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Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
0700.HK Tencent Holdings Ltd | Communication Services | 38.13% |
AAPL Apple Inc. | Technology | 26.18% |
FTNT Fortinet, Inc. | Technology | 12.85% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 5.79% |
NVDA NVIDIA Corporation | Technology | 5.59% |
1211.HK BYD Co Ltd-H | Consumer Cyclical | 4.24% |
NVO Novo Nordisk A/S | Healthcare | 3.88% |
LLY Eli Lilly and Company | Healthcare | 3.34% |
Performance
The chart shows the growth of an initial investment of $10,000 in a, 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
Returns
As of Sep 22, 2023, the a returned 24.60% Year-To-Date and 26.42% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 7.92% | 9.54% |
| a | -2.98% | 0.82% | 24.60% | 32.02% | 21.21% | 26.42% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -1.86% | 9.74% | 34.44% | 13.82% | 26.50% | 26.78% |
NVDA NVIDIA Corporation | -10.18% | 50.88% | 180.77% | 209.49% | 43.11% | 58.46% |
FTNT Fortinet, Inc. | 0.79% | -7.07% | 20.23% | 18.03% | 27.24% | 29.51% |
LLY Eli Lilly and Company | -0.64% | 66.17% | 51.58% | 87.54% | 40.06% | 28.43% |
NVO Novo Nordisk A/S | -1.31% | 25.23% | 38.41% | 88.79% | 33.27% | 20.28% |
RMS.PA Hermès International Société en commandite par actions | -7.90% | -3.01% | 22.58% | 51.67% | 23.54% | 18.39% |
1211.HK BYD Co Ltd-H | 9.13% | 14.95% | 25.24% | 11.67% | 33.71% | 20.99% |
0700.HK Tencent Holdings Ltd | -4.79% | -18.44% | -3.28% | 13.58% | 0.24% | 14.92% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| 1211.HK | 0700.HK | LLY | RMS.PA | NVO | AAPL | NVDA | FTNT | |
|---|---|---|---|---|---|---|---|---|
| 1211.HK | 1.00 | 0.42 | 0.02 | 0.14 | 0.07 | 0.09 | 0.09 | 0.11 |
| 0700.HK | 0.42 | 1.00 | 0.03 | 0.18 | 0.09 | 0.12 | 0.12 | 0.11 |
| LLY | 0.02 | 0.03 | 1.00 | 0.16 | 0.37 | 0.25 | 0.22 | 0.25 |
| RMS.PA | 0.14 | 0.18 | 0.16 | 1.00 | 0.28 | 0.21 | 0.21 | 0.22 |
| NVO | 0.07 | 0.09 | 0.37 | 0.28 | 1.00 | 0.27 | 0.26 | 0.30 |
| AAPL | 0.09 | 0.12 | 0.25 | 0.21 | 0.27 | 1.00 | 0.48 | 0.42 |
| NVDA | 0.09 | 0.12 | 0.22 | 0.21 | 0.26 | 0.48 | 1.00 | 0.48 |
| FTNT | 0.11 | 0.11 | 0.25 | 0.22 | 0.30 | 0.42 | 0.48 | 1.00 |
Dividend yield
a granted a 0.93% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| a | 0.93% | 0.72% | 0.42% | 0.42% | 0.62% | 0.85% | 0.70% | 1.00% | 0.91% | 0.92% | 1.10% | 0.74% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
FTNT Fortinet, 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% |
LLY Eli Lilly and Company | 0.79% | 1.08% | 1.26% | 1.82% | 2.08% | 2.10% | 2.73% | 3.16% | 2.77% | 3.41% | 4.76% | 5.11% |
NVO Novo Nordisk A/S | 2.27% | 2.01% | 2.30% | 2.02% | 2.36% | 2.24% | 1.76% | 3.41% | 1.11% | 1.75% | 1.52% | 1.41% |
RMS.PA Hermès International Société en commandite par actions | 0.74% | 0.56% | 0.30% | 0.53% | 0.70% | 0.87% | 0.87% | 0.90% | 1.00% | 0.98% | 1.03% | 0.97% |
1211.HK BYD Co Ltd-H | 0.52% | 0.06% | 0.07% | 0.03% | 0.60% | 0.35% | 0.30% | 1.05% | 0.00% | 0.21% | 0.00% | 0.00% |
0700.HK Tencent Holdings Ltd | 1.58% | 1.00% | 0.36% | 0.22% | 0.27% | 0.30% | 0.16% | 0.26% | 0.25% | 0.22% | 0.21% | 0.32% |
Expense Ratio
The a 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.41 | ||||
NVDA NVIDIA Corporation | 3.82 | ||||
FTNT Fortinet, Inc. | 0.35 | ||||
LLY Eli Lilly and Company | 2.98 | ||||
NVO Novo Nordisk A/S | 2.94 | ||||
RMS.PA Hermès International Société en commandite par actions | 1.69 | ||||
1211.HK BYD Co Ltd-H | 0.14 | ||||
0700.HK Tencent Holdings Ltd | 0.13 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the a. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the a is 34.69%, recorded on Nov 3, 2022. It took 105 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.69% | Dec 28, 2021 | 222 | Nov 3, 2022 | 105 | Mar 31, 2023 | 327 |
| -23.37% | Feb 20, 2020 | 20 | Mar 18, 2020 | 36 | May 8, 2020 | 56 |
| -21.23% | Aug 30, 2018 | 89 | Jan 3, 2019 | 64 | Apr 3, 2019 | 153 |
| -20.96% | Jun 25, 2015 | 165 | Feb 12, 2016 | 81 | Jun 7, 2016 | 246 |
| -20.73% | Jul 8, 2011 | 63 | Oct 4, 2011 | 82 | Jan 25, 2012 | 145 |
Volatility Chart
The current a volatility is 4.60%, 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.