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HF best 2

Last updated Dec 9, 2023

Asset Allocation


MS 14.29%BLK 14.29%BX 14.29%AMP 14.29%SMH 14.29%XLK 14.29%ITB 14.29%EquityEquity
PositionCategory/SectorWeight
MS
Morgan Stanley
Financial Services14.29%
BLK
BlackRock, Inc.
Financial Services14.29%
BX
The Blackstone Group Inc.
Financial Services14.29%
AMP
Ameriprise Financial, Inc.
Financial Services14.29%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities14.29%
XLK
Technology Select Sector SPDR Fund
Technology Equities14.29%
ITB
iShares U.S. Home Construction ETF
Building & Construction14.29%

Performance

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


200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
714.97%
206.44%
HF best 2
Benchmark (^GSPC)
Portfolio components

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

Returns

As of Dec 9, 2023, the HF best 2 returned 35.00% Year-To-Date and 18.88% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
HF best 235.00%11.46%13.82%30.66%27.61%19.05%
MS
Morgan Stanley
0.53%8.31%-2.50%-3.63%18.39%13.11%
BLK
BlackRock, Inc.
8.12%14.47%10.34%8.92%16.67%12.38%
BX
The Blackstone Group Inc.
57.13%13.52%29.75%47.47%34.25%21.36%
AMP
Ameriprise Financial, Inc.
16.72%7.59%14.66%12.49%27.95%15.31%
SMH
VanEck Vectors Semiconductor ETF
60.13%7.30%10.65%49.87%33.30%26.46%
XLK
Technology Select Sector SPDR Fund
50.97%6.20%12.92%43.04%25.00%19.96%
ITB
iShares U.S. Home Construction ETF
55.02%14.91%18.89%54.09%25.20%15.77%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.45%8.39%6.50%-2.91%-4.91%-6.49%16.52%

Sharpe Ratio

The current HF best 2 Sharpe ratio is 1.53. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.53

The Sharpe ratio of HF best 2 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.53
1.25
HF best 2
Benchmark (^GSPC)
Portfolio components

Dividend yield

HF best 2 granted a 1.98% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
HF best 21.98%2.67%1.46%1.70%2.65%3.33%2.47%2.70%3.29%2.13%1.88%2.77%
MS
Morgan Stanley
3.95%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%1.05%
BLK
BlackRock, Inc.
2.69%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%2.90%
BX
The Blackstone Group Inc.
2.95%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.74%3.75%3.34%
AMP
Ameriprise Financial, Inc.
1.48%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%1.71%1.75%2.28%
SMH
VanEck Vectors Semiconductor ETF
1.48%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%7.44%
XLK
Technology Select Sector SPDR Fund
0.75%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%1.74%
ITB
iShares U.S. Home Construction ETF
0.55%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%0.12%0.62%

Expense Ratio

The HF best 2 features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.42%
0.00%2.15%
0.35%
0.00%2.15%
0.13%
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
MS
Morgan Stanley
-0.08
BLK
BlackRock, Inc.
0.37
BX
The Blackstone Group Inc.
1.44
AMP
Ameriprise Financial, Inc.
0.50
SMH
VanEck Vectors Semiconductor ETF
1.90
XLK
Technology Select Sector SPDR Fund
2.31
ITB
iShares U.S. Home Construction ETF
2.26

Asset Correlations Table

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

BXITBMSSMHBLKAMPXLK
BX1.000.500.530.510.550.540.55
ITB0.501.000.510.540.560.580.57
MS0.530.511.000.530.640.710.56
SMH0.510.540.531.000.580.590.83
BLK0.550.560.640.581.000.700.64
AMP0.540.580.710.590.701.000.62
XLK0.550.570.560.830.640.621.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-4.01%
HF best 2
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.41%Jul 16, 2007344Nov 20, 20081037Jan 2, 20131381
-43.31%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-32.49%Dec 28, 2021202Oct 14, 2022188Jul 18, 2023390
-29.4%Jan 29, 2018229Dec 24, 2018137Jul 12, 2019366
-28.1%May 29, 2015179Feb 11, 2016192Nov 14, 2016371

Volatility Chart

The current HF best 2 volatility is 5.06%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.06%
2.77%
HF best 2
Benchmark (^GSPC)
Portfolio components
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