HF2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HF2, 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 May 3, 2012, corresponding to the inception date of CG
Returns By Period
As of Aug 30, 2024, the HF2 returned 19.57% Year-To-Date and 19.17% 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 | 17.24% | 2.86% | 9.73% | 23.86% | 13.86% | 10.83% |
| HF2 | 19.57% | -0.52% | 11.28% | 41.44% | 27.68% | 19.17% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 36.05% | 3.68% | 12.25% | 53.83% | 36.16% | 28.25% |
ITB iShares U.S. Home Construction ETF | 17.75% | -1.30% | 11.02% | 39.58% | 24.83% | 18.03% |
MS Morgan Stanley | 13.14% | -0.23% | 21.43% | 25.25% | 23.84% | 14.61% |
BLK BlackRock, Inc. | 11.65% | 2.55% | 11.71% | 32.08% | 19.27% | 13.27% |
BX The Blackstone Group Inc. | 9.56% | -0.54% | 11.37% | 37.95% | 27.66% | 21.83% |
AMP Ameriprise Financial, Inc. | 17.88% | 2.95% | 9.53% | 32.17% | 30.50% | 15.99% |
CG The Carlyle Group Inc. | 0.94% | -16.70% | -11.12% | 29.34% | 15.92% | 8.11% |
QQQ Invesco QQQ | 15.26% | 2.87% | 7.52% | 25.75% | 21.07% | 17.77% |
IYW iShares U.S. Technology ETF | 19.17% | 3.34% | 9.74% | 32.23% | 24.50% | 20.03% |
KKR KKR & Co. Inc. | 48.19% | 1.97% | 24.74% | 98.94% | 38.13% | 21.24% |
Monthly Returns
The table below presents the monthly returns of HF2, 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 | -0.10% | 7.55% | 4.36% | -6.54% | 5.63% | 1.88% | 8.56% | 19.57% | |||||
| 2023 | 15.83% | -1.97% | -0.69% | 0.72% | 0.20% | 8.88% | 6.88% | -2.48% | -4.71% | -6.74% | 18.81% | 11.48% | 52.02% |
| 2022 | -5.64% | -6.52% | -0.13% | -13.98% | 5.66% | -13.85% | 14.80% | -6.21% | -11.92% | 9.61% | 9.08% | -7.37% | -27.55% |
| 2021 | 1.01% | 6.38% | 5.49% | 9.75% | 2.33% | 3.06% | 5.37% | 4.70% | -6.45% | 13.53% | -0.24% | 1.47% | 55.64% |
| 2020 | 3.82% | -9.84% | -17.41% | 14.37% | 11.72% | 5.54% | 6.04% | 4.02% | -3.14% | -0.54% | 15.67% | 6.24% | 36.13% |
| 2019 | 12.40% | 2.31% | 2.10% | 10.49% | -9.03% | 10.50% | 3.77% | -3.08% | 4.95% | 5.60% | 5.58% | 3.64% | 59.05% |
| 2018 | 7.87% | -4.39% | -3.58% | -2.49% | 4.13% | -0.49% | 5.47% | 0.28% | -0.56% | -10.58% | 0.22% | -10.69% | -15.41% |
| 2017 | 5.90% | 4.08% | 0.69% | 2.85% | 1.91% | 2.46% | 4.27% | 0.11% | 5.51% | 3.82% | 1.41% | 3.02% | 42.41% |
| 2016 | -10.53% | -0.05% | 9.13% | -0.97% | 2.55% | -4.07% | 9.07% | 2.94% | -0.86% | -2.47% | 9.01% | 1.11% | 13.76% |
| 2015 | -2.49% | 5.71% | -0.11% | 1.67% | 3.01% | -3.33% | 0.34% | -10.15% | -5.94% | 8.39% | 0.89% | -5.52% | -8.67% |
| 2014 | -2.49% | 4.55% | -0.93% | -2.89% | 2.14% | 5.69% | -2.00% | 4.94% | -2.99% | 0.55% | 5.47% | 0.83% | 12.95% |
| 2013 | 11.01% | 2.46% | 3.13% | 3.62% | 3.26% | -4.34% | 6.57% | -4.09% | 5.77% | 7.58% | 5.11% | 5.41% | 54.72% |
Expense Ratio
HF2 has an expense ratio of 0.14%, 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 rank of HF2 is 68, 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.69 | 2.26 | 1.29 | 2.20 | 7.54 |
ITB iShares U.S. Home Construction ETF | 1.51 | 2.17 | 1.27 | 2.09 | 5.53 |
MS Morgan Stanley | 1.01 | 1.44 | 1.20 | 0.78 | 3.32 |
