Asset Allocation
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Find the right asset allocation for HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.00% | 0.00% | |||||||||||
| 2023 | 6.61% | 3.69% | 8.09% | 0.43% | 10.01% | 4.67% | 2.77% | -0.09% | -4.62% | 0.99% | 12.49% | 4.10% | 60.03% |
| 2022 | -8.63% | -4.39% | 5.73% | 0.00% | 1.97% | -2.07% | 8.54% | -0.94% | -1.73% | -5.43% | 11.64% | -4.87% | -2.12% |
| 2021 | 2.69% | 0.78% | -0.12% | 6.38% | -0.84% | 6.64% | 2.54% | 4.54% | -1.11% | 7.61% | 2.46% | 2.62% | 39.47% |
Benchmark Metrics
HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS has an annualized alpha of 29.81%, beta of 0.56, and R2 of 0.38 versus S&P 500 Index. Calculated based on daily prices since January 02, 2020.
- This portfolio captured 119.72% of S&P 500 Index gains but only 37.03% of its losses - a favorable profile for investors.
- Beta of 0.56 may look defensive, but with R2 of 0.38 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.38 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 29.81%
- Beta
- 0.56
- R²
- 0.38
- Upside Capture
- 119.72%
- Downside Capture
- 37.03%
Return for Risk
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Dividends
Dividend yield
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS. 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 HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS was 18.48%, occurring on Apr 3, 2020. Recovery took 43 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -18.48%Apr 2020 | 1mo 13d | 2mo 3d | 3mo 16dFeb 2020 - Jun 2020 |
Bear market2022 | -14.45%Oct 2022 | 2mo 12d | 3mo 2d | 5mo 14dAug 2022 - Jan 2023 |
Bear market2022 | -14.19%Mar 2022 | 2mo 18d | 4mo 20d | 7mo 8dDec 2021 - Aug 2022 |
2020 correction2020 | -11.63%Sep 2020 | 20d | 1mo 13d | 2mo 3dSep 2020 - Nov 2020 |
2021 pullback2021 | -9.40%Mar 2021 | 1mo 7d | 21d | 1mo 28dFeb 2021 - Apr 2021 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 0 assets, with an effective number of assets of 0.00, reflecting the diversification based on asset allocation. null
Diversification Ratio
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Not enough data to calculate this metric.
HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.66 |
Find what HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS is missing
See which holdings overlap, where HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS is concentrated, and which low-correlation assets could fill the gaps.
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