HL Swiss Optimised
Asset Allocation
Asset allocation is not available
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HL Swiss Optimised, 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| HL Swiss Optimised | 8.41% | 0.00% | 3.95% | 11.12% | N/A | N/A |
| Portfolio components: | ||||||
Monthly Returns
The table below presents the monthly returns of HL Swiss Optimised, 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 | 0.82% | 0.71% | 3.39% | -2.19% | 8.41% | ||||||||
| 2023 | 0.13% | -0.71% | 6.13% | 3.64% | -1.89% | 0.82% | 0.03% | 0.28% | 0.90% | -4.86% | 4.73% | 2.44% | 11.74% |
| 2022 | -4.17% | -0.12% | 3.20% | 0.00% | -3.87% | -1.30% | 4.33% | -1.33% | 1.59% | 0.24% | 3.26% | -2.47% | -1.06% |
| 2021 | -0.65% | 0.49% | 0.78% | 0.73% | 3.80% | 4.37% | 0.18% | 3.88% | -2.84% | 4.75% | 0.92% | 6.35% | 24.84% |
| 2020 | 0.27% | 0.86% | 0.32% | 3.09% | 2.12% | 5.09% | -0.01% | 1.57% | -3.51% | -2.99% | 7.78% | 0.82% | 15.93% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HL Swiss Optimised is 27, 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 Swiss Optimised. 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 Swiss Optimised was 11.10%, occurring on Mar 9, 2020. Recovery took 29 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.1% | Feb 20, 2020 | 13 | Mar 9, 2020 | 29 | Apr 20, 2020 | 42 |
| -9.56% | Jan 3, 2022 | 119 | Jun 23, 2022 | 98 | Nov 10, 2022 | 217 |
| -9.04% | Jul 16, 2020 | 74 | Oct 28, 2020 | 50 | Jan 11, 2021 | 124 |
| -6.07% | May 9, 2023 | 41 | Jul 7, 2023 | 110 | Dec 8, 2023 | 151 |
| -4.94% | Apr 21, 2020 | 10 | May 4, 2020 | 17 | May 28, 2020 | 27 |
Volatility
Volatility Chart
The current HL Swiss Optimised volatility is 2.85%, 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.