ahha2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ahha2, 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 Sep 13, 2023, corresponding to the inception date of SHLD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
ahha2 | 24.37% | 1.48% | 11.67% | 38.45% | N/A | N/A |
Portfolio components: | ||||||
VanEck Vectors Semiconductor ETF | 36.04% | -5.08% | 4.51% | 70.03% | 35.07% | 28.40% |
Invesco QQQ | 18.15% | -0.01% | 8.25% | 35.55% | 21.22% | 18.16% |
iShares Russell Top 200 Growth ETF | 25.02% | 0.87% | 11.16% | 42.04% | 20.95% | 17.49% |
Financial Select Sector SPDR Fund | 22.37% | 4.25% | 10.67% | 36.32% | 12.36% | 13.75% |
Invesco Aerospace & Defense ETF | 23.64% | 2.58% | 13.37% | 42.56% | 11.65% | 14.57% |
Vanguard S&P 500 ETF | 20.75% | 1.67% | 9.72% | 33.60% | 15.64% | 13.20% |
Health Care Select Sector SPDR Fund | 14.72% | 0.39% | 7.18% | 20.50% | 12.89% | 11.00% |
Utilities Select Sector SPDR Fund | 28.52% | 6.35% | 26.41% | 29.57% | 7.87% | 10.14% |
Consumer Staples Select Sector SPDR Fund | 17.03% | 1.62% | 10.63% | 20.44% | 9.37% | 9.15% |
Global X Defense Tech ETF | 32.99% | 1.34% | 12.88% | 52.55% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of ahha2, 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 | 1.67% | 6.06% | 3.97% | -2.74% | 5.50% | 1.58% | 2.32% | 3.44% | 24.37% | ||||
2023 | -3.80% | -0.79% | 8.53% | 4.66% | 8.40% |
Expense Ratio
ahha2 has an expense ratio of 0.24%, 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 ahha2 is 93, placing it in the top 7% 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 | |
---|---|---|---|---|---|
VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
Invesco QQQ | 1.86 | 2.47 | 1.33 | 2.44 | 8.81 |
iShares Russell Top 200 Growth ETF | 2.24 | 2.90 | 1.39 | 2.84 | 10.71 |
Financial Select Sector SPDR Fund | 2.61 | 3.41 | 1.44 | 3.49 | 15.12 |
Invesco Aerospace & Defense ETF | 2.89 | 3.98 | 1.52 | 7.18 | 24.02 |
Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 3.70 | 15.54 |
Health Care Select Sector SPDR Fund | 1.79 | 2.45 | 1.33 | 2.70 | 8.97 |
Utilities Select Sector SPDR Fund | 1.64 | 2.26 | 1.29 | 2.15 | 6.99 |
Consumer Staples Select Sector SPDR Fund | 1.77 | 2.53 | 1.30 | 2.29 | 10.30 |
Global X Defense Tech ETF | 3.46 | 4.92 | 1.63 | 9.26 | 32.85 |
Dividends
Dividend yield
ahha2 granted a 0.98% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ahha2 | 0.98% | 1.36% | 1.55% | 1.18% | 1.42% | 2.02% | 1.90% | 1.63% | 1.71% | 2.04% | 1.65% | 1.83% |
Portfolio components: | ||||||||||||
VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
iShares Russell Top 200 Growth ETF | 0.52% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
Financial Select Sector SPDR Fund | 1.09% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
Invesco Aerospace & Defense ETF | 0.46% | 0.67% | 0.83% | 0.59% | 0.88% | 0.95% | 0.90% | 0.67% | 1.70% | 1.41% | 0.62% | 1.26% |
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Health Care Select Sector SPDR Fund | 1.09% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
Utilities Select Sector SPDR Fund | 2.09% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% |
Consumer Staples Select Sector SPDR Fund | 2.01% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
Global X Defense Tech ETF | 0.36% | 0.26% | 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 ahha2. 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 ahha2 was 6.97%, occurring on Oct 27, 2023. Recovery took 12 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-6.97% | Sep 15, 2023 | 31 | Oct 27, 2023 | 12 | Nov 14, 2023 | 43 |
-6.57% | Jul 17, 2024 | 14 | Aug 5, 2024 | 9 | Aug 16, 2024 | 23 |
-4.86% | Apr 1, 2024 | 15 | Apr 19, 2024 | 13 | May 8, 2024 | 28 |
-4.03% | Sep 3, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
-1.68% | Dec 20, 2023 | 1 | Dec 20, 2023 | 3 | Dec 26, 2023 | 4 |
Volatility
Volatility Chart
The current ahha2 volatility is 3.98%, 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
XLU | XLP | SMH | XLV | SHLD | XLF | IWY | QQQ | PPA | VOO | |
---|---|---|---|---|---|---|---|---|---|---|
XLU | 1.00 | 0.52 | 0.02 | 0.44 | 0.39 | 0.44 | 0.11 | 0.14 | 0.43 | 0.32 |
XLP | 0.52 | 1.00 | 0.05 | 0.57 | 0.31 | 0.48 | 0.20 | 0.24 | 0.35 | 0.39 |
SMH | 0.02 | 0.05 | 1.00 | 0.23 | 0.32 | 0.30 | 0.82 | 0.88 | 0.44 | 0.78 |
XLV | 0.44 | 0.57 | 0.23 | 1.00 | 0.41 | 0.59 | 0.37 | 0.37 | 0.49 | 0.55 |
SHLD | 0.39 | 0.31 | 0.32 | 0.41 | 1.00 | 0.58 | 0.36 | 0.39 | 0.80 | 0.52 |
XLF | 0.44 | 0.48 | 0.30 | 0.59 | 0.58 | 1.00 | 0.38 | 0.41 | 0.64 | 0.62 |
IWY | 0.11 | 0.20 | 0.82 | 0.37 | 0.36 | 0.38 | 1.00 | 0.97 | 0.49 | 0.91 |
QQQ | 0.14 | 0.24 | 0.88 | 0.37 | 0.39 | 0.41 | 0.97 | 1.00 | 0.52 | 0.93 |
PPA | 0.43 | 0.35 | 0.44 | 0.49 | 0.80 | 0.64 | 0.49 | 0.52 | 1.00 | 0.68 |
VOO | 0.32 | 0.39 | 0.78 | 0.55 | 0.52 | 0.62 | 0.91 | 0.93 | 0.68 | 1.00 |