Hud

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Hud

Currency in USD · Last updated May 22, 2025

Amzn 5.86 Baba 4.91 Brk/b 10.13 Gild 4.92 Googl 5.52 Hwm 4.01 Meta 9.35 Sny 4.47 Mli 3.3 Ibit 16.05 Vflo 9.29 Splg 9.74 Qqqm 9.64 Nvda 2.8

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc.	Consumer Cyclical	5.86%
BABA Alibaba Group Holding Limited	Consumer Cyclical	4.91%
BRK-B Berkshire Hathaway Inc.	Financial Services	10.13%
GILD Gilead Sciences, Inc.	Healthcare	4.92%
GOOGL Alphabet Inc Class A	Communication Services	5.52%
HWM Howmet Aerospace Inc.	Industrials	4.01%
IBIT iShares Bitcoin Trust	Blockchain	16.05%
META Meta Platforms, Inc.	Communication Services	9.35%
MLI Mueller Industries, Inc.	Industrials	3.30%
NVDA NVIDIA Corporation	Technology	2.81%
QQQM Invesco NASDAQ 100 ETF	Large Cap Growth Equities	9.64%
SNY Sanofi	Healthcare	4.47%
SPLG SPDR Portfolio S&P 500 ETF	Large Cap Blend Equities	9.74%
VFLO Victoryshares Free Cash Flow ETF	Large Cap Value Equities	9.29%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.63%	13.31%	-1.23%	9.83%	14.61%	10.64%
Hud	10.36%	13.14%	9.04%	33.50%	N/A	N/A
Portfolio components:
AMZN Amazon.com, Inc.	-8.33%	16.13%	1.38%	9.82%	10.54%	25.12%
BRK-B Berkshire Hathaway Inc.	11.86%	-2.64%	7.41%	22.47%	23.72%	13.37%
META Meta Platforms, Inc.	8.63%	27.03%	13.05%	36.35%	22.14%	23.00%
HWM Howmet Aerospace Inc.	49.03%	31.02%	39.33%	95.60%	67.84%	N/A
GILD Gilead Sciences, Inc.	17.44%	2.09%	21.87%	64.84%	12.44%	3.12%
GOOGL Alphabet Inc Class A	-10.85%	11.28%	0.79%	-3.98%	19.10%	19.84%
SNY Sanofi	14.54%	6.55%	15.14%	9.70%	6.41%	4.51%
QQQM Invesco NASDAQ 100 ETF	0.52%	15.42%	1.91%	13.33%	N/A	N/A
BABA Alibaba Group Holding Limited	45.76%	6.65%	44.41%	50.75%	-8.76%	3.08%
IBIT iShares Bitcoin Trust	16.48%	18.64%	10.54%	55.60%	N/A	N/A
SPLG SPDR Portfolio S&P 500 ETF	-0.21%	10.65%	-1.15%	11.50%	16.33%	12.51%
MLI Mueller Industries, Inc.	-2.14%	10.15%	-15.10%	34.26%	45.71%	18.37%
VFLO Victoryshares Free Cash Flow ETF	0.01%	6.34%	-5.89%	9.71%	N/A	N/A
NVDA NVIDIA Corporation	-1.85%	33.28%	-10.12%	38.86%	71.08%	74.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of Hud, 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
2025	7.14%	-0.86%	-4.47%	0.92%	7.77%								10.36%
2024	-0.18%	13.76%	5.34%	-5.82%	7.54%	0.22%	4.57%	1.13%	4.80%	1.38%	10.23%	-1.59%	47.99%

Expense Ratio

Hud has an expense ratio of 0.09%, 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.

QQQM

Invesco NASDAQ 100 ETF

IBIT

iShares Bitcoin Trust

SPLG

SPDR Portfolio S&P 500 ETF

VFLO

Victoryshares Free Cash Flow ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, Hud is among the top 10% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AMZN Amazon.com, Inc.	0.29	0.61	1.08	0.29	0.75
BRK-B Berkshire Hathaway Inc.	1.14	1.57	1.22	2.45	6.01
META Meta Platforms, Inc.	1.02	1.53	1.20	1.03	3.15
HWM Howmet Aerospace Inc.	2.41	3.19	1.45	4.99	18.37
GILD Gilead Sciences, Inc.	2.43	3.31	1.42	2.45	11.72
GOOGL Alphabet Inc Class A	-0.15	0.04	1.01	-0.13	-0.27
SNY Sanofi	0.53	0.98	1.11	0.63	1.40
QQQM Invesco NASDAQ 100 ETF	0.53	0.96	1.13	0.63	2.05
BABA Alibaba Group Holding Limited	0.98	1.48	1.19	1.25	2.47
IBIT iShares Bitcoin Trust	1.07	1.80	1.21	2.18	4.76
SPLG SPDR Portfolio S&P 500 ETF	0.58	0.96	1.14	0.62	2.37
MLI Mueller Industries, Inc.	0.90	1.72	1.20	1.31	2.87
VFLO Victoryshares Free Cash Flow ETF	0.44	0.73	1.10	0.46	1.65
NVDA NVIDIA Corporation	0.64	1.30	1.17	1.15	2.83

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Hud Sharpe ratios as of May 22, 2025 (values are recalculated daily):

