SCHF top 10 holdings
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ASML.AS ASML Holding NV | Technology | 10% |
AZN.L AstraZeneca plc | Healthcare | 10% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 10% |
NESN.SW Nestlé S.A. | Consumer Defensive | 10% |
NOVN.SW Novartis AG | Healthcare | 10% |
NVO Novo Nordisk A/S | Healthcare | 10% |
ROG.SW Roche Holding AG | Healthcare | 10% |
SHELL.AS Shell plc | Energy | 10% |
SSUN.F Samsung Electronics Co., Ltd. | Technology | 10% |
TM Toyota Motor Corporation | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHF top 10 holdings, 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 Jun 17, 1997, corresponding to the inception date of SSUN.F
Returns By Period
As of Nov 14, 2024, the SCHF top 10 holdings returned -6.85% Year-To-Date and 11.75% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| SCHF top 10 holdings | -6.85% | -11.54% | -16.13% | -2.21% | 10.89% | 11.75% |
| Portfolio components: | ||||||
NVO Novo Nordisk A/S | 4.48% | -10.74% | -20.31% | 8.96% | 31.34% | 18.95% |
NESN.SW Nestlé S.A. | -21.82% | -10.28% | -17.17% | -19.00% | -0.96% | 4.42% |
ASML.AS ASML Holding NV | -11.15% | -23.08% | -28.10% | -1.10% | 19.77% | 21.18% |
SSUN.F Samsung Electronics Co., Ltd. | -35.29% | -19.01% | -36.12% | -29.89% | -0.61% | 9.48% |
TM Toyota Motor Corporation | -4.94% | -1.57% | -21.50% | -9.25% | 6.10% | 6.52% |
SHELL.AS Shell plc | 1.64% | -4.92% | -9.61% | 1.46% | 5.56% | 4.55% |
NOVN.SW Novartis AG | 6.79% | -10.76% | 0.35% | 13.21% | 8.19% | 6.83% |
ROG.SW Roche Holding AG | 6.46% | -5.00% | 17.76% | 14.75% | 3.12% | 3.30% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -24.39% | -12.86% | -29.38% | -19.77% | 7.55% | 16.15% |
AZN.L AstraZeneca plc | -2.39% | -17.31% | -16.01% | 3.47% | 9.01% | 9.16% |
Monthly Returns
The table below presents the monthly returns of SCHF top 10 holdings, 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 | 2.51% | 2.82% | 4.03% | -1.92% | 2.06% | 1.95% | 0.14% | 2.52% | -7.37% | -7.14% | -6.85% | ||
| 2023 | 6.54% | -4.07% | 6.52% | 4.70% | -2.00% | 3.82% | 1.14% | -2.05% | -2.19% | -2.54% | 6.56% | 4.48% | 21.92% |
| 2022 | -3.10% | -0.03% | 2.64% | -3.68% | -0.86% | -7.05% | 5.63% | -6.06% | -8.40% | 6.91% | 11.97% | -2.21% | -6.10% |
| 2021 | -0.93% | 0.68% | 2.92% | 4.12% | 4.68% | 3.56% | 2.45% | 1.19% | -2.69% | 4.56% | -2.91% | 6.16% | 26.00% |
| 2020 | -1.40% | -7.25% | -2.09% | 5.31% | 2.00% | 3.37% | -0.27% | 3.42% | -0.31% | -3.81% | 13.28% | 8.92% | 21.32% |
| 2019 | 6.35% | 3.91% | 3.25% | 1.02% | -2.39% | 8.35% | -0.15% | 0.11% | 3.02% | 3.85% | 1.74% | 5.07% | 39.35% |
| 2018 | 4.53% | -5.41% | 0.88% | 1.92% | -1.09% | -1.06% | 5.98% | -0.91% | -0.37% | -5.03% | 1.28% | -3.65% | -3.52% |
| 2017 | 2.78% | 1.28% | 4.69% | 4.08% | 5.50% | -0.56% | 2.60% | 1.47% | 5.55% | 1.73% | 1.57% | 1.92% | 37.70% |
| 2016 | -4.81% | -2.58% | 5.47% | 0.91% | 0.45% | 1.95% | 6.48% | -2.30% | -0.76% | -5.20% | -1.86% | 5.05% | 1.97% |
| 2015 | 0.74% | 4.40% | 0.47% | 3.96% | -0.91% | -4.92% | 2.12% | -6.94% | -1.61% | 6.84% | -2.48% | -0.36% | 0.47% |
| 2014 | -2.11% | 8.65% | -0.34% | 3.40% | 0.75% | 2.37% | -2.46% | 0.66% | -1.61% | -0.02% | 2.46% | -1.97% | 9.67% |
| 2013 | 6.58% | -1.05% | 0.88% | 6.21% | 0.44% | -4.32% | 4.81% | -0.40% | 6.20% | 2.21% | 1.26% | 1.43% | 26.38% |
Expense Ratio
SCHF top 10 holdings 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 SCHF top 10 holdings is 1, indicating that it is in the bottom 1% 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 | |
|---|---|---|---|---|---|
NVO Novo Nordisk A/S | 0.16 | 0.45 | 1.06 | 0.17 | 0.47 |
NESN.SW Nestlé S.A. | -1.14 | -1.54 | 0.81 | -0.62 | -2.19 |
