HAM
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
MSFT Microsoft Corporation | Technology | 14.29% |
AAPL Apple Inc. | Technology | 14.29% |
GOOGL Alphabet Inc. | Communication Services | 14.29% |
META Meta Platforms, Inc. | Communication Services | 14.29% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 14.29% |
TSLA Tesla, Inc. | Consumer Cyclical | 14.29% |
AMD Advanced Micro Devices, Inc. | Technology | 14.29% |
Performance
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
Returns
As of Sep 21, 2023, the HAM returned 69.99% Year-To-Date and 33.33% of annualized return in the last 10 years.
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
HAM | 1.98% | 24.37% | 69.99% | 34.75% | 30.70% | 33.37% |
Portfolio components: | ||||||
MSFT Microsoft Corporation | -0.52% | 16.02% | 34.67% | 35.54% | 24.35% | 27.95% |
AAPL Apple Inc. | -0.98% | 10.72% | 35.64% | 14.84% | 27.58% | 27.70% |
GOOGL Alphabet Inc. | 3.61% | 26.65% | 51.58% | 34.71% | 18.00% | 19.72% |
META Meta Platforms, Inc. | 4.20% | 46.70% | 149.02% | 110.86% | 13.00% | 20.35% |
AMZN Amazon.com, Inc. | 0.77% | 37.06% | 61.06% | 14.13% | 7.18% | 24.19% |
TSLA Tesla, Inc. | 12.61% | 36.61% | 113.18% | -12.70% | 67.74% | 36.15% |
AMD Advanced Micro Devices, Inc. | -5.04% | 0.06% | 54.92% | 34.72% | 26.56% | 38.86% |
Returns over 1 year are annualized |
Asset Correlations Table
TSLA | AMD | META | AAPL | MSFT | AMZN | GOOGL | |
---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.34 | 0.34 | 0.37 | 0.36 | 0.40 | 0.37 |
AMD | 0.34 | 1.00 | 0.36 | 0.41 | 0.46 | 0.43 | 0.41 |
META | 0.34 | 0.36 | 1.00 | 0.46 | 0.49 | 0.55 | 0.60 |
AAPL | 0.37 | 0.41 | 0.46 | 1.00 | 0.57 | 0.51 | 0.54 |
MSFT | 0.36 | 0.46 | 0.49 | 0.57 | 1.00 | 0.59 | 0.64 |
AMZN | 0.40 | 0.43 | 0.55 | 0.51 | 0.59 | 1.00 | 0.66 |
GOOGL | 0.37 | 0.41 | 0.60 | 0.54 | 0.64 | 0.66 | 1.00 |
Dividend yield
HAM granted a 0.20% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
HAM | 0.20% | 0.25% | 0.17% | 0.23% | 0.33% | 0.52% | 0.50% | 0.66% | 0.68% | 0.67% | 0.78% | 0.71% |
Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
GOOGL Alphabet 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% |
META Meta Platforms, 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% |
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% |
Expense Ratio
The 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
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 | |
---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.05 | ||||
AAPL Apple Inc. | 0.51 | ||||
GOOGL Alphabet Inc. | 0.87 | ||||
META Meta Platforms, Inc. | 2.00 | ||||
AMZN Amazon.com, Inc. | 0.22 | ||||
TSLA Tesla, Inc. | -0.25 | ||||
AMD Advanced Micro Devices, Inc. | 0.60 |
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 HAM. 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 HAM is 49.68%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-49.68% | Nov 22, 2021 | 277 | Dec 28, 2022 | — | — | — |
-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 |
-17.54% | Jun 21, 2012 | 102 | Nov 15, 2012 | 107 | Apr 23, 2013 | 209 |
Volatility Chart
The current HAM volatility is 7.25%, 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.