etf
Asset Allocation
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 Jun 8, 2010, corresponding to the inception date of HESAY
Returns By Period
As of Oct 12, 2024, the etf returned 78.04% Year-To-Date and 48.82% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 21.91% | 4.70% | 13.50% | 33.69% | 14.40% | 11.99% |
etf | 78.04% | 3.75% | 26.98% | 92.39% | 62.35% | 48.75% |
Portfolio components: | ||||||
NVIDIA Corporation | 172.26% | 13.18% | 56.77% | 196.61% | 91.70% | 75.98% |
Eli Lilly and Company | 60.67% | 0.90% | 24.53% | 54.03% | 54.48% | 32.75% |
Novo Nordisk A/S | 17.31% | -12.38% | -2.75% | 18.82% | 36.82% | 20.29% |
Apple Inc | 18.64% | 2.27% | 32.10% | 27.88% | 31.22% | 25.85% |
Hermes International SA | 11.64% | 10.00% | -3.46% | 32.08% | 27.74% | 23.41% |
Microsoft Corporation | 11.32% | -3.31% | 1.01% | 27.98% | 24.79% | 26.60% |
Broadcom Inc. | 64.31% | 8.57% | 39.34% | 108.63% | 47.49% | 39.66% |
Rheinmetall AG | 65.31% | -10.27% | -10.67% | 85.15% | 37.76% | 30.25% |
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% | 8.72% | -2.75% | 12.78% | 9.17% | -4.70% | 6.02% | -2.20% | 78.04% | |||
2023 | 15.14% | 7.31% | 15.61% | 4.18% | 14.89% | 8.58% | 3.77% | 6.48% | -7.69% | 0.37% | 10.53% | 4.01% | 118.49% |
2022 | -11.38% | 2.30% | 12.48% | -13.48% | -0.11% | -6.52% | 11.28% | -10.70% | -9.91% | 9.33% | 16.12% | -5.59% | -11.61% |
2021 | 3.59% | 2.11% | -2.96% | 7.59% | 6.20% | 13.42% | 2.84% | 8.00% | -6.46% | 15.38% | 11.75% | -0.56% | 77.20% |
2020 | 2.32% | -0.50% | -0.98% | 9.89% | 11.82% | 6.58% | 4.41% | 13.64% | -0.19% | -6.94% | 8.66% | 5.93% | 67.46% |
2019 | 6.12% | 5.82% | 9.43% | 0.47% | -13.12% | 11.52% | 0.15% | 1.37% | 2.08% | 8.32% | 5.13% | 6.86% | 50.85% |
2018 | 10.59% | -2.31% | -1.99% | -0.70% | 8.33% | -4.51% | 5.74% | 7.89% | 0.51% | -13.27% | -4.97% | -6.47% | -3.85% |
2017 | 4.42% | 0.26% | 4.68% | 0.83% | 15.85% | 0.05% | 5.71% | 4.95% | 2.27% | 8.01% | 1.17% | -1.23% | 56.83% |
2016 | -6.30% | -0.38% | 9.52% | -1.11% | 12.22% | -0.21% | 13.06% | 0.66% | 3.76% | -1.78% | 9.42% | 10.02% | 58.07% |
2015 | -0.76% | 9.56% | 0.44% | 4.27% | 4.08% | -4.39% | 1.47% | 2.33% | 3.62% | 7.17% | 5.18% | 2.75% | 41.21% |
2014 | -0.09% | 13.39% | -0.64% | 1.82% | 2.44% | 1.99% | -3.31% | 6.63% | -1.92% | 2.07% | 5.56% | -1.69% | 28.27% |
2013 | 4.38% | 1.09% | 0.36% | 3.67% | 3.06% | -4.83% | 4.41% | 1.95% | 3.87% | 0.34% | 3.67% | 3.18% | 27.78% |
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 90, placing it in the top 10% 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 | |
---|---|---|---|---|---|
NVIDIA Corporation | 4.40 | 4.21 | 1.56 | 8.35 | 26.18 |
Eli Lilly and Company | 2.05 | 2.80 | 1.38 | 3.22 | 12.04 |
Novo Nordisk A/S | 0.86 | 1.41 | 1.17 | 1.22 | 3.70 |
Apple Inc | 1.44 | 2.13 | 1.27 | 1.94 | 4.60 |
Hermes International SA | 1.32 | 2.03 | 1.26 | 1.72 | 4.15 |
Microsoft Corporation | 1.47 | 1.98 | 1.26 | 1.83 | 5.04 |
Broadcom Inc. | 2.56 | 3.09 | 1.41 | 4.59 | 14.17 |
Rheinmetall AG | 2.87 | 3.30 | 1.45 | 5.47 | 13.33 |
Dividends
Dividend yield
etf granted a 0.58% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
etf | 0.58% | 0.61% | 0.85% | 0.79% | 1.25% | 1.28% | 1.48% | 1.30% | 1.73% | 1.61% | 1.84% | 2.27% |
Portfolio components: | ||||||||||||
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% |
Eli Lilly and Company | 0.54% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Novo Nordisk A/S | 1.20% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% | 1.68% |
Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Hermes International SA | 1.15% | 0.65% | 0.58% | 0.31% | 0.82% | 0.69% | 0.90% | 0.76% | 0.90% | 2.60% | 1.01% | 0.90% |
Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Broadcom Inc. | 1.16% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
Rheinmetall AG | 1.20% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 30.51%, occurring on Oct 14, 2022. Recovery took 77 trading sessions.
The current etf drawdown is 2.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.51% | 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 |
-25.9% | Feb 21, 2011 | 160 | Oct 3, 2011 | 405 | Apr 29, 2013 | 565 |
-19.51% | Nov 22, 2021 | 48 | Jan 27, 2022 | 43 | Mar 29, 2022 | 91 |
Volatility
Volatility Chart
The current etf volatility is 6.09%, 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
RHM.DE | HESAY | LLY | NVO | AAPL | NVDA | AVGO | MSFT | |
---|---|---|---|---|---|---|---|---|
RHM.DE | 1.00 | 0.30 | 0.16 | 0.23 | 0.18 | 0.21 | 0.25 | 0.22 |
HESAY | 0.30 | 1.00 | 0.14 | 0.25 | 0.20 | 0.20 | 0.24 | 0.25 |
LLY | 0.16 | 0.14 | 1.00 | 0.39 | 0.24 | 0.23 | 0.26 | 0.34 |
NVO | 0.23 | 0.25 | 0.39 | 1.00 | 0.25 | 0.25 | 0.27 | 0.33 |
AAPL | 0.18 | 0.20 | 0.24 | 0.25 | 1.00 | 0.47 | 0.50 | 0.55 |
NVDA | 0.21 | 0.20 | 0.23 | 0.25 | 0.47 | 1.00 | 0.57 | 0.54 |
AVGO | 0.25 | 0.24 | 0.26 | 0.27 | 0.50 | 0.57 | 1.00 | 0.50 |
MSFT | 0.22 | 0.25 | 0.34 | 0.33 | 0.55 | 0.54 | 0.50 | 1.00 |