HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY

Asset Allocation

Asset allocation is not available

Benchmark Against

Benchmark

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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

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY	—	—	—	—	—	—	—	—
Portfolio components:

*Multi-year figures are annualized to reflect compound growth (CAGR)

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%

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

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY doesn't pay dividends

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.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-32.31%Dec 2008	11mo 4d	11mo 10d	1y 10moJan 2008 - Nov 2009
2025 selloff2025	-23.22%Apr 2025	3mo 22d	2mo 20d	6mo 12dDec 2024 - Jun 2025
2016 correction2016	-17.60%Feb 2016	3mo 7d	5mo 28d	9mo 5dNov 2015 - Aug 2016
COVID crash2020	-17.29%Mar 2020	1mo 4d	2mo 5d	3mo 9dFeb 2020 - May 2020
2019 correction2019	-15.44%Jan 2019	4mo 6d	2mo 11d	6mo 17dAug 2018 - Mar 2019

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 0 assets, with an effective number of assets of 0.00, reflecting the diversification based on asset allocation. null

Diversification Ratio

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Not enough data to calculate this metric.

HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY correlation to the S&P 500 Index

HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY has a 0.86 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008	0.75

Diversification Analysis

Find what HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY is missing

See which holdings overlap, where HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY is concentrated, and which low-correlation assets could fill the gaps.

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