HWM_10

The chart shows the growth of an initial investment of $10,000 in HWM_10, 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 month.

Based on dividend-adjusted daily data since Sep 30, 2020, HWM_10's average daily return is +0.25%, while the average monthly return is +5.46%. At this rate, an investment would double in approximately 1.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +99.0%, while the worst month was Aug 2022 at -14.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HWM_10 closed higher 52% of trading days. The best single day was Feb 6, 2024 with a return of +15.7%, while the worst single day was May 9, 2022 at -12.6%.

HWM_10 has an annualized alpha of 46.43%, beta of 1.55, and R2 of 0.37 versus S&P 500 Index. Calculated based on daily prices since September 30, 2020.

• This portfolio captured 263.40% of S&P 500 Index gains but only 54.14% of its losses - a favorable profile for investors.
• R2 of 0.37 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

HWM_10 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

HWM_10 ranks 13 for risk / return — in the bottom 13% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current HWM_10 Sharpe ratio is 0.88 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of HWM_10 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

HWM_10 provided a 0.09% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the HWM_10. 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 HWM_10 was 47.75%, occurring on May 11, 2022. Recovery took 273 trading sessions.

The current HWM_10 drawdown is 9.16%.

The chart below shows the rolling one-month volatility.