te
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
0700.HK Tencent Holdings Ltd | Communication Services | 16% |
0883.HK CNOOC Ltd | Energy | 4.70% |
DXJ WisdomTree Japan Hedged Equity Fund | Japan Equities | 4% |
HESAY Hermes International SA | Consumer Cyclical | 5% |
LLY Eli Lilly and Company | Healthcare | 13% |
MITSY Mitsui & Company Ltd | Industrials | 4.60% |
MSFT Microsoft Corporation | Technology | 4% |
NVDA NVIDIA Corporation | Technology | 33% |
NVO Novo Nordisk A/S | Healthcare | 11% |
RHM.DE Rheinmetall AG | Industrials | 4.70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in te, 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 Apr 20, 2025, the te returned -4.04% Year-To-Date and 38.68% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| te | -22.55% | -13.69% | -24.95% | 31.78% | 59.27% | 48.76% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -12.57% | -4.93% | -11.70% | -7.15% | 16.57% | 25.11% |
NVDA NVIDIA Corporation | -24.42% | -14.38% | -26.44% | 33.22% | 67.77% | 66.84% |
LLY Eli Lilly and Company | 8.99% | -0.31% | -8.19% | 16.40% | 40.22% | 29.38% |
NVO Novo Nordisk A/S | -31.39% | -25.10% | -50.02% | -51.72% | 14.09% | 9.44% |
0700.HK Tencent Holdings Ltd | 9.92% | -11.77% | 6.40% | 53.37% | 2.93% | 11.13% |
0883.HK CNOOC Ltd | -11.87% | -9.11% | -11.50% | -2.18% | 25.46% | 10.11% |
HESAY Hermes International SA | 9.17% | -3.63% | 15.73% | 7.07% | 28.45% | 22.34% |
RHM.DE Rheinmetall AG | 160.11% | 14.75% | 213.68% | 213.23% | 94.48% | 44.10% |
MITSY Mitsui & Company Ltd | -10.99% | -7.17% | -13.24% | -19.56% | 25.46% | 16.92% |
DXJ WisdomTree Japan Hedged Equity Fund | -6.82% | -9.61% | -3.05% | 0.68% | 22.42% | 8.98% |
Monthly Returns
The table below presents the monthly returns of te, 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 | -9.87% | 4.53% | -12.58% | -5.96% | -22.55% | ||||||||
| 2024 | 22.30% | 26.93% | 13.55% | -3.93% | 25.11% | 12.19% | -5.38% | 2.53% | 1.42% | 8.29% | 3.85% | -2.85% | 155.51% |
| 2023 | 27.09% | 14.24% | 18.48% | 0.37% | 30.67% | 11.23% | 9.42% | 5.70% | -11.02% | -5.32% | 13.91% | 4.99% | 192.44% |
| 2022 | -15.11% | -0.87% | 10.57% | -27.93% | 0.52% | -15.50% | 15.16% | -14.41% | -16.90% | 8.63% | 23.46% | -10.11% | -43.76% |
| 2021 | 3.04% | 3.97% | -3.50% | 10.22% | 7.03% | 18.53% | -3.13% | 12.75% | -7.14% | 21.03% | 23.47% | -8.49% | 100.50% |
| 2020 | 0.89% | 8.94% | -1.67% | 10.38% | 15.58% | 8.59% | 9.26% | 19.92% | 0.46% | -4.83% | 5.53% | -1.13% | 95.68% |
| 2019 | 7.58% | 4.74% | 12.34% | 1.55% | -19.57% | 15.10% | 2.12% | -2.30% | 3.04% | 10.00% | 6.27% | 8.95% | 55.83% |
| 2018 | 21.15% | -2.81% | -4.01% | -2.62% | 9.35% | -4.98% | 1.74% | 10.30% | -0.35% | -21.74% | -13.14% | -12.31% | -23.77% |
| 2017 | 3.53% | -3.79% | 6.32% | -0.45% | 25.64% | 1.11% | 10.62% | 4.41% | 4.54% | 11.65% | 0.76% | -1.77% | 78.70% |
| 2016 | -6.89% | -0.37% | 10.05% | 0.56% | 14.86% | 0.38% | 13.14% | 3.89% | 6.67% | -0.09% | 14.09% | 10.27% | 86.54% |
| 2015 | 3.52% | 6.96% | 2.90% | 6.46% | 0.60% | -3.06% | -0.78% | -0.81% | 1.85% | 9.24% | 5.99% | 1.98% | 39.99% |
| 2014 | 2.50% | 14.16% | -5.14% | -1.78% | 4.20% | 3.83% | 0.07% | 3.50% | -4.07% | 2.90% | 2.93% | -4.61% | 18.39% |
Expense Ratio
te has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of te is 59, 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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | -0.36 | -0.36 | 0.95 | -0.37 | -0.86 |
