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HL Optimised Eurozone Index
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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 Eurozone Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%550.00%Sat 09Mon 11Wed 13Fri 15Nov 17Tue 19Thu 21Sat 23Mon 25Wed 27Fri 29
553.09%
310.82%
HL Optimised Eurozone Index
Benchmark (^GSPC)

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
HL Optimised Eurozone Index0.00%0.00%0.61%2.74%21.36%14.14%
*Annualized

Monthly Returns

The table below presents the monthly returns of HL Optimised Eurozone Index, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.74%4.91%3.09%-2.06%1.96%0.44%0.18%0.80%4.74%-3.90%1.20%15.75%
20231.61%3.26%5.32%1.38%-2.38%4.28%1.19%-1.42%0.34%-2.45%7.89%3.46%24.30%
20220.02%0.05%-1.80%0.00%2.80%-1.50%10.67%-1.54%2.11%-0.52%7.79%-3.28%14.82%
2021-2.03%4.28%0.57%1.91%3.20%-0.26%0.80%2.29%-0.35%6.00%-3.78%6.01%19.76%
2020-2.41%0.16%-7.15%1.92%5.51%11.31%-1.24%2.58%-4.76%-7.85%16.33%1.28%13.80%
20195.99%4.63%-0.79%5.50%-2.41%3.90%-0.12%4.46%3.98%-0.81%2.58%0.73%30.86%
20183.15%1.75%0.98%6.43%-1.93%-0.47%3.95%-3.86%-0.06%-2.16%-2.36%-1.54%3.45%
2017-1.31%2.78%3.07%2.39%1.28%-3.43%0.47%1.09%4.44%2.85%-2.85%-2.24%8.48%
2016-3.77%-3.10%-0.10%1.57%2.55%-6.49%4.48%1.58%-1.19%1.97%-0.07%7.41%4.14%
20157.03%5.06%0.04%-1.74%-0.17%-3.54%4.71%-7.21%-2.73%10.09%-0.50%4.09%14.71%
2014-2.80%3.32%-1.27%4.43%3.02%-0.25%-3.50%1.47%1.83%6.77%4.61%-8.57%8.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HL Optimised Eurozone Index is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of HL Optimised Eurozone Index is 3636
Overall Rank
The Sharpe Ratio Rank of HL Optimised Eurozone Index is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of HL Optimised Eurozone Index is 3636
Sortino Ratio Rank
The Omega Ratio Rank of HL Optimised Eurozone Index is 4242
Omega Ratio Rank
The Calmar Ratio Rank of HL Optimised Eurozone Index is 4242
Calmar Ratio Rank
The Martin Ratio Rank of HL Optimised Eurozone Index is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

There is not enough data available to calculate the Sharpe ratio for HL Optimised Eurozone Index. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio1.502.002.503.00Sat 09Mon 11Wed 13Fri 15Nov 17Tue 19Thu 21Sat 23Mon 25Wed 27Fri 29
1.59
2.62
HL Optimised Eurozone Index
Benchmark (^GSPC)

Dividends

Dividend yield


HL Optimised Eurozone Index doesn't pay dividends

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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%Sat 09Mon 11Wed 13Fri 15Nov 17Tue 19Thu 21Sat 23Mon 25Wed 27Fri 29
-4.03%
0
HL Optimised Eurozone Index
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the HL Optimised Eurozone Index. 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 Eurozone Index was 29.86%, occurring on Mar 30, 2009. Recovery took 101 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.86%Jan 3, 2008312Mar 30, 2009101Aug 21, 2009413
-21.31%Feb 17, 2011143Sep 12, 201133Oct 27, 2011176
-17.18%Mar 19, 201225Apr 23, 201295Sep 6, 2012120
-16.16%Jan 11, 2010102Jun 7, 2010163Jan 27, 2011265
-16%Apr 14, 2015305Jun 27, 2016118Dec 13, 2016423

Volatility

Volatility Chart

The current HL Optimised Eurozone Index volatility is 4.58%, 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.


3.80%4.00%4.20%4.40%4.60%4.80%Sat 09Mon 11Wed 13Fri 15Nov 17Tue 19Thu 21Sat 23Mon 25Wed 27Fri 29
4.58%
4.02%
HL Optimised Eurozone Index
Benchmark (^GSPC)

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCPortfolio
^GSPC1.000.45
Portfolio0.451.00
The correlation results are calculated based on daily price changes starting from Jan 2, 2008