Henderson PP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Henderson PP
Last updated Apr 20, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ACGL Arch Capital Group Ltd. | Financial Services | 0.81% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3.50% |
BLBD Blue Bird Corporation | Consumer Cyclical | 0.97% |
CAT Caterpillar Inc. | Industrials | 0.96% |
DESP Despegar.com, Corp. | Consumer Cyclical | 1.30% |
DXJ WisdomTree Japan Hedged Equity Fund | Japan Equities | 17.90% |
EAT Brinker International, Inc. | Consumer Cyclical | 0.85% |
GOOG Alphabet Inc. | Communication Services | 1.72% |
HTGC Hercules Capital, Inc. | Financial Services | 0.82% |
IXN iShares Global Tech ETF | Technology Equities | 7% |
JD JD.com, Inc. | Consumer Cyclical | 0.24% |
MFG Mizuho Financial Group, Inc. | Financial Services | 1.07% |
SNX TD SYNNEX Corporation | Technology | 0.80% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 48.40% |
TPR Tapestry, Inc. | Consumer Cyclical | 0.55% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 1.21% |
VHT Vanguard Health Care ETF | Health & Biotech Equities | 10.80% |
WFC Wells Fargo & Company | Financial Services | 1.10% |
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 every 3 months.
Henderson PP
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Sep 20, 2017, corresponding to the inception date of DESP
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Henderson PP | -9.19% | -7.86% | -7.37% | 7.60% | 18.06% | N/A |
| Portfolio components: | ||||||
BLBD Blue Bird Corporation | -12.74% | -2.74% | -25.78% | -0.68% | 27.43% | 11.08% |
CAT Caterpillar Inc. | -18.59% | -12.49% | -24.75% | -16.09% | 23.21% | 16.20% |
DXJ WisdomTree Japan Hedged Equity Fund | -6.82% | -9.61% | -3.05% | 0.68% | 23.14% | 9.23% |
IXN iShares Global Tech ETF | -16.31% | -9.52% | -15.07% | 3.66% | 17.21% | 16.65% |
MFG Mizuho Financial Group, Inc. | -1.02% | -17.83% | 12.30% | 28.49% | 21.15% | 6.54% |
SPY SPDR S&P 500 ETF | -9.91% | -6.63% | -9.38% | 7.66% | 15.04% | 11.54% |
TPR Tapestry, Inc. | -2.17% | -12.71% | 42.35% | 60.86% | 38.18% | 7.60% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -22.87% | -14.50% | -23.89% | 20.49% | 25.97% | 23.60% |
VHT Vanguard Health Care ETF | -2.64% | -7.71% | -11.89% | -1.39% | 6.99% | 7.49% |
JD JD.com, Inc. | 3.04% | -16.89% | -10.65% | 40.03% | -3.33% | 1.24% |
AMZN Amazon.com, Inc. | -21.32% | -11.46% | -8.67% | -1.16% | 7.62% | 24.45% |
GOOG Alphabet Inc. | -19.38% | -7.08% | -6.87% | -1.05% | 19.53% | 19.13% |
DESP Despegar.com, Corp. | -0.78% | -0.73% | 31.27% | 63.95% | 23.21% | N/A |
SNX TD SYNNEX Corporation | -9.21% | -18.08% | -12.88% | -5.39% | 24.70% | 12.00% |
EAT Brinker International, Inc. | 16.00% | 5.52% | 65.96% | 239.27% | 58.86% | 12.31% |
