PEA extended
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
0OFM.L Compagnie Generale des Etablissements Michelin SCA | Consumer Cyclical | 8% |
AIL.DE Air Liquide SA | Basic Materials | 8.50% |
HESAY Hermes International SA | Consumer Cyclical | 8.50% |
NVO Novo Nordisk A/S | Healthcare | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PEA extended, 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 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 21, 2024, the PEA extended returned 19.39% Year-To-Date and 15.25% 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 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| PEA extended | 19.40% | -1.73% | 4.55% | 33.86% | 21.71% | 15.36% |
| Portfolio components: | ||||||
HESAY Hermes International SA | 2.80% | -12.31% | -15.70% | 14.02% | 25.99% | 22.18% |
AIL.DE Air Liquide SA | 7.58% | 0.81% | 1.84% | 22.61% | 13.52% | 10.79% |
0OFM.L Compagnie Generale des Etablissements Michelin SCA | 18.39% | 2.36% | 10.77% | 34.95% | 11.35% | 8.71% |
VOO Vanguard S&P 500 ETF | 20.75% | 1.40% | 9.72% | 33.92% | 15.38% | 12.94% |
NVO Novo Nordisk A/S | 24.36% | -6.91% | -0.60% | 40.91% | 36.16% | 17.88% |
Monthly Returns
The table below presents the monthly returns of PEA extended, 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 | 2.70% | 6.75% | 4.27% | -2.98% | 4.65% | 2.43% | -0.94% | 3.34% | 19.40% | ||||
| 2023 | 7.36% | -1.05% | 6.30% | 3.59% | -2.33% | 5.00% | 2.67% | 1.98% | -4.33% | 0.39% | 8.87% | 3.59% | 36.07% |
| 2022 | -6.75% | -2.72% | 4.44% | -5.50% | -0.34% | -7.11% | 7.83% | -6.18% | -7.86% | 9.04% | 9.95% | -0.70% | -8.02% |
| 2021 | -0.54% | 2.42% | 1.85% | 6.19% | 3.86% | 3.72% | 4.41% | 3.40% | -5.02% | 8.90% | -0.04% | 3.94% | 37.70% |
| 2020 | 1.12% | -7.13% | -6.73% | 8.88% | 5.62% | 1.64% | 4.07% | 5.09% | -1.58% | -3.28% | 9.57% | 4.08% | 21.57% |
| 2019 | 5.91% | 4.28% | 2.97% | 2.14% | -5.65% | 8.24% | -2.02% | 0.57% | 1.51% | 4.10% | 2.60% | 2.77% | 30.26% |
| 2018 | 5.39% | -4.62% | -2.23% | -0.04% | 1.83% | -1.88% | 4.66% | 0.69% | -0.17% | -8.50% | 2.61% | -4.87% | -7.77% |
| 2017 | 1.24% | 1.79% | 1.09% | 4.98% | 3.85% | 1.25% | 1.02% | 3.58% | 2.12% | 2.53% | 2.76% | 1.63% | 31.57% |
| 2016 | -4.80% | -1.97% | 6.92% | 1.21% | 0.90% | -1.39% | 5.50% | -4.08% | -2.37% | -5.03% | 0.73% | 3.43% | -1.76% |
| 2015 | 0.16% | 4.44% | 3.33% | 3.28% | 1.36% | -2.28% | 3.00% | -6.17% | -2.12% | 5.86% | -0.21% | -0.62% | 9.82% |
| 2014 | -2.04% | 9.86% | -0.38% | 0.91% | 0.27% | 3.55% | -2.36% | 1.93% | -2.34% | -0.46% | 2.97% | -1.14% | 10.61% |
| 2013 | 6.58% | -1.08% | -0.24% | 3.57% | 0.23% | -2.58% | 7.04% | -2.35% | 4.25% | 0.85% | 4.00% | 2.38% | 24.45% |
Expense Ratio
PEA extended has an expense ratio of 0.01%, which is considered low compared to other funds. 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 PEA extended is 86, placing it in the top 14% 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 | |
|---|---|---|---|---|---|
HESAY Hermes International SA | 0.77 | 1.24 | 1.15 | 0.86 | 2.32 |
AIL.DE Air Liquide SA | 1.25 | 1.88 | 1.23 | 2.17 | 5.05 |
0OFM.L Compagnie Generale des Etablissements Michelin SCA | 1.91 | 2.76 | 1.35 | 1.28 | 8.35 |
VOO Vanguard S&P 500 ETF | 2.80 | 3.74 | 1.52 | 3.00 | 17.39 |
NVO Novo Nordisk A/S | 1.34 | 1.99 | 1.25 | 2.20 | 7.44 |
Dividends
Dividend yield
PEA extended granted a 1.38% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PEA extended | 1.38% | 1.32% | 1.51% | 0.93% | 1.16% | 1.43% | 1.65% | 1.36% | 1.51% | 1.71% | 1.49% | 1.48% |
| Portfolio components: | ||||||||||||
HESAY Hermes International SA | 1.25% | 0.65% | 0.58% | 0.31% | 0.82% | 0.69% | 0.90% | 0.76% | 0.90% | 2.60% | 1.01% | 0.90% |
AIL.DE Air Liquide SA | 1.73% | 1.67% | 1.97% | 1.79% | 2.00% | 1.90% | 2.49% | 2.24% | 2.49% | 2.49% | 2.54% | 2.76% |
0OFM.L Compagnie Generale des Etablissements Michelin SCA | 3.69% | 3.85% | 4.25% | 1.59% | 1.90% | 3.40% | 4.11% | 2.71% | 2.70% | 2.83% | 3.33% | 3.12% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
NVO Novo Nordisk A/S | 0.80% | 0.36% | 0.42% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the PEA extended. 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 PEA extended was 28.62%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.
The current PEA extended drawdown is 1.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 81 | Jul 15, 2020 | 104 |
| -23.94% | Dec 17, 2021 | 201 | Sep 26, 2022 | 129 | Mar 27, 2023 | 330 |
| -20.33% | Jul 8, 2011 | 62 | Oct 3, 2011 | 90 | Feb 7, 2012 | 152 |
| -18.48% | Jan 29, 2018 | 235 | Dec 24, 2018 | 119 | Jun 12, 2019 | 354 |
| -14.98% | Jun 12, 2015 | 171 | Feb 9, 2016 | 120 | Jul 27, 2016 | 291 |
Volatility
Volatility Chart
The current PEA extended volatility is 4.68%, 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
| NVO | HESAY | 0OFM.L | VOO | AIL.DE | |
|---|---|---|---|---|---|
| NVO | 1.00 | 0.25 | 0.21 | 0.41 | 0.29 |
| HESAY | 0.25 | 1.00 | 0.37 | 0.32 | 0.43 |
| 0OFM.L | 0.21 | 0.37 | 1.00 | 0.37 | 0.48 |
| VOO | 0.41 | 0.32 | 0.37 | 1.00 | 0.38 |
| AIL.DE | 0.29 | 0.43 | 0.48 | 0.38 | 1.00 |