ahha
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ahha, 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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 21, 2024, the ahha returned 22.49% Year-To-Date and 15.23% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| ahha | 22.49% | 1.68% | 11.36% | 36.08% | 16.16% | 15.23% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 36.04% | -5.08% | 4.51% | 70.03% | 35.07% | 28.40% |
QQQ Invesco QQQ | 18.15% | -0.01% | 8.25% | 35.55% | 21.22% | 18.16% |
IWY iShares Russell Top 200 Growth ETF | 25.02% | 0.87% | 11.16% | 42.04% | 20.95% | 17.49% |
XLF Financial Select Sector SPDR Fund | 22.37% | 4.25% | 10.67% | 36.32% | 12.36% | 13.75% |
PPA Invesco Aerospace & Defense ETF | 23.64% | 2.58% | 13.37% | 42.56% | 11.65% | 14.57% |
VOO Vanguard S&P 500 ETF | 20.75% | 1.67% | 9.72% | 33.60% | 15.64% | 13.20% |
XLV Health Care Select Sector SPDR Fund | 14.72% | 0.39% | 7.18% | 20.50% | 12.89% | 11.00% |
XLU Utilities Select Sector SPDR Fund | 28.52% | 6.35% | 26.41% | 29.57% | 7.87% | 10.14% |
XLP Consumer Staples Select Sector SPDR Fund | 17.03% | 1.62% | 10.63% | 20.44% | 9.37% | 9.15% |
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.31% | 7.55% | 21.69% | 12.91% | 11.59% |
Monthly Returns
The table below presents the monthly returns of ahha, 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 | 1.30% | 5.37% | 3.81% | -2.79% | 5.15% | 1.46% | 2.66% | 3.18% | 22.49% | ||||
| 2023 | 4.63% | -1.88% | 3.08% | 0.73% | -0.15% | 5.73% | 2.97% | -2.05% | -4.98% | -1.31% | 8.54% | 4.98% | 21.28% |
| 2022 | -4.71% | -0.08% | 3.31% | -7.70% | 0.86% | -6.76% | 7.67% | -3.94% | -9.12% | 9.10% | 6.71% | -4.19% | -10.49% |
| 2021 | -1.37% | 2.26% | 5.86% | 3.90% | 1.22% | 1.11% | 1.82% | 2.28% | -4.33% | 5.39% | -1.07% | 5.45% | 24.39% |
| 2020 | 0.89% | -8.25% | -12.19% | 10.66% | 4.55% | 0.76% | 5.16% | 5.62% | -3.01% | -1.62% | 12.56% | 4.05% | 17.61% |
| 2019 | 8.10% | 4.05% | 1.10% | 4.62% | -5.67% | 6.97% | 1.85% | -0.05% | 2.00% | 2.11% | 3.20% | 3.20% | 35.55% |
| 2018 | 5.64% | -2.91% | -2.07% | -1.13% | 2.32% | -0.01% | 4.46% | 2.51% | 0.93% | -6.64% | 2.58% | -8.49% | -3.76% |
| 2017 | 1.79% | 4.71% | 0.07% | 1.36% | 2.78% | -0.25% | 2.69% | 1.62% | 1.97% | 2.97% | 2.72% | 0.28% | 25.12% |
| 2016 | -4.57% | 0.17% | 6.21% | 0.02% | 2.44% | 1.30% | 3.92% | 0.08% | 2.48% | -1.29% | 3.84% | 1.65% | 17.03% |
| 2015 | -1.85% | 5.10% | -1.30% | -0.29% | 2.20% | -2.88% | 2.35% | -5.62% | -1.67% | 7.78% | 0.71% | -0.46% | 3.40% |
| 2014 | -1.90% | 4.66% | 0.92% | 0.28% | 2.10% | 1.97% | -2.10% | 4.63% | -0.57% | 3.42% | 3.62% | 0.02% | 18.09% |
| 2013 | 4.52% | 1.90% | 4.45% | 2.65% | 1.96% | -0.79% | 5.56% | -3.01% | 3.78% | 4.46% | 2.91% | 2.47% | 35.19% |
Expense Ratio
ahha has an expense ratio of 0.24%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of ahha is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
QQQ Invesco QQQ | 1.86 | 2.47 | 1.33 | 2.39 | 8.81 |
IWY iShares Russell Top 200 Growth ETF | 2.24 | 2.90 | 1.39 | 2.81 | 10.71 |
