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Halvledare

Last updated Mar 2, 2024

Asset Allocation


NVDA 20%TSM 17%ASML.AS 15%AMD 15%AVGO 10%QCOM 10%AMAT 5%MU 5%TXN 3%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology

20%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

17%

ASML.AS
ASML Holding NV
Technology

15%

AMD
Advanced Micro Devices, Inc.
Technology

15%

AVGO
Broadcom Inc.
Technology

10%

QCOM
QUALCOMM Incorporated
Technology

10%

AMAT
Applied Materials, Inc.
Technology

5%

MU
Micron Technology, Inc.
Technology

5%

TXN
Texas Instruments Incorporated
Technology

3%

S&P 500

Performance

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


0.00%2,000.00%4,000.00%6,000.00%8,000.00%OctoberNovemberDecember2024FebruaryMarch
7,210.62%
415.21%
Halvledare
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO

Returns

As of Mar 2, 2024, the Halvledare returned 34.12% Year-To-Date and 40.51% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Halvledare34.12%16.43%56.17%106.21%49.07%40.32%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%82.57%66.91%
AVGO
Broadcom Inc.
25.35%14.28%61.97%126.15%42.30%38.97%
ASML.AS
ASML Holding NV
28.61%9.59%45.72%55.63%40.02%27.22%
AMAT
Applied Materials, Inc.
29.95%25.23%37.06%78.26%41.10%27.74%
MU
Micron Technology, Inc.
11.50%10.03%35.58%68.74%20.08%14.40%
QCOM
QUALCOMM Incorporated
13.34%15.69%42.97%35.34%26.71%10.76%
TSM
Taiwan Semiconductor Manufacturing Company Limited
28.75%15.68%44.81%51.40%29.94%23.88%
TXN
Texas Instruments Incorporated
1.14%7.44%2.44%0.50%12.94%16.76%
AMD
Advanced Micro Devices, Inc.
37.47%14.06%85.14%148.58%53.75%46.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202411.38%15.49%
2023-3.23%-7.70%-2.47%15.08%12.12%

Sharpe Ratio

The current Halvledare Sharpe ratio is 3.89. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.89

The Sharpe ratio of Halvledare is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.89
2.44
Halvledare
Benchmark (^GSPC)
Portfolio components

Dividend yield

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


TTM20232022202120202019201820172016201520142013
Halvledare0.82%0.98%1.39%0.83%0.98%1.61%1.78%1.22%1.28%1.48%1.25%1.44%
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%
AVGO
Broadcom Inc.
1.36%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
ASML.AS
ASML Holding NV
0.68%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.
0.61%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.
0.48%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
1.96%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
1.38%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
2.97%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%

Expense Ratio

The 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

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
^GSPC
S&P 500
2.44
Halvledare
3.89
NVDA
NVIDIA Corporation
5.61
AVGO
Broadcom Inc.
4.01
ASML.AS
ASML Holding NV
1.92
AMAT
Applied Materials, Inc.
2.51
MU
Micron Technology, Inc.
2.12
QCOM
QUALCOMM Incorporated
1.53
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.81
TXN
Texas Instruments Incorporated
0.12
AMD
Advanced Micro Devices, Inc.
3.07

Asset Correlations Table

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

ASML.ASAMDTSMQCOMMUAVGONVDATXNAMAT
ASML.AS1.000.350.440.390.390.400.390.440.49
AMD0.351.000.470.480.510.470.610.530.53
TSM0.440.471.000.540.520.520.540.610.60
QCOM0.390.480.541.000.530.560.550.630.61
MU0.390.510.520.531.000.530.570.610.64
AVGO0.400.470.520.560.531.000.550.650.62
NVDA0.390.610.540.550.570.551.000.630.62
TXN0.440.530.610.630.610.650.631.000.72
AMAT0.490.530.600.610.640.620.620.721.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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 51.82%, occurring on Oct 14, 2022. Recovery took 170 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.82%Dec 28, 2021208Oct 14, 2022170Jun 13, 2023378
-34.58%Feb 18, 2011161Oct 3, 2011458Jul 11, 2013619
-34.4%Feb 20, 202020Mar 18, 202056Jun 5, 202076
-31.94%Oct 2, 201860Dec 24, 201883Apr 23, 2019143
-28.7%Apr 16, 201098Aug 31, 201073Dec 10, 2010171

Volatility Chart

The current Halvledare volatility is 10.47%, 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%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
10.47%
3.47%
Halvledare
Benchmark (^GSPC)
Portfolio components
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