HIC SEP2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MTUM iShares Edge MSCI USA Momentum Factor ETF | Large Cap Growth Equities | 100% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Feb 29, 2024 | Buy | iShares Edge MSCI USA Momentum Factor ETF | 60 | $180.30 |
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
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| HIC SEP2 | N/A | -4.49% | N/A | N/A | N/A | N/A |
| Portfolio components: | ||||||
MTUM iShares Edge MSCI USA Momentum Factor ETF | 18.53% | -4.49% | 10.75% | 28.49% | 9.89% | 12.61% |
Monthly Returns
The table below presents the monthly returns of HIC SEP2, 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 | 1.06% | 2.82% | -5.47% | 5.36% | 4.43% | 2.95% |
Expense Ratio
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 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 | |
|---|---|---|---|---|---|
MTUM iShares Edge MSCI USA Momentum Factor ETF | 1.65 | 2.32 | 1.29 | 1.00 | 10.05 |
Not enough dataDrawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. Recovery took 25 trading sessions.
The current HIC SEP2 drawdown is 6.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.26% | Mar 8, 2024 | 30 | Apr 19, 2024 | 25 | May 24, 2024 | 55 |
| -7.93% | Jul 11, 2024 | 11 | Jul 25, 2024 | — | — | — |
| -2.94% | May 29, 2024 | 5 | Jun 4, 2024 | 6 | Jun 12, 2024 | 11 |
| -2.86% | Jun 20, 2024 | 3 | Jun 24, 2024 | 9 | Jul 8, 2024 | 12 |
| -1.82% | Mar 5, 2024 | 1 | Mar 5, 2024 | 2 | Mar 7, 2024 | 3 |
Volatility
Volatility Chart
The current HIC SEP2 volatility is 6.23%, 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.