Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

te

Currency in USD · Last updated May 29, 2025

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%

Benchmark

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Performance

Performance Chart

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The earliest data available for this chart is Jun 8, 2010, corresponding to the inception date of HESAY

Returns By Period

As of May 29, 2025, the te returned 11.44% Year-To-Date and 41.84% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.52%	6.32%	-1.44%	12.25%	14.20%	10.84%
te	13.18%	11.18%	12.61%	17.19%	47.86%	41.97%
Portfolio components:
MSFT Microsoft Corporation	9.24%	16.62%	8.85%	7.70%	21.17%	27.33%
NVDA NVIDIA Corporation	3.66%	27.67%	2.86%	21.25%	73.54%	74.17%
LLY Eli Lilly and Company	-6.05%	-18.20%	-7.98%	-10.35%	38.02%	27.04%
NVO Novo Nordisk A/S	-17.95%	6.60%	-33.50%	-46.60%	17.98%	11.54%
0700.HK Tencent Holdings Ltd	22.34%	7.69%	27.74%	38.26%	6.83%	14.01%
0883.HK CNOOC Ltd	-6.22%	6.95%	5.39%	-7.60%	27.47%	11.78%
HESAY Hermes International SA	13.79%	-0.74%	25.96%	16.93%	27.33%	22.33%
RHM.DE Rheinmetall AG	235.86%	29.73%	227.87%	286.15%	95.40%	48.17%
MITSY Mitsui & Company Ltd	-0.55%	1.53%	-0.10%	-19.12%	26.31%	18.35%
DXJ WisdomTree Japan Hedged Equity Fund	2.70%	3.92%	8.66%	7.51%	22.62%	9.84%

*Annualized

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	-2.17%	8.45%	-4.76%	1.44%	10.43%								13.18%
2024	11.34%	17.02%	10.46%	0.98%	11.41%	6.84%	-5.10%	5.37%	0.22%	-1.36%	1.42%	-1.59%	70.67%
2023	16.86%	4.72%	15.05%	1.98%	10.62%	8.71%	5.30%	4.41%	-6.00%	-1.46%	10.04%	0.70%	94.89%
2022	-6.58%	0.75%	9.06%	-11.03%	0.35%	-5.58%	5.52%	-7.88%	-10.93%	3.70%	20.79%	-2.69%	-8.69%
2021	6.53%	3.19%	-4.18%	6.38%	5.93%	10.87%	-2.06%	7.02%	-4.88%	12.89%	8.73%	-1.99%	57.85%
2020	0.91%	1.14%	-1.82%	8.71%	9.68%	7.37%	3.92%	11.45%	-0.62%	-3.76%	6.13%	3.19%	55.62%
2019	7.16%	3.93%	8.81%	0.88%	-13.25%	10.47%	0.27%	-1.43%	2.70%	6.14%	4.02%	8.10%	41.93%
2018	12.97%	-3.56%	-2.37%	-0.41%	5.86%	-3.90%	3.35%	5.31%	0.40%	-15.03%	-1.82%	-6.51%	-8.15%
2017	4.17%	-1.14%	4.67%	1.62%	14.86%	1.56%	6.65%	4.50%	3.97%	7.08%	2.54%	0.29%	63.02%
2016	-6.16%	-0.51%	9.57%	0.84%	11.64%	0.10%	11.31%	2.56%	4.63%	-1.34%	8.55%	8.56%	60.12%
2015	1.36%	7.85%	1.72%	6.45%	1.02%	-3.72%	-0.50%	1.83%	1.77%	9.42%	5.25%	1.88%	39.31%
2014	0.94%	13.74%	-4.04%	-0.34%	3.57%	3.14%	-1.45%	4.45%	-3.95%	2.04%	3.14%	-3.55%	17.70%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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.

