HL Optimised Eurozone Index
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 2.31% | 13.33% | 17.40% | 22.05% | 9.33% | 10.39% |
| HL Optimised Eurozone Index | 1.58% | 6.79% | 13.77% | 17.99% | 17.05% | 13.62% |
| Portfolio components: | ||||||
| Returns over 1 year are annualized | ||||||
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 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.