Hhv
Jvvk
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Hhv, 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 23, 2023, the Hhv returned 15.69% Year-To-Date and 13.54% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.55% | 9.05% | 12.97% | 17.44% | 8.37% | 9.18% |
| Hhv | -1.92% | 9.30% | 15.87% | 26.51% | 13.03% | 13.60% |
| Portfolio components: | ||||||
EDEN iShares MSCI Denmark ETF | -4.42% | 0.07% | 6.24% | 37.87% | 10.64% | 9.24% |
SPY SPDR S&P 500 ETF | -1.41% | 9.81% | 14.28% | 19.32% | 10.17% | 11.16% |
URTH iShares MSCI World ETF | -1.07% | 7.55% | 12.19% | 20.59% | 7.65% | 8.02% |
MSFT Microsoft Corporation | -1.68% | 15.39% | 33.31% | 34.75% | 24.16% | 26.29% |
NVO Novo Nordisk A/S | -2.24% | 18.62% | 37.14% | 89.51% | 34.46% | 19.38% |
V Visa Inc. | -3.80% | 5.61% | 12.97% | 27.87% | 10.12% | 17.60% |
MA Mastercard Inc | -0.10% | 13.84% | 16.29% | 37.96% | 13.28% | 20.25% |
GOOG Alphabet Inc. | 1.13% | 28.25% | 48.96% | 33.28% | 17.56% | 17.64% |
TMO Thermo Fisher Scientific Inc. | -6.57% | -9.85% | -7.99% | -2.66% | 16.13% | 16.60% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| NVO | TMO | EDEN | GOOG | MSFT | V | MA | URTH | SPY | |
|---|---|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.40 | 0.69 | 0.30 | 0.34 | 0.33 | 0.32 | 0.40 | 0.39 |
| TMO | 0.40 | 1.00 | 0.51 | 0.48 | 0.53 | 0.50 | 0.50 | 0.61 | 0.64 |
| EDEN | 0.69 | 0.51 | 1.00 | 0.45 | 0.48 | 0.47 | 0.48 | 0.64 | 0.59 |
| GOOG | 0.30 | 0.48 | 0.45 | 1.00 | 0.69 | 0.58 | 0.58 | 0.67 | 0.71 |
| MSFT | 0.34 | 0.53 | 0.48 | 0.69 | 1.00 | 0.61 | 0.62 | 0.69 | 0.75 |
| V | 0.33 | 0.50 | 0.47 | 0.58 | 0.61 | 1.00 | 0.86 | 0.67 | 0.71 |
| MA | 0.32 | 0.50 | 0.48 | 0.58 | 0.62 | 0.86 | 1.00 | 0.69 | 0.73 |
| URTH | 0.40 | 0.61 | 0.64 | 0.67 | 0.69 | 0.67 | 0.69 | 1.00 | 0.93 |
| SPY | 0.39 | 0.64 | 0.59 | 0.71 | 0.75 | 0.71 | 0.73 | 0.93 | 1.00 |
Dividend yield
Hhv granted a 1.31% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Hhv | 1.31% | 1.37% | 1.04% | 1.25% | 1.69% | 1.96% | 1.78% | 2.11% | 1.96% | 1.88% | 2.36% | 2.95% |
| Portfolio components: | ||||||||||||
EDEN iShares MSCI Denmark ETF | 1.88% | 1.50% | 0.76% | 0.44% | 2.47% | 2.16% | 2.21% | 1.43% | 1.65% | 1.00% | 0.99% | 1.32% |
SPY SPDR S&P 500 ETF | 1.51% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
URTH iShares MSCI World ETF | 1.65% | 1.70% | 1.54% | 1.59% | 2.29% | 2.50% | 2.09% | 2.42% | 2.71% | 2.73% | 1.26% | 3.29% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
NVO Novo Nordisk A/S | 1.61% | 1.71% | 1.95% | 2.84% | 3.33% | 4.49% | 3.60% | 7.11% | 2.36% | 3.77% | 16.56% | 17.56% |
V Visa Inc. | 0.77% | 0.76% | 0.62% | 0.57% | 0.57% | 0.69% | 0.63% | 0.78% | 0.68% | 0.68% | 0.67% | 0.70% |
MA Mastercard Inc | 0.55% | 0.57% | 0.49% | 0.46% | 0.45% | 0.54% | 0.60% | 0.77% | 0.69% | 0.54% | 0.27% | 0.23% |
GOOG 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% |
TMO Thermo Fisher Scientific Inc. | 0.27% | 0.22% | 0.16% | 0.19% | 0.24% | 0.31% | 0.32% | 0.43% | 0.43% | 0.49% | 0.56% | 0.88% |
Expense Ratio
The Hhv features an expense ratio of 0.12%, falling within the medium range. 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 | |
|---|---|---|---|---|---|
EDEN iShares MSCI Denmark ETF | 1.84 | ||||
SPY SPDR S&P 500 ETF | 1.00 | ||||
URTH iShares MSCI World ETF | 1.06 | ||||
MSFT Microsoft Corporation | 1.08 | ||||
NVO Novo Nordisk A/S | 2.97 | ||||
V Visa Inc. | 1.33 | ||||
MA Mastercard Inc | 1.66 | ||||
GOOG Alphabet Inc. | 0.91 | ||||
TMO Thermo Fisher Scientific Inc. | -0.10 |
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 Hhv. 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 Hhv is 32.29%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.29% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -24.8% | Dec 28, 2021 | 192 | Sep 30, 2022 | 196 | Jul 14, 2023 | 388 |
| -17.86% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -12.77% | Dec 30, 2015 | 30 | Feb 11, 2016 | 44 | Apr 15, 2016 | 74 |
| -10.88% | Jul 21, 2015 | 26 | Aug 25, 2015 | 49 | Nov 3, 2015 | 75 |
Volatility Chart
The current Hhv volatility is 3.21%, 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.