Asset Allocation
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Find the right asset allocation for HL US OPTIMISED TLT
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in HL US OPTIMISED TLT, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio HL US OPTIMISED TLT | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.20% | 5.70% | 0.78% | 1.50% | 0.60% | 8.55% | |||||||
| 2024 | 1.53% | -2.25% | 0.78% | -1.60% | 2.19% | -0.09% | 4.97% | 5.28% | 0.52% | -3.23% | 1.33% | -1.54% | 7.77% |
| 2023 | 1.41% | -4.96% | 0.09% | 0.34% | -3.02% | 2.01% | -0.52% | 1.06% | -3.37% | -7.68% | 9.92% | 8.69% | 2.59% |
| 2022 | -4.98% | -2.77% | -0.56% | 0.00% | 0.50% | -0.47% | 0.60% | -4.42% | -0.37% | 1.45% | 11.16% | 5.95% | 5.18% |
| 2021 | -3.63% | -8.75% | -2.56% | 2.50% | 0.00% | 4.42% | 3.72% | -0.34% | -0.16% | 2.29% | 2.77% | -1.94% | -2.45% |
Benchmark Metrics
HL US OPTIMISED TLT has an annualized alpha of 10.31%, beta of -0.05, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 02, 2020.
- This portfolio captured 20.76% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.89%) - a profile typical of hedging or uncorrelated assets.
- Beta of -0.05 may look defensive, but with R2 of 0.01 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.01 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 10.31%
- Beta
- -0.05
- R²
- 0.01
- Upside Capture
- 20.76%
- Downside Capture
- -0.89%
Return for Risk
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Dividends
Dividend yield
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 HL US OPTIMISED TLT. 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 HL US OPTIMISED TLT was 20.25%, occurring on Oct 7, 2022. Recovery took 69 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -20.25%Oct 2022 | 2y 2mo | 3mo 13d | 2y 5moAug 2020 - Jan 2023 |
2023 correction2023 | -16.46%Oct 2023 | 9mo 3d | 1mo 27d | 11moJan 2023 - Dec 2023 |
2024 pullback2024 | -7.94%Nov 2024 | 2mo 23d | 3mo 17d | 6mo 10dAug 2024 - Feb 2025 |
2020 pullback2020 | -7.71%Jun 2020 | 1mo 7d | 1mo 25d | 3mo 2dApr 2020 - Jul 2020 |
2024 pullback2024 | -6.17%Feb 2024 | 19d | 5mo 9d | 5mo 28dFeb 2024 - Jul 2024 |
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 0 assets, with an effective number of assets of 0.00, reflecting the diversification based on asset allocation. null
Diversification Ratio
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Not enough data to calculate this metric.
HL US OPTIMISED TLT correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | -0.07 |
Find what HL US OPTIMISED TLT is missing
See which holdings overlap, where HL US OPTIMISED TLT is concentrated, and which low-correlation assets could fill the gaps.
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