24
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
0700.HK Tencent Holdings Ltd | Communication Services | 10% |
0883.HK CNOOC Ltd | Energy | 10% |
DXJ WisdomTree Japan Hedged Equity Fund | Japan Equities | 10% |
HESAY Hermes International SA | Consumer Cyclical | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
MITSY Mitsui & Company Ltd | Industrials | 10% |
MSFT Microsoft Corporation | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
NVO Novo Nordisk A/S | Healthcare | 10% |
RNMBY Rheinmetall AG ADR | Industrials | 10% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 21, 2012, corresponding to the inception date of RNMBY
Returns By Period
As of May 15, 2025, the 24 returned 16.98% Year-To-Date and 28.84% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| 24 | 16.98% | 8.83% | 17.41% | 20.38% | 39.51% | 28.84% |
| Portfolio components: | ||||||
0700.HK Tencent Holdings Ltd | 24.36% | 14.05% | 28.62% | 37.75% | 4.77% | 12.49% |
0883.HK CNOOC Ltd | -8.17% | 5.35% | 3.32% | -3.00% | 26.84% | 10.90% |
MSFT Microsoft Corporation | 7.67% | 16.79% | 6.95% | 9.56% | 20.37% | 26.26% |
NVDA NVIDIA Corporation | 0.79% | 22.25% | -7.46% | 48.19% | 71.88% | 72.45% |
LLY Eli Lilly and Company | -7.15% | -5.14% | -11.56% | -5.73% | 35.61% | 27.21% |
NVO Novo Nordisk A/S | -23.92% | -2.50% | -38.78% | -50.58% | 16.53% | 10.49% |
HESAY Hermes International SA | 20.90% | 10.58% | 36.24% | 15.71% | 31.79% | 22.81% |
RNMBY Rheinmetall AG ADR | 181.66% | 9.50% | 195.51% | 220.91% | 92.57% | 42.72% |
MITSY Mitsui & Company Ltd | -5.20% | 6.07% | -4.03% | -20.66% | 25.93% | 17.10% |
DXJ WisdomTree Japan Hedged Equity Fund | 0.44% | 9.59% | 3.60% | 4.88% | 23.36% | 9.81% |
Monthly Returns
The table below presents the monthly returns of 24, 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 | 1.92% | 7.13% | 0.67% | 2.67% | 3.66% | 16.98% | |||||||
| 2024 | 8.40% | 13.40% | 9.13% | 1.16% | 6.19% | 3.21% | -4.20% | 4.76% | -1.25% | -4.41% | 2.08% | 0.03% | 43.86% |
| 2023 | 10.69% | 0.85% | 12.47% | 3.58% | 1.89% | 8.03% | 3.80% | 2.32% | -3.21% | 0.73% | 7.82% | 0.39% | 60.46% |
| 2022 | -2.70% | 4.04% | 11.55% | -5.20% | 0.31% | -3.08% | 2.32% | -4.21% | -7.76% | 3.24% | 18.06% | -0.89% | 13.67% |
| 2021 | 5.17% | 4.53% | -3.04% | 4.49% | 4.96% | 5.91% | -1.05% | 3.53% | -2.14% | 8.57% | 1.79% | 1.46% | 39.19% |
| 2020 | 0.03% | -4.90% | -4.90% | 7.27% | 7.12% | 5.47% | 0.88% | 7.94% | -1.98% | -4.28% | 8.06% | 5.12% | 27.25% |
| 2019 | 7.42% | 3.20% | 5.34% | 2.31% | -8.61% | 8.37% | -0.98% | -1.70% | 3.44% | 3.24% | 1.97% | 6.41% | 33.47% |
| 2018 | 8.43% | -3.59% | -0.43% | 1.79% | 3.32% | -3.87% | 3.77% | 2.15% | 2.26% | -11.67% | 1.36% | -5.05% | -3.03% |
| 2017 | 4.89% | 0.04% | 3.62% | 2.57% | 6.16% | 1.45% | 4.05% | 4.16% | 3.68% | 5.08% | 3.10% | 1.95% | 49.09% |
| 2016 | -3.69% | -2.45% | 8.42% | 0.65% | 3.39% | -1.23% | 8.30% | 1.78% | 1.41% | -0.97% | 2.58% | 3.49% | 23.05% |
| 2015 | -0.41% | 7.04% | 2.01% | 7.75% | 0.98% | -3.22% | -0.01% | -1.04% | -2.37% | 8.95% | 1.59% | 0.47% | 23.00% |
| 2014 | -1.27% | 10.68% | -3.13% | -0.19% | 3.26% | 4.51% | -1.34% | 2.37% | -3.77% | -0.68% | 1.16% | -2.11% | 8.99% |
Expense Ratio
24 has an expense ratio of 0.05%, which is considered low. 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 24 is 61, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
0700.HK Tencent Holdings Ltd | 1.07 | 1.58 | 1.22 | 0.69 | 3.39 |
0883.HK CNOOC Ltd | -0.09 | 0.17 | 1.03 | -0.04 | -0.07 |
MSFT Microsoft Corporation | 0.30 | 0.56 | 1.08 | 0.28 | 0.62 |
NVDA NVIDIA Corporation | 0.71 | 1.08 | 1.14 | 0.83 | 2.03 |
LLY Eli Lilly and Company | -0.22 | -0.17 | 0.98 | -0.44 | -0.85 |