ASML.AS ASML Holding NV | -0.08 | 0.17 | 1.02 | -0.08 | -0.19 |
SSUN.F Samsung Electronics Co., Ltd. | -0.92 | -1.27 | 0.86 | -0.54 | -2.12 |
TM Toyota Motor Corporation | -0.21 | -0.12 | 0.99 | -0.16 | -0.29 |
SHELL.AS Shell plc | 0.18 | 0.36 | 1.05 | 0.26 | 0.63 |
NOVN.SW Novartis AG | 0.63 | 0.94 | 1.13 | 0.77 | 2.16 |
ROG.SW Roche Holding AG | 0.77 | 1.16 | 1.15 | 0.38 | 1.83 |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.69 | -0.96 | 0.89 | -0.53 | -1.19 |
AZN.L AstraZeneca plc | 0.21 | 0.42 | 1.06 | 0.16 | 0.63 |
Dividends
Dividend yield
SCHF top 10 holdings provided a 2.65% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.65% | 2.53% | 2.54% | 2.20% | 2.89% | 2.95% | 3.41% | 3.03% | 3.43% | 3.10% | 2.90% | 2.90% |
| Portfolio components: | ||||||||||||
NVO Novo Nordisk A/S | 1.35% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
NESN.SW Nestlé S.A. | 3.86% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% | 2.95% | 3.14% |
ASML.AS ASML Holding NV | 0.99% | 0.87% | 1.28% | 0.47% | 0.64% | 1.19% | 1.02% | 0.83% | 0.98% | 0.85% | 0.68% | 0.78% |
SSUN.F Samsung Electronics Co., Ltd. | 2.78% | 2.51% | 2.95% | 2.31% | 4.82% | 4.14% | 5.11% | 2.37% | 2.25% | 2.16% | 2.38% | 1.98% |
TM Toyota Motor Corporation | 1.66% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% | 2.08% |
SHELL.AS Shell plc | 4.06% | 3.86% | 3.56% | 3.61% | 5.72% | 6.43% | 6.24% | 5.96% | 6.55% | 8.08% | 5.12% | 5.18% |
NOVN.SW Novartis AG | 3.59% | 3.77% | 3.91% | 3.94% | 3.72% | 3.27% | 3.98% | 3.98% | 4.35% | 3.58% | 3.17% | 3.86% |
ROG.SW Roche Holding AG | 3.65% | 3.89% | 3.20% | 2.40% | 2.91% | 2.77% | 3.41% | 3.33% | 3.48% | 2.89% | 2.89% | 2.95% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.26% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% | 2.26% |
AZN.L AstraZeneca plc | 2.30% | 2.21% | 1.98% | 2.33% | 2.95% | 2.87% | 3.44% | 4.28% | 4.50% | 3.95% | 3.73% | 5.03% |
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 SCHF top 10 holdings. 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 SCHF top 10 holdings was 43.64%, occurring on Mar 3, 2009. Recovery took 211 trading sessions.
The current SCHF top 10 holdings drawdown is 19.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.64% | Dec 11, 2007 | 317 | Mar 3, 2009 | 211 | Dec 24, 2009 | 528 |
| -39.13% | Jul 12, 2000 | 313 | Sep 21, 2001 | 511 | Sep 8, 2003 | 824 |
| -30.05% | Mar 3, 1998 | 155 | Oct 5, 1998 | 60 | Dec 28, 1998 | 215 |
| -25.63% | Jan 21, 2020 | 42 | Mar 18, 2020 | 84 | Jul 15, 2020 | 126 |
| -22.15% | Apr 11, 2022 | 120 | Sep 26, 2022 | 79 | Jan 16, 2023 | 199 |
Volatility
Volatility Chart
The current SCHF top 10 holdings volatility is 4.14%, 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
| TM | NVO | SSUN.F | ASML.AS | SHELL.AS | AZN.L | NESN.SW | ROG.SW | MC.PA | NOVN.SW | |
|---|---|---|---|---|---|---|---|---|---|---|
| TM | 1.00 | 0.23 | 0.24 | 0.26 | 0.24 | 0.20 | 0.17 | 0.17 | 0.29 | 0.19 |
| NVO | 0.23 | 1.00 | 0.15 | 0.19 | 0.19 | 0.28 | 0.25 | 0.28 | 0.24 | 0.28 |
| SSUN.F | 0.24 | 0.15 | 1.00 | 0.38 | 0.28 | 0.21 | 0.22 | 0.23 | 0.36 | 0.25 |
| ASML.AS | 0.26 | 0.19 | 0.38 | 1.00 | 0.34 | 0.29 | 0.28 | 0.31 | 0.50 | 0.31 |
| SHELL.AS | 0.24 | 0.19 | 0.28 | 0.34 | 1.00 | 0.32 | 0.35 | 0.35 | 0.44 | 0.37 |
| AZN.L | 0.20 | 0.28 | 0.21 | 0.29 | 0.32 | 1.00 | 0.35 | 0.42 | 0.36 | 0.46 |
| NESN.SW | 0.17 | 0.25 | 0.22 | 0.28 | 0.35 | 0.35 | 1.00 | 0.54 | 0.40 | 0.57 |
| ROG.SW | 0.17 | 0.28 | 0.23 | 0.31 | 0.35 | 0.42 | 0.54 | 1.00 | 0.38 | 0.61 |
| MC.PA | 0.29 | 0.24 | 0.36 | 0.50 | 0.44 | 0.36 | 0.40 | 0.38 | 1.00 | 0.40 |
| NOVN.SW | 0.19 | 0.28 | 0.25 | 0.31 | 0.37 | 0.46 | 0.57 | 0.61 | 0.40 | 1.00 |