Asset Allocation
Asset allocation is not available
Performance
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
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -4.45% | -3.95% | -2.02% | 16.73% | 16.96% | 10.34% | 12.24% |
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% |
| 2020 | 3.78% | 1.47% | 1.35% | 5.77% | 2.88% | 4.82% | 5.68% | 3.32% | -2.28% | 0.12% | 6.84% | 2.40% | 42.26% |
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.5% | Dec 28, 2021 | 33 | Feb 11, 2022 | 119 | Aug 4, 2022 | 152 |
| -8.83% | Aug 17, 2022 | 37 | Oct 7, 2022 | 33 | Nov 23, 2022 | 70 |
| -7.88% | Jan 26, 2021 | 37 | Mar 18, 2021 | 64 | Jun 18, 2021 | 101 |
| -6.62% | Sep 1, 2023 | 34 | Oct 19, 2023 | 18 | Nov 14, 2023 | 52 |
| -6.43% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Asset Correlations Table
| Benchmark | Portfolio | |
|---|---|---|
| Benchmark | 1.00 | 0.66 |
| Portfolio | 0.66 | 1.00 |