Asset Allocation
Asset allocation is not available
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.53% | -0.55% | -9.92% | 1.52% | 9.04% | 5.17% | 2.38% | 9.48% | |||||
| 2024 | 1.03% | 5.29% | 1.17% | -0.51% | 6.30% | 5.24% | 2.38% | -0.04% | 6.54% | -0.85% | 6.31% | -0.45% | 37.03% |
| 2023 | 6.13% | 2.81% | 6.38% | 0.49% | 7.61% | 5.97% | 3.17% | 0.60% | -3.34% | -0.97% | 10.67% | 5.51% | 54.32% |
| 2022 | -8.25% | -4.53% | 6.32% | 0.00% | 2.06% | -2.58% | 9.92% | -0.51% | -2.33% | -4.89% | 8.47% | -5.69% | -3.79% |
| 2021 | 0.29% | -0.12% | 0.30% | 5.88% | -1.26% | 6.34% | 2.78% | 4.16% | -0.91% | 7.34% | 1.80% | 1.34% | 31.21% |
| 2020 | 2.96% | 0.98% | -7.40% | 9.53% | 6.17% | 9.74% | 7.37% | 11.05% | -4.21% | -0.69% | 10.68% | 5.05% | 62.03% |
Benchmark Metrics
HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY has an annualized alpha of 15.95%, beta of 0.61, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.
- This portfolio captured 111.97% of S&P 500 Index gains but only 57.26% of its losses — a favorable profile for investors.
- Beta of 0.61 may look defensive, but with R² of 0.47 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.47 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 15.95%
- Beta
- 0.61
- R²
- 0.47
- Upside Capture
- 111.97%
- Downside Capture
- 57.26%
Return for Risk
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Dividends
Dividend yield
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY. 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 HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY was 32.31%, occurring on Dec 1, 2008. Recovery took 236 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.31% | Jan 2, 2008 | 232 | Dec 1, 2008 | 236 | Nov 6, 2009 | 468 |
| -23.22% | Dec 17, 2024 | 76 | Apr 8, 2025 | 55 | Jun 27, 2025 | 131 |
| -17.6% | Nov 4, 2015 | 66 | Feb 9, 2016 | 124 | Aug 5, 2016 | 190 |
| -17.29% | Feb 20, 2020 | 25 | Mar 25, 2020 | 45 | May 29, 2020 | 70 |
| -15.44% | Aug 30, 2018 | 86 | Jan 3, 2019 | 49 | Mar 15, 2019 | 135 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Asset Correlations Table
| Benchmark | Portfolio | |
|---|---|---|
| Benchmark | 1.00 | 0.75 |
| Portfolio | 0.75 | 1.00 |