etf
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Sep 1, 2009, corresponding to the inception date of HESAY
Returns By Period
As of Jul 25, 2024, the etf returned 64.29% Year-To-Date and 47.03% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| etf | 64.29% | -6.40% | 47.28% | 90.19% | 61.33% | 47.08% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 130.74% | -9.39% | 85.44% | 151.44% | 89.34% | 72.87% |
LLY Eli Lilly and Company | 48.02% | -4.94% | 37.48% | 90.99% | 52.05% | 31.60% |
NVO Novo Nordisk A/S | 27.86% | -10.42% | 25.17% | 67.71% | 40.60% | 20.26% |
AAPL Apple Inc | 13.81% | 4.53% | 12.85% | 12.96% | 33.33% | 25.21% |
HESAY Hermes International SA | 4.59% | -7.89% | 11.00% | 8.17% | 25.36% | 20.86% |
MSFT Microsoft Corporation | 14.47% | -4.89% | 6.32% | 27.97% | 25.37% | 26.91% |
AVGO Broadcom Inc. | 36.59% | -4.26% | 23.96% | 72.44% | 41.31% | 39.06% |
RHM.DE Rheinmetall AG | 71.61% | 1.38% | 52.88% | 93.93% | 37.97% | 25.97% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 12.78% | 17.88% | 8.70% | -2.75% | 12.78% | 9.17% | 64.29% | ||||||
| 2023 | 15.14% | 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% |
| 2021 | 3.59% | 2.11% | -3.01% | 7.59% | 6.20% | 13.42% | 2.84% | 7.97% | -6.46% | 15.38% | 11.75% | -0.56% | 77.05% |
| 2020 | 2.32% | -0.50% | -1.04% | 9.89% | 11.82% | 6.58% | 4.41% | 13.61% | -0.19% | -6.94% | 8.66% | 5.93% | 67.32% |
| 2019 | 6.12% | 5.81% | 9.37% | 0.47% | -13.12% | 11.52% | 0.15% | 1.33% | 2.08% | 8.32% | 5.13% | 6.86% | 50.71% |
| 2018 | 10.59% | -2.31% | -1.96% | -0.70% | 8.33% | -4.47% | 5.74% | 7.85% | 0.51% | -13.27% | -4.97% | -6.47% | -3.82% |
| 2017 | 4.42% | 0.33% | 4.60% | 0.83% | 15.84% | 0.05% | 5.71% | 4.91% | 2.28% | 8.01% | 1.17% | -1.23% | 56.76% |
| 2016 | -6.30% | -0.29% | 9.46% | -1.12% | 12.23% | -0.21% | 13.06% | 0.63% | 3.77% | -1.78% | 9.42% | 10.02% | 58.10% |
| 2015 | -0.76% | 9.67% | 0.37% | 4.27% | 4.08% | -4.39% | 1.47% | 2.33% | 3.62% | 7.17% | 5.18% | 2.74% | 41.25% |
| 2014 | -0.08% | 13.55% | -0.70% | 1.81% | 2.45% | 1.98% | -3.30% | 6.62% | -1.91% | 2.06% | 5.56% | -1.69% | 28.38% |
| 2013 | 4.38% | 1.32% | 0.31% | 3.67% | 3.06% | -4.82% | 4.40% | 1.95% | 3.87% | 0.34% | 3.67% | 3.18% | 28.01% |
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.
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.
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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.42 | 3.82 | 1.49 | 7.99 | 22.39 |
LLY Eli Lilly and Company | 2.99 | 4.08 | 1.56 | 7.33 | 21.70 |
NVO Novo Nordisk A/S | 2.09 | 3.43 | 1.41 | 5.63 | 15.04 |
AAPL Apple Inc | 0.62 | 1.05 | 1.13 | 0.85 | 1.84 |
HESAY Hermes International SA | 0.16 | 0.41 | 1.05 | 0.18 | 0.48 |
MSFT Microsoft Corporation | 1.66 | 2.22 | 1.29 | 2.46 | 10.76 |
AVGO Broadcom Inc. | 1.86 | 2.59 | 1.32 | 4.27 | 11.68 |
RHM.DE Rheinmetall AG | 2.88 | 3.44 | 1.44 | 4.83 | 12.92 |
Dividends
Dividend yield
etf granted a 0.53% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| etf | 0.53% | 0.57% | 0.80% | 0.74% | 1.18% | 1.19% | 1.51% | 1.27% | 1.65% | 1.62% | 1.85% | 2.35% |
| Portfolio components: | ||||||||||||
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 | 0.57% | 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 | 0.74% | 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 | 0.44% | 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 | 1.23% | 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 | 0.68% | 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. | 1.34% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
RHM.DE Rheinmetall AG | 1.15% | 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.
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 10.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.53% | Mar 30, 2022 | 142 | Oct 14, 2022 | 77 | Feb 1, 2023 | 219 |
| -28.16% | Feb 20, 2020 | 22 | Mar 20, 2020 | 35 | May 11, 2020 | 57 |
| -28.13% | Oct 2, 2018 | 60 | Dec 24, 2018 | 216 | Oct 25, 2019 | 276 |
| -25.95% | Feb 21, 2011 | 160 | Oct 3, 2011 | 405 | Apr 29, 2013 | 565 |
| -21.34% | Apr 16, 2010 | 98 | Aug 31, 2010 | 39 | Oct 25, 2010 | 137 |
Volatility
Volatility Chart
The current etf volatility is 8.23%, 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
| HESAY | RHM.DE | LLY | NVO | AAPL | NVDA | AVGO | MSFT | |
|---|---|---|---|---|---|---|---|---|
| HESAY | 1.00 | 0.29 | 0.13 | 0.24 | 0.19 | 0.18 | 0.22 | 0.23 |
| RHM.DE | 0.29 | 1.00 | 0.17 | 0.25 | 0.19 | 0.21 | 0.26 | 0.23 |
| LLY | 0.13 | 0.17 | 1.00 | 0.38 | 0.25 | 0.23 | 0.25 | 0.34 |
| NVO | 0.24 | 0.25 | 0.38 | 1.00 | 0.26 | 0.26 | 0.27 | 0.33 |
| AAPL | 0.19 | 0.19 | 0.25 | 0.26 | 1.00 | 0.47 | 0.49 | 0.54 |
| NVDA | 0.18 | 0.21 | 0.23 | 0.26 | 0.47 | 1.00 | 0.55 | 0.54 |
| AVGO | 0.22 | 0.26 | 0.25 | 0.27 | 0.49 | 0.55 | 1.00 | 0.49 |
| MSFT | 0.23 | 0.23 | 0.34 | 0.33 | 0.54 | 0.54 | 0.49 | 1.00 |