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Hhv
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPY 50%EDEN 10%URTH 10%MSFT 5%NVO 5%V 5%MA 5%GOOG 5%TMO 5%EquityEquity
PositionCategory/SectorWeight
EDEN
iShares MSCI Denmark ETF
Europe Equities

10%

GOOG
Alphabet Inc.
Communication Services

5%

MA
Mastercard Inc
Financial Services

5%

MSFT
Microsoft Corporation
Technology

5%

NVO
Novo Nordisk A/S
Healthcare

5%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

50%

TMO
Thermo Fisher Scientific Inc.
Healthcare

5%

URTH
iShares MSCI World ETF
Large Cap Growth Equities

10%

V
Visa Inc.
Financial Services

5%

S&P 500

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
16.97%
15.09%
Hhv
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Jun 15, 2024, the Hhv returned 14.56% Year-To-Date and 15.20% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
Hhv14.56%1.22%16.98%25.19%17.62%15.20%
EDEN
iShares MSCI Denmark ETF
12.23%-1.86%16.82%16.50%16.52%10.69%
SPY
SPDR S&P 500 ETF
14.55%2.45%16.01%24.41%15.27%12.82%
URTH
iShares MSCI World ETF
11.09%0.66%12.91%19.48%12.37%9.42%
MSFT
Microsoft Corporation
18.12%4.61%19.81%28.13%28.53%28.76%
NVO
Novo Nordisk A/S
38.46%5.82%47.51%76.85%42.84%21.64%
V
Visa Inc.
4.35%-3.67%5.28%20.60%10.56%18.64%
MA
Mastercard Inc
4.56%-2.92%6.54%17.99%11.95%20.26%
GOOG
Alphabet Inc.
26.71%2.70%33.42%41.96%26.92%20.80%
TMO
Thermo Fisher Scientific Inc.
7.92%-4.44%10.58%7.19%15.22%17.43%

Monthly Returns

The table below presents the monthly returns of Hhv, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.57%4.55%3.26%-3.25%4.70%14.56%
20236.09%-2.40%5.41%2.38%-0.22%5.08%2.65%0.06%-4.63%-1.95%9.17%4.15%27.94%
2022-5.38%-2.97%3.67%-7.35%-0.23%-7.39%8.78%-5.56%-9.83%7.96%7.66%-3.75%-15.56%
2021-1.22%2.77%2.93%6.47%0.80%2.88%3.86%2.39%-4.39%7.03%-2.25%4.97%28.82%
20201.36%-7.27%-10.41%12.25%5.64%1.92%5.40%7.31%-3.16%-2.69%10.17%3.82%24.04%
20197.04%4.10%2.90%3.64%-5.37%6.44%0.90%-0.15%0.96%2.82%3.69%3.19%33.95%
20186.90%-3.33%-2.29%0.39%2.32%0.38%4.88%2.85%0.10%-7.61%2.40%-7.35%-1.47%
20173.01%2.88%0.64%3.41%3.18%0.09%2.72%2.06%1.82%3.15%1.89%1.44%29.63%
2016-4.70%-1.76%7.03%0.03%2.13%-1.86%5.01%-0.81%0.10%-2.16%0.16%2.33%5.05%
2015-2.34%6.31%-0.53%2.30%1.02%-2.07%4.77%-5.81%-2.23%8.06%1.53%-0.39%10.19%
2014-1.11%2.50%1.76%-0.84%2.49%-1.02%2.15%2.62%-1.35%7.29%

Expense Ratio

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.


Expense ratio chart for EDEN: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Hhv is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Hhv is 8383
Hhv
The Sharpe Ratio Rank of Hhv is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of Hhv is 8383Sortino Ratio Rank
The Omega Ratio Rank of Hhv is 8585Omega Ratio Rank
The Calmar Ratio Rank of Hhv is 8383Calmar Ratio Rank
The Martin Ratio Rank of Hhv is 8383Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Hhv
Sharpe ratio
The chart of Sharpe ratio for Hhv, currently valued at 2.40, compared to the broader market0.002.004.002.40
Sortino ratio
The chart of Sortino ratio for Hhv, currently valued at 3.44, compared to the broader market-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for Hhv, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for Hhv, currently valued at 3.07, compared to the broader market0.002.004.006.008.0010.003.07
Martin ratio
The chart of Martin ratio for Hhv, currently valued at 12.07, compared to the broader market0.0010.0020.0030.0040.0050.0012.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EDEN
iShares MSCI Denmark ETF
1.161.821.201.094.12
SPY
SPDR S&P 500 ETF
2.303.251.412.228.96
URTH
iShares MSCI World ETF
1.882.711.331.586.58
MSFT
Microsoft Corporation
1.562.121.272.486.03
NVO
Novo Nordisk A/S
2.534.081.476.7218.78
V
Visa Inc.
1.622.221.282.586.42
MA
Mastercard Inc
1.291.711.241.544.55
GOOG
Alphabet Inc.
1.572.111.301.949.48
TMO
Thermo Fisher Scientific Inc.
0.490.831.100.291.09

Sharpe Ratio

The current Hhv Sharpe ratio is 2.40. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.39 to 2.33, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Hhv with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.40
2.14
Hhv
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Hhv granted a 1.05% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Hhv1.05%1.19%1.29%0.95%1.10%1.48%1.66%1.50%1.64%1.64%1.49%1.30%
EDEN
iShares MSCI Denmark ETF
1.26%1.92%1.47%0.74%0.42%2.36%2.01%2.03%1.28%1.46%0.87%0.86%
SPY
SPDR S&P 500 ETF
1.24%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
URTH
iShares MSCI World ETF
1.55%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%
MSFT
Microsoft Corporation
0.66%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVO
Novo Nordisk A/S
0.58%0.36%0.42%0.47%0.67%0.76%0.98%0.76%1.44%0.46%0.72%0.12%
V
Visa Inc.
0.74%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
MA
Mastercard Inc
0.55%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
GOOG
Alphabet Inc.
0.11%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.
0.26%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.17%
-0.04%
Hhv
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Hhv. 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 Hhv was 32.29%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Hhv drawdown is 0.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.29%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-24.84%Dec 28, 2021192Sep 30, 2022196Jul 14, 2023388
-17.86%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-12.77%Dec 30, 201530Feb 11, 201645Apr 18, 201675
-10.88%Jul 21, 201526Aug 25, 201549Nov 3, 201575

Volatility

Volatility Chart

The current Hhv volatility is 2.19%, 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.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.19%
2.26%
Hhv
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

NVOTMOEDENGOOGMSFTVMAURTHSPY
NVO1.000.380.680.300.330.320.310.390.39
TMO0.381.000.500.460.510.490.490.600.63
EDEN0.680.501.000.440.460.460.470.650.59
GOOG0.300.460.441.000.690.560.560.650.70
MSFT0.330.510.460.691.000.590.600.690.74
V0.320.490.460.560.591.000.860.660.70
MA0.310.490.470.560.600.861.000.680.72
URTH0.390.600.650.650.690.660.681.000.93
SPY0.390.630.590.700.740.700.720.931.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014