Henderson PP
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Henderson PP, 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 23, 2022, corresponding to the inception date of INTR
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
Henderson PP | 18.98% | -1.04% | 5.70% | 27.78% | N/A | N/A |
Portfolio components: | ||||||
Blue Bird Corporation | 89.65% | 6.81% | 47.31% | 160.34% | 21.54% | 18.51% |
Caterpillar Inc. | 21.60% | 3.04% | 0.40% | 29.22% | 25.53% | 16.37% |
WisdomTree Japan Hedged Equity Fund | 16.00% | -4.36% | -5.67% | 13.13% | 18.34% | 11.04% |
Honda Motor Co., Ltd. | 3.34% | -2.28% | -13.85% | -11.39% | 6.55% | 2.53% |
Inter & Co. Inc. Class A Common Shares | 33.30% | -1.99% | 20.51% | 79.45% | N/A | N/A |
iShares Global Tech ETF | 17.03% | -3.96% | 6.05% | 34.03% | 21.91% | 18.84% |
Mizuho Financial Group, Inc. | 16.27% | -8.82% | 0.75% | 11.70% | 9.39% | 4.95% |
18.86% | 0.32% | 8.21% | 28.13% | N/A | N/A | |
20.02% | 7.19% | -7.49% | 47.74% | N/A | N/A | |
62.60% | -4.30% | 23.16% | 92.69% | N/A | N/A | |
14.38% | 0.95% | 7.29% | 19.76% | N/A | N/A | |
Fidelity European Values | 12.33% | -2.17% | 5.67% | 21.92% | 11.79% | 11.57% |
JD.com, Inc. | -4.22% | -8.87% | -1.67% | -9.69% | -1.45% | 0.15% |
Amazon.com, Inc. | 22.70% | 4.61% | 4.65% | 35.46% | 15.81% | 27.45% |
Alphabet Inc. | 14.39% | -4.38% | 7.70% | 16.12% | 21.33% | 18.46% |
Crocs, Inc. | 49.67% | 0.36% | -0.13% | 55.90% | 39.08% | 26.81% |
Despegar.com, Corp. | 32.66% | 14.09% | 6.36% | 67.78% | 2.11% | N/A |
Pinduoduo Inc. | -32.86% | -34.99% | -25.68% | -0.12% | 23.66% | N/A |
TD SYNNEX Corporation | 8.58% | -1.65% | 11.51% | 15.09% | 20.00% | 15.37% |
Brinker International, Inc. | 71.56% | 8.77% | 57.28% | 132.74% | 11.80% | 5.51% |
12.51% | -3.88% | -4.03% | 29.27% | N/A | N/A | |
Hyster-Yale Materials Handling, Inc. | -1.45% | 1.68% | 1.85% | 41.63% | 4.84% | 0.13% |
Star Bulk Carriers Corp. | 7.17% | 1.80% | -6.36% | 27.01% | 28.21% | -5.80% |
Hercules Capital, Inc. | 24.40% | 4.46% | 10.79% | 29.25% | 20.42% | 13.93% |
Arch Capital Group Ltd. | 52.20% | 9.75% | 22.56% | 39.21% | 22.57% | 20.08% |
Monthly Returns
The table below presents the monthly returns of Henderson PP, 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 | 2.93% | 5.58% | 4.69% | -2.97% | 6.12% | 1.93% | 0.46% | 0.95% | 18.98% | ||||
2023 | 7.78% | -0.91% | 3.01% | 2.19% | 1.26% | 6.37% | 3.39% | -1.44% | -3.26% | -2.60% | 8.82% | 4.51% | 32.26% |
2022 | -0.38% | 8.05% | -3.69% | -8.58% | 7.74% | 8.27% | -4.50% | 5.58% |
Expense Ratio
Henderson PP has an expense ratio of 0.16%, 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 risk-adjusted rank of Henderson PP is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
Blue Bird Corporation | 2.93 | 3.68 | 1.45 | 4.03 | 14.66 |
Caterpillar Inc. | 1.27 | 1.73 | 1.24 | 1.53 | 4.04 |
WisdomTree Japan Hedged Equity Fund | 0.79 | 1.10 | 1.16 | 0.72 | 2.85 |
Honda Motor Co., Ltd. | -0.32 | -0.29 | 0.97 | -0.32 | -0.66 |
Inter & Co. Inc. Class A Common Shares | 2.14 | 2.69 | 1.32 | 4.27 | 10.43 |
iShares Global Tech ETF | 1.89 | 2.46 | 1.34 | 2.37 | 8.21 |
Mizuho Financial Group, Inc. | 0.48 | 0.83 | 1.11 | 0.72 | 2.14 |
2.69 | 3.59 | 1.50 | 3.32 | 16.48 | |
2.00 | 2.78 | 1.32 | 1.44 | 5.84 | |
2.67 | 3.31 | 1.43 | 4.38 | 14.39 | |
