Asset Allocation
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Find the right asset allocation for HL OPTIMISED BALANCED 60/40
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in HL OPTIMISED BALANCED 60/40, 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 OPTIMISED BALANCED 60/40 | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.12% | 1.99% | -2.78% | 5.38% | 6.71% | ||||||||
| 2024 | 1.06% | 2.08% | 1.58% | -0.93% | 4.06% | 2.26% | 3.73% | 2.78% | 3.31% | -2.12% | 3.84% | -1.62% | 21.67% |
| 2023 | 3.44% | -1.04% | 3.28% | 0.71% | 1.29% | 4.26% | 2.05% | 0.57% | -3.01% | -3.72% | 9.98% | 6.63% | 26.37% |
| 2022 | -6.00% | -2.98% | 2.86% | 0.00% | 1.78% | -1.59% | 5.43% | -2.13% | -1.19% | -1.62% | 9.53% | -0.49% | 2.73% |
| 2021 | -1.44% | -2.89% | -0.91% | 4.13% | -0.05% | 4.27% | 2.72% | 1.88% | -0.53% | 4.69% | 1.23% | 0.28% | 13.86% |
Benchmark Metrics
HL OPTIMISED BALANCED 60/40 has an annualized alpha of 16.74%, beta of 0.32, and R2 of 0.37 versus S&P 500 Index. Calculated based on daily prices since January 02, 2020.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (67.09%) than losses (20.91%) - typical of diversified or defensive assets.
- Beta of 0.32 may look defensive, but with R2 of 0.37 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 0.37 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
- 16.74%
- Beta
- 0.32
- R²
- 0.37
- Upside Capture
- 67.09%
- Downside Capture
- 20.91%
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 OPTIMISED BALANCED 60/40. 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 OPTIMISED BALANCED 60/40 was 9.50%, occurring on Feb 11, 2022. Recovery took 119 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -9.50%Feb 2022 | 1mo 15d | 5mo 24d | 7mo 9dDec 2021 - Aug 2022 |
Bear market2022 | -8.83%Oct 2022 | 1mo 21d | 1mo 17d | 3mo 8dAug 2022 - Nov 2022 |
2021 pullback2021 | -7.88%Mar 2021 | 1mo 21d | 3mo 2d | 4mo 23dJan 2021 - Jun 2021 |
2023 pullback2023 | -6.62%Oct 2023 | 1mo 18d | 26d | 2mo 14dSep 2023 - Nov 2023 |
2020 pullback2020 | -6.43%Sep 2020 | 20d | 1mo 13d | 2mo 3dSep 2020 - Nov 2020 |
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 OPTIMISED BALANCED 60/40 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.66 |
Find what HL OPTIMISED BALANCED 60/40 is missing
See which holdings overlap, where HL OPTIMISED BALANCED 60/40 is concentrated, and which low-correlation assets could fill the gaps.
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