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HL Optimised Eurozone Index

Last updated Sep 23, 2023

Performance

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. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugust
6.66%
13.51%
HL Optimised Eurozone Index
Benchmark (^GSPC)

Returns

As of Sep 23, 2023, the HL Optimised Eurozone Index returned 13.77% Year-To-Date and 13.59% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark2.31%13.33%17.40%22.05%9.33%10.39%
HL Optimised Eurozone Index1.58%6.79%13.77%17.99%17.05%13.62%

Sharpe Ratio

The current HL Optimised Eurozone Index Sharpe ratio is 1.67. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.67

The Sharpe ratio of HL Optimised Eurozone Index is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugust
1.67
0.72
HL Optimised Eurozone Index
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugust
-1.42%
-6.02%
HL Optimised Eurozone Index
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the HL Optimised Eurozone Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the HL Optimised Eurozone Index is 29.86%, recorded on Mar 30, 2009. It took 101 trading sessions for the portfolio to recover.


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 Chart

The current HL Optimised Eurozone Index volatility is 2.24%, 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugust
2.24%
3.54%
HL Optimised Eurozone Index
Benchmark (^GSPC)