WFC Wells Fargo & Company | -7.42% | -10.77% | 1.62% | 9.83% | 21.65% | 4.66% |
HTGC Hercules Capital, Inc. | -11.02% | -8.31% | -9.59% | 3.08% | 27.99% | 13.30% |
ACGL Arch Capital Group Ltd. | 0.24% | 0.13% | -10.30% | 4.76% | 29.64% | 16.95% |
*Annualized
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.32% | -1.87% | -4.56% | -6.14% | -9.19% | ||||||||
| 2024 | 3.15% | 6.05% | 4.23% | -3.01% | 5.58% | 3.13% | -0.12% | 1.32% | 1.23% | -0.21% | 5.16% | -0.66% | 28.59% |
| 2023 | 7.86% | -1.63% | 3.20% | 1.55% | 2.37% | 6.78% | 3.21% | -1.18% | -3.25% | -2.00% | 8.05% | 4.41% | 32.62% |
| 2022 | -4.05% | -1.60% | 3.20% | -7.85% | -0.06% | -6.98% | 8.51% | -3.55% | -8.66% | 7.33% | 5.97% | -5.49% | -14.23% |
| 2021 | 0.05% | 3.62% | 4.36% | 3.87% | 0.83% | 1.78% | 1.22% | 2.36% | -3.35% | 4.56% | -1.83% | 4.49% | 23.87% |
| 2020 | -0.69% | -7.93% | -12.39% | 12.61% | 5.32% | 1.76% | 4.31% | 7.29% | -2.90% | -1.89% | 11.65% | 4.88% | 20.70% |
| 2019 | 8.12% | 2.82% | 1.03% | 3.17% | -7.14% | 6.79% | 1.08% | -2.73% | 3.39% | 3.21% | 3.86% | 2.68% | 28.55% |
| 2018 | 5.82% | -3.46% | -2.40% | 0.72% | 1.02% | 0.48% | 3.85% | 2.56% | 1.36% | -8.27% | 1.87% | -9.30% | -6.72% |
| 2017 | 0.55% | 3.58% | 2.09% | 1.37% | 7.80% |
Expense Ratio
Henderson PP has an expense ratio of 0.17%, 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.
DXJ: 0.48%
IXN: 0.46%
SPY: 0.09%
VHT: 0.10%
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Henderson PP is 35, 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: 0.30
^GSPC: 0.24
Portfolio: 0.54
^GSPC: 0.47
Portfolio: 1.08
^GSPC: 1.07
Portfolio: 0.33
^GSPC: 0.24
Portfolio: 1.41
^GSPC: 1.08
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BLBD Blue Bird Corporation | -0.12 | 0.21 | 1.02 | -0.14 | -0.24 |
CAT Caterpillar Inc. | -0.55 | -0.63 | 0.92 | -0.50 | -1.51 |
DXJ WisdomTree Japan Hedged Equity Fund | -0.02 | 0.14 | 1.02 | -0.02 | -0.07 |
IXN iShares Global Tech ETF | -0.06 | 0.12 | 1.02 | -0.07 | -0.24 |
MFG Mizuho Financial Group, Inc. | 0.74 | 1.16 | 1.17 | 0.95 | 3.50 |
SPY SPDR S&P 500 ETF | 0.30 | 0.56 | 1.08 | 0.31 | 1.40 |
TPR Tapestry, Inc. | 1.45 | 2.27 | 1.28 | 1.89 | 6.44 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.22 | 0.63 | 1.08 | 0.27 | 0.83 |
VHT Vanguard Health Care ETF | -0.11 | -0.05 | 0.99 | -0.10 | -0.28 |
JD JD.com, Inc. | 0.78 | 1.51 | 1.18 | 0.57 | 2.28 |
AMZN Amazon.com, Inc. | -0.18 | -0.02 | 1.00 | -0.20 | -0.58 |
GOOG Alphabet Inc. | -0.04 | 0.17 | 1.02 | -0.04 | -0.10 |
DESP Despegar.com, Corp. | 1.11 | 2.27 | 1.31 | 0.90 | 5.04 |
SNX TD SYNNEX Corporation | -0.16 | 0.00 | 1.00 | -0.15 | -0.45 |
EAT Brinker International, Inc. | 4.78 | 4.33 | 1.59 | 5.51 | 22.40 |
WFC Wells Fargo & Company | 0.52 | 0.95 | 1.13 | 0.71 | 2.05 |
HTGC Hercules Capital, Inc. | 0.22 | 0.45 | 1.07 | 0.23 | 0.70 |
