Htus
Created for tracking
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Htus , 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, 2011, corresponding to the inception date of BTAL
Returns By Period
As of Nov 13, 2024, the Htus returned 19.30% Year-To-Date and 9.81% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Htus | 19.30% | 1.83% | 7.44% | 24.04% | 12.45% | 9.81% |
| Portfolio components: | ||||||
MFTFX Arrow Managed Futures Stragegy Fund | 3.63% | -1.09% | -15.02% | -7.02% | 7.20% | 4.28% |
VT Vanguard Total World Stock ETF | 18.68% | 0.41% | 9.34% | 29.94% | 11.38% | 9.45% |
AQMIX AQR Managed Futures Strategy Fund | 4.40% | 0.83% | -5.74% | -0.11% | 7.77% | 2.12% |
VTI Vanguard Total Stock Market ETF | 26.21% | 3.59% | 14.99% | 38.35% | 15.34% | 12.90% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 14.45% | -0.51% | 3.80% | -1.96% | -2.02% | 0.55% |
Monthly Returns
The table below presents the monthly returns of Htus , 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 | 2.16% | 6.07% | 2.88% | -2.28% | 2.51% | 1.47% | 0.39% | 1.51% | 1.53% | -1.83% | 19.30% | ||
| 2023 | 3.19% | -0.54% | 0.20% | 2.14% | 0.31% | 4.76% | 1.77% | -1.01% | -2.04% | -1.75% | 4.46% | 2.56% | 14.66% |
| 2022 | -1.89% | -1.15% | 4.73% | -3.76% | 0.03% | -3.95% | 4.28% | -1.26% | -5.13% | 5.56% | 2.97% | -3.09% | -3.35% |
| 2021 | -0.24% | 1.59% | 2.56% | 3.97% | 0.73% | 0.89% | 0.58% | 1.64% | -2.81% | 5.49% | -3.22% | 3.69% | 15.53% |
| 2020 | 0.12% | -6.00% | -7.33% | 8.34% | 3.65% | 0.99% | 4.12% | 4.32% | -3.14% | -1.55% | 6.44% | 4.34% | 13.78% |
| 2019 | 4.93% | 2.48% | 2.46% | 2.93% | -3.87% | 4.92% | 1.66% | 0.89% | -0.66% | 0.61% | 2.38% | 1.95% | 22.38% |
| 2018 | 4.82% | -5.41% | -1.01% | 0.81% | 0.51% | 0.84% | 1.92% | 2.74% | 0.39% | -6.15% | 0.36% | -5.16% | -5.84% |
| 2017 | 1.32% | 3.10% | 0.17% | 0.73% | 1.15% | -0.30% | 1.20% | 0.23% | 1.17% | 3.28% | 2.25% | 1.58% | 17.01% |
| 2016 | -2.50% | 0.26% | 3.82% | -0.21% | 0.76% | 2.63% | 2.30% | -0.64% | 0.24% | -2.92% | 0.83% | 1.68% | 6.20% |
| 2015 | -0.48% | 2.85% | 0.01% | -0.43% | 0.83% | -2.20% | 2.32% | -3.91% | -1.24% | 4.14% | 0.93% | -2.09% | 0.43% |
| 2014 | -2.81% | 3.04% | 0.45% | 0.31% | 1.30% | 1.85% | -1.45% | 2.48% | -1.14% | 1.69% | 2.90% | 0.07% | 8.86% |
| 2013 | 3.49% | 0.68% | 2.67% | 1.98% | 0.23% | -1.37% | 3.69% | -2.41% | 2.65% | 3.03% | 2.00% | 1.83% | 19.90% |
Expense Ratio
Htus features an expense ratio of 0.52%, 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 Htus is 52, 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 | |
|---|---|---|---|---|---|
MFTFX Arrow Managed Futures Stragegy Fund | -0.32 | -0.30 | 0.96 | -0.28 | -0.54 |
VT Vanguard Total World Stock ETF | 2.54 | 3.47 | 1.46 | 3.17 | 16.70 |
AQMIX AQR Managed Futures Strategy Fund | -0.04 | 0.01 | 1.00 | -0.03 | -0.07 |
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.46 | 19.72 |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | -0.11 | -0.04 | 0.99 | -0.06 | -0.29 |
Dividends
Dividend yield
Htus provided a 2.34% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.34% | 3.77% | 6.75% | 1.90% | 1.57% | 3.75% | 2.35% | 1.49% | 2.38% | 2.05% | 1.82% | 1.28% |
| Portfolio components: | ||||||||||||
MFTFX Arrow Managed Futures Stragegy Fund | 0.00% | 11.76% | 41.05% | 2.31% | 0.00% | 20.02% | 7.84% | 2.12% | 9.36% | 1.20% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
AQMIX AQR Managed Futures Strategy Fund | 8.06% | 8.41% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 4.49% | 4.50% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 5.37% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% | 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 Htus . 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 Htus was 23.69%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Htus drawdown is 0.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.69% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -15.14% | Jan 29, 2018 | 229 | Dec 24, 2018 | 86 | Apr 30, 2019 | 315 |
| -11.04% | Mar 30, 2022 | 128 | Sep 30, 2022 | 168 | Jun 2, 2023 | 296 |
| -8.1% | Apr 27, 2015 | 202 | Feb 11, 2016 | 80 | Jun 7, 2016 | 282 |
| -7.37% | Jul 17, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
Volatility
Volatility Chart
The current Htus volatility is 3.10%, 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
| AQMIX | MFTFX | BTAL | VT | VTI | |
|---|---|---|---|---|---|
| AQMIX | 1.00 | 0.65 | 0.10 | -0.00 | 0.01 |
| MFTFX | 0.65 | 1.00 | 0.00 | 0.08 | 0.09 |
| BTAL | 0.10 | 0.00 | 1.00 | -0.52 | -0.53 |
| VT | -0.00 | 0.08 | -0.52 | 1.00 | 0.96 |
| VTI | 0.01 | 0.09 | -0.53 | 0.96 | 1.00 |