XLF Financial Select Sector SPDR Fund | 2.61 | 3.41 | 1.44 | 1.59 | 15.12 |
PPA Invesco Aerospace & Defense ETF | 2.89 | 3.98 | 1.52 | 4.62 | 24.02 |
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
XLV Health Care Select Sector SPDR Fund | 1.79 | 2.45 | 1.33 | 1.67 | 8.97 |
XLU Utilities Select Sector SPDR Fund | 1.64 | 2.26 | 1.29 | 1.12 | 6.99 |
XLP Consumer Staples Select Sector SPDR Fund | 1.77 | 2.53 | 1.30 | 1.30 | 10.30 |
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.51 | 8.79 |
Dividends
Dividend yield
ahha granted a 1.13% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ahha | 1.13% | 1.58% | 1.78% | 1.37% | 1.65% | 2.18% | 2.07% | 1.77% | 1.96% | 2.24% | 1.79% | 2.00% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
QQQ Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
IWY iShares Russell Top 200 Growth ETF | 0.52% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
XLF Financial Select Sector SPDR Fund | 1.09% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
PPA Invesco Aerospace & Defense ETF | 0.46% | 0.67% | 0.83% | 0.59% | 0.88% | 0.95% | 0.90% | 0.67% | 1.70% | 1.41% | 0.62% | 1.26% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
XLV Health Care Select Sector SPDR Fund | 1.09% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
XLU Utilities Select Sector SPDR Fund | 2.09% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% |
XLP Consumer Staples Select Sector SPDR Fund | 2.01% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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 ahha. 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 ahha was 34.08%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -20.68% | Jan 5, 2022 | 194 | Oct 12, 2022 | 180 | Jul 3, 2023 | 374 |
| -17.86% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -11.08% | Dec 30, 2015 | 30 | Feb 11, 2016 | 32 | Mar 30, 2016 | 62 |
| -10.94% | May 22, 2015 | 66 | Aug 25, 2015 | 68 | Dec 1, 2015 | 134 |
Volatility
Volatility Chart
The current ahha volatility is 3.85%, 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.
Diversification
Asset Correlations Table
| XLU | XLP | SMH | XLV | XLF | PPA | QQQ | IWY | SCHD | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|
| XLU | 1.00 | 0.61 | 0.19 | 0.42 | 0.32 | 0.38 | 0.29 | 0.34 | 0.49 | 0.42 |
| XLP | 0.61 | 1.00 | 0.37 | 0.62 | 0.52 | 0.54 | 0.50 | 0.56 | 0.73 | 0.65 |
| SMH | 0.19 | 0.37 | 1.00 | 0.50 | 0.56 | 0.57 | 0.82 | 0.78 | 0.63 | 0.77 |
| XLV | 0.42 | 0.62 | 0.50 | 1.00 | 0.60 | 0.59 | 0.65 | 0.69 | 0.72 | 0.75 |
| XLF | 0.32 | 0.52 | 0.56 | 0.60 | 1.00 | 0.73 | 0.60 | 0.63 | 0.81 | 0.80 |
| PPA | 0.38 | 0.54 | 0.57 | 0.59 | 0.73 | 1.00 | 0.62 | 0.65 | 0.78 | 0.77 |
| QQQ | 0.29 | 0.50 | 0.82 | 0.65 | 0.60 | 0.62 | 1.00 | 0.97 | 0.68 | 0.90 |
| IWY | 0.34 | 0.56 | 0.78 | 0.69 | 0.63 | 0.65 | 0.97 | 1.00 | 0.72 | 0.93 |
| SCHD | 0.49 | 0.73 | 0.63 | 0.72 | 0.81 | 0.78 | 0.68 | 0.72 | 1.00 | 0.86 |
| VOO | 0.42 | 0.65 | 0.77 | 0.75 | 0.80 | 0.77 | 0.90 | 0.93 | 0.86 | 1.00 |