etf
Asset Allocation
| Position | Category/Sector | Target 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 every 3 months.
The earliest data available for this chart is Jun 8, 2010, corresponding to the inception date of HESAY
Returns By Period
As of Mar 8, 2025, the etf returned 0.53% Year-To-Date and 45.59% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -2.43% | -4.96% | 4.27% | 12.42% | 14.11% | 10.71% |
| etf | -18.91% | -16.58% | 1.23% | 21.80% | 67.17% | 51.60% |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | -20.34% | -17.61% | 0.49% | 22.24% | 74.76% | 67.49% |
LLY Eli Lilly and Company | 7.67% | -5.36% | -8.33% | 9.58% | 43.27% | 29.68% |
NVO Novo Nordisk A/S | -8.22% | -8.64% | -40.15% | -40.02% | 23.57% | 14.66% |
AAPL Apple Inc | -9.06% | 0.04% | 3.20% | 33.87% | 27.03% | 22.90% |
HESAY Hermes International SA | 13.21% | -3.09% | 28.53% | 7.79% | 32.33% | 24.48% |
MSFT Microsoft Corporation | -9.63% | -7.04% | -5.92% | -5.70% | 20.39% | 26.01% |
AVGO Broadcom Inc. | -20.44% | -17.97% | 31.77% | 42.84% | 52.38% | 33.41% |
RHM.DE Rheinmetall AG | 89.52% | 62.26% | 116.69% | 165.65% | 75.15% | 39.51% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -9.55% | 3.67% | -18.91% | ||||||||||
| 2024 | 21.19% | 25.84% | 12.77% | -4.05% | 24.19% | 12.55% | -5.16% | 2.55% | 1.37% | 7.90% | 3.60% | -1.39% | 150.68% |
| 2023 | 24.92% | 14.02% | 17.93% | 0.93% | 30.75% | 10.99% | 8.81% | 5.75% | -10.98% | -4.73% | 13.66% | 5.94% | 189.14% |
| 2022 | -15.42% | -0.43% | 11.30% | -27.34% | 0.71% | -15.64% | 16.73% | -14.40% | -15.85% | 10.30% | 20.60% | -10.40% | -42.02% |
| 2021 | 0.81% | 4.25% | -2.50% | 10.28% | 7.11% | 19.72% | -1.04% | 12.66% | -7.13% | 21.02% | 23.45% | -7.09% | 108.26% |
| 2020 | 1.19% | 6.70% | -2.43% | 11.11% | 16.90% | 7.33% | 9.07% | 21.90% | 0.65% | -7.03% | 7.63% | 0.14% | 96.93% |
| 2019 | 6.59% | 6.37% | 12.85% | 1.08% | -19.82% | 16.21% | 1.73% | -0.04% | 2.74% | 11.78% | 6.98% | 7.43% | 61.73% |
| 2018 | 19.42% | -1.56% | -3.67% | -2.25% | 11.00% | -5.36% | 3.32% | 12.20% | 0.85% | -20.56% | -15.52% | -12.46% | -20.14% |
| 2017 | 3.88% | -2.79% | 5.87% | -1.90% | 25.72% | -0.19% | 9.46% | 4.41% | 3.59% | 12.71% | -1.04% | -3.08% | 68.42% |
| 2016 | -7.23% | -0.12% | 10.42% | -1.62% | 14.30% | -0.02% | 13.70% | 2.65% | 5.33% | 0.24% | 15.86% | 11.82% | 83.65% |
| 2015 | -0.05% | 10.63% | 0.46% | 2.57% | 6.33% | -4.87% | 0.62% | 0.96% | 2.76% | 5.97% | 5.55% | 3.48% | 39.24% |
| 2014 | 0.08% | 13.34% | -0.30% | 1.64% | 2.41% | 2.31% | -2.82% | 7.19% | -0.90% | 1.88% | 5.71% | -1.63% | 31.68% |
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 rank of etf is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.38 | 0.87 | 1.11 | 0.74 | 1.95 |
LLY Eli Lilly and Company | 0.31 | 0.64 | 1.08 | 0.39 | 0.88 |
NVO Novo Nordisk A/S | -1.06 | -1.44 | 0.80 | -0.85 | -1.70 |
AAPL Apple Inc | 1.31 | 1.87 | 1.25 | 1.90 | 5.98 |
HESAY Hermes International SA | 0.20 | 0.50 | 1.06 | 0.29 | 0.54 |
MSFT Microsoft Corporation | -0.39 | -0.39 | 0.95 | -0.45 | -0.97 |
AVGO Broadcom Inc. | 0.88 | 1.58 | 1.21 | 1.82 | 5.03 |
RHM.DE Rheinmetall AG | 3.28 | 4.00 | 1.55 | 7.64 | 16.59 |
Dividends
Dividend yield
etf provided a 0.64% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.64% | 0.63% | 0.61% | 0.85% | 0.79% | 1.25% | 1.28% | 1.48% | 1.30% | 1.73% | 1.61% | 1.86% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
LLY Eli Lilly and Company | 0.65% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
NVO Novo Nordisk A/S | 1.83% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
AAPL Apple Inc | 0.44% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
HESAY Hermes International SA | 0.86% | 1.13% | 0.65% | 0.58% | 0.31% | 0.81% | 0.68% | 0.90% | 0.76% | 0.92% | 2.57% | 1.04% |
MSFT Microsoft Corporation | 0.83% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AVGO Broadcom Inc. | 1.18% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
RHM.DE Rheinmetall AG | 0.51% | 0.93% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% | 1.10% |
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 57.99%, occurring on Oct 14, 2022. Recovery took 152 trading sessions.
The current etf drawdown is 5.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.99% | Nov 30, 2021 | 227 | Oct 14, 2022 | 152 | May 18, 2023 | 379 |
| -45.83% | Oct 2, 2018 | 60 | Dec 24, 2018 | 288 | Feb 6, 2020 | 348 |
| -34.21% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -30.56% | Feb 21, 2011 | 160 | Oct 3, 2011 | 507 | Sep 18, 2013 | 667 |
| -26.4% | Jan 7, 2025 | 45 | Mar 10, 2025 | — | — | — |
Volatility
Volatility Chart
The current etf volatility is 16.63%, 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 | 0.22 | 0.17 | 0.20 | 0.25 | 0.22 |
| HESAY | 0.30 | 1.00 | 0.14 | 0.25 | 0.20 | 0.19 | 0.24 | 0.25 |
| LLY | 0.16 | 0.14 | 1.00 | 0.40 | 0.24 | 0.23 | 0.26 | 0.33 |
| NVO | 0.22 | 0.25 | 0.40 | 1.00 | 0.24 | 0.25 | 0.27 | 0.32 |
| AAPL | 0.17 | 0.20 | 0.24 | 0.24 | 1.00 | 0.47 | 0.50 | 0.54 |
| NVDA | 0.20 | 0.19 | 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 | 0.33 | 0.32 | 0.54 | 0.54 | 0.50 | 1.00 |