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Hhv
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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 Every 3 months.


200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
319.75%
199.87%
Hhv
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 9, 2025, the Hhv returned -3.46% Year-To-Date and 13.90% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Hhv-3.46%13.22%-5.70%3.64%15.67%13.90%
EDEN
iShares MSCI Denmark ETF
0.91%15.10%-8.05%-11.40%11.68%8.44%
SPY
SPDR S&P 500 ETF
-3.30%13.81%-4.52%10.65%15.81%12.33%
URTH
iShares MSCI World ETF
0.72%14.91%-1.38%10.93%14.37%9.63%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
NVO
Novo Nordisk A/S
-23.40%5.28%-38.78%-47.79%17.60%10.95%
V
Visa Inc.
11.33%13.95%15.28%27.67%14.53%18.54%
MA
Mastercard Inc
8.03%18.36%9.85%25.44%15.66%20.67%
GOOG
Alphabet Inc
-18.12%6.26%-14.36%-8.57%17.71%19.36%
TMO
Thermo Fisher Scientific Inc.
-20.97%-2.03%-25.99%-28.18%4.55%12.57%
*Annualized

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
20253.32%-1.05%-6.38%-0.62%1.50%-3.46%
20242.57%4.55%3.27%-3.25%4.70%2.49%0.89%2.09%0.63%-1.90%3.69%-2.48%18.22%
20236.09%-2.40%5.43%2.38%-0.22%5.08%2.65%0.07%-4.63%-1.95%9.17%4.15%27.96%
2022-5.38%-2.97%3.68%-7.35%-0.23%-7.39%8.78%-5.55%-9.83%7.96%7.66%-3.75%-15.54%
2021-1.22%2.77%2.95%6.47%0.80%2.88%3.86%2.40%-4.39%7.03%-2.25%4.97%28.86%
20201.36%-7.27%-10.39%12.25%5.64%1.92%5.40%7.32%-3.16%-2.69%10.17%3.82%24.09%
20197.04%4.10%2.92%3.64%-5.37%6.44%0.90%-0.14%0.96%2.82%3.69%3.19%33.99%
20186.90%-3.33%-2.29%0.39%2.32%0.38%4.88%2.86%0.10%-7.61%2.40%-7.35%-1.44%
20173.01%2.88%0.67%3.41%3.18%0.09%2.72%2.08%1.82%3.15%1.89%1.44%29.68%
2016-4.70%-1.76%7.05%0.03%2.13%-1.86%5.01%-0.80%0.10%-2.16%0.16%2.33%5.09%
2015-2.34%6.31%-0.50%2.30%1.02%-2.07%4.77%-5.81%-2.23%8.06%1.53%-0.39%10.22%
2014-1.11%2.50%1.76%-0.84%2.49%-1.02%2.15%2.62%-1.35%7.29%

Expense Ratio

Hhv has an expense ratio of 0.12%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Hhv is 13, meaning it’s performing worse than 87% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Hhv is 1313
Overall Rank
The Sharpe Ratio Rank of Hhv is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of Hhv is 1212
Sortino Ratio Rank
The Omega Ratio Rank of Hhv is 1313
Omega Ratio Rank
The Calmar Ratio Rank of Hhv is 1515
Calmar Ratio Rank
The Martin Ratio Rank of Hhv is 1515
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EDEN
iShares MSCI Denmark ETF
-0.56-0.600.93-0.36-0.78
SPY
SPDR S&P 500 ETF
0.540.901.130.572.24
URTH
iShares MSCI World ETF
0.610.981.140.652.81
MSFT
Microsoft Corporation
0.300.571.070.290.63
NVO
Novo Nordisk A/S
-1.13-1.600.79-0.79-1.49
V
Visa Inc.
1.271.871.281.986.65
MA
Mastercard Inc
1.221.791.261.616.73
GOOG
Alphabet Inc
-0.28-0.150.98-0.27-0.59
TMO
Thermo Fisher Scientific Inc.
-1.12-1.620.81-0.73-2.01

The current Hhv Sharpe ratio is 0.20. 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 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.20
0.48
Hhv
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Hhv provided a 1.19% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.19%1.11%1.22%1.33%0.99%1.16%1.55%1.73%1.56%1.77%1.68%1.55%
EDEN
iShares MSCI Denmark ETF
1.48%1.50%1.92%1.47%0.74%0.42%2.36%2.01%2.03%1.28%1.46%0.87%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
URTH
iShares MSCI World ETF
1.46%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.14%2.35%2.32%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NVO
Novo Nordisk A/S
2.49%1.68%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%
V
Visa Inc.
0.63%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
MA
Mastercard Inc
0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
GOOG
Alphabet Inc
0.51%0.32%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.
0.39%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.66%
-7.82%
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 7.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.29%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-24.83%Dec 28, 2021192Sep 30, 2022196Jul 14, 2023388
-18.44%Dec 12, 202479Apr 8, 2025
-17.86%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-12.77%Dec 30, 201530Feb 11, 201645Apr 18, 201675

Volatility

Volatility Chart

The current Hhv volatility is 11.03%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.03%
11.21%
Hhv
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 3.51, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCNVOTMOEDENGOOGVMAMSFTURTHSPYPortfolio
^GSPC1.000.380.610.580.700.690.710.750.931.000.96
NVO0.381.000.380.680.290.310.310.330.390.380.53
TMO0.610.381.000.480.430.470.480.480.580.610.67
EDEN0.580.680.481.000.420.440.450.450.640.580.71
GOOG0.700.290.430.421.000.540.540.680.650.700.74
V0.690.310.470.440.541.000.850.570.650.680.74
MA0.710.310.480.450.540.851.000.580.670.700.76
MSFT0.750.330.480.450.680.570.581.000.690.740.78
URTH0.930.390.580.640.650.650.670.691.000.930.92
SPY1.000.380.610.580.700.680.700.740.931.000.96
Portfolio0.960.530.670.710.740.740.760.780.920.961.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014