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6 horsemen
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


QQQ 14.29%VOO 14.29%IJH 14.29%CSWC 14.29%ARES 14.29%HTGC 14.29%SMH 14.29%EquityEquity
PositionCategory/SectorWeight
ARES
Ares Management Corporation
Financial Services

14.29%

CSWC
Capital Southwest Corporation
Financial Services

14.29%

HTGC
Hercules Capital, Inc.
Financial Services

14.29%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

14.29%

QQQ
Invesco QQQ
Large Cap Blend Equities

14.29%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

14.29%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

14.29%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 6 horsemen, 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


100.00%200.00%300.00%400.00%500.00%NovemberDecember2024FebruaryMarchApril
444.81%
164.05%
6 horsemen
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 2, 2014, corresponding to the inception date of ARES

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
6 horsemen7.83%-4.09%24.90%42.50%22.05%N/A
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%17.69%17.83%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.98%12.27%
IJH
iShares Core S&P Mid-Cap ETF
2.35%-5.07%19.43%15.31%9.24%9.24%
CSWC
Capital Southwest Corporation
8.48%4.11%23.76%53.55%13.59%14.37%
ARES
Ares Management Corporation
9.68%-3.24%28.49%54.01%45.05%N/A
HTGC
Hercules Capital, Inc.
13.15%0.87%24.16%59.66%20.17%13.77%
SMH
VanEck Vectors Semiconductor ETF
13.92%-12.49%41.03%61.40%30.46%27.56%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.51%6.38%3.66%
2023-2.04%-4.23%9.37%7.28%

Expense Ratio

The 6 horsemen has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

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.


6 horsemen
Sharpe ratio
The chart of Sharpe ratio for 6 horsemen, currently valued at 2.79, compared to the broader market-1.000.001.002.003.004.002.79
Sortino ratio
The chart of Sortino ratio for 6 horsemen, currently valued at 3.79, compared to the broader market-2.000.002.004.006.003.79
Omega ratio
The chart of Omega ratio for 6 horsemen, currently valued at 1.45, compared to the broader market0.801.001.201.401.601.801.45
Calmar ratio
The chart of Calmar ratio for 6 horsemen, currently valued at 2.81, compared to the broader market0.002.004.006.008.002.81
Martin ratio
The chart of Martin ratio for 6 horsemen, currently valued at 20.09, compared to the broader market0.0010.0020.0030.0040.0020.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
1.902.671.321.389.67
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
IJH
iShares Core S&P Mid-Cap ETF
0.921.411.160.843.03
CSWC
Capital Southwest Corporation
2.693.451.431.9014.19
ARES
Ares Management Corporation
2.092.761.344.7416.10
HTGC
Hercules Capital, Inc.
2.803.581.472.3911.14
SMH
VanEck Vectors Semiconductor ETF
2.132.981.362.6411.50

Sharpe Ratio

The current 6 horsemen Sharpe ratio is 2.79. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.79

The Sharpe ratio of 6 horsemen 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.79
1.66
6 horsemen
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

6 horsemen granted a 3.74% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
6 horsemen3.74%4.05%5.39%3.69%3.51%4.62%4.75%4.20%3.10%3.74%2.60%2.37%
QQQ
Invesco QQQ
0.64%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
IJH
iShares Core S&P Mid-Cap ETF
1.38%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
CSWC
Capital Southwest Corporation
9.85%10.20%12.75%10.32%6.87%8.99%5.88%7.01%2.31%0.26%0.53%2.55%
ARES
Ares Management Corporation
2.50%2.59%3.57%2.31%3.40%3.59%7.50%6.30%4.32%6.81%2.45%0.00%
HTGC
Hercules Capital, Inc.
9.91%11.40%14.90%9.34%9.57%9.49%11.40%9.45%8.79%10.17%8.33%6.77%
SMH
VanEck Vectors Semiconductor ETF
0.52%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.69%
-5.46%
6 horsemen
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 6 horsemen. 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 6 horsemen was 40.98%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current 6 horsemen drawdown is 4.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.98%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-28.91%Nov 19, 2021224Oct 11, 2022180Jun 30, 2023404
-21.7%Mar 3, 2015240Feb 11, 2016113Jul 25, 2016353
-18.49%Sep 24, 201864Dec 24, 201836Feb 15, 2019100
-10.52%Sep 8, 201426Oct 13, 201431Nov 25, 201457

Volatility

Volatility Chart

The current 6 horsemen volatility is 3.67%, 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%NovemberDecember2024FebruaryMarchApril
3.67%
3.15%
6 horsemen
Benchmark (^GSPC)
Portfolio components

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.

CSWCHTGCARESSMHQQQIJHVOO
CSWC1.000.390.270.230.270.380.34
HTGC0.391.000.310.330.350.500.45
ARES0.270.311.000.400.450.490.49
SMH0.230.330.401.000.820.680.76
QQQ0.270.350.450.821.000.720.90
IJH0.380.500.490.680.721.000.87
VOO0.340.450.490.760.900.871.00