Semiconductor (selected)
This portfolio consists of 10 of the most prominent semiconductor companies. In recent years, the semiconductor industry has significantly outpaced the overall market. As a result, the demand for chip manufacturers' production remains historically high, positively affecting the companies' prices and financial performance.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 20% |
MU Micron Technology, Inc. | Technology | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
QCOM QUALCOMM Incorporated | Technology | 20% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Jun 1, 2025, the Semiconductor (selected) returned 3.98% Year-To-Date and 34.79% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 5.49% | -2.00% | 12.02% | 14.19% | 10.85% |
| Semiconductor (selected) | 3.98% | 17.18% | 10.30% | 14.86% | 41.01% | 34.79% |
| Portfolio components: | ||||||
AVGO Broadcom Inc. | 4.73% | 22.67% | 50.21% | 84.43% | 56.68% | 36.05% |
NVDA NVIDIA Corporation | 0.63% | 21.07% | -2.24% | 23.29% | 72.51% | 74.01% |
QCOM QUALCOMM Incorporated | -4.97% | 7.39% | -7.43% | -27.71% | 14.88% | 10.76% |
MU Micron Technology, Inc. | 12.38% | 21.46% | -3.31% | -24.08% | 15.06% | 13.27% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -1.73% | 11.93% | 5.42% | 29.77% | 33.29% | 26.64% |
Monthly Returns
The table below presents the monthly returns of Semiconductor (selected), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.41% | -5.45% | -8.78% | 0.22% | 17.46% | 3.98% | |||||||
| 2024 | 8.37% | 13.70% | 11.90% | -2.31% | 14.58% | 10.12% | -7.06% | -1.39% | 2.76% | 1.88% | -1.45% | 6.08% | 70.47% |
| 2023 | 20.90% | 0.95% | 9.48% | -2.76% | 17.51% | 4.30% | 7.33% | -2.37% | -6.98% | -1.81% | 14.05% | 11.79% | 94.30% |
| 2022 | -8.45% | -1.78% | -1.54% | -15.14% | 3.86% | -16.65% | 12.78% | -9.40% | -14.56% | 3.85% | 17.97% | -9.47% | -37.02% |
| 2021 | 4.11% | 3.62% | -3.02% | 2.39% | 1.56% | 7.96% | -1.54% | 2.43% | -6.15% | 7.12% | 18.67% | 4.15% | 47.18% |
| 2020 | -2.93% | -1.01% | -11.16% | 13.34% | 5.25% | 10.18% | 12.66% | 8.02% | 1.93% | 0.69% | 16.93% | 8.52% | 77.82% |
| 2019 | 4.53% | 5.71% | 7.93% | 13.18% | -20.76% | 14.72% | 4.96% | 0.74% | 1.05% | 9.83% | 4.52% | 7.83% | 62.29% |
| 2018 | 10.14% | 0.11% | -2.81% | -7.48% | 12.57% | -4.80% | 4.54% | 5.42% | 1.34% | -15.58% | -4.16% | -5.15% | -8.93% |
| 2017 | 2.91% | 0.77% | 8.34% | -2.66% | 14.43% | -1.31% | 2.37% | 4.28% | 5.02% | 9.70% | 3.72% | -3.44% | 52.13% |
| 2016 | -10.45% | 4.71% | 8.28% | -2.87% | 14.46% | 3.12% | 9.58% | 8.12% | 6.67% | 0.21% | 7.97% | 6.10% | 68.87% |
| 2015 | -6.55% | 13.91% | -4.33% | 0.83% | 4.99% | -13.05% | -1.66% | -3.89% | 0.42% | 8.10% | 0.18% | 1.45% | -2.24% |
| 2014 | 0.88% | 8.69% | 3.14% | 2.58% | 5.82% | 3.96% | -5.68% | 9.09% | 0.38% | 3.17% | 4.86% | -0.49% | 41.88% |
Expense Ratio
Semiconductor (selected) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Semiconductor (selected) is 12, meaning it’s performing worse than 88% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AVGO Broadcom Inc. | 1.27 | 1.91 | 1.25 | 1.79 | 4.93 |
NVDA NVIDIA Corporation | 0.38 | 0.84 | 1.11 | 0.51 | 1.24 |
QCOM QUALCOMM Incorporated | -0.65 | -0.83 | 0.89 | -0.69 | -1.13 |
MU Micron Technology, Inc. | -0.39 | -0.29 | 0.96 | -0.49 | -0.80 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.61 | 0.98 | 1.12 | 0.62 | 1.64 |
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Dividends
Dividend yield
Semiconductor (selected) provided a 0.89% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.89% | 0.97% | 1.25% | 1.83% | 1.11% | 1.29% | 2.02% | 2.28% | 1.60% | 1.53% | 1.72% | 1.37% |
| Portfolio components: | ||||||||||||
AVGO Broadcom Inc. | 0.92% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
QCOM QUALCOMM Incorporated | 1.76% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
MU Micron Technology, Inc. | 0.49% | 0.55% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.28% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Semiconductor (selected). 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 Semiconductor (selected) was 46.77%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.
The current Semiconductor (selected) drawdown is 8.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.77% | Jan 5, 2022 | 196 | Oct 14, 2022 | 166 | Jun 14, 2023 | 362 |
| -36.01% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -34.53% | Jan 23, 2025 | 51 | Apr 4, 2025 | — | — | — |
| -33.54% | Feb 18, 2011 | 127 | Aug 19, 2011 | 427 | May 3, 2013 | 554 |
| -29.05% | Oct 2, 2018 | 58 | Dec 24, 2018 | 78 | Apr 17, 2019 | 136 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | TSM | MU | AVGO | QCOM | NVDA | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.59 | 0.59 | 0.61 | 0.65 | 0.61 | 0.73 |
| TSM | 0.59 | 1.00 | 0.54 | 0.54 | 0.55 | 0.56 | 0.75 |
| MU | 0.59 | 0.54 | 1.00 | 0.54 | 0.54 | 0.58 | 0.81 |
| AVGO | 0.61 | 0.54 | 0.54 | 1.00 | 0.57 | 0.56 | 0.77 |
| QCOM | 0.65 | 0.55 | 0.54 | 0.57 | 1.00 | 0.55 | 0.76 |
| NVDA | 0.61 | 0.56 | 0.58 | 0.56 | 0.55 | 1.00 | 0.82 |
| Portfolio | 0.73 | 0.75 | 0.81 | 0.77 | 0.76 | 0.82 | 1.00 |