operating leverage peg ratio

Asset Allocation

Position	Category/Sector	Target Weight
APH Amphenol Corporation	Technology	7.69%
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	Financial Services	7.69%
BCS Barclays PLC	Financial Services	7.69%
HSBC HSBC Holdings plc	Financial Services	7.69%
ING ING Groep N.V.	Financial Services	7.69%
IX ORIX Corporation	Financial Services	7.69%
KB KB Financial Group Inc.	Financial Services	7.69%
NGG National Grid plc	Utilities	7.69%
NVS Novartis AG	Healthcare	7.69%
SAN Banco Santander, S.A.	Financial Services	7.69%
SHG Shinhan Financial Group Co., Ltd.	Financial Services	7.69%
TEVA Teva Pharmaceutical Industries Limited	Healthcare	7.69%
TRP TC Energy Corporation	Energy	7.69%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in operating leverage peg ratio , 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 Every 3 months.

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Returns By Period

As of Jun 6, 2026, the operating leverage peg ratio returned 13.57% Year-To-Date and 15.84% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio operating leverage peg ratio	-1.80%	1.22%	13.57%	18.79%	53.36%	45.37%	25.81%	15.84%
Portfolio components:
APH Amphenol Corporation	-5.42%	8.42%	2.92%	-0.01%	49.74%	54.30%	33.33%	26.23%
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	-2.67%	-0.27%	-1.70%	5.11%	54.06%	55.71%	36.75%	19.67%
BCS Barclays PLC	-2.96%	2.36%	-3.49%	5.77%	35.98%	50.25%	22.21%	12.14%
HSBC HSBC Holdings plc	-1.97%	1.27%	19.33%	32.22%	58.78%	43.16%	31.46%	17.26%
ING ING Groep N.V.	-3.20%	-1.49%	10.04%	17.24%	47.85%	41.20%	25.46%	14.90%
IX ORIX Corporation	-4.73%	12.30%	29.64%	36.16%	81.01%	32.36%	18.98%	12.72%
KB KB Financial Group Inc.	0.40%	-2.91%	26.58%	24.03%	41.81%	47.56%	21.29%	17.47%
NGG National Grid plc	0.59%	-3.31%	8.61%	11.41%	20.52%	14.45%	11.38%	7.19%
NVS Novartis AG	0.51%	2.14%	11.48%	16.30%	30.23%	18.41%	14.90%	10.17%
SAN Banco Santander, S.A.	-2.57%	-1.06%	4.86%	12.13%	54.99%	57.81%	28.02%	14.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 17, 2003, operating leverage peg ratio 's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +30.5%, while the worst month was Oct 2008 at -27.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, operating leverage peg ratio closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +15.1%, while the worst single day was Mar 16, 2020 at -12.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.96%	5.13%	-9.18%	9.92%	1.52%	-1.27%							13.57%
2025	4.45%	3.65%	2.65%	6.03%	9.57%	4.68%	1.25%	6.31%	6.98%	0.15%	7.57%	6.03%	77.74%
2024	0.85%	5.27%	9.27%	-0.13%	7.19%	-2.00%	8.64%	3.34%	-0.51%	-1.97%	0.90%	-1.77%	32.07%
2023	13.46%	-2.73%	-4.61%	3.78%	-4.68%	7.16%	4.41%	-1.27%	0.18%	-5.54%	10.05%	4.62%	25.34%
2022	5.12%	-3.94%	0.51%	-5.96%	7.53%	-12.45%	3.29%	-4.42%	-10.83%	9.78%	12.13%	-0.65%	-3.24%
2021	-1.47%	7.02%	7.24%	2.73%	5.95%	-3.66%	-1.41%	1.87%	-0.76%	5.06%	-8.02%	6.00%	21.05%

Benchmark Metrics

operating leverage peg ratio has an annualized alpha of 2.57%, beta of 1.06, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since September 17, 2003.

This portfolio captured 117.32% of S&P 500 Index gains and 106.61% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 2.57% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.06 and R2 of 0.70, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 2.57%

Beta: 1.06

R²: 0.70

Upside Capture: 117.32%

Downside Capture: 106.61%

Expense Ratio

operating leverage peg ratio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

operating leverage peg ratio ranks 73 for risk / return — better than 73% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for operating leverage peg ratio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.94	2.01	+0.93
Sortino ratioReturn per unit of downside risk	3.86	2.71	+1.15
Omega ratioGain probability vs. loss probability	1.50	1.36	+0.13
Calmar ratioReturn relative to maximum drawdown	3.73	2.69	+1.05
Martin ratioReturn relative to average drawdown	13.23	12.34	+0.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
APH Amphenol Corporation	74	1.26	1.70	1.24	1.82	4.73
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	81	1.65	2.21	1.28	2.49	6.60
BCS Barclays PLC	74	1.34	1.92	1.23	1.48	4.23
HSBC HSBC Holdings plc	90	2.30	3.00	1.40	3.69	13.21
ING ING Groep N.V.	84	1.87	2.58	1.31	2.44	8.06
IX ORIX Corporation	93	3.13	3.94	1.53	4.09	11.77
KB KB Financial Group Inc.	75	1.20	1.83	1.23	2.50	5.08
NGG National Grid plc	68	0.93	1.30	1.18	1.42	4.05
NVS Novartis AG	79	1.49	2.11	1.26	2.42	6.00
SAN Banco Santander, S.A.	83	1.70	2.34	1.28	2.77	8.59

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

operating leverage peg ratio Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.94
5-Year: 1.35
10-Year: 0.75
All Time: 0.48

