HF best 2
Asset Allocation
| Position | Category/Sector | 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% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HF best 2, 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 Jun 22, 2007, corresponding to the inception date of BX
Returns By Period
As of Dec 26, 2024, the HF best 2 returned 34.28% Year-To-Date and 20.70% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.63% | 1.18% | 10.44% | 27.03% | 13.30% | 11.23% |
| HF best 2 | 34.28% | -4.19% | 20.67% | 34.33% | 26.68% | 20.70% |
| Portfolio components: | ||||||
MS Morgan Stanley | 41.22% | -4.94% | 33.36% | 41.84% | 24.01% | 15.75% |
BLK BlackRock, Inc. | 33.04% | 2.77% | 35.42% | 33.90% | 18.96% | 14.13% |
BX The Blackstone Group Inc. | 37.63% | -9.03% | 43.06% | 37.16% | 30.23% | 24.34% |
AMP Ameriprise Financial, Inc. | 43.79% | -5.51% | 25.00% | 44.39% | 28.86% | 17.42% |
SMH VanEck Vectors Semiconductor ETF | 43.75% | 3.16% | -3.66% | 43.09% | 30.21% | 27.79% |
XLK Technology Select Sector SPDR Fund | 24.53% | 2.08% | 5.59% | 24.29% | 22.15% | 20.39% |
ITB iShares U.S. Home Construction ETF | 3.62% | -16.89% | 4.40% | 3.35% | 19.53% | 15.86% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.85% | 5.75% | 5.36% | -7.11% | 5.99% | 2.10% | 6.49% | 1.13% | 4.03% | 3.36% | 8.14% | 34.28% | |
| 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% | -7.14% | -21.87% |
| 2021 | 1.35% | 5.75% | 5.53% | 8.43% | 3.26% | 1.51% | 4.97% | 6.03% | -6.95% | 10.96% | 1.05% | 2.16% | 52.49% |
| 2020 | 3.50% | -10.19% | -17.79% | 16.00% | 11.56% | 5.30% | 5.17% | 5.16% | -2.41% | -0.72% | 17.02% | 5.81% | 38.15% |
| 2019 | 11.29% | 3.76% | 1.29% | 11.50% | -9.68% | 10.01% | 3.28% | -3.13% | 4.53% | 5.38% | 5.48% | 3.69% | 56.20% |
| 2018 | 6.47% | -3.52% | -2.81% | -3.47% | 2.79% | -2.17% | 3.86% | 0.73% | -0.91% | -10.47% | 1.83% | -10.09% | -17.65% |
| 2017 | 3.77% | 5.52% | 0.55% | 1.49% | 2.41% | 1.93% | 4.50% | -0.52% | 5.02% | 5.77% | 2.56% | 1.81% | 40.63% |
| 2016 | -10.21% | -1.22% | 8.65% | 0.37% | 3.17% | -4.25% | 8.42% | 4.10% | -0.90% | -3.24% | 10.99% | 1.72% | 16.72% |
| 2015 | -3.07% | 7.06% | -0.49% | 0.46% | 3.16% | -2.96% | -0.20% | -8.08% | -3.85% | 8.43% | 1.19% | -4.63% | -4.16% |
| 2014 | -2.94% | 4.24% | 0.32% | -2.68% | 2.53% | 5.18% | -2.23% | 5.82% | -2.24% | 1.98% | 6.07% | 1.35% | 18.10% |
| 2013 | 11.03% | 1.15% | 3.91% | 2.70% | 6.36% | -4.27% | 6.42% | -4.35% | 6.71% | 6.26% | 4.74% | 5.46% | 55.60% |
Expense Ratio
HF best 2 has an expense ratio of 0.13%, 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 HF best 2 is 63, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
MS Morgan Stanley | 1.63 | 2.33 | 1.33 | 2.41 | 8.61 |
BLK BlackRock, Inc. | 1.94 | 2.64 | 1.32 | 1.95 | 8.07 |
BX The Blackstone Group Inc. | 1.31 | 1.86 | 1.22 | 2.50 | 6.47 |
AMP Ameriprise Financial, Inc. | 2.15 | 3.08 | 1.41 | 3.79 | 13.87 |
SMH VanEck Vectors Semiconductor ETF | 1.29 | 1.80 | 1.23 | 1.82 | 4.51 |
XLK Technology Select Sector SPDR Fund | 1.12 | 1.57 | 1.21 | 1.46 | 5.02 |
ITB iShares U.S. Home Construction ETF | 0.15 | 0.40 | 1.05 | 0.20 | 0.55 |
Dividends
Dividend yield
HF best 2 provided a 1.27% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.27% | 1.67% | 2.67% | 1.46% | 1.70% | 2.65% | 3.33% | 2.47% | 2.70% | 3.29% | 2.12% | 1.88% |
| Portfolio components: | ||||||||||||
MS Morgan Stanley | 2.79% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
BLK BlackRock, Inc. | 1.93% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
BX The Blackstone Group Inc. | 1.96% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.68% | 3.75% |
AMP Ameriprise Financial, Inc. | 1.07% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% | 1.75% |
SMH VanEck Vectors Semiconductor ETF | 0.00% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
XLK Technology Select Sector SPDR Fund | 0.64% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
ITB iShares U.S. Home Construction ETF | 0.45% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
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.
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 69.41%, occurring on Nov 20, 2008. Recovery took 1037 trading sessions.
The current HF best 2 drawdown is 4.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.41% | 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 |
| -29.4% | Jan 29, 2018 | 229 | Dec 24, 2018 | 137 | Jul 12, 2019 | 366 |
| -28.29% | May 29, 2015 | 179 | Feb 11, 2016 | 193 | Nov 15, 2016 | 372 |
Volatility
Volatility Chart
The current HF best 2 volatility is 5.43%, 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
| BX | ITB | MS | SMH | BLK | AMP | XLK | |
|---|---|---|---|---|---|---|---|
| BX | 1.00 | 0.50 | 0.53 | 0.50 | 0.55 | 0.54 | 0.54 |
| ITB | 0.50 | 1.00 | 0.50 | 0.53 | 0.56 | 0.57 | 0.56 |
| MS | 0.53 | 0.50 | 1.00 | 0.51 | 0.64 | 0.70 | 0.54 |
| SMH | 0.50 | 0.53 | 0.51 | 1.00 | 0.57 | 0.57 | 0.84 |
| BLK | 0.55 | 0.56 | 0.64 | 0.57 | 1.00 | 0.69 | 0.62 |
| AMP | 0.54 | 0.57 | 0.70 | 0.57 | 0.69 | 1.00 | 0.61 |
| XLK | 0.54 | 0.56 | 0.54 | 0.84 | 0.62 | 0.61 | 1.00 |