HAM
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Apple Inc | Technology | 14.29% |
Advanced Micro Devices, Inc. | Technology | 14.29% |
Amazon.com, Inc. | Consumer Cyclical | 14.29% |
Alphabet Inc. | Communication Services | 14.29% |
Meta Platforms, Inc. | Communication Services | 14.29% |
Microsoft Corporation | Technology | 14.29% |
Tesla, Inc. | Consumer Cyclical | 14.29% |
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
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Oct 18, 2024, the HAM returned 21.01% Year-To-Date and 34.87% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
HAM | 21.43% | -0.58% | 19.58% | 43.48% | 37.26% | 34.68% |
Portfolio components: | ||||||
Microsoft Corporation | 11.81% | -3.93% | 4.67% | 28.97% | 26.23% | 26.73% |
Apple Inc | 22.52% | 2.98% | 42.06% | 36.63% | 32.06% | 26.06% |
Alphabet Inc. | 17.28% | -0.10% | 4.83% | 20.81% | 21.20% | 19.63% |
Meta Platforms, Inc. | 63.35% | 2.69% | 19.90% | 87.33% | 25.56% | 21.85% |
Amazon.com, Inc. | 24.38% | -1.36% | 6.64% | 50.99% | 16.56% | 29.51% |
Tesla, Inc. | -11.18% | -7.37% | 55.37% | 4.11% | 67.37% | 30.38% |
Advanced Micro Devices, Inc. | 5.81% | 0.01% | 4.93% | 53.20% | 38.00% | 50.33% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.51% | 9.47% | -1.56% | -3.25% | 5.29% | 7.17% | -1.35% | -0.44% | 7.93% | 21.43% | |||
2023 | 18.56% | 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% |
2021 | 1.02% | -2.56% | 1.61% | 8.73% | -3.62% | 8.54% | 5.12% | 5.69% | -5.60% | 13.25% | 6.64% | -1.76% | 41.55% |
2020 | 12.23% | -4.39% | -8.82% | 22.95% | 5.17% | 10.09% | 18.51% | 24.12% | -10.60% | -2.93% | 14.30% | 6.16% | 115.74% |
2019 | 11.80% | 0.32% | 4.27% | 5.16% | -8.75% | 8.98% | 4.22% | -2.19% | 0.58% | 10.70% | 6.43% | 10.08% | 62.63% |
2018 | 14.18% | -2.57% | -9.66% | 4.83% | 9.42% | 5.41% | 3.10% | 12.40% | 2.30% | -9.18% | -0.06% | -8.32% | 19.88% |
2017 | 6.42% | 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% |
2014 | 1.30% | 9.95% | -4.75% | -0.59% | 3.33% | 5.23% | -0.58% | 7.39% | -3.74% | -3.30% | 3.77% | -4.96% | 12.39% |
2013 | 5.17% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HAM is 16, indicating that it is in the bottom 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Microsoft Corporation | 1.42 | 1.92 | 1.25 | 1.78 | 4.78 |
Apple Inc | 1.52 | 2.22 | 1.28 | 2.07 | 4.90 |
Alphabet Inc. | 0.67 | 1.03 | 1.15 | 0.85 | 2.19 |
Meta Platforms, Inc. | 2.27 | 3.18 | 1.44 | 3.36 | 13.94 |
Amazon.com, Inc. | 1.72 | 2.36 | 1.31 | 1.32 | 8.19 |
Tesla, Inc. | -0.16 | 0.15 | 1.02 | -0.14 | -0.40 |
Advanced Micro Devices, Inc. | 1.09 | 1.68 | 1.21 | 1.25 | 2.63 |
Dividends
Dividend yield
HAM granted a 0.23% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
HAM | 0.23% | 0.18% | 0.25% | 0.17% | 0.22% | 0.32% | 0.50% | 0.47% | 0.61% | 0.61% | 0.59% | 0.67% |
Portfolio components: | ||||||||||||
Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
Alphabet Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
The current HAM drawdown is 7.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-49.68% | Nov 22, 2021 | 277 | Dec 28, 2022 | 244 | Dec 18, 2023 | 521 |
-34.74% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
-26.13% | Sep 28, 2018 | 60 | Dec 24, 2018 | 81 | Apr 23, 2019 | 141 |
-21.28% | Dec 30, 2015 | 29 | Feb 10, 2016 | 50 | Apr 22, 2016 | 79 |
-18.45% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current HAM volatility is 4.11%, 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.
Diversification
Asset Correlations Table
TSLA | AMD | META | AAPL | MSFT | AMZN | GOOGL | |
---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.34 | 0.33 | 0.37 | 0.36 | 0.39 | 0.36 |
AMD | 0.34 | 1.00 | 0.37 | 0.40 | 0.45 | 0.43 | 0.41 |
META | 0.33 | 0.37 | 1.00 | 0.45 | 0.50 | 0.56 | 0.60 |
AAPL | 0.37 | 0.40 | 0.45 | 1.00 | 0.56 | 0.50 | 0.54 |
MSFT | 0.36 | 0.45 | 0.50 | 0.56 | 1.00 | 0.60 | 0.64 |
AMZN | 0.39 | 0.43 | 0.56 | 0.50 | 0.60 | 1.00 | 0.65 |
GOOGL | 0.36 | 0.41 | 0.60 | 0.54 | 0.64 | 0.65 | 1.00 |