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ahha2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SMH 10%QQQ 10%IWY 10%XLF 10%PPA 10%VOO 10%XLV 10%XLU 10%XLP 10%SHLD 10%EquityEquity
PositionCategory/SectorWeight
IWY
iShares Russell Top 200 Growth ETF
Large Cap Growth Equities
10%
PPA
Invesco Aerospace & Defense ETF
Industrials Equities, Aerospace & Defense
10%
QQQ
Invesco QQQ
Large Cap Blend Equities
10%
SHLD
Global X Defense Tech ETF
Technology Equities
10%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
10%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
10%
XLF
Financial Select Sector SPDR Fund
Financials Equities
10%
XLP
Consumer Staples Select Sector SPDR Fund
Consumer Staples Equities
10%
XLU
Utilities Select Sector SPDR Fund
Utilities Equities
10%
XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities
10%

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


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
11.67%
8.95%
ahha2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 13, 2023, corresponding to the inception date of SHLD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.55%1.45%8.95%31.70%13.79%11.17%
ahha224.37%1.48%11.67%38.45%N/AN/A
SMH
VanEck Vectors Semiconductor ETF
36.04%-5.08%4.51%70.03%35.07%28.40%
QQQ
Invesco QQQ
18.15%-0.01%8.25%35.55%21.22%18.16%
IWY
iShares Russell Top 200 Growth ETF
25.02%0.87%11.16%42.04%20.95%17.49%
XLF
Financial Select Sector SPDR Fund
22.37%4.25%10.67%36.32%12.36%13.75%
PPA
Invesco Aerospace & Defense ETF
23.64%2.58%13.37%42.56%11.65%14.57%
VOO
Vanguard S&P 500 ETF
20.75%1.67%9.72%33.60%15.64%13.20%
XLV
Health Care Select Sector SPDR Fund
14.72%0.39%7.18%20.50%12.89%11.00%
XLU
Utilities Select Sector SPDR Fund
28.52%6.35%26.41%29.57%7.87%10.14%
XLP
Consumer Staples Select Sector SPDR Fund
17.03%1.62%10.63%20.44%9.37%9.15%
SHLD
Global X Defense Tech ETF
32.99%1.34%12.88%52.55%N/AN/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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.67%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.


Expense ratio chart for PPA: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for SHLD: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for XLF: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for XLU: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for XLP: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for XLV: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


The Risk-Adjusted Performance Rank of ahha2 is 9393
ahha2
The Sharpe Ratio Rank of ahha2 is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of ahha2 is 9292Sortino Ratio Rank
The Omega Ratio Rank of ahha2 is 9292Omega Ratio Rank
The Calmar Ratio Rank of ahha2 is 9595Calmar Ratio Rank
The Martin Ratio Rank of ahha2 is 9494Martin 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.


ahha2
Sharpe ratio
The chart of Sharpe ratio for ahha2, currently valued at 3.08, compared to the broader market-1.000.001.002.003.004.003.08
Sortino ratio
The chart of Sortino ratio for ahha2, currently valued at 4.21, compared to the broader market-2.000.002.004.006.004.21
Omega ratio
The chart of Omega ratio for ahha2, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.801.56
Calmar ratio
The chart of Calmar ratio for ahha2, currently valued at 5.20, compared to the broader market0.002.004.006.008.0010.005.20
Martin ratio
The chart of Martin ratio for ahha2, currently valued at 22.25, compared to the broader market0.0010.0020.0030.0040.0022.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF
1.962.481.332.698.25
QQQ
Invesco QQQ
1.862.471.332.448.81
IWY
iShares Russell Top 200 Growth ETF
2.242.901.392.8410.71
XLF
Financial Select Sector SPDR Fund
2.613.411.443.4915.12
PPA
Invesco Aerospace & Defense ETF
2.893.981.527.1824.02
VOO
Vanguard S&P 500 ETF
2.473.311.453.7015.54
XLV
Health Care Select Sector SPDR Fund
1.792.451.332.708.97
XLU
Utilities Select Sector SPDR Fund
1.642.261.292.156.99
XLP
Consumer Staples Select Sector SPDR Fund
1.772.531.302.2910.30
SHLD
Global X Defense Tech ETF
3.464.921.639.2632.85

Sharpe Ratio

The current ahha2 Sharpe ratio is 3.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of ahha2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio2.002.202.402.602.803.0012 PMTue 1712 PMWed 1812 PMThu 1912 PMFri 20
3.08
2.32
ahha2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ahha2 granted a 0.98% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ahha20.98%1.36%1.55%1.18%1.42%2.02%1.90%1.63%1.71%2.04%1.65%1.83%
SMH
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%
QQQ
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%
IWY
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%
XLF
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%
PPA
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%
VOO
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%
XLV
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%
XLU
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%
XLP
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%
SHLD
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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-0.19%
ahha2
Benchmark (^GSPC)
Portfolio components

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, 202331Oct 27, 202312Nov 14, 202343
-6.57%Jul 17, 202414Aug 5, 20249Aug 16, 202423
-4.86%Apr 1, 202415Apr 19, 202413May 8, 202428
-4.03%Sep 3, 20244Sep 6, 20249Sep 19, 202413
-1.68%Dec 20, 20231Dec 20, 20233Dec 26, 20234

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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.98%
4.31%
ahha2
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.

XLUXLPSMHXLVSHLDXLFIWYQQQPPAVOO
XLU1.000.520.020.440.390.440.110.140.430.32
XLP0.521.000.050.570.310.480.200.240.350.39
SMH0.020.051.000.230.320.300.820.880.440.78
XLV0.440.570.231.000.410.590.370.370.490.55
SHLD0.390.310.320.411.000.580.360.390.800.52
XLF0.440.480.300.590.581.000.380.410.640.62
IWY0.110.200.820.370.360.381.000.970.490.91
QQQ0.140.240.880.370.390.410.971.000.520.93
PPA0.430.350.440.490.800.640.490.521.000.68
VOO0.320.390.780.550.520.620.910.930.681.00
The correlation results are calculated based on daily price changes starting from Sep 14, 2023