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HL Optimised US Index Enhanced L/S

Last updated Mar 2, 2024

Asset Allocation


Asset allocation is not available

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in HL Optimised US Index Enhanced L/S, 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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%OctoberNovemberDecember2024February
1,213.10%
247.07%
HL Optimised US Index Enhanced L/S
Benchmark (^GSPC)

Returns

As of Mar 2, 2024, the HL Optimised US Index Enhanced L/S returned 6.20% Year-To-Date and 21.57% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
HL Optimised US Index Enhanced L/S6.20%2.78%20.23%41.54%29.77%21.57%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.05%
20231.70%-0.34%0.05%8.92%4.42%

Sharpe Ratio

The current HL Optimised US Index Enhanced L/S Sharpe ratio is 3.17. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.17

The Sharpe ratio of HL Optimised US Index Enhanced L/S is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024February
3.17
2.30
HL Optimised US Index Enhanced L/S
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024February00
HL Optimised US Index Enhanced L/S
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the HL Optimised US Index Enhanced L/S. 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 Optimised US Index Enhanced L/S was 34.31%, occurring on Mar 30, 2009. Recovery took 255 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.31%Oct 13, 2008116Mar 30, 2009255Apr 5, 2010371
-20.11%Dec 8, 2014297Feb 11, 2016240Jan 25, 2017537
-19.4%Mar 2, 20207Mar 10, 202021Apr 8, 202028
-17.36%Aug 9, 201123Sep 9, 2011127Mar 13, 2012150
-15.65%Jan 2, 2008180Sep 17, 200814Oct 7, 2008194

Volatility Chart

The current HL Optimised US Index Enhanced L/S volatility is 3.85%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024February
3.85%
3.90%
HL Optimised US Index Enhanced L/S
Benchmark (^GSPC)
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