1.98 | 2.71 | 1.37 | 1.91 | 9.68 | |
Fidelity European Values | 1.71 | 2.50 | 1.30 | 1.56 | 9.47 |
JD.com, Inc. | -0.10 | 0.20 | 1.02 | -0.07 | -0.25 |
Amazon.com, Inc. | 1.73 | 2.36 | 1.31 | 2.46 | 8.54 |
Alphabet Inc. | 0.81 | 1.20 | 1.17 | 1.02 | 2.94 |
Crocs, Inc. | 1.47 | 2.49 | 1.27 | 1.34 | 6.85 |
Despegar.com, Corp. | 1.47 | 2.27 | 1.27 | 2.28 | 6.16 |
Pinduoduo Inc. | 0.07 | 0.45 | 1.07 | 0.08 | 0.21 |
TD SYNNEX Corporation | 0.79 | 1.15 | 1.17 | 1.00 | 2.37 |
Brinker International, Inc. | 3.80 | 4.03 | 1.54 | 5.37 | 22.97 |
1.48 | 2.05 | 1.28 | 1.93 | 6.61 | |
Hyster-Yale Materials Handling, Inc. | 0.89 | 1.47 | 1.22 | 1.38 | 3.42 |
Star Bulk Carriers Corp. | 0.71 | 1.17 | 1.14 | 0.85 | 2.28 |
Hercules Capital, Inc. | 1.39 | 1.70 | 1.29 | 1.69 | 5.98 |
Arch Capital Group Ltd. | 1.79 | 2.43 | 1.31 | 2.14 | 5.88 |
Dividends
Dividend yield
Henderson PP granted a 1.59% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Henderson PP | 1.59% | 1.87% | 2.17% | 1.60% | 1.70% | 2.07% | 2.06% | 1.76% | 1.84% | 2.31% | 3.18% | 1.73% |
Portfolio components: | ||||||||||||
Blue Bird Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Caterpillar Inc. | 1.50% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
WisdomTree Japan Hedged Equity Fund | 2.41% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
Honda Motor Co., Ltd. | 2.65% | 3.30% | 4.11% | 2.74% | 2.23% | 2.90% | 3.19% | 3.02% | 5.37% | 3.30% | 4.39% | 4.38% |
Inter & Co. Inc. Class A Common Shares | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Global Tech ETF | 0.47% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% | 1.02% |
Mizuho Financial Group, Inc. | 3.51% | 3.73% | 4.34% | 5.45% | 5.52% | 4.47% | 4.50% | 3.69% | 3.77% | 3.10% | 3.71% | 2.75% |
0.94% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% | |
3.25% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% | 2.34% | |
1.31% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% | |
1.25% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% | |
Fidelity European Values | 3.07% | 2.19% | 2.27% | 1.92% | 2.27% | 3.41% | 2.10% | 1.84% | 1.81% | 0.02% | 0.02% | 1.82% |
JD.com, Inc. | 2.75% | 2.08% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Crocs, 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% |
Despegar.com, Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Pinduoduo 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% |
TD SYNNEX Corporation | 1.34% | 1.30% | 1.27% | 0.70% | 0.25% | 1.16% | 1.73% | 0.77% | 1.03% | 0.64% | 0.16% | 0.00% |
Brinker International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.67% | 3.62% | 3.46% | 3.71% | 2.67% | 2.50% | 1.77% | 1.90% |
2.67% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% | 2.53% | |
Hyster-Yale Materials Handling, Inc. | 2.24% | 2.09% | 5.10% | 3.13% | 2.13% | 2.14% | 1.99% | 1.41% | 1.83% | 2.15% | 1.47% | 1.07% |
Star Bulk Carriers Corp. | 10.08% | 7.38% | 33.80% | 9.93% | 0.57% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Hercules Capital, Inc. | 8.63% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
Arch Capital Group Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Henderson PP. 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 Henderson PP was 14.91%, occurring on Sep 30, 2022. Recovery took 74 trading sessions.