1-Year: 1.51
All Time: 2.10

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.46 to 0.97, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Hud compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Hud provided a 0.76% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.76%	0.78%	0.74%	0.70%	0.56%	0.60%	0.58%	0.70%	0.83%	0.56%	0.49%	0.44%
Portfolio components:
AMZN Amazon.com, 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%
BRK-B Berkshire Hathaway 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%
META Meta Platforms, Inc.	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HWM Howmet Aerospace Inc.	0.22%	0.24%	0.31%	0.25%	0.13%	0.06%	0.31%	1.13%	0.70%	0.39%	0.00%	0.00%
GILD Gilead Sciences, Inc.	2.88%	3.33%	3.70%	3.40%	3.91%	4.67%	3.88%	3.65%	2.90%	2.57%	1.27%	0.00%
GOOGL Alphabet Inc Class A	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SNY Sanofi	4.18%	4.22%	3.82%	4.22%	3.80%	3.61%	3.46%	4.29%	3.67%	4.03%	3.77%	4.19%
QQQM Invesco NASDAQ 100 ETF	0.59%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BABA Alibaba Group Holding Limited	0.53%	0.78%	1.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBIT iShares Bitcoin Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPLG SPDR Portfolio S&P 500 ETF	1.30%	1.28%	1.44%	1.69%	1.25%	1.54%	1.79%	2.23%	1.75%	1.97%	1.98%	1.79%
MLI Mueller Industries, Inc.	1.10%	1.01%	1.27%	2.54%	0.88%	1.14%	1.26%	1.71%	9.60%	0.94%	1.11%	0.88%
VFLO Victoryshares Free Cash Flow ETF	1.31%	1.20%	0.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Hud. 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 Hud was 17.71%, occurring on Apr 8, 2025. Recovery took 28 trading sessions.

The current Hud drawdown is 0.43%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.71%	Feb 21, 2025	33	Apr 8, 2025	28	May 19, 2025	61
-7.86%	Jul 17, 2024	14	Aug 5, 2024	10	Aug 19, 2024	24
-6.29%	Apr 9, 2024	17	May 1, 2024	10	May 15, 2024	27
-5.87%	Aug 26, 2024	9	Sep 6, 2024	9	Sep 19, 2024	18
-4.86%	Dec 18, 2024	9	Dec 31, 2024	12	Jan 21, 2025	21

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 11.24, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	SNY	GILD	BABA	BRK-B	IBIT	HWM	MLI	GOOGL	META	NVDA	AMZN	VFLO	QQQM	SPLG	Portfolio
^GSPC	1.00	0.08	0.12	0.30	0.41	0.36	0.59	0.57	0.60	0.61	0.67	0.69	0.69	0.94	1.00	0.79
SNY	0.08	1.00	0.30	0.22	0.22	0.05	-0.01	0.09	0.03	-0.02	-0.08	-0.05	0.20	0.00	0.08	0.12
GILD	0.12	0.30	1.00	0.11	0.30	0.04	-0.02	0.16	0.06	-0.05	-0.15	0.02	0.29	0.04	0.12	0.14
BABA	0.30	0.22	0.11	1.00	0.16	0.22	0.16	0.15	0.23	0.20	0.20	0.21	0.30	0.29	0.30	0.42
BRK-B	0.41	0.22	0.30	0.16	1.00	0.19	0.32	0.39	0.15	0.09	0.02	0.17	0.52	0.22	0.41	0.35
IBIT	0.36	0.05	0.04	0.22	0.19	1.00	0.24	0.30	0.25	0.22	0.26	0.27	0.35	0.34	0.36	0.75
HWM	0.59	-0.01	-0.02	0.16	0.32	0.24	1.00	0.47	0.28	0.39	0.45	0.43	0.48	0.52	0.59	0.52
MLI	0.57	0.09	0.16	0.15	0.39	0.30	0.47	1.00	0.30	0.29	0.30	0.31	0.62	0.47	0.57	0.54
GOOGL	0.60	0.03	0.06	0.23	0.15	0.25	0.28	0.30	1.00	0.54	0.41	0.62	0.30	0.65	0.60	0.58
META	0.61	-0.02	-0.05	0.20	0.09	0.22	0.39	0.29	0.54	1.00	0.51	0.64	0.31	0.67	0.61	0.59
NVDA	0.67	-0.08	-0.15	0.20	0.02	0.26	0.45	0.30	0.41	0.51	1.00	0.51	0.30	0.75	0.67	0.56
AMZN	0.69	-0.05	0.02	0.21	0.17	0.27	0.43	0.31	0.62	0.64	0.51	1.00	0.34	0.73	0.69	0.63
VFLO	0.69	0.20	0.29	0.30	0.52	0.35	0.48	0.62	0.30	0.31	0.30	0.34	1.00	0.53	0.70	0.62
QQQM	0.94	0.00	0.04	0.29	0.22	0.34	0.52	0.47	0.65	0.67	0.75	0.73	0.53	1.00	0.94	0.77
SPLG	1.00	0.08	0.12	0.30	0.41	0.36	0.59	0.57	0.60	0.61	0.67	0.69	0.70	0.94	1.00	0.79
Portfolio	0.79	0.12	0.14	0.42	0.35	0.75	0.52	0.54	0.58	0.59	0.56	0.63	0.62	0.77	0.79	1.00

The correlation results are calculated based on daily price changes starting from Jan 12, 2024

Performance Analysis

Risk Analysis

Optimization

Factor Model

Hud

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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