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HB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SHV 25%VIPSX 25%GLD 25%DGEIX 25%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
DGEIX
DFA Global Equity Portfolio Institutional Class
Global Equities

25%

GLD
SPDR Gold Trust
Precious Metals, Gold

25%

SHV
iShares Short Treasury Bond ETF
Government Bonds

25%

VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
Inflation-Protected Bonds

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HB, 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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
7.09%
15.14%
HB
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2007, corresponding to the inception date of SHV

Returns By Period

As of Jun 14, 2024, the HB returned 5.98% Year-To-Date and 4.85% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.92%3.57%15.13%24.27%13.51%10.88%
HB5.98%-0.69%7.09%10.69%7.22%4.85%
DGEIX
DFA Global Equity Portfolio Institutional Class
9.49%-0.15%11.39%18.36%12.01%8.90%
SHV
iShares Short Treasury Bond ETF
2.24%0.39%2.48%5.21%2.00%1.40%
VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
0.80%0.68%0.68%2.18%2.11%1.87%
GLD
SPDR Gold Trust
11.40%-3.59%13.89%17.07%10.99%5.72%

Monthly Returns

The table below presents the monthly returns of HB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.25%1.05%3.37%-0.53%2.15%5.98%
20233.91%-2.35%3.09%0.56%-1.09%1.12%1.67%-1.07%-2.59%0.93%3.48%2.61%10.46%
2022-2.02%1.32%0.29%-2.80%-0.79%-3.32%2.23%-2.29%-4.82%1.89%4.66%-0.69%-6.54%
2021-0.70%-0.82%0.82%2.25%2.67%-1.65%1.45%0.48%-1.98%1.84%-0.52%2.12%6.01%
20201.09%-1.93%-4.08%5.50%2.15%1.63%4.46%1.62%-1.96%-0.63%2.18%3.39%13.80%
20193.37%0.65%0.17%0.91%-0.89%3.96%0.19%1.85%-0.45%1.30%0.01%1.93%13.63%
20181.79%-1.86%0.16%-0.15%0.12%-0.83%0.08%0.08%-0.46%-1.81%0.58%-0.60%-2.91%
20172.22%1.55%0.06%0.86%0.19%-0.46%1.32%1.28%-0.38%0.46%0.78%1.17%9.40%
20160.30%3.13%2.00%1.66%-1.58%2.66%1.77%-0.76%0.52%-1.37%-1.60%0.08%6.87%
20152.41%-0.49%-0.88%0.56%0.03%-1.05%-1.62%-0.87%-1.36%2.36%-1.65%-1.10%-3.68%
20140.47%2.90%-0.71%0.50%0.17%2.28%-1.51%0.97%-3.15%-0.23%0.21%-0.14%1.64%
20131.02%-1.10%1.03%-1.25%-2.19%-3.88%3.51%0.33%0.41%1.00%-1.09%-0.68%-3.05%

Expense Ratio

HB has a high expense ratio of 0.25%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for DGEIX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VIPSX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SHV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HB is 64, 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.


The Risk-Adjusted Performance Rank of HB is 6464
HB
The Sharpe Ratio Rank of HB is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of HB is 6464Sortino Ratio Rank
The Omega Ratio Rank of HB is 6868Omega Ratio Rank
The Calmar Ratio Rank of HB is 6565Calmar Ratio Rank
The Martin Ratio Rank of HB is 6161Martin 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.


HB
Sharpe ratio
The chart of Sharpe ratio for HB, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Sortino ratio
The chart of Sortino ratio for HB, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Omega ratio
The chart of Omega ratio for HB, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for HB, currently valued at 2.14, compared to the broader market0.002.004.006.008.0010.002.14
Martin ratio
The chart of Martin ratio for HB, currently valued at 7.72, compared to the broader market0.0010.0020.0030.0040.0050.007.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.006.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.008.0010.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market0.0010.0020.0030.0040.0050.008.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DGEIX
DFA Global Equity Portfolio Institutional Class
1.752.541.301.535.67
SHV
iShares Short Treasury Bond ETF
19.65141.3265.38194.582,060.78
VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
0.500.781.090.201.65
GLD
SPDR Gold Trust
1.371.981.251.396.61

Sharpe Ratio

The current HB Sharpe ratio is 1.96. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.41 to 2.33, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of HB with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.96
2.15
HB
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

HB granted a 3.15% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
HB3.15%3.19%3.66%2.33%1.10%1.66%1.82%1.30%1.40%0.70%1.03%0.93%
DGEIX
DFA Global Equity Portfolio Institutional Class
3.49%3.82%4.92%4.31%2.37%2.22%2.62%2.15%1.90%1.98%1.88%1.70%
SHV
iShares Short Treasury Bond ETF
5.10%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%0.00%0.00%
VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
3.99%4.20%8.34%5.03%1.28%2.22%3.02%2.32%3.38%0.77%2.25%2.01%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-1.10%
0
HB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HB. 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 HB was 22.15%, occurring on Nov 20, 2008. Recovery took 225 trading sessions.

The current HB drawdown is 1.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.15%Mar 17, 2008175Nov 20, 2008225Oct 14, 2009400
-12.47%Nov 15, 2021218Sep 27, 2022295Nov 29, 2023513
-12.14%Feb 24, 202019Mar 19, 202050Jun 1, 202069
-8.9%Jul 14, 2014383Jan 19, 2016114Jun 30, 2016497
-8.26%Feb 7, 201397Jun 26, 2013247Jun 19, 2014344

Volatility

Volatility Chart

The current HB volatility is 2.17%, 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
2.17%
2.49%
HB
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SHVDGEIXGLDVIPSX
SHV1.00-0.070.080.15
DGEIX-0.071.000.11-0.14
GLD0.080.111.000.29
VIPSX0.15-0.140.291.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2007