HB
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
SHV iShares Short Treasury Bond ETF | Government Bonds | 25% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | Inflation-Protected Bonds | 25% |
GLD SPDR Gold Trust | Precious Metals, Gold | 25% |
DGEIX DFA Global Equity Portfolio Institutional Class | Global Equities | 25% |
Performance
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
Returns
As of May 27, 2023, the HB returned 3.94% Year-To-Date and 3.89% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 9.10% | 9.96% |
HB | -1.11% | 3.94% | 4.75% | 0.68% | 5.23% | 3.95% |
Portfolio components: | ||||||
DGEIX DFA Global Equity Portfolio Institutional Class | -0.82% | 5.85% | 4.14% | 0.02% | 6.93% | 8.66% |
SHV iShares Short Treasury Bond ETF | 0.30% | 1.75% | 2.18% | 2.79% | 1.39% | 0.86% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | -1.81% | 1.44% | 1.09% | -5.77% | 2.31% | 1.45% |
GLD SPDR Gold Trust | -2.10% | 6.65% | 11.73% | 4.67% | 7.98% | 3.06% |
Returns over 1 year are annualized |
Asset Correlations Table
SHV | DGEIX | GLD | VIPSX | |
---|---|---|---|---|
SHV | 1.00 | -0.08 | 0.07 | 0.15 |
DGEIX | -0.08 | 1.00 | 0.10 | -0.17 |
GLD | 0.07 | 0.10 | 1.00 | 0.29 |
VIPSX | 0.15 | -0.17 | 0.29 | 1.00 |
Dividend yield
HB granted a 4.04% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
HB | 4.04% | 3.67% | 2.49% | 1.21% | 1.83% | 2.08% | 1.54% | 1.71% | 0.87% | 1.32% | 1.21% | 1.91% |
Portfolio components: | ||||||||||||
DGEIX DFA Global Equity Portfolio Institutional Class | 4.94% | 4.93% | 4.53% | 2.61% | 2.51% | 3.03% | 2.55% | 2.30% | 2.45% | 2.37% | 2.18% | 2.69% |
SHV iShares Short Treasury Bond ETF | 2.69% | 1.40% | 0.00% | 0.76% | 2.27% | 1.75% | 0.78% | 0.37% | 0.03% | 0.00% | 0.00% | 0.01% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 8.52% | 8.34% | 5.43% | 1.46% | 2.56% | 3.56% | 2.81% | 4.19% | 0.99% | 2.91% | 2.66% | 4.95% |
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% |
Expense Ratio
The 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 0.20 | ||||
SHV iShares Short Treasury Bond ETF | 7.71 | ||||
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | -0.58 | ||||
GLD SPDR Gold Trust | 0.30 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the HB. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the HB is 22.15%, recorded on Nov 20, 2008. It took 225 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-22.15% | Mar 17, 2008 | 175 | Nov 20, 2008 | 225 | Oct 14, 2009 | 400 |
-12.47% | Nov 15, 2021 | 218 | Sep 27, 2022 | — | — | — |
-12.14% | Feb 24, 2020 | 19 | Mar 19, 2020 | 50 | Jun 1, 2020 | 69 |
-8.9% | Jul 14, 2014 | 383 | Jan 19, 2016 | 114 | Jun 30, 2016 | 497 |
-8.26% | Feb 7, 2013 | 97 | Jun 26, 2013 | 247 | Jun 19, 2014 | 344 |
Volatility Chart
The current HB volatility is 1.26%, 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.