ACGL Arch Capital Group Ltd. | 0.28 | 0.55 | 1.07 | 0.32 | 0.68 |
Henderson PP
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Henderson PP provided a 1.72% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.72% | 1.63% | 1.71% | 1.82% | 1.42% | 1.60% | 1.86% | 2.04% | 1.74% | 1.83% | 2.54% | 3.39% |
| Portfolio components: | ||||||||||||
BLBD 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% |
CAT Caterpillar Inc. | 1.44% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% |
DXJ WisdomTree Japan Hedged Equity Fund | 3.44% | 3.48% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% |
IXN iShares Global Tech ETF | 0.51% | 0.43% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% |
MFG Mizuho Financial Group, Inc. | 1.79% | 3.21% | 3.73% | 4.34% | 5.45% | 5.52% | 4.47% | 4.50% | 3.69% | 3.77% | 3.10% | 3.71% |
SPY SPDR S&P 500 ETF | 1.36% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
TPR Tapestry, Inc. | 2.20% | 2.14% | 3.53% | 2.89% | 1.23% | 1.09% | 5.01% | 4.00% | 3.05% | 3.85% | 4.12% | 3.59% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.63% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
VHT Vanguard Health Care ETF | 1.62% | 1.53% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% |
JD JD.com, Inc. | 2.82% | 2.13% | 2.08% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN 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% |
GOOG Alphabet Inc. | 0.52% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DESP 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% |
SNX TD SYNNEX Corporation | 1.59% | 1.36% | 1.30% | 1.27% | 0.70% | 0.25% | 1.16% | 1.73% | 0.77% | 1.03% | 0.64% | 0.16% |
EAT Brinker International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.67% | 3.62% | 3.46% | 3.71% | 2.67% | 2.50% | 1.77% |
WFC Wells Fargo & Company | 2.40% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% | 2.46% |
HTGC Hercules Capital, Inc. | 9.12% | 7.96% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% |
ACGL Arch Capital Group Ltd. | 5.40% | 5.41% | 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.
Henderson PP
Benchmark (^GSPC)
Portfolio components
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 32.06%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Henderson PP drawdown is 12.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.06% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -21.04% | Jan 5, 2022 | 186 | Sep 30, 2022 | 174 | Jun 12, 2023 | 360 |
| -20.59% | Oct 2, 2018 | 58 | Dec 24, 2018 | 207 | Oct 21, 2019 | 265 |
| -17.64% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -11.67% | Jul 17, 2024 | 14 | Aug 5, 2024 | 48 | Oct 11, 2024 | 62 |
Volatility
Volatility Chart
The current Henderson PP volatility is 13.79%, 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.