The current Henderson PP drawdown is 3.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-14.91% | Aug 17, 2022 | 33 | Sep 30, 2022 | 74 | Jan 16, 2023 | 107 |
-10.95% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
-8.76% | Aug 1, 2023 | 64 | Oct 27, 2023 | 16 | Nov 20, 2023 | 80 |
-5.76% | Feb 16, 2023 | 20 | Mar 15, 2023 | 13 | Apr 3, 2023 | 33 |
-4.93% | Apr 1, 2024 | 15 | Apr 19, 2024 | 14 | May 9, 2024 | 29 |
Volatility
Volatility Chart
The current Henderson PP volatility is 4.11%, 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
INTR | ACGL | SBLK | PDD | MFG | JD | BLBD | EAT | DESP | HY | GOOG | WFC | FEV.L | HMC | HTGC | VHT | AMZN | DXJ | TSM | CROX | TPR | SNX | CAT | IXN | SPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTR | 1.00 | 0.09 | 0.02 | 0.14 | 0.12 | 0.16 | 0.15 | 0.13 | 0.21 | 0.12 | 0.17 | 0.14 | 0.13 | 0.14 | 0.17 | 0.16 | 0.17 | 0.14 | 0.14 | 0.18 | 0.19 | 0.19 | 0.15 | 0.18 | 0.25 |
ACGL | 0.09 | 1.00 | 0.15 | 0.01 | 0.15 | 0.00 | 0.15 | 0.16 | 0.12 | 0.19 | 0.12 | 0.30 | 0.15 | 0.17 | 0.28 | 0.36 | 0.09 | 0.25 | 0.03 | 0.20 | 0.12 | 0.25 | 0.27 | 0.15 | 0.30 |
SBLK | 0.02 | 0.15 | 1.00 | 0.15 | 0.17 | 0.20 | 0.13 | 0.17 | 0.20 | 0.16 | 0.17 | 0.22 | 0.22 | 0.26 | 0.22 | 0.17 | 0.21 | 0.28 | 0.28 | 0.25 | 0.24 | 0.23 | 0.27 | 0.25 | 0.29 |
PDD | 0.14 | 0.01 | 0.15 | 1.00 | 0.15 | 0.62 | 0.16 | 0.16 | 0.24 | 0.19 | 0.28 | 0.19 | 0.21 | 0.23 | 0.14 | 0.17 | 0.30 | 0.18 | 0.33 | 0.30 | 0.30 | 0.22 | 0.24 | 0.35 | 0.33 |
MFG | 0.12 | 0.15 | 0.17 | 0.15 | 1.00 | 0.18 | 0.17 | 0.19 | 0.23 | 0.22 | 0.22 | 0.31 | 0.29 | 0.45 | 0.24 | 0.23 | 0.27 | 0.47 | 0.25 | 0.25 | 0.27 | 0.20 | 0.32 | 0.29 | 0.34 |
JD | 0.16 | 0.00 | 0.20 | 0.62 | 0.18 | 1.00 | 0.19 | 0.19 | 0.27 | 0.21 | 0.27 | 0.27 | 0.29 | 0.22 | 0.23 | 0.25 | 0.27 | 0.19 | 0.31 | 0.32 | 0.32 | 0.29 | 0.29 | 0.32 | 0.34 |
