HNWI Allocation

The chart shows the growth of an initial investment of $10,000 in HNWI Allocation, 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 3 months.

As of Apr 2, 2026, the HNWI Allocation returned -7.28% Year-To-Date and 16.34% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 7, 2009, HNWI Allocation's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, your investment would double in approximately 4.0 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +19.4%, while the worst month was Mar 2020 at -18.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HNWI Allocation closed higher 53% of trading days. The best single day was Oct 7, 2010 with a return of +15.7%, while the worst single day was Mar 16, 2020 at -14.3%.

HNWI Allocation has an annualized alpha of 6.25%, beta of 0.89, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since September 07, 2009.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.54%) than losses (76.17%) — typical of diversified or defensive assets.
• R² of 0.49 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

HNWI Allocation 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.

HNWI Allocation ranks 33 for risk / return — below 33% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

HNWI Allocation Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.81
• 5-Year: 0.58
• 10-Year: 0.71
• All Time: 0.73

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.69, 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 HNWI Allocation compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

HNWI Allocation provided a 0.63% 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 HNWI Allocation. 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 HNWI Allocation was 38.34%, occurring on Mar 18, 2020. Recovery took 162 trading sessions.

The current HNWI Allocation drawdown is 11.12%.

The chart below shows the rolling one-month volatility.