Halvledare
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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 Sep 14, 2023, corresponding to the inception date of ARM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
Halvledare | 26.21% | -5.60% | -7.70% | N/A | N/A | N/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/A | N/A | N/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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 9.75% | 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.
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.
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 | 2.64 | 3.06 | 1.39 | 4.97 | 16.55 |
AVGO Broadcom Inc. | 1.44 | 2.08 | 1.27 | 2.52 | 8.16 |
ASML.AS ASML Holding NV | 0.75 | 1.21 | 1.16 | 0.88 | 2.95 |
AMAT Applied Materials, Inc. | 0.70 | 1.17 | 1.16 | 0.87 | 2.88 |
MU Micron Technology, Inc. | 0.56 | 1.07 | 1.13 | 0.55 | 1.67 |
QCOM QUALCOMM Incorporated | 1.18 | 1.67 | 1.23 | 1.37 | 4.13 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.12 | 2.79 | 1.36 | 3.45 | 11.95 |
AMD Advanced Micro Devices, Inc. | 0.68 | 1.23 | 1.16 | 0.83 | 1.76 |
SNPS Synopsys, Inc. | 0.08 | 0.34 | 1.04 | 0.11 | 0.33 |
CDNS Cadence Design Systems, Inc. | 0.19 | 0.49 | 1.06 | 0.24 | 0.64 |
ARM Arm Holdings plc American Depositary Shares | 1.06 | 2.04 | 1.26 | 2.19 | 5.34 |
ASM.AS ASM International NV | 1.11 | 1.59 | 1.23 | 1.64 | 5.23 |
KLAC KLA Corporation | 1.43 | 1.92 | 1.26 | 2.55 | 8.73 |
BESI.AS BE Semiconductor Industries NV | 0.37 | 0.77 | 1.11 | 0.43 | 0.99 |
Dividends
Dividend yield
Halvledare granted a 0.82% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Halvledare | 0.82% | 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.
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, 2024 | 42 | Sep 6, 2024 | — | — | — |
-16.48% | Mar 8, 2024 | 30 | Apr 19, 2024 | 24 | May 23, 2024 | 54 |
-7.72% | Jun 19, 2024 | 4 | Jun 24, 2024 | 12 | Jul 10, 2024 | 16 |
-7.71% | Oct 13, 2023 | 10 | Oct 26, 2023 | 6 | Nov 3, 2023 | 16 |
-7.62% | Sep 15, 2023 | 8 | Sep 26, 2023 | 12 | Oct 12, 2023 | 20 |
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.
Diversification
Asset Correlations Table
BESI.AS | ASM.AS | ARM | AMD | ASML.AS | NVDA | MU | CDNS | QCOM | SNPS | AVGO | TSM | KLAC | AMAT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BESI.AS | 1.00 | 0.73 | 0.40 | 0.37 | 0.73 | 0.33 | 0.41 | 0.41 | 0.41 | 0.43 | 0.38 | 0.47 | 0.47 | 0.53 |
ASM.AS | 0.73 | 1.00 | 0.43 | 0.39 | 0.79 | 0.37 | 0.44 | 0.44 | 0.41 | 0.48 | 0.41 | 0.49 | 0.47 | 0.53 |
ARM | 0.40 | 0.43 | 1.00 | 0.41 | 0.49 | 0.52 | 0.50 | 0.48 | 0.60 | 0.51 | 0.55 | 0.59 | 0.57 | 0.58 |
AMD | 0.37 | 0.39 | 0.41 | 1.00 | 0.47 | 0.56 | 0.51 | 0.53 | 0.56 | 0.53 | 0.56 | 0.56 | 0.63 | 0.61 |
ASML.AS | 0.73 | 0.79 | 0.49 | 0.47 | 1.00 | 0.44 | 0.49 | 0.51 | 0.48 | 0.55 | 0.47 | 0.55 | 0.58 | 0.59 |
NVDA | 0.33 | 0.37 | 0.52 | 0.56 | 0.44 | 1.00 | 0.63 | 0.60 | 0.56 | 0.63 | 0.70 | 0.67 | 0.65 | 0.64 |
MU | 0.41 | 0.44 | 0.50 | 0.51 | 0.49 | 0.63 | 1.00 | 0.58 | 0.62 | 0.58 | 0.65 | 0.62 | 0.65 | 0.67 |
CDNS | 0.41 | 0.44 | 0.48 | 0.53 | 0.51 | 0.60 | 0.58 | 1.00 | 0.58 | 0.87 | 0.66 | 0.61 | 0.66 | 0.67 |
QCOM | 0.41 | 0.41 | 0.60 | 0.56 | 0.48 | 0.56 | 0.62 | 0.58 | 1.00 | 0.57 | 0.66 | 0.69 | 0.77 | 0.74 |
SNPS | 0.43 | 0.48 | 0.51 | 0.53 | 0.55 | 0.63 | 0.58 | 0.87 | 0.57 | 1.00 | 0.68 | 0.62 | 0.65 | 0.68 |
AVGO | 0.38 | 0.41 | 0.55 | 0.56 | 0.47 | 0.70 | 0.65 | 0.66 | 0.66 | 0.68 | 1.00 | 0.71 | 0.78 | 0.75 |
TSM | 0.47 | 0.49 | 0.59 | 0.56 | 0.55 | 0.67 | 0.62 | 0.61 | 0.69 | 0.62 | 0.71 | 1.00 | 0.72 | 0.69 |
KLAC | 0.47 | 0.47 | 0.57 | 0.63 | 0.58 | 0.65 | 0.65 | 0.66 | 0.77 | 0.65 | 0.78 | 0.72 | 1.00 | 0.91 |
AMAT | 0.53 | 0.53 | 0.58 | 0.61 | 0.59 | 0.64 | 0.67 | 0.67 | 0.74 | 0.68 | 0.75 | 0.69 | 0.91 | 1.00 |