stock picking pea
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BBAR Banco BBVA Argentina S.A. | Financial Services | 14.29% |
HESAY Hermes International SA | Consumer Cyclical | 14.29% |
NVO Novo Nordisk A/S | Healthcare | 14.29% |
NXI.PA Nexity | Real Estate | 14.29% |
RACE Ferrari N.V. | Consumer Cyclical | 14.29% |
SBGSY Schneider Electric SA | Industrials | 14.29% |
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | Europe Equities | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in stock picking pea, 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 Oct 21, 2015, corresponding to the inception date of RACE
Returns By Period
| 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% |
| stock picking pea | 34.44% | -1.02% | 4.03% | 47.21% | 23.21% | N/A |
| Portfolio components: | ||||||
RACE Ferrari N.V. | 30.81% | -8.21% | 5.44% | 25.15% | 21.59% | N/A |
NVO Novo Nordisk A/S | 4.48% | -10.74% | -20.31% | 8.96% | 31.34% | 19.50% |
SBGSY Schneider Electric SA | 28.51% | -4.39% | 0.35% | 44.98% | 23.36% | 15.73% |
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | -1.17% | -8.72% | -10.80% | 8.75% | 9.27% | 8.60% |
NXI.PA Nexity | -25.64% | -5.27% | 3.99% | -12.22% | -17.91% | -2.37% |
HESAY Hermes International SA | 1.21% | -8.47% | -14.91% | 3.61% | 24.22% | 22.70% |
BBAR Banco BBVA Argentina S.A. | 252.91% | 34.61% | 62.62% | 347.52% | 46.10% | 6.22% |
Monthly Returns
The table below presents the monthly returns of stock picking pea, 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 | 1.68% | 5.81% | 7.04% | 1.69% | 9.01% | -8.33% | 2.56% | 7.77% | 1.82% | 3.97% | 34.44% | ||
| 2023 | 12.33% | 0.29% | 0.33% | 5.44% | -3.46% | 10.27% | -3.26% | 0.71% | -8.72% | -1.57% | 16.25% | 4.56% | 34.98% |
| 2022 | -9.19% | -4.56% | 3.71% | -9.06% | -1.67% | -9.24% | 10.86% | -5.66% | -5.31% | 6.10% | 15.93% | 4.24% | -7.36% |
| 2021 | -3.82% | 2.69% | 1.28% | 5.89% | 7.10% | 0.10% | 3.88% | 7.45% | -6.40% | 6.38% | -0.44% | 3.51% | 30.05% |
| 2020 | -2.31% | -6.01% | -11.54% | 3.75% | 11.04% | 6.22% | 4.21% | 1.63% | -4.66% | -2.97% | 17.77% | 6.55% | 22.21% |
| 2019 | 10.28% | 0.94% | 1.02% | -0.46% | -0.70% | 11.05% | -0.41% | -10.00% | 1.04% | 2.15% | 3.25% | 7.02% | 26.16% |
| 2018 | 5.37% | -2.67% | 0.50% | 0.58% | -3.48% | -3.50% | 2.52% | -5.14% | 2.27% | -10.83% | 1.11% | -4.40% | -17.22% |
| 2017 | 4.52% | -2.08% | 6.87% | 5.64% | 7.58% | -0.32% | 0.82% | 6.52% | 3.96% | 3.46% | -1.91% | 2.74% | 44.25% |
| 2016 | -3.70% | 1.95% | 4.54% | 4.03% | -1.86% | -1.21% | 7.00% | -1.47% | -0.26% | -3.99% | -3.36% | 3.47% | 4.50% |
| 2015 | 4.94% | -3.24% | -1.99% | -0.48% |
Expense Ratio
stock picking pea has an expense ratio of 0.04%, 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 rank of stock picking pea is 36, 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 | |