BLK BlackRock, Inc. | 1.69 | 2.42 | 1.29 | 0.94 | 5.67 |
BX The Blackstone Group Inc. | 1.26 | 1.78 | 1.22 | 1.11 | 5.24 |
AMP Ameriprise Financial, Inc. | 1.68 | 2.28 | 1.29 | 2.36 | 7.87 |
CG The Carlyle Group Inc. | 0.93 | 1.41 | 1.18 | 0.62 | 3.25 |
QQQ Invesco QQQ | 1.54 | 2.11 | 1.27 | 1.91 | 7.23 |
IYW iShares U.S. Technology ETF | 1.63 | 2.17 | 1.28 | 2.07 | 7.60 |
KKR KKR & Co. Inc. | 3.12 | 3.87 | 1.51 | 2.95 | 21.24 |
Dividends
Dividend yield
HF2 granted a 1.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HF2 | 1.52% | 1.61% | 2.44% | 1.29% | 1.65% | 2.48% | 3.47% | 2.62% | 3.45% | 5.52% | 3.12% | 2.39% |
| Portfolio components: | ||||||||||||
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% |
ITB iShares U.S. Home Construction ETF | 0.41% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
MS Morgan Stanley | 3.39% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
BLK BlackRock, Inc. | 2.26% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
BX The Blackstone Group Inc. | 2.41% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.63% | 3.67% |
AMP Ameriprise Financial, Inc. | 1.28% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% | 1.75% |
CG The Carlyle Group Inc. | 3.49% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% | 6.84% | 3.73% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
IYW iShares U.S. Technology ETF | 0.33% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
KKR KKR & Co. Inc. | 0.56% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
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 HF2. 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 HF2 was 41.86%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current HF2 drawdown is 2.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.86% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -36.8% | Nov 17, 2021 | 229 | Oct 14, 2022 | 291 | Dec 12, 2023 | 520 |
| -33.13% | May 29, 2015 | 179 | Feb 11, 2016 | 210 | Dec 9, 2016 | 389 |
| -27.65% | Jan 29, 2018 | 229 | Dec 24, 2018 | 85 | Apr 29, 2019 | 314 |
| -11.66% | May 4, 2012 | 21 | Jun 4, 2012 | 43 | Aug 3, 2012 | 64 |
Volatility
Volatility Chart
The current HF2 volatility is 8.58%, 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
| ITB | CG | MS | BX | KKR | AMP | SMH | BLK | IYW | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|
| ITB | 1.00 | 0.45 | 0.46 | 0.50 | 0.48 | 0.53 | 0.50 | 0.53 | 0.52 | 0.54 |
| CG | 0.45 | 1.00 | 0.49 | 0.62 | 0.63 | 0.50 | 0.45 | 0.52 | 0.49 | 0.50 |
| MS | 0.46 | 0.49 | 1.00 | 0.53 | 0.53 | 0.73 | 0.51 | 0.68 | 0.51 | 0.53 |
| BX | 0.50 | 0.62 | 0.53 | 1.00 | 0.69 | 0.55 | 0.50 | 0.58 | 0.54 | 0.56 |
| KKR | 0.48 | 0.63 | 0.53 | 0.69 | 1.00 | 0.56 | 0.52 | 0.55 | 0.56 | 0.57 |
| AMP | 0.53 | 0.50 | 0.73 | 0.55 | 0.56 | 1.00 | 0.55 | 0.71 | 0.56 | 0.58 |
| SMH | 0.50 | 0.45 | 0.51 | 0.50 | 0.52 | 0.55 | 1.00 | 0.58 | 0.85 | 0.82 |
| BLK | 0.53 | 0.52 | 0.68 | 0.58 | 0.55 | 0.71 | 0.58 | 1.00 | 0.60 | 0.63 |
| IYW | 0.52 | 0.49 | 0.51 | 0.54 | 0.56 | 0.56 | 0.85 | 0.60 | 1.00 | 0.97 |
| QQQ | 0.54 | 0.50 | 0.53 | 0.56 | 0.57 | 0.58 | 0.82 | 0.63 | 0.97 | 1.00 |