Hedgehog Holdings
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Hedgehog Holdings, 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 Jul 18, 2019, corresponding to the inception date of OBDC
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.95% | 3.05% | 10.78% | 26.90% | 14.03% | 10.90% |
Hedgehog Holdings | 12.18% | 2.58% | 8.79% | 19.53% | 10.75% | N/A |
Portfolio components: | ||||||
VICI VICI Properties Inc. | 7.07% | 6.18% | 15.47% | 13.52% | 14.18% | N/A |
O Realty Income Corporation | 11.94% | 7.26% | 22.99% | 16.64% | 1.82% | 8.46% |
ADC Agree Realty Corporation | 18.90% | 5.63% | 34.17% | 23.38% | 3.67% | 14.38% |
FAGIX Fidelity Capital & Income Fund | 7.50% | 1.21% | 5.22% | 13.11% | 6.83% | 6.03% |
FCNTX Fidelity Contrafund Fund | 28.18% | 4.89% | 12.50% | 38.79% | 18.30% | 15.05% |
FSCSX Fidelity Select Software & IT Services Portfolio | -0.68% | 0.78% | -4.94% | 14.42% | 14.92% | 16.88% |
JANEX Janus Henderson Enterprise Fund | 13.49% | 2.89% | 7.00% | 19.24% | 11.10% | 12.55% |
CFVLX Commerce Value Fund | 10.43% | 1.43% | 8.04% | 14.77% | 8.55% | 7.46% |
OBDC Blue Owl Capital Corporation | 8.31% | -2.26% | 6.29% | 22.10% | 9.90% | N/A |
HRZN Horizon Technology Finance Corporation | -9.96% | -8.56% | -4.41% | 2.71% | 8.63% | 7.92% |
SPHY SPDR Portfolio High Yield Bond ETF | 6.54% | 1.89% | 6.04% | 12.36% | 4.65% | 4.26% |
Monthly Returns
The table below presents the monthly returns of Hedgehog Holdings, 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 | 0.59% | 2.98% | 2.25% | -3.31% | 2.40% | 1.48% | 3.30% | 12.18% | |||||
2023 | 6.32% | -2.07% | 1.12% | 0.63% | -1.36% | 4.68% | 2.91% | -2.26% | -3.88% | -3.23% | 8.44% | 5.43% | 17.02% |
2022 | -4.32% | -2.04% | 1.70% | -5.74% | 0.50% | -6.39% | 8.07% | -3.36% | -8.87% | 7.31% | 4.96% | -3.79% | -12.82% |
2021 | -1.67% | 4.14% | 3.03% | 5.09% | 0.38% | 1.33% | 1.97% | 1.81% | -4.03% | 4.65% | -2.58% | 4.03% | 19.17% |
2020 | 0.81% | -6.43% | -15.90% | 11.25% | 5.49% | 2.07% | 4.87% | 4.46% | -2.10% | -1.85% | 10.13% | 3.39% | 13.87% |
2019 | -0.13% | 0.00% | 1.11% | 1.90% | 2.40% | 1.79% | 7.27% |
Expense Ratio
Hedgehog Holdings features an expense ratio of 0.49%, falling within the medium range. 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 Hedgehog Holdings is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
---|---|---|---|---|---|
VICI VICI Properties Inc. | 0.69 | 1.09 | 1.14 | 0.73 | 1.68 |
O Realty Income Corporation | 0.87 | 1.31 | 1.17 | 0.49 | 2.15 |
ADC Agree Realty Corporation | 1.22 | 1.79 | 1.22 | 0.78 | 3.52 |
FAGIX Fidelity Capital & Income Fund | 2.41 | 3.70 | 1.50 | 1.74 | 10.97 |
FCNTX Fidelity Contrafund Fund | 2.54 | 3.46 | 1.46 | 2.76 | 14.18 |
FSCSX Fidelity Select Software & IT Services Portfolio | 0.69 | 1.00 | 1.13 | 0.71 | 1.92 |
JANEX Janus Henderson Enterprise Fund | 1.12 | 1.69 | 1.24 | 1.10 | 4.99 |
CFVLX Commerce Value Fund | 1.35 | 1.89 | 1.24 | 0.91 | 5.20 |
OBDC Blue Owl Capital Corporation | 1.51 | 2.14 | 1.28 | 1.59 | 5.15 |
HRZN Horizon Technology Finance Corporation | 0.17 | 0.36 | 1.05 | 0.12 | 0.41 |
SPHY SPDR Portfolio High Yield Bond ETF | 2.38 | 3.71 | 1.47 | 1.58 | 11.72 |
Dividends
Dividend yield
