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Hhv

Last updated Sep 23, 2023

Jvvk

Asset Allocation


SPY 50%EDEN 10%URTH 10%MSFT 5%NVO 5%V 5%MA 5%GOOG 5%TMO 5%EquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities50%
EDEN
iShares MSCI Denmark ETF
Europe Equities10%
URTH
iShares MSCI World ETF
Large Cap Growth Equities10%
MSFT
Microsoft Corporation
Technology5%
NVO
Novo Nordisk A/S
Healthcare5%
V
Visa Inc.
Financial Services5%
MA
Mastercard Inc
Financial Services5%
GOOG
Alphabet Inc.
Communication Services5%
TMO
Thermo Fisher Scientific Inc.
Healthcare5%

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


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
8.19%
7.69%
Hhv
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

NVOTMOEDENGOOGMSFTVMAURTHSPY
NVO1.000.400.690.300.340.330.320.400.39
TMO0.401.000.510.480.530.500.500.610.64
EDEN0.690.511.000.450.480.470.480.640.59
GOOG0.300.480.451.000.690.580.580.670.71
MSFT0.340.530.480.691.000.610.620.690.75
V0.330.500.470.580.611.000.860.670.71
MA0.320.500.480.580.620.861.000.690.73
URTH0.400.610.640.670.690.670.691.000.93
SPY0.390.640.590.710.750.710.730.931.00

Sharpe Ratio

The current Hhv Sharpe ratio is 1.37. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.37

The Sharpe ratio of Hhv 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.44
0.89
Hhv
Benchmark (^GSPC)
Portfolio components

Dividend yield

Hhv granted a 1.31% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Hhv1.31%1.37%1.04%1.25%1.69%1.96%1.78%2.11%1.96%1.88%2.36%2.95%
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.


0.53%
0.00%2.15%
0.24%
0.00%2.15%
0.09%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.11%
-9.57%
Hhv
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202082Jul 20, 2020105
-24.8%Dec 28, 2021192Sep 30, 2022196Jul 14, 2023388
-17.86%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-12.77%Dec 30, 201530Feb 11, 201644Apr 15, 201674
-10.88%Jul 21, 201526Aug 25, 201549Nov 3, 201575

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.21%
3.36%
Hhv
Benchmark (^GSPC)
Portfolio components