HF only
Asset Allocation
| Position | Category/Sector | Target 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 every 3 months.
The earliest data available for this chart is Jun 22, 2007, corresponding to the inception date of BX
Returns By Period
As of Feb 5, 2025, the HF only returned 2.27% Year-To-Date and 18.00% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| HF only | 0.69% | 0.00% | 27.86% | 36.88% | 21.63% | 16.65% |
| Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 3.13% | 3.07% | 10.74% | 19.64% | 15.35% | 12.06% |
BLK BlackRock, Inc. | -0.92% | -0.51% | 22.09% | 32.78% | 15.78% | 13.75% |
BX The Blackstone Group Inc. | -0.92% | -2.89% | 31.77% | 43.41% | 26.08% | 22.98% |
MS Morgan Stanley | 9.51% | 9.32% | 49.26% | 64.53% | 24.03% | 17.59% |
AMP Ameriprise Financial, Inc. | 0.56% | -0.08% | 35.75% | 39.14% | 27.34% | 17.35% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.63% | 0.69% | |||||||||||
| 2024 | -1.23% | 4.64% | 4.56% | -7.84% | 4.41% | 0.33% | 8.61% | 3.42% | 4.10% | 6.27% | 10.34% | -5.96% | 34.54% |
| 2023 | 12.71% | -4.32% | -4.79% | 1.93% | -2.99% | 7.92% | 7.42% | -1.65% | -2.81% | -7.17% | 15.98% | 9.36% | 32.47% |
| 2022 | -1.13% | -3.81% | 2.09% | -14.66% | 7.30% | -15.05% | 11.85% | -3.45% | -10.02% | 14.70% | 7.05% | -7.41% | -16.57% |
| 2021 | -0.17% | 5.22% | 6.83% | 11.44% | 5.02% | -0.27% | 5.73% | 7.49% | -7.12% | 13.57% | -2.29% | -0.10% | 53.29% |
| 2020 | 3.30% | -11.60% | -14.37% | 11.57% | 8.59% | 2.35% | 2.80% | 3.98% | -3.07% | 1.27% | 17.05% | 5.10% | 25.17% |
| 2019 | 8.71% | 2.65% | -0.71% | 12.58% | -9.34% | 10.77% | 1.11% | -5.01% | 4.87% | 4.52% | 5.94% | 2.51% | 43.20% |
| 2018 | 7.18% | -3.79% | -3.47% | -3.66% | 0.76% | -2.77% | 4.51% | -0.13% | 1.40% | -10.38% | 3.87% | -10.72% | -17.36% |
| 2017 | 1.88% | 6.29% | -1.47% | 0.69% | 1.60% | 3.67% | 4.88% | -1.10% | 4.78% | 3.89% | 3.46% | 2.77% | 35.86% |
| 2016 | -9.10% | -0.94% | 8.54% | 2.81% | 0.69% | -4.92% | 5.85% | 4.15% | -2.85% | -4.46% | 13.51% | 2.06% | 14.04% |
| 2015 | -2.95% | 5.82% | -0.61% | 0.14% | 1.78% | -3.62% | 0.05% | -9.71% | -3.81% | 9.19% | -0.49% | -5.08% | -10.14% |
| 2014 | -4.60% | 3.07% | 3.06% | -2.07% | 1.47% | 4.51% | -1.76% | 6.96% | -1.51% | 1.69% | 5.97% | 1.12% | 18.69% |
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
With an overall rank of 83, HF only is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 1.41 | 2.05 | 1.26 | 2.51 | 5.92 |
BLK BlackRock, Inc. | 1.63 | 2.19 | 1.29 | 1.83 | 7.21 |
BX The Blackstone Group Inc. | 1.39 | 1.93 | 1.24 | 2.38 | 6.48 |
MS Morgan Stanley | 2.36 | 3.21 | 1.45 | 3.75 | 14.94 |
AMP Ameriprise Financial, Inc. | 1.84 | 2.60 | 1.35 | 3.40 | 10.75 |
Dividends
Dividend yield
HF only provided a 1.44% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.44% | 1.58% | 1.98% | 2.89% | 1.63% | 1.82% | 2.18% | 3.47% | 2.56% | 3.03% | 3.33% | 2.09% |
| 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. | 2.01% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
BX The Blackstone Group Inc. | 1.47% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.66% |
MS Morgan Stanley | 2.65% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
AMP Ameriprise Financial, Inc. | 1.08% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% |
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 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 64.08%, occurring on Nov 20, 2008. Recovery took 1048 trading sessions.
The current HF only drawdown is 4.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.08% | Nov 1, 2007 | 267 | Nov 20, 2008 | 1048 | Jan 22, 2013 | 1315 |
| -42.91% | Feb 12, 2020 | 28 | Mar 23, 2020 | 145 | Oct 16, 2020 | 173 |
| -30.55% | Jan 29, 2018 | 229 | Dec 24, 2018 | 217 | Nov 4, 2019 | 446 |
| -30.13% | Nov 10, 2021 | 224 | Sep 30, 2022 | 302 | Dec 13, 2023 | 526 |
| -29.64% | May 20, 2015 | 185 | Feb 11, 2016 | 209 | Dec 8, 2016 | 394 |
Volatility
Volatility Chart
The current HF only volatility is 7.05%, 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 |