Hedgehog Holdings granted a 5.83% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Hedgehog Holdings | 5.83% | 6.22% | 9.46% | 8.52% | 5.93% | 5.80% | 7.90% | 6.18% | 3.86% | 4.18% | 5.51% | 4.86% |
Portfolio components: | ||||||||||||
VICI VICI Properties Inc. | 5.01% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 4.98% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
ADC Agree Realty Corporation | 4.08% | 4.64% | 3.95% | 3.65% | 3.61% | 3.25% | 3.65% | 3.94% | 4.17% | 5.43% | 5.60% | 5.65% |
FAGIX Fidelity Capital & Income Fund | 5.18% | 5.29% | 11.37% | 6.55% | 4.88% | 4.98% | 7.31% | 5.03% | 4.12% | 5.00% | 8.04% | 5.47% |
FCNTX Fidelity Contrafund Fund | 2.48% | 4.26% | 13.65% | 10.80% | 8.01% | 4.16% | 9.14% | 6.17% | 3.81% | 5.33% | 7.54% | 7.90% |
FSCSX Fidelity Select Software & IT Services Portfolio | 9.77% | 7.72% | 9.06% | 6.54% | 5.10% | 12.70% | 6.20% | 7.15% | 3.98% | 5.22% | 10.43% | 4.72% |
JANEX Janus Henderson Enterprise Fund | 6.63% | 7.52% | 10.51% | 15.98% | 8.46% | 4.45% | 6.38% | 1.87% | 1.74% | 3.55% | 5.78% | 5.45% |
CFVLX Commerce Value Fund | 5.06% | 5.72% | 8.52% | 5.20% | 2.70% | 7.40% | 13.80% | 13.87% | 5.66% | 3.12% | 2.40% | 2.33% |
OBDC Blue Owl Capital Corporation | 11.18% | 10.61% | 10.88% | 8.52% | 12.32% | 3.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HRZN Horizon Technology Finance Corporation | 11.95% | 9.95% | 10.32% | 7.44% | 9.29% | 9.10% | 10.45% | 10.48% | 12.70% | 11.53% | 9.67% | 9.52% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.70% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% | 4.41% |
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 Hedgehog Holdings. 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 Hedgehog Holdings was 34.72%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.72% | Feb 21, 2020 | 22 | Mar 23, 2020 | 113 | Sep 1, 2020 | 135 |
-19.99% | Nov 17, 2021 | 221 | Sep 30, 2022 | 306 | Dec 14, 2023 | 527 |
-6.71% | Sep 3, 2020 | 15 | Sep 24, 2020 | 12 | Oct 12, 2020 | 27 |
-6.19% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
-4.6% | Sep 3, 2021 | 19 | Sep 30, 2021 | 17 | Oct 25, 2021 | 36 |
Volatility
Volatility Chart
The current Hedgehog Holdings volatility is 3.88%, 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
ADC | HRZN | OBDC | O | VICI | SPHY | FSCSX | FCNTX | FAGIX | CFVLX | JANEX | |
---|---|---|---|---|---|---|---|---|---|---|---|
ADC | 1.00 | 0.32 | 0.28 | 0.74 | 0.58 | 0.35 | 0.31 | 0.30 | 0.31 | 0.46 | 0.41 |
HRZN | 0.32 | 1.00 | 0.47 | 0.37 | 0.41 | 0.40 | 0.37 | 0.40 | 0.45 | 0.46 | 0.47 |
OBDC | 0.28 | 0.47 | 1.00 | 0.36 | 0.41 | 0.39 | 0.40 | 0.43 | 0.45 | 0.49 | 0.50 |
O | 0.74 | 0.37 | 0.36 | 1.00 | 0.62 | 0.43 | 0.36 | 0.34 | 0.37 | 0.53 | 0.47 |
VICI | 0.58 | 0.41 | 0.41 | 0.62 | 1.00 | 0.48 | 0.44 | 0.44 | 0.49 | 0.58 | 0.58 |
SPHY | 0.35 | 0.40 | 0.39 | 0.43 | 0.48 | 1.00 | 0.64 | 0.65 | 0.73 | 0.60 | 0.70 |
FSCSX | 0.31 | 0.37 | 0.40 | 0.36 | 0.44 | 0.64 | 1.00 | 0.91 | 0.69 | 0.54 | 0.81 |
FCNTX | 0.30 | 0.40 | 0.43 | 0.34 | 0.44 | 0.65 | 0.91 | 1.00 | 0.72 | 0.61 | 0.82 |
FAGIX | 0.31 | 0.45 | 0.45 | 0.37 | 0.49 | 0.73 | 0.69 | 0.72 | 1.00 | 0.66 | 0.79 |
CFVLX | 0.46 | 0.46 | 0.49 | 0.53 | 0.58 | 0.60 | 0.54 | 0.61 | 0.66 | 1.00 | 0.79 |
JANEX | 0.41 | 0.47 | 0.50 | 0.47 | 0.58 | 0.70 | 0.81 | 0.82 | 0.79 | 0.79 | 1.00 |