BLBD | 0.15 | 0.15 | 0.13 | 0.16 | 0.17 | 0.19 | 1.00 | 0.26 | 0.29 | 0.39 | 0.21 | 0.27 | 0.32 | 0.28 | 0.29 | 0.28 | 0.25 | 0.24 | 0.31 | 0.32 | 0.32 | 0.39 | 0.40 | 0.35 | 0.40 |
EAT | 0.13 | 0.16 | 0.17 | 0.16 | 0.19 | 0.19 | 0.26 | 1.00 | 0.31 | 0.35 | 0.26 | 0.31 | 0.33 | 0.26 | 0.29 | 0.34 | 0.32 | 0.30 | 0.28 | 0.40 | 0.46 | 0.38 | 0.35 | 0.34 | 0.42 |
DESP | 0.21 | 0.12 | 0.20 | 0.24 | 0.23 | 0.27 | 0.29 | 0.31 | 1.00 | 0.33 | 0.31 | 0.29 | 0.30 | 0.31 | 0.30 | 0.25 | 0.33 | 0.31 | 0.35 | 0.38 | 0.36 | 0.37 | 0.37 | 0.40 | 0.44 |
HY | 0.12 | 0.19 | 0.16 | 0.19 | 0.22 | 0.21 | 0.39 | 0.35 | 0.33 | 1.00 | 0.20 | 0.43 | 0.33 | 0.34 | 0.41 | 0.35 | 0.25 | 0.30 | 0.29 | 0.38 | 0.40 | 0.51 | 0.52 | 0.34 | 0.46 |
GOOG | 0.17 | 0.12 | 0.17 | 0.28 | 0.22 | 0.27 | 0.21 | 0.26 | 0.31 | 0.20 | 1.00 | 0.22 | 0.30 | 0.34 | 0.31 | 0.38 | 0.66 | 0.30 | 0.44 | 0.31 | 0.31 | 0.37 | 0.29 | 0.67 | 0.68 |
WFC | 0.14 | 0.30 | 0.22 | 0.19 | 0.31 | 0.27 | 0.27 | 0.31 | 0.29 | 0.43 | 0.22 | 1.00 | 0.35 | 0.31 | 0.46 | 0.42 | 0.25 | 0.39 | 0.27 | 0.38 | 0.47 | 0.46 | 0.49 | 0.33 | 0.51 |
FEV.L | 0.13 | 0.15 | 0.22 | 0.21 | 0.29 | 0.29 | 0.32 | 0.33 | 0.30 | 0.33 | 0.30 | 0.35 | 1.00 | 0.39 | 0.40 | 0.40 | 0.33 | 0.34 | 0.37 | 0.34 | 0.38 | 0.41 | 0.47 | 0.46 | 0.52 |
HMC | 0.14 | 0.17 | 0.26 | 0.23 | 0.45 | 0.22 | 0.28 | 0.26 | 0.31 | 0.34 | 0.34 | 0.31 | 0.39 | 1.00 | 0.37 | 0.37 | 0.34 | 0.67 | 0.39 | 0.34 | 0.36 | 0.35 | 0.44 | 0.45 | 0.52 |
HTGC | 0.17 | 0.28 | 0.22 | 0.14 | 0.24 | 0.23 | 0.29 | 0.29 | 0.30 | 0.41 | 0.31 | 0.46 | 0.40 | 0.37 | 1.00 | 0.43 | 0.38 | 0.40 | 0.36 | 0.41 | 0.35 | 0.46 | 0.47 | 0.44 | 0.57 |