Henderson PP
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| JD | EAT | ACGL | DESP | MFG | BLBD | HTGC | AMZN | TPR | WFC | TSM | GOOG | VHT | SNX | CAT | DXJ | IXN | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JD | 1.00 | 0.14 | 0.12 | 0.25 | 0.20 | 0.17 | 0.19 | 0.38 | 0.27 | 0.22 | 0.38 | 0.38 | 0.32 | 0.29 | 0.30 | 0.31 | 0.45 | 0.43 |
| EAT | 0.14 | 1.00 | 0.25 | 0.28 | 0.21 | 0.29 | 0.30 | 0.25 | 0.42 | 0.36 | 0.26 | 0.26 | 0.28 | 0.36 | 0.32 | 0.33 | 0.31 | 0.40 |
| ACGL | 0.12 | 0.25 | 1.00 | 0.23 | 0.25 | 0.26 | 0.34 | 0.16 | 0.31 | 0.43 | 0.18 | 0.23 | 0.40 | 0.35 | 0.38 | 0.37 | 0.31 | 0.45 |
| DESP | 0.25 | 0.28 | 0.23 | 1.00 | 0.24 | 0.28 | 0.28 | 0.27 | 0.32 | 0.31 | 0.32 | 0.31 | 0.26 | 0.31 | 0.33 | 0.31 | 0.36 | 0.40 |
| MFG | 0.20 | 0.21 | 0.25 | 0.24 | 1.00 | 0.22 | 0.25 | 0.25 | 0.29 | 0.40 | 0.29 | 0.28 | 0.30 | 0.29 | 0.36 | 0.55 | 0.33 | 0.39 |
| BLBD | 0.17 | 0.29 | 0.26 | 0.28 | 0.22 | 1.00 | 0.28 | 0.21 | 0.37 | 0.35 | 0.29 | 0.26 | 0.31 | 0.39 | 0.41 | 0.33 | 0.33 | 0.41 |
| HTGC | 0.19 | 0.30 | 0.34 | 0.28 | 0.25 | 0.28 | 1.00 | 0.28 | 0.35 | 0.41 | 0.27 | 0.31 | 0.36 | 0.39 | 0.39 | 0.39 | 0.38 | 0.48 |
| AMZN | 0.38 | 0.25 | 0.16 | 0.27 | 0.25 | 0.21 | 0.28 | 1.00 | 0.28 | 0.23 | 0.48 | 0.68 | 0.43 | 0.34 | 0.30 | 0.39 | 0.71 | 0.67 |
| TPR | 0.27 | 0.42 | 0.31 | 0.32 | 0.29 | 0.37 | 0.35 | 0.28 | 1.00 | 0.48 | 0.38 | 0.31 | 0.37 | 0.45 | 0.49 | 0.42 | 0.43 | 0.53 |
| WFC | 0.22 | 0.36 | 0.43 | 0.31 | 0.40 | 0.35 | 0.41 | 0.23 | 0.48 | 1.00 | 0.31 | 0.31 | 0.39 | 0.45 | 0.50 | 0.47 | 0.37 | 0.54 |
| TSM | 0.38 | 0.26 | 0.18 | 0.32 | 0.29 | 0.29 | 0.27 | 0.48 | 0.38 | 0.31 | 1.00 | 0.49 | 0.38 | 0.44 | 0.40 | 0.46 | 0.72 | 0.61 |
| GOOG | 0.38 | 0.26 | 0.23 | 0.31 | 0.28 | 0.26 | 0.31 | 0.68 | 0.31 | 0.31 | 0.49 | 1.00 | 0.49 | 0.40 | 0.36 | 0.45 | 0.73 | 0.72 |
| VHT | 0.32 | 0.28 | 0.40 | 0.26 | 0.30 | 0.31 | 0.36 | 0.43 | 0.37 | 0.39 | 0.38 | 0.49 | 1.00 | 0.46 | 0.45 | 0.48 | 0.61 | 0.75 |
| SNX | 0.29 | 0.36 | 0.35 | 0.31 | 0.29 | 0.39 | 0.39 | 0.34 | 0.45 | 0.45 | 0.44 | 0.40 | 0.46 | 1.00 | 0.51 | 0.48 | 0.55 | 0.62 |
| CAT | 0.30 | 0.32 | 0.38 | 0.33 | 0.36 | 0.41 | 0.39 | 0.30 | 0.49 | 0.50 | 0.40 | 0.36 | 0.45 | 0.51 | 1.00 | 0.53 | 0.47 | 0.62 |
| DXJ | 0.31 | 0.33 | 0.37 | 0.31 | 0.55 | 0.33 | 0.39 | 0.39 | 0.42 | 0.47 | 0.46 | 0.45 | 0.48 | 0.48 | 0.53 | 1.00 | 0.58 | 0.65 |
| IXN | 0.45 | 0.31 | 0.31 | 0.36 | 0.33 | 0.33 | 0.38 | 0.71 | 0.43 | 0.37 | 0.72 | 0.73 | 0.61 | 0.55 | 0.47 | 0.58 | 1.00 | 0.90 |
| SPY | 0.43 | 0.40 | 0.45 | 0.40 | 0.39 | 0.41 | 0.48 | 0.67 | 0.53 | 0.54 | 0.61 | 0.72 | 0.75 | 0.62 | 0.62 | 0.65 | 0.90 | 1.00 |
The correlation results are calculated based on daily price changes starting from Sep 21, 2017