|---|---|---|---|---|---|
RACE Ferrari N.V. | 0.78 | 1.33 | 1.17 | 1.79 | 4.19 |
NVO Novo Nordisk A/S | 0.16 | 0.45 | 1.06 | 0.17 | 0.47 |
SBGSY Schneider Electric SA | 1.80 | 2.36 | 1.31 | 3.15 | 10.59 |
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | 0.43 | 0.74 | 1.08 | 0.50 | 1.71 |
NXI.PA Nexity | -0.20 | 0.07 | 1.01 | -0.13 | -0.30 |
HESAY Hermes International SA | 0.00 | 0.20 | 1.03 | 0.00 | 0.00 |
BBAR Banco BBVA Argentina S.A. | 5.39 | 4.71 | 1.58 | 4.23 | 35.77 |
Dividends
Dividend yield
stock picking pea provided a 2.41% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.41% | 3.79% | 3.46% | 1.36% | 2.23% | 2.94% | 1.81% | 2.06% | 2.63% | 1.77% | 2.32% | 1.82% |
| Portfolio components: | ||||||||||||
RACE Ferrari N.V. | 0.59% | 0.59% | 0.69% | 0.40% | 0.54% | 0.70% | 0.88% | 0.65% | 0.89% | 0.00% | 0.00% | 0.00% |
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% |
SBGSY Schneider Electric SA | 1.48% | 1.73% | 2.18% | 1.56% | 1.91% | 2.59% | 4.01% | 2.57% | 3.25% | 3.63% | 3.60% | 2.79% |
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | 2.64% | 2.54% | 4.77% | 1.05% | 4.85% | 4.09% | 1.09% | 2.45% | 1.64% | 0.00% | 3.10% | 0.00% |
NXI.PA Nexity | 0.00% | 14.84% | 9.59% | 4.84% | 5.64% | 5.58% | 1.32% | 4.84% | 4.95% | 4.90% | 6.37% | 7.30% |
HESAY Hermes International SA | 1.27% | 0.65% | 0.58% | 0.31% | 0.81% | 0.68% | 0.90% | 0.76% | 0.92% | 2.57% | 1.04% | 0.91% |
BBAR Banco BBVA Argentina S.A. | 9.54% | 5.17% | 5.20% | 0.00% | 0.00% | 4.76% | 2.04% | 1.02% | 2.82% | 0.00% | 0.15% | 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 stock picking pea. 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 stock picking pea was 32.01%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current stock picking pea drawdown is 3.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.01% | Jan 21, 2020 | 45 | Mar 23, 2020 | 53 | Jun 5, 2020 | 98 |
| -30.46% | Nov 9, 2021 | 229 | Sep 26, 2022 | 78 | Jan 13, 2023 | 307 |
| -26.16% | Jan 29, 2018 | 235 | Dec 24, 2018 | 274 | Jan 17, 2020 | 509 |
| -16.81% | Oct 29, 2015 | 75 | Feb 11, 2016 | 47 | Apr 19, 2016 | 122 |
| -14.46% | Jul 14, 2023 | 74 | Oct 25, 2023 | 18 | Nov 20, 2023 | 92 |
Volatility
Volatility Chart
The current stock picking pea volatility is 5.63%, 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
| BBAR | NVO | NXI.PA | RACE | HESAY | SBGSY | XDN0.DE | |
|---|---|---|---|---|---|---|---|
| BBAR | 1.00 | 0.11 | 0.17 | 0.20 | 0.16 | 0.27 | 0.26 |
| NVO | 0.11 | 1.00 | 0.15 | 0.29 | 0.25 | 0.29 | 0.44 |
| NXI.PA | 0.17 | 0.15 | 1.00 | 0.28 | 0.35 | 0.34 | 0.48 |
| RACE | 0.20 | 0.29 | 0.28 | 1.00 | 0.41 | 0.51 | 0.45 |
| HESAY | 0.16 | 0.25 | 0.35 | 0.41 | 1.00 | 0.46 | 0.56 |
| SBGSY | 0.27 | 0.29 | 0.34 | 0.51 | 0.46 | 1.00 | 0.59 |
| XDN0.DE | 0.26 | 0.44 | 0.48 | 0.45 | 0.56 | 0.59 | 1.00 |