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HAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 14.29%AAPL 14.29%GOOGL 14.29%META 14.29%AMZN 14.29%TSLA 14.29%AMD 14.29%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

14.29%

AMD
Advanced Micro Devices, Inc.
Technology

14.29%

AMZN
Amazon.com, Inc.
Consumer Cyclical

14.29%

GOOGL
Alphabet Inc.
Communication Services

14.29%

META
Meta Platforms, Inc.
Communication Services

14.29%

MSFT
Microsoft Corporation
Technology

14.29%

TSLA
Tesla, Inc.
Consumer Cyclical

14.29%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HAM, 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%1,000.00%2,000.00%3,000.00%4,000.00%FebruaryMarchAprilMayJuneJuly
4,474.41%
334.98%
HAM
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Jul 11, 2024, the HAM returned 31.14% Year-To-Date and 35.26% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
18.12%5.09%17.78%26.91%13.37%11.12%
HAM31.14%16.81%30.93%49.56%39.56%35.26%
MSFT
Microsoft Corporation
24.44%8.97%22.25%41.34%28.72%29.32%
AAPL
Apple Inc
21.33%20.64%25.46%24.53%36.70%27.23%
GOOGL
Alphabet Inc.
37.02%9.24%34.52%63.39%27.39%20.68%
META
Meta Platforms, Inc.
51.37%6.49%44.62%79.62%21.27%23.28%
AMZN
Amazon.com, Inc.
31.49%6.81%29.96%55.14%14.77%27.77%
TSLA
Tesla, Inc.
5.95%51.48%12.53%-2.42%74.66%33.67%
AMD
Advanced Micro Devices, Inc.
24.79%14.73%23.85%65.25%40.98%45.46%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.51%9.47%-1.56%-3.25%5.29%7.17%31.14%
202318.56%4.40%13.53%-0.27%14.61%6.97%3.84%-2.68%-4.05%-2.48%12.85%6.27%94.81%
2022-9.26%-5.75%4.85%-15.98%-1.52%-11.86%16.64%-5.62%-12.86%-7.32%6.48%-12.91%-46.08%
20211.02%-2.56%1.61%8.73%-3.62%8.54%5.12%5.69%-5.60%13.25%6.64%-1.76%41.55%
202012.23%-4.39%-8.82%22.95%5.17%10.09%18.51%24.12%-10.60%-2.93%14.30%6.16%115.74%
201911.80%0.32%4.27%5.16%-8.75%8.98%4.22%-2.19%0.58%10.70%6.43%10.08%62.63%
201814.18%-2.57%-9.66%4.83%9.42%5.41%3.10%12.40%2.30%-9.18%-0.06%-8.32%19.88%
20176.42%7.92%4.28%3.85%2.78%-0.15%3.29%2.90%-1.92%4.47%0.38%-0.51%38.83%
2016-8.56%-3.85%12.80%1.80%8.07%-0.32%12.96%0.97%0.93%0.46%0.19%7.92%36.01%
2015-0.90%8.08%-4.46%4.64%2.27%1.50%5.18%-5.00%-0.86%12.24%5.29%3.78%35.04%
20141.30%9.95%-4.75%-0.59%3.33%5.23%-0.58%7.39%-3.74%-3.30%3.77%-4.96%12.39%
20135.17%-2.83%1.13%10.93%21.89%2.65%11.59%5.20%10.18%2.89%1.92%5.44%105.16%

Expense Ratio

HAM 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HAM 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 HAM is 6464
HAM
The Sharpe Ratio Rank of HAM is 6060Sharpe Ratio Rank
The Sortino Ratio Rank of HAM is 5454Sortino Ratio Rank
The Omega Ratio Rank of HAM is 5252Omega Ratio Rank
The Calmar Ratio Rank of HAM is 7171Calmar Ratio Rank
The Martin Ratio Rank of HAM is 8080Martin 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.


HAM
Sharpe ratio
The chart of Sharpe ratio for HAM, currently valued at 2.26, compared to the broader market0.002.004.002.26
Sortino ratio
The chart of Sortino ratio for HAM, currently valued at 3.01, compared to the broader market-2.000.002.004.006.003.01
Omega ratio
The chart of Omega ratio for HAM, 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 HAM, currently valued at 2.71, compared to the broader market0.002.004.006.008.0010.002.71
Martin ratio
The chart of Martin ratio for HAM, currently valued at 12.54, compared to the broader market0.0010.0020.0030.0040.0050.0012.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.48, compared to the broader market-2.000.002.004.006.003.48
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.008.0010.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market0.0010.0020.0030.0040.0050.009.23

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
2.062.681.353.207.90
AAPL
Apple Inc
1.091.681.211.462.90
GOOGL
Alphabet Inc.
2.332.911.422.9514.26
META
Meta Platforms, Inc.
2.283.231.423.1713.36
AMZN
Amazon.com, Inc.
2.062.911.361.5911.80
TSLA
Tesla, Inc.
-0.050.321.04-0.04-0.08
AMD
Advanced Micro Devices, Inc.
1.361.981.251.474.28

Sharpe Ratio

The current HAM Sharpe ratio is 2.26. 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 1.59 to 2.67, 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 HAM 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 Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
2.26
2.49
HAM
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

HAM granted a 0.19% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
HAM0.19%0.18%0.25%0.17%0.22%0.32%0.50%0.47%0.61%0.61%0.59%0.67%
MSFT
Microsoft Corporation
0.63%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AAPL
Apple Inc
0.42%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
GOOGL
Alphabet Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.
0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, 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%
TSLA
Tesla, 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%
AMD
Advanced Micro Devices, 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%

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly00
HAM
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HAM. 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 HAM was 49.68%, occurring on Dec 28, 2022. Recovery took 244 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.68%Nov 22, 2021277Dec 28, 2022244Dec 18, 2023521
-34.74%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-26.13%Sep 28, 201860Dec 24, 201881Apr 23, 2019141
-21.28%Dec 30, 201529Feb 10, 201650Apr 22, 201679
-17.56%Jun 21, 2012102Nov 15, 2012108Apr 24, 2013210

Volatility

Volatility Chart

The current HAM volatility is 5.07%, 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.


2.00%4.00%6.00%8.00%FebruaryMarchAprilMayJuneJuly
5.07%
1.73%
HAM
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.

TSLAAMDMETAAAPLMSFTAMZNGOOGL
TSLA1.000.340.330.370.360.390.36
AMD0.341.000.370.400.450.430.41
META0.330.371.000.450.500.560.60
AAPL0.370.400.451.000.560.500.54
MSFT0.360.450.500.561.000.590.65
AMZN0.390.430.560.500.591.000.65
GOOGL0.360.410.600.540.650.651.00
The correlation results are calculated based on daily price changes starting from May 21, 2012