HF best 2

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

HF best 2

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AMP Ameriprise Financial, Inc.	Financial Services	14.29%
BLK BlackRock, Inc.	Financial Services	14.29%
BX The Blackstone Group Inc.	Financial Services	14.29%
ITB iShares U.S. Home Construction ETF	Building & Construction	14.29%
MS Morgan Stanley	Financial Services	14.29%
SMH VanEck Vectors Semiconductor ETF	Technology Equities	14.29%
XLK Technology Select Sector SPDR Fund	Technology Equities	14.29%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 22, 2007, corresponding to the inception date of BX

Returns By Period

As of May 11, 2025, the HF best 2 returned -8.61% Year-To-Date and 18.64% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
HF best 2	-8.61%	10.14%	-12.68%	10.95%	26.19%	18.64%
Portfolio components:
MS Morgan Stanley	-1.77%	15.10%	-4.66%	27.79%	29.22%	15.63%
BLK BlackRock, Inc.	-9.43%	7.53%	-10.22%	18.59%	16.24%	12.58%
BX The Blackstone Group Inc.	-17.89%	10.14%	-20.22%	15.39%	25.65%	18.44%
AMP Ameriprise Financial, Inc.	-7.00%	8.17%	-10.29%	14.97%	34.33%	17.11%
SMH VanEck Vectors Semiconductor ETF	-7.75%	13.86%	-13.48%	0.49%	27.69%	24.45%
XLK Technology Select Sector SPDR Fund	-6.25%	11.95%	-7.94%	6.60%	18.98%	19.17%
ITB iShares U.S. Home Construction ETF	-10.35%	4.25%	-23.38%	-14.38%	20.21%	14.03%

*Annualized

Monthly Returns

The table below presents the monthly returns of HF best 2, 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	3.45%	-5.25%	-8.44%	-1.89%	3.79%								-8.61%
2024	-0.85%	5.75%	5.36%	-7.11%	5.99%	2.10%	6.49%	1.13%	4.03%	3.36%	8.14%	-5.37%	31.61%
2023	15.03%	-2.49%	0.01%	1.10%	0.45%	8.39%	6.50%	-2.91%	-4.91%	-6.49%	16.49%	11.43%	47.36%
2022	-4.95%	-5.37%	-1.06%	-12.09%	6.27%	-13.67%	13.56%	-4.59%	-10.47%	10.43%	9.46%	-7.29%	-22.00%
2021	1.35%	5.75%	5.53%	8.43%	3.26%	1.51%	4.97%	6.03%	-6.95%	10.96%	1.05%	2.08%	52.37%
2020	3.50%	-10.19%	-17.79%	16.00%	11.56%	5.30%	5.17%	5.16%	-2.41%	-0.72%	17.02%	5.71%	38.01%
2019	11.29%	3.76%	1.29%	11.50%	-9.68%	10.01%	3.28%	-3.13%	4.53%	5.38%	5.48%	2.96%	55.08%
2018	6.47%	-3.52%	-2.81%	-3.47%	2.79%	-2.17%	3.86%	0.73%	-0.91%	-10.47%	1.83%	-10.35%	-17.88%
2017	3.77%	5.52%	0.55%	1.49%	2.41%	1.93%	4.50%	-0.52%	5.02%	5.77%	2.56%	1.61%	40.35%
2016	-10.21%	-1.22%	8.65%	0.37%	3.17%	-4.25%	8.42%	4.10%	-0.90%	-3.24%	10.99%	1.61%	16.59%
2015	-3.07%	7.05%	-0.49%	0.45%	3.16%	-2.96%	-0.21%	-8.08%	-3.85%	8.43%	1.19%	-4.95%	-4.50%
2014	-2.94%	4.23%	0.32%	-2.68%	2.53%	5.18%	-2.24%	5.82%	-2.24%	1.98%	6.07%	1.18%	17.89%

Expense Ratio

HF best 2 has an expense ratio of 0.13%, 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.

