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

Rebalance

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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The earliest data available for this chart is Sep 16, 2003, corresponding to the inception date of SHG

Returns By Period

As of Apr 2, 2026, the operating leverage peg ratio returned 4.79% Year-To-Date and 15.62% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio operating leverage peg ratio	1.74%	-1.79%	4.79%	20.41%	64.91%	43.08%	26.12%	15.62%
Portfolio components:
APH Amphenol Corporation	1.07%	-5.33%	-5.32%	2.84%	94.65%	47.44%	31.94%	25.43%
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	0.74%	-1.89%	-6.39%	15.64%	68.27%	55.46%	41.00%	19.16%
BCS Barclays PLC	3.17%	-7.93%	-13.20%	7.24%	44.62%	49.73%	20.64%	13.13%
HSBC HSBC Holdings plc	3.60%	-2.08%	11.69%	23.99%	57.09%	46.04%	31.66%	17.26%
ING ING Groep N.V.	2.92%	-4.45%	-3.56%	3.50%	45.63%	40.60%	25.16%	14.25%
IX ORIX Corporation	1.53%	-10.68%	4.21%	17.98%	49.56%	26.66%	15.56%	10.04%
KB KB Financial Group Inc.	1.10%	-8.01%	17.19%	21.54%	89.20%	45.63%	21.26%	17.21%
NGG National Grid plc	2.65%	-7.50%	12.27%	20.89%	37.80%	16.66%	14.82%	8.05%
NVS Novartis AG	1.53%	-4.24%	15.91%	21.32%	45.79%	23.19%	16.79%	12.09%
SAN Banco Santander, S.A.	2.57%	-3.26%	-1.36%	12.49%	75.62%	51.95%	32.18%	14.91%

*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 +1.07%. At this rate, your investment would double in approximately 5.4 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%	5.05%	-9.18%	1.74%									4.79%
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 2.78%, 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 118.89% of S&P 500 Index gains and 106.97% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 2.78% 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: 2.78%

Beta: 1.06

R²: 0.70

Upside Capture: 118.89%

Downside Capture: 106.97%

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 96 for risk / return — in the top 96% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.27	0.92	+2.36
Sortino ratio Return per unit of downside risk	3.98	1.41	+2.57
Omega ratio Gain probability vs. loss probability	1.58	1.21	+0.36
Calmar ratio Return relative to maximum drawdown	4.61	1.41	+3.19
Martin ratio Return relative to average drawdown	17.17	6.61	+10.55
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
APH Amphenol Corporation	90	2.32	2.66	1.40	3.41	11.77
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	87	1.99	2.48	1.34	3.14	10.12
BCS Barclays PLC	77	1.42	1.91	1.25	1.72	5.98
HSBC HSBC Holdings plc	88	2.03	2.51	1.37	2.91	10.63
ING ING Groep N.V.	82	1.61	2.21	1.29	2.31	7.68
IX ORIX Corporation	86	1.99	2.60	1.36	2.42	8.25
KB KB Financial Group Inc.	92	2.35	3.04	1.40	5.20	12.24
NGG National Grid plc	85	1.68	2.16	1.31	2.98	9.77
NVS Novartis AG	90	2.13	2.74	1.36	4.03	11.81
SAN Banco Santander, S.A.	90	2.19	2.65	1.36	3.83	12.98

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 Apr 2, 2026 (values are recalculated daily):

1-Year: 3.27
5-Year: 1.39
10-Year: 0.74
All Time: 0.47

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 1.00 to 1.70, 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 2.62% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.62%	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	0.65%	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.	3.75%	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	2.14%	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	4.39%	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.	5.12%	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	1.97%	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.	1.93%	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	3.59%	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	3.08%	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.	2.14%	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 9.91%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-69.57%	Oct 8, 2007	357	Mar 9, 2009	1141	Sep 18, 2013	1498
-49.38%	Jan 29, 2018	541	Mar 23, 2020	300	Jun 1, 2021	841
-29.18%	Sep 4, 2014	363	Feb 11, 2016	316	May 15, 2017	679
-28.52%	Feb 10, 2022	169	Oct 12, 2022	72	Jan 26, 2023	241
-14.67%	Feb 26, 2026	23	Mar 30, 2026	—	—	—

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. 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

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

	Benchmark	TEVA	NGG	TRP	NVS	IX	SHG	APH	KB	BCS	HSBC	ING	BBVA	SAN	Portfolio
Benchmark	1.00	0.40	0.39	0.43	0.45	0.44	0.47	0.71	0.50	0.59	0.60	0.61	0.59	0.60	0.76
TEVA	0.40	1.00	0.16	0.21	0.27	0.23	0.22	0.31	0.24	0.29	0.29	0.30	0.29	0.29	0.47
NGG	0.39	0.16	1.00	0.34	0.38	0.24	0.26	0.27	0.26	0.32	0.35	0.31	0.33	0.33	0.46
TRP	0.43	0.21	0.34	1.00	0.32	0.24	0.29	0.33	0.29	0.35	0.35	0.34	0.35	0.35	0.49
NVS	0.45	0.27	0.38	0.32	1.00	0.27	0.25	0.32	0.26	0.32	0.37	0.37	0.37	0.38	0.50
IX	0.44	0.23	0.24	0.24	0.27	1.00	0.33	0.34	0.34	0.37	0.39	0.38	0.37	0.37	0.55
SHG	0.47	0.22	0.26	0.29	0.25	0.33	1.00	0.38	0.77	0.42	0.47	0.42	0.41	0.41	0.66
APH	0.71	0.31	0.27	0.33	0.32	0.34	0.38	1.00	0.40	0.45	0.46	0.46	0.46	0.46	0.62
KB	0.50	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	0.68
BCS	0.59	0.29	0.32	0.35	0.32	0.37	0.42	0.45	0.43	1.00	0.67	0.69	0.66	0.68	0.77
HSBC	0.60	0.29	0.35	0.35	0.37	0.39	0.47	0.46	0.48	0.67	1.00	0.63	0.63	0.64	0.76
ING	0.61	0.30	0.31	0.34	0.37	0.38	0.42	0.46	0.45	0.69	0.63	1.00	0.73	0.73	0.79
BBVA	0.59	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	0.79
SAN	0.60	0.29	0.33	0.35	0.38	0.37	0.41	0.46	0.43	0.68	0.64	0.73	0.86	1.00	0.80
Portfolio	0.76	0.47	0.46	0.49	0.50	0.55	0.66	0.62	0.68	0.77	0.76	0.79	0.79	0.80	1.00

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

operating leverage peg ratio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table