HIC SEP
Asset Allocation
Transactions
Date | Type | Symbol | Quantity | Price |
---|---|---|---|---|
Mar 1, 2024 | Buy | Schwab Value Advantage Money Fund | 10977 | $1.00 |
Mar 1, 2024 | Buy | JPMorgan Global Bond Opportunities Fund | 579 | $9.60 |
Mar 1, 2024 | Buy | Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 421 | $24.00 |
Mar 1, 2024 | Buy | Schwab Fundamental U.S. Broad Market Index ETF | 166 | $63.70 |
Mar 1, 2024 | Buy | iShares Core Dividend Growth ETF | 188 | $56.00 |
Mar 1, 2024 | Buy | iShares Russell 2000 Value ETF | 65 | $153.00 |
Mar 1, 2024 | Buy | iShares Edge MSCI USA Momentum Factor ETF | 60 | $186.00 |
Mar 1, 2024 | Buy | Berkshire Hathaway Inc. | 27 | $406.00 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HIC SEP, 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 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
HIC SEP | N/A | 3.42% | N/A | N/A | N/A | N/A |
Portfolio components: | ||||||
SWVXX Schwab Value Advantage Money Fund | 2.39% | 0.39% | 2.17% | 4.88% | 2.06% | 1.37% |
GBOSX JPMorgan Global Bond Opportunities Fund | 1.32% | 1.03% | 2.05% | 5.84% | 2.57% | 3.25% |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 5.18% | 2.90% | 8.98% | 10.57% | 6.96% | N/A |
FNDB Schwab Fundamental U.S. Broad Market Index ETF | 11.52% | 3.08% | 11.19% | 17.74% | 13.81% | 11.08% |
DGRO iShares Core Dividend Growth ETF | 11.35% | 2.60% | 10.22% | 14.15% | 11.40% | 11.64% |
IWN iShares Russell 2000 Value ETF | 9.81% | 12.91% | 13.28% | 16.29% | 9.27% | 7.62% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 24.33% | -0.37% | 18.10% | 34.99% | 11.10% | 13.14% |
BRK-B Berkshire Hathaway Inc. | 21.69% | 5.95% | 16.63% | 24.13% | 15.91% | 13.06% |
Monthly Returns
The table below presents the monthly returns of HIC SEP, 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 | 2.47% | -3.68% | 3.52% | -0.60% | 5.15% |
Expense Ratio
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 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 | |
---|---|---|---|---|---|
SWVXX Schwab Value Advantage Money Fund | 3.36 | — | — | — | — |
GBOSX JPMorgan Global Bond Opportunities Fund | 1.48 | 2.33 | 1.28 | 0.82 | 4.92 |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 0.89 | 1.32 | 1.16 | 1.20 | 3.07 |
FNDB Schwab Fundamental U.S. Broad Market Index ETF | 1.72 | 2.47 | 1.29 | 1.76 | 5.64 |
DGRO iShares Core Dividend Growth ETF | 1.52 | 2.20 | 1.27 | 1.24 | 4.49 |
IWN iShares Russell 2000 Value ETF | 0.85 | 1.39 | 1.16 | 0.66 | 2.64 |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 2.13 | 2.97 | 1.37 | 1.26 | 13.02 |
BRK-B Berkshire Hathaway Inc. | 2.04 | 2.94 | 1.35 | 2.44 | 7.29 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the HIC SEP. 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 HIC SEP was 4.22%, occurring on Apr 17, 2024. Recovery took 20 trading sessions.
The current HIC SEP drawdown is 1.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-4.22% | Apr 1, 2024 | 13 | Apr 17, 2024 | 20 | May 15, 2024 | 33 |
-2.02% | May 20, 2024 | 7 | May 29, 2024 | 28 | Jul 10, 2024 | 35 |
-1.68% | Jul 17, 2024 | 3 | Jul 19, 2024 | — | — | — |
-0.82% | Mar 14, 2024 | 2 | Mar 15, 2024 | 3 | Mar 20, 2024 | 5 |
-0.63% | Mar 4, 2024 | 2 | Mar 5, 2024 | 2 | Mar 7, 2024 | 4 |
Volatility
Volatility Chart
The current HIC SEP 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.
Diversification
Asset Correlations Table
SWVXX | MTUM | GBOSX | BRK-B | HDEF | IWN | DGRO | FNDB | |
---|---|---|---|---|---|---|---|---|
SWVXX | 1.00 | 0.04 | -0.09 | 0.12 | 0.01 | 0.10 | 0.07 | 0.07 |
MTUM | 0.04 | 1.00 | 0.25 | 0.05 | 0.26 | 0.39 | 0.46 | 0.56 |
GBOSX | -0.09 | 0.25 | 1.00 | 0.26 | 0.50 | 0.47 | 0.45 | 0.47 |
BRK-B | 0.12 | 0.05 | 0.26 | 1.00 | 0.54 | 0.53 | 0.67 | 0.64 |
HDEF | 0.01 | 0.26 | 0.50 | 0.54 | 1.00 | 0.59 | 0.63 | 0.66 |
IWN | 0.10 | 0.39 | 0.47 | 0.53 | 0.59 | 1.00 | 0.74 | 0.85 |
DGRO | 0.07 | 0.46 | 0.45 | 0.67 | 0.63 | 0.74 | 1.00 | 0.94 |
FNDB | 0.07 | 0.56 | 0.47 | 0.64 | 0.66 | 0.85 | 0.94 | 1.00 |