HF only
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMP Ameriprise Financial, Inc. | Financial Services | 20% |
BLK BlackRock, Inc. | Financial Services | 20% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 20% |
BX The Blackstone Group Inc. | Financial Services | 20% |
MS Morgan Stanley | Financial Services | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HF only, 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 22, 2007, corresponding to the inception date of BX
Returns By Period
As of Jul 25, 2024, the HF only returned 11.18% Year-To-Date and 16.81% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| HF only | 13.14% | 6.64% | 13.73% | 26.21% | 22.70% | 17.11% |
| Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 21.49% | 5.61% | 12.43% | 24.04% | 15.64% | 13.06% |
BLK BlackRock, Inc. | 4.37% | 6.23% | 7.62% | 17.84% | 14.79% | 13.15% |
BX The Blackstone Group Inc. | 8.50% | 12.77% | 14.03% | 39.80% | 27.67% | 21.49% |
MS Morgan Stanley | 13.18% | 6.88% | 20.30% | 16.25% | 21.64% | 15.20% |
AMP Ameriprise Financial, Inc. | 17.10% | 1.80% | 13.64% | 28.64% | 26.63% | 16.45% |
Monthly Returns
The table below presents the monthly returns of HF only, 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 | -1.12% | 3.96% | 5.10% | -6.89% | 4.90% | 0.05% | 13.14% | ||||||
| 2023 | 13.02% | -3.64% | -5.00% | 2.46% | -3.88% | 7.29% | 7.35% | -2.20% | -2.96% | -7.54% | 14.85% | 9.83% | 29.87% |
| 2022 | 0.52% | -4.27% | 1.97% | -12.91% | 6.27% | -14.06% | 11.74% | -2.86% | -9.20% | 13.10% | 8.04% | -7.14% | -12.71% |
| 2021 | -0.15% | 7.23% | 5.72% | 10.83% | 5.57% | -0.25% | 5.45% | 7.22% | -6.57% | 11.65% | -3.29% | 1.40% | 52.82% |
| 2020 | 3.07% | -11.84% | -16.44% | 12.02% | 9.83% | 3.51% | 2.86% | 4.91% | -3.58% | 0.51% | 18.70% | 6.06% | 27.30% |
| 2019 | 9.61% | 1.99% | -0.20% | 12.99% | -9.65% | 10.42% | 1.56% | -4.81% | 4.43% | 5.17% | 6.10% | 2.65% | 45.45% |
| 2018 | 7.90% | -3.52% | -3.95% | -3.55% | 0.24% | -2.52% | 5.71% | 0.35% | 0.91% | -9.09% | 2.84% | -11.01% | -16.06% |
| 2017 | 2.89% | 6.11% | -2.05% | 1.30% | 0.98% | 3.86% | 5.15% | -1.38% | 4.58% | 3.62% | 2.66% | 2.48% | 34.33% |
| 2016 | -10.51% | -1.26% | 7.41% | 3.35% | 0.46% | -5.20% | 7.07% | 5.43% | -2.49% | -2.79% | 15.10% | 2.10% | 17.45% |
| 2015 | -3.32% | 5.34% | -0.28% | 1.25% | 2.23% | -3.01% | 0.29% | -9.95% | -4.59% | 7.99% | -0.30% | -5.41% | -10.53% |
| 2014 | -4.18% | 3.40% | 2.67% | -2.08% | 1.38% | 4.55% | -1.26% | 6.55% | -1.42% | 1.22% | 5.58% | 2.46% | 19.88% |
| 2013 | 13.32% | 2.80% | 3.84% | 2.67% | 9.07% | -3.90% | 8.59% | -4.43% | 6.15% | 7.25% | 5.70% | 4.66% | 70.14% |
Expense Ratio
HF only 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 HF only is 33, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 1.98 | 2.86 | 1.34 | 2.36 | 7.03 |
BLK BlackRock, Inc. | 0.78 | 1.24 | 1.15 | 0.43 | 2.06 |
BX The Blackstone Group Inc. | 1.26 | 1.78 | 1.22 | 1.10 | 5.20 |
MS Morgan Stanley | 0.61 | 0.99 | 1.13 | 0.45 | 1.59 |
AMP Ameriprise Financial, Inc. | 1.43 | 2.02 | 1.25 | 1.94 | 6.47 |
Dividends
Dividend yield
HF only granted a 1.87% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HF only | 1.87% | 1.98% | 2.89% | 1.63% | 1.82% | 2.18% | 3.47% | 2.56% | 3.03% | 3.33% | 2.08% | 1.64% |
| Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BLK BlackRock, Inc. | 2.41% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
BX The Blackstone Group Inc. | 2.40% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.63% | 3.67% |
MS Morgan Stanley | 3.28% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
AMP Ameriprise Financial, Inc. | 1.25% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% | 1.75% |
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 HF only. 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 HF only was 69.26%, occurring on Nov 20, 2008. Recovery took 1041 trading sessions.
The current HF only drawdown is 1.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.26% | Oct 10, 2007 | 283 | Nov 20, 2008 | 1041 | Jan 10, 2013 | 1324 |
| -43.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 159 | Nov 5, 2020 | 182 |
| -32.52% | May 20, 2015 | 185 | Feb 11, 2016 | 208 | Dec 7, 2016 | 393 |
| -29.2% | Jan 29, 2018 | 229 | Dec 24, 2018 | 211 | Oct 25, 2019 | 440 |
| -26.79% | Feb 10, 2022 | 89 | Jun 17, 2022 | 311 | Sep 14, 2023 | 400 |
Volatility
Volatility Chart
The current HF only volatility is 4.09%, 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
| BX | BRK-B | MS | BLK | AMP | |
|---|---|---|---|---|---|
| BX | 1.00 | 0.45 | 0.53 | 0.55 | 0.54 |
| BRK-B | 0.45 | 1.00 | 0.59 | 0.59 | 0.62 |
| MS | 0.53 | 0.59 | 1.00 | 0.64 | 0.70 |
| BLK | 0.55 | 0.59 | 0.64 | 1.00 | 0.69 |
| AMP | 0.54 | 0.62 | 0.70 | 0.69 | 1.00 |