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of operating leverage peg ratio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

operating leverage peg ratio provided a 2.61% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.61%	2.83%	5.26%	4.13%	4.42%	2.93%	2.53%	3.13%	3.12%	3.75%	3.76%	3.57%
Portfolio components:
APH Amphenol Corporation	0.60%	0.55%	0.79%	1.07%	1.06%	0.89%	0.80%	0.89%	1.09%	0.80%	0.86%	1.01%
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	4.87%	3.51%	7.71%	5.51%	6.29%	2.79%	3.50%	5.23%	5.75%	5.17%	6.02%	4.29%
BCS Barclays PLC	1.92%	1.70%	3.13%	4.86%	4.18%	1.61%	3.91%	3.68%	3.21%	1.37%	2.26%	2.95%
HSBC HSBC Holdings plc	4.13%	4.19%	8.29%	6.54%	4.33%	3.65%	4.05%	6.52%	6.20%	4.94%	6.35%	6.33%
ING ING Groep N.V.	5.01%	4.78%	7.65%	5.86%	7.16%	5.09%	0.00%	5.92%	2.63%	3.28%	4.24%	2.58%
IX ORIX Corporation	1.58%	3.43%	3.63%	3.22%	1.94%	0.00%	2.17%	0.00%	0.00%	1.41%	2.40%	0.00%
KB KB Financial Group Inc.	2.20%	2.92%	4.98%	2.81%	5.78%	5.27%	3.97%	0.00%	0.00%	0.00%	3.10%	3.05%
NGG National Grid plc	3.96%	4.03%	11.81%	5.20%	5.18%	4.75%	5.32%	4.94%	6.51%	14.95%	5.07%	4.73%
NVS Novartis AG	3.20%	2.90%	3.84%	3.44%	3.70%	3.86%	3.22%	3.03%	3.47%	3.24%	3.73%	3.10%
SAN Banco Santander, S.A.	2.30%	2.11%	4.63%	3.58%	3.83%	2.71%	0.00%	6.20%	5.83%	4.60%	3.29%	7.06%

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 operating leverage peg ratio . 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 operating leverage peg ratio was 69.57%, occurring on Mar 9, 2009. Recovery took 1141 trading sessions.

The current operating leverage peg ratio drawdown is 2.36%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-69.57%Mar 2009	1y 5mo	4y 6mo	5y 11moOct 2007 - Sep 2013
COVID crash2020	-49.38%Mar 2020	2y 1mo	1y 2mo	3y 4moJan 2018 - Jun 2021
2016 bear market2016	-29.18%Feb 2016	1y 5mo	1y 3mo	2y 8moSep 2014 - May 2017
Bear market2022	-28.52%Oct 2022	8mo 4d	3mo 16d	11mo 20dFeb 2022 - Jan 2023
2026 correction2026	-14.60%Mar 2026	1mo 2d	—	3mo 13dFeb 2026 - now

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 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.57	1.63	1.53	1.46	1.42

The portfolio has a diversification ratio of 1.42, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

operating leverage peg ratio correlation to the S&P 500 Index

operating leverage peg ratio has a 0.68 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Sep 17, 2003	0.76

Benchmark Correlations

Correlation vs. S&P 500 Index. APH has the highest benchmark correlation at 0.71, while NGG has the lowest at 0.39.

NGG

0.39

TEVA

0.40

TRP

0.43

0.44

NVS

0.45

SHG

0.47

0.50

0.59

0.59

0.60

0.60

0.61

0.71

Portfolio Correlations

Correlation vs. operating leverage peg ratio . SAN has the highest portfolio correlation at 0.80, while NGG has the lowest at 0.46.

0.46

0.47

0.49

0.50

0.55

APH

0.62

SHG

0.66

0.68

0.76

0.77

0.79

0.79

0.80

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	TEVA	NGG	TRP	NVS	IX	SHG	APH	KB	BCS	HSBC	ING	BBVA	SAN
TEVA	1.00	0.16	0.21	0.28	0.23	0.22	0.31	0.24	0.29	0.29	0.30	0.29	0.30
NGG	0.16	1.00	0.35	0.38	0.24	0.26	0.27	0.26	0.32	0.35	0.31	0.33	0.33
TRP	0.21	0.35	1.00	0.32	0.24	0.29	0.32	0.29	0.34	0.35	0.34	0.35	0.34
NVS	0.28	0.38	0.32	1.00	0.27	0.26	0.32	0.26	0.32	0.37	0.37	0.37	0.38
IX	0.23	0.24	0.24	0.27	1.00	0.33	0.33	0.34	0.37	0.39	0.38	0.37	0.37
SHG	0.22	0.26	0.29	0.26	0.33	1.00	0.38	0.77	0.42	0.47	0.43	0.41	0.41
APH	0.31	0.27	0.32	0.32	0.33	0.38	1.00	0.40	0.44	0.46	0.46	0.46	0.45
KB	0.24	0.26	0.29	0.26	0.34	0.77	0.40	1.00	0.43	0.48	0.45	0.43	0.43
BCS	0.29	0.32	0.34	0.32	0.37	0.42	0.44	0.43	1.00	0.67	0.69	0.66	0.68
HSBC	0.29	0.35	0.35	0.37	0.39	0.47	0.46	0.48	0.67	1.00	0.64	0.63	0.64
ING	0.30	0.31	0.34	0.37	0.38	0.43	0.46	0.45	0.69	0.64	1.00	0.73	0.73
BBVA	0.29	0.33	0.35	0.37	0.37	0.41	0.46	0.43	0.66	0.63	0.73	1.00	0.86
SAN	0.30	0.33	0.34	0.38	0.37	0.41	0.45	0.43	0.68	0.64	0.73	0.86	1.00

The correlation results are calculated based on daily price changes starting from Sep 17, 2003

Diversification Analysis

Find what operating leverage peg ratio is missing

See which holdings overlap, where operating leverage peg ratio is concentrated, and which low-correlation assets could fill the gaps.

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