DXJ

WisdomTree Japan Hedged Equity Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of te is 24, meaning it’s performing worse than 76% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	0.30	0.69	1.09	0.37	0.82
NVDA NVIDIA Corporation	0.36	0.76	1.10	0.41	0.99
LLY Eli Lilly and Company	-0.27	-0.24	0.97	-0.52	-0.95
NVO Novo Nordisk A/S	-1.08	-1.77	0.77	-0.84	-1.46
0700.HK Tencent Holdings Ltd	1.10	1.52	1.21	0.70	3.18
0883.HK CNOOC Ltd	-0.22	-0.11	0.98	-0.27	-0.47
HESAY Hermes International SA	0.53	0.86	1.11	0.60	1.62
RHM.DE Rheinmetall AG	5.88	5.73	1.80	15.48	37.70
MITSY Mitsui & Company Ltd	-0.56	-0.46	0.94	-0.42	-0.90
DXJ WisdomTree Japan Hedged Equity Fund	0.28	0.51	1.08	0.30	0.88

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

te Sharpe ratios as of May 29, 2025 (values are recalculated daily):

1-Year: 0.62
5-Year: 1.92
10-Year: 1.75
All Time: 1.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.52 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of te compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

te provided a 1.07% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.07%	1.08%	1.37%	1.77%	1.12%	1.75%	1.54%	1.71%	1.43%	1.81%	2.10%	2.51%
Portfolio components:
MSFT Microsoft Corporation	0.71%	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	0.02%	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	0.78%	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	2.33%	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	0.88%	0.82%	1.63%	0.98%	0.35%	0.21%	0.27%	0.29%	0.15%	0.25%	0.24%	0.21%
0883.HK CNOOC Ltd	7.73%	7.32%	10.31%	18.84%	6.85%	9.05%	5.63%	4.96%	3.83%	3.81%	7.06%	5.46%
HESAY Hermes International SA	0.53%	1.13%	0.65%	0.57%	0.31%	0.81%	0.68%	0.91%	0.76%	0.92%	2.53%	1.04%
RHM.DE Rheinmetall AG	0.43%	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	3.12%	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.

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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 31.50%, occurring on Oct 3, 2011. Recovery took 414 trading sessions.

The current te drawdown is 0.81%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.5%	Feb 21, 2011	160	Oct 3, 2011	414	May 10, 2013	574
-30.99%	Nov 22, 2021	234	Oct 14, 2022	70	Jan 23, 2023	304
-26.86%	Feb 20, 2020	18	Mar 16, 2020	43	May 15, 2020	61
-25.99%	Oct 2, 2018	60	Dec 24, 2018	222	Nov 4, 2019	282
-17.1%	Dec 7, 2015	47	Feb 11, 2016	32	Mar 29, 2016	79

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 5.69, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	MITSY	0883.HK	0700.HK	RHM.DE	LLY	HESAY	NVO	NVDA	MSFT	DXJ	Portfolio
^GSPC	1.00	0.08	0.13	0.14	0.32	0.44	0.39	0.40	0.61	0.72	0.66	0.67
MITSY	0.08	1.00	0.29	0.14	0.10	0.03	0.08	0.05	0.05	0.03	0.23	0.18
0883.HK	0.13	0.29	1.00	0.37	0.18	0.03	0.10	0.06	0.08	0.08	0.17	0.28
0700.HK	0.14	0.14	0.37	1.00	0.20	0.04	0.15	0.09	0.13	0.11	0.15	0.43
RHM.DE	0.32	0.10	0.18	0.20	1.00	0.14	0.21	0.18	0.19	0.20	0.32	0.36
LLY	0.44	0.03	0.03	0.04	0.14	1.00	0.19	0.40	0.23	0.33	0.30	0.40
HESAY	0.39	0.08	0.10	0.15	0.21	0.19	1.00	0.28	0.26	0.33	0.29	0.39
NVO	0.40	0.05	0.06	0.09	0.18	0.40	0.28	1.00	0.25	0.32	0.29	0.45
NVDA	0.61	0.05	0.08	0.13	0.19	0.23	0.26	0.25	1.00	0.55	0.39	0.85
MSFT	0.72	0.03	0.08	0.11	0.20	0.33	0.33	0.32	0.55	1.00	0.43	0.58
DXJ	0.66	0.23	0.17	0.15	0.32	0.30	0.29	0.29	0.39	0.43	1.00	0.49
Portfolio	0.67	0.18	0.28	0.43	0.36	0.40	0.39	0.45	0.85	0.58	0.49	1.00

The correlation results are calculated based on daily price changes starting from Oct 8, 2010

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

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te

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

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