ITB

iShares U.S. Home Construction ETF

SMH

VanEck Vectors Semiconductor ETF

XLK

Technology Select Sector SPDR Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HF best 2 is 31, indicating average performance compared to other portfolios on our website. Here’s 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
MS Morgan Stanley	0.84	1.43	1.21	1.06	3.36
BLK BlackRock, Inc.	0.77	1.25	1.18	0.88	2.83
BX The Blackstone Group Inc.	0.43	0.89	1.11	0.45	1.17
AMP Ameriprise Financial, Inc.	0.54	1.01	1.14	0.66	2.07
SMH VanEck Vectors Semiconductor ETF	0.05	0.35	1.05	0.05	0.11
XLK Technology Select Sector SPDR Fund	0.23	0.54	1.07	0.28	0.89
ITB iShares U.S. Home Construction ETF	-0.51	-0.56	0.94	-0.42	-0.89

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.

HF best 2 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.44
5-Year: 1.03
10-Year: 0.73
All Time: 0.47

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 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of HF best 2 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

HF best 2 provided a 1.67% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.67%	1.35%	1.67%	2.50%	1.39%	1.60%	2.01%	3.06%	2.27%	2.59%	2.97%	1.94%
Portfolio components:
MS Morgan Stanley	3.04%	2.82%	3.49%	3.47%	2.14%	2.04%	2.54%	2.77%	1.72%	1.66%	1.73%	0.90%
BLK BlackRock, Inc.	2.22%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.06%	1.95%	2.41%	2.56%	2.16%
BX The Blackstone Group Inc.	2.91%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	8.44%	9.76%	5.57%
AMP Ameriprise Financial, Inc.	1.23%	1.09%	1.40%	1.57%	1.47%	2.10%	2.29%	3.38%	1.91%	2.63%	2.43%	1.71%
SMH VanEck Vectors Semiconductor ETF	0.48%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%	1.16%
XLK Technology Select Sector SPDR Fund	0.72%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%
ITB iShares U.S. Home Construction ETF	1.07%	0.46%	0.48%	0.86%	0.37%	0.46%	0.50%	0.63%	0.28%	0.43%	0.34%	0.34%

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 HF best 2. 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 HF best 2 was 69.03%, occurring on Nov 20, 2008. Recovery took 1037 trading sessions.

The current HF best 2 drawdown is 14.32%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-69.03%	Jul 16, 2007	344	Nov 20, 2008	1037	Jan 2, 2013	1381
-43.31%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-32.49%	Dec 28, 2021	202	Oct 14, 2022	188	Jul 18, 2023	390
-29.6%	Jan 29, 2018	229	Dec 24, 2018	137	Jul 12, 2019	366
-28.53%	May 29, 2015	179	Feb 11, 2016	193	Nov 15, 2016	372

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 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	BX	ITB	MS	SMH	BLK	AMP	XLK	Portfolio
^GSPC	1.00	0.62	0.66	0.68	0.77	0.74	0.75	0.89	0.90
BX	0.62	1.00	0.50	0.54	0.51	0.56	0.54	0.55	0.75
ITB	0.66	0.50	1.00	0.50	0.53	0.56	0.57	0.56	0.74
MS	0.68	0.54	0.50	1.00	0.52	0.64	0.71	0.55	0.80
SMH	0.77	0.51	0.53	0.52	1.00	0.57	0.57	0.84	0.77
BLK	0.74	0.56	0.56	0.64	0.57	1.00	0.69	0.62	0.81
AMP	0.75	0.54	0.57	0.71	0.57	0.69	1.00	0.61	0.83
XLK	0.89	0.55	0.56	0.55	0.84	0.62	0.61	1.00	0.80
Portfolio	0.90	0.75	0.74	0.80	0.77	0.81	0.83	0.80	1.00

The correlation results are calculated based on daily price changes starting from Jun 25, 2007

Performance Analysis

Risk Analysis

Optimization

Factor Model

HF best 2

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

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