HL Optimised Eurozone Index
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. The portfolio is rebalanced Quarterly
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| HL Optimised Eurozone Index | 19.02% | -1.31% | 8.32% | 32.85% | 19.36% | 14.66% |
| Portfolio components: | ||||||
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.74% | 4.91% | 3.09% | -2.06% | 1.96% | 0.44% | 0.18% | 0.80% | 19.02% | ||||
| 2023 | 1.61% | 3.26% | 5.32% | 1.38% | -2.38% | 4.28% | 1.19% | -1.42% | 0.34% | -2.45% | 7.89% | 3.46% | 24.30% |
| 2022 | 0.02% | 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% |
| 2019 | 5.99% | 4.63% | -0.79% | 5.50% | -2.41% | 3.90% | -0.12% | 4.46% | 3.98% | -0.81% | 2.58% | 0.73% | 30.86% |
| 2018 | 3.15% | 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% |
| 2015 | 7.03% | 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% |
| 2013 | 3.67% | -4.87% | -2.67% | 4.50% | 3.93% | -7.60% | 6.08% | 2.83% | 4.01% | 4.13% | 0.85% | 0.75% | 15.64% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HL Optimised Eurozone Index is 47, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 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, 2008 | 312 | Mar 30, 2009 | 101 | Aug 21, 2009 | 413 |
| -21.31% | Feb 17, 2011 | 143 | Sep 12, 2011 | 33 | Oct 27, 2011 | 176 |
| -17.18% | Mar 19, 2012 | 25 | Apr 23, 2012 | 95 | Sep 6, 2012 | 120 |
| -16.16% | Jan 11, 2010 | 102 | Jun 7, 2010 | 163 | Jan 27, 2011 | 265 |
| -16% | Apr 14, 2015 | 305 | Jun 27, 2016 | 118 | Dec 13, 2016 | 423 |
Volatility
Volatility Chart
The current HL Optimised Eurozone Index volatility is 4.14%, 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.