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HIC SEP2
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Asset Allocation


MTUM 100%EquityEquity
PositionCategory/SectorWeight
MTUM
iShares Edge MSCI USA Momentum Factor ETF
Large Cap Growth Equities

100%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Feb 29, 2024BuyiShares Edge MSCI USA Momentum Factor ETF60$180.30

1–1 of 1

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HIC SEP2, 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


-4.00%-2.00%0.00%2.00%4.00%Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
-3.73%
-2.02%
HIC SEP2
Benchmark (^GSPC)
Portfolio components

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
HIC SEP2N/A-7.96%N/AN/AN/AN/A
MTUM
iShares Edge MSCI USA Momentum Factor ETF
10.73%-7.96%26.11%23.02%10.60%12.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.06%2.82%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

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.


HIC SEP2
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MTUM
iShares Edge MSCI USA Momentum Factor ETF
1.472.181.260.808.76

Sharpe Ratio


Chart placeholderNot enough data

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
-8.26%
-5.46%
HIC SEP2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HIC SEP2. 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 HIC SEP2 was 8.26%, occurring on Apr 19, 2024. The portfolio has not yet recovered.

The current HIC SEP2 drawdown is 8.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.26%Mar 8, 202430Apr 19, 2024
-1.82%Mar 5, 20241Mar 5, 20242Mar 7, 20243

Volatility

Volatility Chart

The current HIC SEP2 volatility is 4.98%, 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.


3.00%3.50%4.00%4.50%5.00%5.50%Sat 30AprilWed 03Fri 05Apr 07Tue 09Thu 11Sat 13Mon 15Wed 17Fri 19
4.98%
3.15%
HIC SEP2
Benchmark (^GSPC)
Portfolio components