HRP - 19 august
CRS (Carpenter Technology Corporation): 25% SFM (Sprouts Farmers Market, Inc.): 25% TMUS (T-Mobile US, Inc.): 20% SPXC (SPX Corporation): 15% THC (Tenet Healthcare Corporation): 15%
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CRS Carpenter Technology Corporation | Industrials | 25% |
SFM Sprouts Farmers Market, Inc. | Consumer Defensive | 25% |
SPXC SPX Corporation | Industrials | 15% |
THC Tenet Healthcare Corporation | Healthcare | 15% |
TMUS T-Mobile US, Inc. | Communication Services | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HRP - 19 august, 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 every 3 months.
The earliest data available for this chart is Aug 1, 2013, corresponding to the inception date of SFM
Returns By Period
As of Apr 21, 2025, the HRP - 19 august returned 7.84% Year-To-Date and 23.54% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| HRP - 19 august | 8.01% | 0.60% | 4.98% | 63.54% | 34.75% | 18.53% |
| Portfolio components: | ||||||
CRS Carpenter Technology Corporation | 0.40% | -7.40% | 7.62% | 119.47% | 59.86% | 17.33% |
SFM Sprouts Farmers Market, Inc. | 26.03% | 12.47% | 38.30% | 145.82% | 51.14% | 16.86% |
TMUS T-Mobile US, Inc. | 19.11% | 2.42% | 18.21% | 63.70% | 25.33% | 22.88% |
SPXC SPX Corporation | -11.81% | -4.42% | -21.74% | 10.41% | 31.15% | 20.03% |
THC Tenet Healthcare Corporation | -3.50% | -1.13% | -25.67% | 30.71% | 43.65% | 9.08% |
Monthly Returns
The table below presents the monthly returns of HRP - 19 august, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 9.75% | 4.65% | -4.25% | -1.79% | 8.01% | ||||||||
| 2024 | -0.28% | 9.10% | 4.12% | 3.28% | 14.87% | 1.11% | 10.97% | 7.33% | 3.24% | 0.66% | 16.25% | -13.77% | 68.59% |
| 2023 | 10.38% | -3.73% | 1.49% | 1.16% | -0.12% | 7.71% | 0.09% | -0.77% | 1.88% | -1.84% | 7.83% | 9.15% | 37.21% |
| 2022 | -8.11% | 11.42% | 3.53% | -8.38% | 4.59% | -3.02% | 10.09% | -1.00% | -6.14% | 12.10% | 2.78% | -5.52% | 9.68% |
| 2021 | -2.17% | 1.82% | 5.40% | 3.68% | 8.45% | -1.59% | 1.78% | -4.39% | -8.65% | -3.31% | -1.98% | 6.81% | 4.55% |
| 2020 | -6.68% | 0.22% | -16.40% | 10.07% | 11.63% | 2.68% | 3.68% | 3.57% | -1.60% | -5.25% | 21.93% | 4.75% | 26.13% |
| 2019 | 12.56% | 7.12% | -3.94% | 3.20% | -8.23% | 5.22% | 3.31% | 2.20% | 3.48% | 5.19% | 1.84% | 1.68% | 37.37% |
| 2018 | 3.98% | -3.62% | -1.87% | 3.70% | 2.61% | -0.13% | 3.06% | 5.23% | 0.95% | -9.55% | -1.92% | -9.41% | -8.05% |
| 2017 | 7.51% | 1.97% | 0.71% | 2.34% | -0.52% | -3.67% | 4.04% | -2.33% | 3.94% | -1.33% | 5.20% | 2.82% | 22.05% |
| 2016 | -4.72% | 4.18% | 9.26% | 3.01% | -1.55% | -2.34% | 8.04% | -1.10% | 2.27% | -3.30% | 7.77% | 1.57% | 24.24% |
| 2015 | -4.45% | 7.52% | -3.31% | -0.10% | 2.96% | -1.67% | -2.40% | -6.54% | -10.99% | -2.26% | 1.63% | -0.66% | -19.52% |
| 2014 | -4.22% | 3.15% | 1.17% | -4.99% | 2.07% | 3.62% | -5.25% | 1.90% | -8.30% | 1.71% | -1.79% | -0.81% | -11.87% |
Expense Ratio
HRP - 19 august has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, HRP - 19 august is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
CRS Carpenter Technology Corporation | 2.42 | 2.98 | 1.40 | 4.21 | 15.09 |
SFM Sprouts Farmers Market, Inc. | 4.02 | 4.21 | 1.66 | 6.27 | 18.68 |
TMUS T-Mobile US, Inc. | 2.86 | 3.40 | 1.53 | 4.59 | 14.28 |
SPXC SPX Corporation | 0.20 | 0.57 | 1.07 | 0.24 | 0.57 |
THC Tenet Healthcare Corporation | 0.56 | 1.12 | 1.14 | 0.82 | 1.67 |
Dividends
Dividend yield
HRP - 19 august provided a 0.35% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.35% | 0.37% | 0.36% | 0.54% | 0.69% | 0.69% | 0.40% | 0.53% | 0.35% | 0.50% | 0.90% | 1.41% |
| Portfolio components: | ||||||||||||
CRS Carpenter Technology Corporation | 0.47% | 0.47% | 1.13% | 2.17% | 2.74% | 2.75% | 1.61% | 2.13% | 1.41% | 1.99% | 2.38% | 1.46% |
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 1.17% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPXC SPX Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.02% | 6.93% |
THC Tenet Healthcare Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the HRP - 19 august. 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 HRP - 19 august was 40.47%, occurring on Feb 11, 2016. Recovery took 414 trading sessions.
The current HRP - 19 august drawdown is 10.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.47% | Apr 3, 2014 | 469 | Feb 11, 2016 | 414 | Oct 3, 2017 | 883 |
| -35.93% | Feb 19, 2020 | 21 | Mar 18, 2020 | 99 | Aug 7, 2020 | 120 |
| -24.52% | Sep 21, 2018 | 65 | Dec 24, 2018 | 178 | Sep 10, 2019 | 243 |
| -21.88% | Jun 9, 2021 | 158 | Jan 21, 2022 | 203 | Nov 10, 2022 | 361 |
| -15.44% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current HRP - 19 august volatility is 12.49%, 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.
Diversification
Asset Correlations Table
| SFM | TMUS | THC | CRS | SPXC | |
|---|---|---|---|---|---|
| SFM | 1.00 | 0.17 | 0.16 | 0.23 | 0.23 |
| TMUS | 0.17 | 1.00 | 0.24 | 0.25 | 0.25 |
| THC | 0.16 | 0.24 | 1.00 | 0.36 | 0.36 |
| CRS | 0.23 | 0.25 | 0.36 | 1.00 | 0.53 |
| SPXC | 0.23 | 0.25 | 0.36 | 0.53 | 1.00 |