | 17.63% | 6.08% | 86.63% |
| 2019 | 10.01% | 3.36% | 7.76% | 11.06% | -15.07% | 13.02% | 4.51% | 0.41% | 2.88% | 10.32% | 6.74% | 9.38% | 81.67% |
| 2018 | 16.33% | -3.10% | -4.97% | -4.04% | 11.54% | -0.84% | 8.31% | 9.31% | 5.04% | -18.86% | -2.04% | -6.86% | 4.68% |
| 2017 | 2.12% | 5.69% | 5.84% | -2.51% | 9.38% | -0.03% | 7.29% | 1.97% | 4.35% | 6.20% | 0.57% | -2.82% | 44.32% |
| 2016 | -8.90% | 3.96% | 12.88% | 0.50% | 16.59% | 4.16% | 15.09% | 5.46% | 3.85% | 0.82% | 10.06% | 10.18% | 101.07% |
| 2015 | -4.14% | 13.25% | -6.13% | -0.87% | 3.34% | -7.27% | -5.08% | -3.24% | 0.47% | 11.07% | 4.27% | 4.97% | 8.59% |
| 2014 | -3.68% | 9.13% | 4.71% | -0.53% | 3.58% | 3.69% | -4.55% | 7.42% | -3.32% | 0.66% | 5.09% | -0.85% | 22.24% |
| 2013 | 8.42% | 0.57% | 0.83% | 4.97% | 12.45% | -0.66% | 1.49% | -1.63% | 9.42% | -0.25% | 2.33% | 3.47% | 48.73% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Halvledare is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.56 | 3.95 | 1.50 | 8.27 | 23.40 |
AVGO Broadcom Inc. | 2.11 | 2.90 | 1.35 | 5.62 | 13.25 |
ASML.AS ASML Holding NV | 1.01 | 1.55 | 1.20 | 0.96 | 4.12 |
AMAT Applied Materials, Inc. | 1.29 | 1.84 | 1.24 | 2.16 | 7.53 |
MU Micron Technology, Inc. | 1.58 | 2.30 | 1.28 | 1.82 | 9.10 |
QCOM QUALCOMM Incorporated | 1.53 | 2.02 | 1.28 | 1.18 | 6.01 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.29 | 3.08 | 1.39 | 1.99 | 14.93 |
TXN Texas Instruments Incorporated | 0.61 | 1.03 | 1.12 | 0.54 | 2.15 |
AMD Advanced Micro Devices, Inc. | 0.67 | 1.22 | 1.15 | 0.73 | 2.06 |
Dividends
Dividend yield
Halvledare granted a 0.74% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Halvledare | 0.74% | 0.98% | 1.39% | 0.83% | 0.98% | 1.61% | 1.91% | 1.29% | 1.36% | 1.56% | 1.35% | 1.63% |
| 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. | 1.24% | 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 | 0.71% | 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. | 0.62% | 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. | 0.40% | 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 | 1.68% | 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 | 1.21% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
TXN Texas Instruments Incorporated | 2.59% | 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% |
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 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 51.79%, occurring on Oct 14, 2022. Recovery took 170 trading sessions.
The current Halvledare drawdown is 13.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.79% | Dec 28, 2021 | 208 | Oct 14, 2022 | 170 | Jun 13, 2023 | 378 |
| -34.58% | Feb 18, 2011 | 161 | Oct 3, 2011 | 458 | Jul 11, 2013 | 619 |
| -34.4% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 5, 2020 | 76 |
| -31.94% | Oct 2, 2018 | 60 | Dec 24, 2018 | 83 | Apr 23, 2019 | 143 |
| -28.7% | Apr 16, 2010 | 98 | Aug 31, 2010 | 73 | Dec 10, 2010 | 171 |
Volatility
Volatility Chart
The current Halvledare volatility is 11.68%, 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
| ASML.AS | AMD | TSM | AVGO | MU | QCOM | NVDA | TXN | AMAT | |
|---|---|---|---|---|---|---|---|---|---|
| ASML.AS | 1.00 | 0.35 | 0.45 | 0.40 | 0.39 | 0.39 | 0.39 | 0.44 | 0.50 |
| AMD | 0.35 | 1.00 | 0.47 | 0.46 | 0.51 | 0.48 | 0.61 | 0.53 | 0.53 |
| TSM | 0.45 | 0.47 | 1.00 | 0.52 | 0.53 | 0.54 | 0.54 | 0.60 | 0.60 |
| AVGO | 0.40 | 0.46 | 0.52 | 1.00 | 0.53 | 0.56 | 0.55 | 0.64 | 0.62 |
| MU | 0.39 | 0.51 | 0.53 | 0.53 | 1.00 | 0.53 | 0.57 | 0.60 | 0.64 |
| QCOM | 0.39 | 0.48 | 0.54 | 0.56 | 0.53 | 1.00 | 0.54 | 0.64 | 0.61 |
| NVDA | 0.39 | 0.61 | 0.54 | 0.55 | 0.57 | 0.54 | 1.00 | 0.62 | 0.62 |
| TXN | 0.44 | 0.53 | 0.60 | 0.64 | 0.60 | 0.64 | 0.62 | 1.00 | 0.72 |
| AMAT | 0.50 | 0.53 | 0.60 | 0.62 | 0.64 | 0.61 | 0.62 | 0.72 | 1.00 |