PEA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
0OFM.L Compagnie Generale des Etablissements Michelin SCA | Consumer Cyclical | 20% |
HESAY Hermes International SA | Consumer Cyclical | 20% |
NVO Novo Nordisk A/S | Healthcare | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 13, 2024, the PEA returned 12.08% Year-To-Date and 15.83% 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% |
| PEA | 11.68% | -5.08% | -4.94% | 18.63% | 19.19% | 15.79% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 26.94% | 2.23% | 13.51% | 35.06% | 15.38% | 13.08% |
NVO Novo Nordisk A/S | 4.48% | -10.74% | -20.31% | 8.96% | 31.48% | 19.01% |
0OFM.L Compagnie Generale des Etablissements Michelin SCA | -5.29% | -12.00% | -16.56% | 6.16% | 4.03% | 6.92% |
HESAY Hermes International SA | 1.21% | -8.47% | -14.91% | 3.61% | 24.32% | 21.43% |
Monthly Returns
The table below presents the monthly returns of 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 | 1.49% | 8.71% | 4.02% | -2.72% | 4.75% | 1.20% | -1.45% | 3.56% | -0.51% | -6.67% | 11.68% | ||
| 2023 | 9.33% | -1.19% | 6.07% | 3.82% | -3.25% | 5.06% | 3.89% | -0.05% | -4.54% | -0.07% | 9.70% | 3.81% | 36.42% |
| 2022 | -7.09% | -5.22% | 3.68% | -7.08% | 0.02% | -7.75% | 9.27% | -6.54% | -7.72% | 9.27% | 11.54% | -0.68% | -10.71% |
| 2021 | 0.02% | 4.29% | 1.69% | 6.02% | 5.49% | 3.88% | 4.56% | 1.94% | -4.75% | 9.10% | 1.57% | 3.17% | 43.06% |
| 2020 | 0.17% | -7.59% | -6.70% | 9.45% | 6.12% | 1.52% | 2.29% | 6.17% | -1.59% | -1.12% | 9.68% | 4.90% | 23.82% |
| 2019 | 7.14% | 5.48% | 2.79% | 3.56% | -6.12% | 8.44% | -3.45% | -0.55% | 1.96% | 4.86% | 2.34% | 2.06% | 31.34% |
| 2018 | 5.87% | -4.14% | -0.53% | 0.08% | 2.42% | -4.42% | 4.86% | 0.10% | -0.08% | -10.00% | 1.64% | -4.38% | -9.28% |
| 2017 | 1.52% | 2.10% | 3.05% | 4.83% | 3.05% | 1.73% | 1.41% | 3.80% | 1.40% | 2.13% | 2.43% | 1.38% | 32.90% |
| 2016 | -3.92% | -1.45% | 7.40% | 1.40% | 1.08% | -1.24% | 7.21% | -2.90% | -1.74% | -4.22% | 0.77% | 2.64% | 4.32% |
| 2015 | 0.46% | 2.40% | 4.89% | 4.83% | 1.67% | -2.29% | 1.97% | -5.88% | -2.16% | 6.25% | -0.95% | -1.08% | 9.84% |
| 2014 | -2.56% | 9.56% | 1.12% | 0.76% | 0.55% | 2.91% | -3.54% | 1.60% | -5.08% | -0.96% | 3.80% | 0.10% | 7.74% |
| 2013 | 6.02% | -0.63% | 0.07% | 2.13% | 1.50% | -2.60% | 7.67% | -2.60% | 6.02% | -0.60% | 3.88% | 1.98% | 24.63% |
Expense Ratio
PEA 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 rank of PEA is 12, indicating that it is in the bottom 12% 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.79 | 3.73 | 1.53 | 3.99 | 18.23 |
NVO Novo Nordisk A/S | 0.17 | 0.48 | 1.06 | 0.18 | 0.52 |
0OFM.L Compagnie Generale des Etablissements Michelin SCA | 0.26 | 0.50 | 1.07 | 0.26 | 0.81 |
HESAY Hermes International SA | 0.02 | 0.24 | 1.03 | 0.03 | 0.06 |
Dividends
Dividend yield
PEA provided a 1.89% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.89% | 1.68% | 1.88% | 1.15% | 1.53% | 2.00% | 2.32% | 1.83% | 2.32% | 2.18% | 2.01% | 1.89% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.23% | 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 | 1.35% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
0OFM.L Compagnie Generale des Etablissements Michelin SCA | 4.36% | 3.85% | 4.25% | 1.59% | 1.90% | 3.40% | 4.11% | 2.71% | 2.70% | 2.83% | 3.33% | 3.12% |
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% |
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. 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 was 28.01%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current PEA drawdown is 7.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.01% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -27.92% | Nov 22, 2021 | 220 | Sep 26, 2022 | 131 | Mar 30, 2023 | 351 |
| -21.44% | Jul 26, 2011 | 50 | Oct 3, 2011 | 90 | Feb 9, 2012 | 140 |
| -19.97% | Jan 29, 2018 | 234 | Dec 24, 2018 | 73 | Apr 8, 2019 | 307 |
| -15.62% | Jun 12, 2015 | 173 | Feb 11, 2016 | 115 | Jul 22, 2016 | 288 |
Volatility
Volatility Chart
The current PEA volatility is 3.78%, 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 | |
|---|---|---|---|---|
| NVO | 1.00 | 0.25 | 0.21 | 0.40 |
| HESAY | 0.25 | 1.00 | 0.37 | 0.32 |
| 0OFM.L | 0.21 | 0.37 | 1.00 | 0.37 |
| VOO | 0.40 | 0.32 | 0.37 | 1.00 |