VHT | 0.16 | 0.36 | 0.17 | 0.17 | 0.23 | 0.25 | 0.28 | 0.34 | 0.25 | 0.35 | 0.38 | 0.42 | 0.40 | 0.37 | 0.43 | 1.00 | 0.38 | 0.39 | 0.27 | 0.34 | 0.38 | 0.47 | 0.45 | 0.49 | 0.68 |
AMZN | 0.17 | 0.09 | 0.21 | 0.30 | 0.27 | 0.27 | 0.25 | 0.32 | 0.33 | 0.25 | 0.66 | 0.25 | 0.33 | 0.34 | 0.38 | 0.38 | 1.00 | 0.33 | 0.47 | 0.39 | 0.36 | 0.35 | 0.34 | 0.70 | 0.70 |
DXJ | 0.14 | 0.25 | 0.28 | 0.18 | 0.47 | 0.19 | 0.24 | 0.30 | 0.31 | 0.30 | 0.30 | 0.39 | 0.34 | 0.67 | 0.40 | 0.39 | 0.33 | 1.00 | 0.40 | 0.33 | 0.35 | 0.38 | 0.47 | 0.48 | 0.55 |
TSM | 0.14 | 0.03 | 0.28 | 0.33 | 0.25 | 0.31 | 0.31 | 0.28 | 0.35 | 0.29 | 0.44 | 0.27 | 0.37 | 0.39 | 0.36 | 0.27 | 0.47 | 0.40 | 1.00 | 0.37 | 0.39 | 0.43 | 0.41 | 0.75 | 0.63 |
CROX | 0.18 | 0.20 | 0.25 | 0.30 | 0.25 | 0.32 | 0.32 | 0.40 | 0.38 | 0.38 | 0.31 | 0.38 | 0.34 | 0.34 | 0.41 | 0.34 | 0.39 | 0.33 | 0.37 | 1.00 | 0.50 | 0.45 | 0.44 | 0.47 | 0.53 |
TPR | 0.19 | 0.12 | 0.24 | 0.30 | 0.27 | 0.32 | 0.32 | 0.46 | 0.36 | 0.40 | 0.31 | 0.47 | 0.38 | 0.36 | 0.35 | 0.38 | 0.36 | 0.35 | 0.39 | 0.50 | 1.00 | 0.47 | 0.51 | 0.45 | 0.53 |
SNX | 0.19 | 0.25 | 0.23 | 0.22 | 0.20 | 0.29 | 0.39 | 0.38 | 0.37 | 0.51 | 0.37 | 0.46 | 0.41 | 0.35 | 0.46 | 0.47 | 0.35 | 0.38 | 0.43 | 0.45 | 0.47 | 1.00 | 0.57 | 0.55 | 0.64 |
CAT | 0.15 | 0.27 | 0.27 | 0.24 | 0.32 | 0.29 | 0.40 | 0.35 | 0.37 | 0.52 | 0.29 | 0.49 | 0.47 | 0.44 | 0.47 | 0.45 | 0.34 | 0.47 | 0.41 | 0.44 | 0.51 | 0.57 | 1.00 | 0.49 | 0.63 |
IXN | 0.18 | 0.15 | 0.25 | 0.35 | 0.29 | 0.32 | 0.35 | 0.34 | 0.40 | 0.34 | 0.67 | 0.33 | 0.46 | 0.45 | 0.44 | 0.49 | 0.70 | 0.48 | 0.75 | 0.47 | 0.45 | 0.55 | 0.49 | 1.00 | 0.90 |
SPY | 0.25 | 0.30 | 0.29 | 0.33 | 0.34 | 0.34 | 0.40 | 0.42 | 0.44 | 0.46 | 0.68 | 0.51 | 0.52 | 0.52 | 0.57 | 0.68 | 0.70 | 0.55 | 0.63 | 0.53 | 0.53 | 0.64 | 0.63 | 0.90 | 1.00 |