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etf
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 35%LLY 16%NVO 14%AAPL 8%HESAY 8%MSFT 7%AVGO 7%RHM.DE 5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

8%

AVGO
Broadcom Inc.
Technology

7%

HESAY
Hermes International SA
Consumer Cyclical

8%

LLY
Eli Lilly and Company
Healthcare

16%

MSFT
Microsoft Corporation
Technology

7%

NVDA
NVIDIA Corporation
Technology

35%

NVO
Novo Nordisk A/S
Healthcare

14%

RHM.DE
Rheinmetall AG
Industrials

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in etf, 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


0.00%5,000.00%10,000.00%15,000.00%2024FebruaryMarchAprilMayJune
13,504.16%
445.86%
etf
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 1, 2009, corresponding to the inception date of HESAY

Returns By Period

As of Jun 22, 2024, the etf returned 73.84% Year-To-Date and 47.77% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.22%2.70%14.58%25.29%13.38%10.79%
etf73.38%10.21%74.86%107.32%64.12%47.68%
NVDA
NVIDIA Corporation
155.62%18.89%159.24%199.95%96.77%74.02%
LLY
Eli Lilly and Company
52.15%9.47%55.50%94.07%52.04%32.02%
NVO
Novo Nordisk A/S
37.93%4.35%38.92%80.01%41.55%21.16%
AAPL
Apple Inc
8.39%9.56%7.79%12.09%33.07%25.52%
HESAY
Hermes International SA
10.39%-2.32%9.45%13.08%26.90%21.06%
MSFT
Microsoft Corporation
20.05%4.56%20.51%35.30%27.88%28.01%
AVGO
Broadcom Inc.
43.70%13.46%42.97%97.07%44.59%39.25%
RHM.DE
Rheinmetall AG
67.80%-8.68%69.55%90.73%36.55%24.37%

Monthly Returns

The table below presents the monthly returns of etf, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202412.78%17.88%8.70%-2.75%12.84%73.38%
202315.14%7.31%15.58%4.18%14.89%8.58%3.77%6.46%-7.69%0.37%10.53%4.01%118.38%
2022-11.38%2.30%12.43%-13.48%-0.11%-6.52%11.28%-10.72%-9.91%9.33%16.12%-5.59%-11.67%
20213.59%2.11%-3.01%7.59%6.20%13.42%2.84%7.97%-6.46%15.38%11.75%-0.56%77.05%
20202.32%-0.50%-1.04%9.89%11.82%6.58%4.41%13.61%-0.19%-6.94%8.66%5.93%67.32%
20196.12%5.81%9.37%0.47%-13.12%11.52%0.15%1.33%2.08%8.32%5.13%6.86%50.71%
201810.59%-2.31%-1.96%-0.70%8.33%-4.47%5.74%7.85%0.51%-13.27%-4.97%-6.47%-3.82%
20174.42%0.27%4.60%0.83%15.84%0.05%5.71%4.91%2.28%8.01%1.17%-1.23%56.66%
2016-6.30%-0.37%9.45%-1.12%12.23%-0.21%13.06%0.63%3.77%-1.78%9.42%10.02%57.95%
2015-0.76%9.56%0.37%4.27%4.08%-4.39%1.47%2.33%3.62%7.17%5.18%2.74%41.11%
2014-0.08%13.39%-0.70%1.81%2.45%1.98%-3.30%6.62%-1.91%2.06%5.56%-1.69%28.19%
20134.38%1.11%0.30%3.66%3.06%-4.82%4.40%1.95%3.87%0.34%3.67%3.18%27.73%

Expense Ratio

etf 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of etf is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of etf is 9797
etf
The Sharpe Ratio Rank of etf is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of etf is 9797Sortino Ratio Rank
The Omega Ratio Rank of etf is 9898Omega Ratio Rank
The Calmar Ratio Rank of etf is 9898Calmar Ratio Rank
The Martin Ratio Rank of etf is 9797Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


etf
Sharpe ratio
The chart of Sharpe ratio for etf, currently valued at 4.50, compared to the broader market0.002.004.004.50
Sortino ratio
The chart of Sortino ratio for etf, currently valued at 5.79, compared to the broader market-2.000.002.004.006.005.79
Omega ratio
The chart of Omega ratio for etf, currently valued at 1.73, compared to the broader market0.801.001.201.401.601.801.73
Calmar ratio
The chart of Calmar ratio for etf, currently valued at 9.47, compared to the broader market0.002.004.006.008.0010.009.47
Martin ratio
The chart of Martin ratio for etf, currently valued at 32.23, compared to the broader market0.0010.0020.0030.0040.0050.0032.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.16, compared to the broader market0.002.004.002.16
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.008.0010.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.08, compared to the broader market0.0010.0020.0030.0040.0050.008.08

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
4.524.771.6110.0329.10
LLY
Eli Lilly and Company
3.144.471.607.5222.88
NVO
Novo Nordisk A/S
2.514.061.486.6218.75
AAPL
Apple Inc
0.400.751.090.531.04
HESAY
Hermes International SA
0.370.701.090.441.04
MSFT
Microsoft Corporation
1.712.281.302.636.43
AVGO
Broadcom Inc.
2.283.161.386.0614.98
RHM.DE
Rheinmetall AG
3.163.781.485.1115.45

Sharpe Ratio

The current etf Sharpe ratio is 4.47. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.43, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of etf with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.002024FebruaryMarchAprilMayJune
4.50
2.16
etf
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

etf granted a 0.51% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
etf0.51%0.57%0.80%0.74%1.18%1.19%1.51%1.22%1.59%1.56%1.78%2.22%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
LLY
Eli Lilly and Company
0.55%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
NVO
Novo Nordisk A/S
0.69%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%
AAPL
Apple Inc
0.47%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
HESAY
Hermes International SA
1.16%0.65%0.58%0.31%0.82%0.69%0.90%0.76%0.90%2.60%1.01%0.90%
MSFT
Microsoft Corporation
0.65%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AVGO
Broadcom Inc.
1.28%1.71%3.02%2.24%3.05%3.54%4.48%1.94%1.52%1.23%1.34%1.87%
RHM.DE
Rheinmetall AG
1.16%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%4.01%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-3.56%
-0.71%
etf
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the etf. 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 etf was 30.53%, occurring on Oct 14, 2022. Recovery took 77 trading sessions.

The current etf drawdown is 3.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.53%Mar 30, 2022142Oct 14, 202277Feb 1, 2023219
-28.16%Feb 20, 202022Mar 20, 202035May 11, 202057
-28.13%Oct 2, 201860Dec 24, 2018216Oct 25, 2019276
-25.95%Feb 21, 2011160Oct 3, 2011405Apr 29, 2013565
-21.34%Apr 16, 201098Aug 31, 201039Oct 25, 2010137

Volatility

Volatility Chart

The current etf volatility is 5.96%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%2024FebruaryMarchAprilMayJune
5.96%
2.39%
etf
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

HESAYRHM.DELLYNVOAAPLNVDAAVGOMSFT
HESAY1.000.290.130.240.190.180.230.23
RHM.DE0.291.000.170.250.190.210.250.23
LLY0.130.171.000.380.250.230.250.34
NVO0.240.250.381.000.260.260.270.33
AAPL0.190.190.250.261.000.470.490.54
NVDA0.180.210.230.260.471.000.550.54
AVGO0.230.250.250.270.490.551.000.48
MSFT0.230.230.340.330.540.540.481.00
The correlation results are calculated based on daily price changes starting from Sep 2, 2009