NVDA NVIDIA Corporation | 0.27 | 0.78 | 1.10 | 0.43 | 1.17 |
LLY Eli Lilly and Company | 0.43 | 0.87 | 1.11 | 0.62 | 1.26 |
NVO Novo Nordisk A/S | -1.29 | -2.01 | 0.74 | -0.89 | -1.83 |
0700.HK Tencent Holdings Ltd | 0.99 | 1.49 | 1.21 | 0.62 | 3.23 |
0883.HK CNOOC Ltd | -0.22 | -0.06 | 0.99 | -0.24 | -0.47 |
HESAY Hermes International SA | 0.19 | 0.49 | 1.06 | 0.26 | 0.64 |
RHM.DE Rheinmetall AG | 4.41 | 4.92 | 1.67 | 11.21 | 26.64 |
MITSY Mitsui & Company Ltd | -0.68 | -0.82 | 0.90 | -0.62 | -1.02 |
DXJ WisdomTree Japan Hedged Equity Fund | -0.07 | 0.08 | 1.01 | -0.08 | -0.23 |
Dividends
Dividend yield
te provided a 1.15% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.15% | 1.08% | 1.37% | 1.76% | 1.12% | 1.75% | 1.54% | 1.71% | 1.43% | 1.81% | 2.09% | 2.51% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.86% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
NVDA NVIDIA Corporation | 0.03% | 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 | 0.64% | 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 | 2.78% | 1.68% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% |
0700.HK Tencent Holdings Ltd | 0.74% | 0.82% | 1.63% | 0.93% | 0.32% | 0.20% | 0.25% | 0.27% | 0.14% | 0.23% | 0.22% | 0.20% |
0883.HK CNOOC Ltd | 8.32% | 7.33% | 10.31% | 18.84% | 6.85% | 9.05% | 5.63% | 4.96% | 3.83% | 3.81% | 7.06% | 5.46% |
HESAY Hermes International SA | 1.02% | 1.12% | 0.65% | 0.58% | 0.31% | 0.82% | 0.69% | 0.90% | 0.77% | 0.91% | 2.57% | 1.03% |
RHM.DE Rheinmetall AG | 0.39% | 0.93% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% | 1.10% |
MITSY Mitsui & Company Ltd | 0.00% | 1.28% | 2.93% | 3.16% | 3.40% | 8.26% | 8.26% | 9.31% | 6.57% | 7.62% | 8.62% | 8.90% |
DXJ WisdomTree Japan Hedged Equity Fund | 3.44% | 3.48% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% |
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 te. 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 te was 60.61%, occurring on Oct 14, 2022. Recovery took 157 trading sessions.
The current te drawdown is 11.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.61% | Nov 30, 2021 | 228 | Oct 14, 2022 | 157 | May 25, 2023 | 385 |
| -44.17% | Oct 2, 2018 | 60 | Dec 24, 2018 | 290 | Feb 10, 2020 | 350 |
| -35.25% | Feb 21, 2011 | 160 | Oct 3, 2011 | 475 | Aug 5, 2013 | 635 |
| -34.86% | Jan 7, 2025 | 64 | Apr 4, 2025 | — | — | — |
| -32.15% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
Volatility
Volatility Chart
The current te volatility is 23.41%, 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
| MITSY | 0883.HK | 0700.HK | LLY | HESAY | RHM.DE | NVO | NVDA | MSFT | DXJ | |
|---|---|---|---|---|---|---|---|---|---|---|
| MITSY | 1.00 | 0.29 | 0.14 | 0.02 | 0.10 | 0.10 | 0.04 | 0.05 | 0.03 | 0.23 |
| 0883.HK | 0.29 | 1.00 | 0.37 | 0.03 | 0.13 | 0.17 | 0.05 | 0.08 | 0.08 | 0.17 |
| 0700.HK | 0.14 | 0.37 | 1.00 | 0.04 | 0.19 | 0.18 | 0.09 | 0.13 | 0.11 | 0.15 |
| LLY | 0.02 | 0.03 | 0.04 | 1.00 | 0.14 | 0.15 | 0.40 | 0.23 | 0.33 | 0.30 |
| HESAY | 0.10 | 0.13 | 0.19 | 0.14 | 1.00 | 0.30 | 0.24 | 0.19 | 0.24 | 0.25 |
| RHM.DE | 0.10 | 0.17 | 0.18 | 0.15 | 0.30 | 1.00 | 0.22 | 0.20 | 0.22 | 0.32 |
| NVO | 0.04 | 0.05 | 0.09 | 0.40 | 0.24 | 0.22 | 1.00 | 0.25 | 0.32 | 0.29 |
| NVDA | 0.05 | 0.08 | 0.13 | 0.23 | 0.19 | 0.20 | 0.25 | 1.00 | 0.55 | 0.39 |
| MSFT | 0.03 | 0.08 | 0.11 | 0.33 | 0.24 | 0.22 | 0.32 | 0.55 | 1.00 | 0.42 |
| DXJ | 0.23 | 0.17 | 0.15 | 0.30 | 0.25 | 0.32 | 0.29 | 0.39 | 0.42 | 1.00 |