NVO Novo Nordisk A/S | -1.20 | -1.87 | 0.76 | -0.86 | -1.57 |
HESAY Hermes International SA | 0.50 | 1.30 | 1.16 | 1.06 | 2.80 |
RNMBY Rheinmetall AG ADR | 4.63 | 4.86 | 1.69 | 12.01 | 28.30 |
MITSY Mitsui & Company Ltd | -0.63 | -0.92 | 0.89 | -0.68 | -1.16 |
DXJ WisdomTree Japan Hedged Equity Fund | 0.18 | 0.46 | 1.07 | 0.26 | 0.76 |
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Dividends
Dividend yield
24 provided a 1.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.81% | 2.30% | 3.18% | 1.94% | 2.80% | 2.49% | 2.73% | 2.16% | 2.61% | 3.21% | 3.74% |
| Portfolio components: | ||||||||||||
0700.HK Tencent Holdings Ltd | 0.65% | 0.82% | 1.63% | 0.93% | 0.32% | 0.20% | 0.25% | 0.27% | 0.14% | 0.23% | 0.22% | 0.20% |
0883.HK CNOOC Ltd | 7.94% | 7.32% | 10.31% | 18.84% | 6.85% | 9.05% | 5.63% | 4.96% | 3.83% | 3.81% | 7.06% | 5.46% |
MSFT Microsoft Corporation | 0.88% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA NVIDIA Corporation | 0.03% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
LLY Eli Lilly and Company | 0.75% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% |
NVO Novo Nordisk A/S | 2.50% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
HESAY Hermes International SA | 0.50% | 1.13% | 0.65% | 0.57% | 0.31% | 0.82% | 0.68% | 0.91% | 0.77% | 0.91% | 2.53% | 1.03% |
RNMBY Rheinmetall AG ADR | 0.85% | 0.95% | 1.48% | 1.83% | 2.56% | 2.43% | 2.04% | 2.37% | 1.21% | 1.99% | 0.49% | 1.25% |
MITSY Mitsui & Company Ltd | 0.00% | 1.28% | 2.93% | 3.16% | 3.40% | 8.26% | 8.26% | 9.31% | 6.57% | 7.62% | 8.62% | 8.90% |
DXJ WisdomTree Japan Hedged Equity Fund | 3.19% | 3.48% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% |
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 24. 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 24 was 26.34%, occurring on Mar 18, 2020. Recovery took 54 trading sessions.
The current 24 drawdown is 0.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.34% | Feb 20, 2020 | 20 | Mar 18, 2020 | 54 | Jun 3, 2020 | 74 |
| -18.89% | Oct 2, 2018 | 60 | Dec 24, 2018 | 68 | Apr 1, 2019 | 128 |
| -18.57% | Apr 5, 2022 | 124 | Sep 26, 2022 | 48 | Dec 1, 2022 | 172 |
| -14.66% | Jul 15, 2024 | 16 | Aug 5, 2024 | 139 | Feb 18, 2025 | 155 |
| -14.51% | Mar 19, 2025 | 14 | Apr 7, 2025 | 24 | May 12, 2025 | 38 |
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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | MITSY | 0883.HK | 0700.HK | RNMBY | LLY | HESAY | NVO | NVDA | MSFT | DXJ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.12 | 0.15 | 0.25 | 0.42 | 0.40 | 0.38 | 0.61 | 0.72 | 0.65 | 0.67 |
| MITSY | 0.06 | 1.00 | 0.27 | 0.11 | 0.09 | 0.02 | 0.06 | 0.04 | 0.03 | 0.02 | 0.23 | 0.32 |
| 0883.HK | 0.12 | 0.27 | 1.00 | 0.35 | 0.13 | 0.02 | 0.08 | 0.04 | 0.07 | 0.07 | 0.16 | 0.42 |
| 0700.HK | 0.15 | 0.11 | 0.35 | 1.00 | 0.16 | 0.04 | 0.15 | 0.09 | 0.13 | 0.12 | 0.15 | 0.46 |
| RNMBY | 0.25 | 0.09 | 0.13 | 0.16 | 1.00 | 0.09 | 0.20 | 0.15 | 0.15 | 0.14 | 0.26 | 0.46 |
| LLY | 0.42 | 0.02 | 0.02 | 0.04 | 0.09 | 1.00 | 0.17 | 0.41 | 0.22 | 0.32 | 0.28 | 0.43 |
| HESAY | 0.40 | 0.06 | 0.08 | 0.15 | 0.20 | 0.17 | 1.00 | 0.27 | 0.26 | 0.33 | 0.29 | 0.48 |
| NVO | 0.38 | 0.04 | 0.04 | 0.09 | 0.15 | 0.41 | 0.27 | 1.00 | 0.24 | 0.32 | 0.27 | 0.49 |
| NVDA | 0.61 | 0.03 | 0.07 | 0.13 | 0.15 | 0.22 | 0.26 | 0.24 | 1.00 | 0.56 | 0.37 | 0.61 |
| MSFT | 0.72 | 0.02 | 0.07 | 0.12 | 0.14 | 0.32 | 0.33 | 0.32 | 0.56 | 1.00 | 0.41 | 0.57 |
| DXJ | 0.65 | 0.23 | 0.16 | 0.15 | 0.26 | 0.28 | 0.29 | 0.27 | 0.37 | 0.41 | 1.00 | 0.58 |
| Portfolio | 0.67 | 0.32 | 0.42 | 0.46 | 0.46 | 0.43 | 0.48 | 0.49 | 0.61 | 0.57 | 0.58 | 1.00 |