Hhv
Jvvk
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 Quarterly
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the Hhv returned 13.57% Year-To-Date and 14.86% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Hhv | 12.90% | -2.47% | 9.55% | 21.42% | 16.23% | 14.84% |
| Portfolio components: | ||||||
EDEN iShares MSCI Denmark ETF | 12.49% | -1.30% | 11.08% | 19.66% | 16.62% | 10.89% |
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 14.08% | 12.60% |
URTH iShares MSCI World ETF | 11.03% | -0.81% | 9.34% | 17.05% | 11.39% | 9.27% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.40% |
NVO Novo Nordisk A/S | 24.23% | -11.00% | 18.92% | 64.63% | 41.05% | 20.42% |
V Visa Inc. | -2.18% | -7.26% | -4.95% | 9.07% | 7.43% | 17.74% |
MA Mastercard Inc | 1.17% | -4.89% | -1.76% | 9.54% | 9.41% | 19.72% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.27% |
TMO Thermo Fisher Scientific Inc. | 12.15% | 6.51% | 8.76% | 6.44% | 15.98% | 17.42% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.57% | 4.55% | 3.26% | -3.25% | 4.70% | 2.49% | 12.90% | ||||||
| 2023 | 6.09% | -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% |
| 2020 | 1.36% | -7.27% | -10.41% | 12.25% | 5.64% | 1.92% | 5.40% | 7.31% | -3.16% | -2.69% | 10.17% | 3.82% | 24.04% |
| 2019 | 7.04% | 4.10% | 2.90% | 3.64% | -5.37% | 6.44% | 0.90% | -0.15% | 0.96% | 2.82% | 3.69% | 3.19% | 33.95% |
| 2018 | 6.90% | -3.33% | -2.29% | 0.39% | 2.32% | 0.38% | 4.88% | 2.85% | 0.10% | -7.61% | 2.40% | -7.35% | -1.47% |
| 2017 | 3.01% | 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 has an expense ratio of 0.12%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Hhv is 75, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
EDEN iShares MSCI Denmark ETF | 1.10 | 1.70 | 1.19 | 1.06 | 4.10 |
SPY SPDR S&P 500 ETF | 1.73 | 2.42 | 1.30 | 1.70 | 6.79 |
URTH iShares MSCI World ETF | 1.46 | 2.11 | 1.26 | 1.24 | 5.13 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
NVO Novo Nordisk A/S | 1.80 | 3.01 | 1.35 | 4.54 | 12.90 |
V Visa Inc. | 0.49 | 0.74 | 1.09 | 0.57 | 1.68 |
MA Mastercard Inc | 0.50 | 0.73 | 1.10 | 0.61 | 1.50 |
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
TMO Thermo Fisher Scientific Inc. | 0.21 | 0.44 | 1.05 | 0.13 | 0.45 |
Dividends
Dividend yield
Hhv granted a 1.08% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Hhv | 1.08% | 1.21% | 1.31% | 0.97% | 1.13% | 1.52% | 1.71% | 1.53% | 1.72% | 1.66% | 1.53% | 1.36% |
| Portfolio components: | ||||||||||||
EDEN iShares MSCI Denmark ETF | 1.25% | 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 | 1.27% | 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 | 1.56% | 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 | 0.70% | 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 | 0.76% | 0.71% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% |
V Visa Inc. | 0.79% | 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 | 0.59% | 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. | 0.12% | 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. | 0.25% | 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.
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 3.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.29% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -24.84% | 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 | 45 | Apr 18, 2016 | 75 |
| -10.88% | Jul 21, 2015 | 26 | Aug 25, 2015 | 49 | Nov 3, 2015 | 75 |
Volatility
Volatility Chart
The current Hhv volatility is 3.55%, 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.
Diversification
Asset Correlations Table
| NVO | TMO | EDEN | GOOG | MSFT | V | MA | URTH | SPY | |
|---|---|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.38 | 0.68 | 0.30 | 0.34 | 0.32 | 0.31 | 0.39 | 0.39 |
| TMO | 0.38 | 1.00 | 0.49 | 0.45 | 0.50 | 0.49 | 0.49 | 0.59 | 0.63 |
| EDEN | 0.68 | 0.49 | 1.00 | 0.44 | 0.46 | 0.46 | 0.47 | 0.64 | 0.59 |
| GOOG | 0.30 | 0.45 | 0.44 | 1.00 | 0.69 | 0.56 | 0.56 | 0.65 | 0.70 |
| MSFT | 0.34 | 0.50 | 0.46 | 0.69 | 1.00 | 0.59 | 0.60 | 0.69 | 0.74 |
| V | 0.32 | 0.49 | 0.46 | 0.56 | 0.59 | 1.00 | 0.86 | 0.66 | 0.70 |
| MA | 0.31 | 0.49 | 0.47 | 0.56 | 0.60 | 0.86 | 1.00 | 0.68 | 0.72 |
| URTH | 0.39 | 0.59 | 0.64 | 0.65 | 0.69 | 0.66 | 0.68 | 1.00 | 0.93 |
| SPY | 0.39 | 0.63 | 0.59 | 0.70 | 0.74 | 0.70 | 0.72 | 0.93 | 1.00 |