PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HIC SEP
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Asset Allocation


GBOSX 6.98%SWVXX 13.91%MTUM 13.75%BRK-B 13.7%FNDB 13.3%DGRO 13.23%HDEF 12.88%IWN 12.24%BondBondEquityEquity
PositionCategory/SectorWeight
GBOSX
JPMorgan Global Bond Opportunities Fund
Multisector Bonds

6.98%

SWVXX
Schwab Value Advantage Money Fund

13.91%

MTUM
iShares Edge MSCI USA Momentum Factor ETF
Large Cap Growth Equities

13.75%

BRK-B
Berkshire Hathaway Inc.
Financial Services

13.70%

FNDB
Schwab Fundamental U.S. Broad Market Index ETF
Large Cap Blend Equities

13.30%

DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

13.23%

HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
Foreign Large Cap Equities, Dividend

12.88%

IWN
iShares Russell 2000 Value ETF
Small Cap Blend Equities

12.24%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Mar 1, 2024BuySchwab Value Advantage Money Fund10977$1.00
Mar 1, 2024BuyJPMorgan Global Bond Opportunities Fund579$9.60
Mar 1, 2024BuyXtrackers MSCI EAFE High Dividend Yield Equity ETF421$24.00
Mar 1, 2024BuySchwab Fundamental U.S. Broad Market Index ETF166$63.70
Mar 1, 2024BuyiShares Core Dividend Growth ETF188$56.00
Mar 1, 2024BuyiShares Russell 2000 Value ETF65$153.00
Mar 1, 2024BuyiShares Edge MSCI USA Momentum Factor ETF60$186.00
Mar 1, 2024BuyBerkshire Hathaway Inc.27$406.00

1–8 of 8

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


-1.00%0.00%1.00%2.00%3.00%Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
-1.15%
-0.68%
HIC SEP
Benchmark (^GSPC)
Portfolio components

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
HIC SEPN/A-1.36%N/AN/AN/AN/A
SWVXX
Schwab Value Advantage Money Fund
0.66%0.00%1.78%4.82%1.75%1.19%
GBOSX
JPMorgan Global Bond Opportunities Fund
-1.28%-0.96%5.45%3.08%2.68%3.15%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
-1.39%-1.03%7.84%6.73%5.47%N/A
FNDB
Schwab Fundamental U.S. Broad Market Index ETF
3.89%-1.04%14.98%17.88%12.74%10.91%
DGRO
iShares Core Dividend Growth ETF
3.70%-1.67%12.66%12.25%10.79%N/A
IWN
iShares Russell 2000 Value ETF
-3.98%-1.64%12.70%12.44%5.83%6.19%
MTUM
iShares Edge MSCI USA Momentum Factor ETF
15.33%-0.88%27.29%27.09%11.58%13.17%
BRK-B
Berkshire Hathaway Inc.
12.22%-1.93%15.61%25.18%13.78%12.18%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.47%

Expense Ratio

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%0.65%
0.50%1.00%1.50%2.00%0.24%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.08%

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.


HIC SEP
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SWVXX
Schwab Value Advantage Money Fund
3.18
GBOSX
JPMorgan Global Bond Opportunities Fund
0.701.111.130.402.27
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
0.460.741.090.641.62
FNDB
Schwab Fundamental U.S. Broad Market Index ETF
1.562.311.271.715.68
DGRO
iShares Core Dividend Growth ETF
1.201.781.211.033.79
IWN
iShares Russell 2000 Value ETF
0.550.971.110.431.80
MTUM
iShares Edge MSCI USA Momentum Factor ETF
1.752.591.300.9410.49
BRK-B
Berkshire Hathaway Inc.
2.103.061.362.298.09

Sharpe Ratio


Chart placeholderNot enough data

Drawdowns

Drawdowns Chart

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


-4.00%-3.00%-2.00%-1.00%0.00%Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
-3.53%
-3.66%
HIC SEP
Benchmark (^GSPC)
Portfolio components

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 3.53%, occurring on Apr 15, 2024. The portfolio has not yet recovered.

The current HIC SEP drawdown is 3.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.53%Apr 1, 202411Apr 15, 2024
-0.82%Mar 14, 20242Mar 15, 20243Mar 20, 20245
-0.63%Mar 4, 20242Mar 5, 20242Mar 7, 20244
-0.61%Mar 22, 20243Mar 26, 20241Mar 27, 20244
-0.43%Mar 8, 20242Mar 11, 20242Mar 13, 20244

Volatility

Volatility Chart

The current HIC SEP volatility is 2.67%, 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%2.50%3.00%3.50%Tue 02Wed 03Thu 04Fri 05Sat 06Apr 07Mon 08Tue 09Wed 10Thu 11Fri 12Sat 13Apr 14Mon 15
2.67%
3.44%
HIC SEP
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.

SWVXXGBOSXBRK-BMTUMHDEFIWNDGROFNDB
SWVXX1.00-0.010.18-0.120.140.020.000.06
GBOSX-0.011.000.080.060.130.280.240.27
BRK-B0.180.081.000.260.440.480.590.63
MTUM-0.120.060.261.000.350.490.690.70
HDEF0.140.130.440.351.000.690.540.60
IWN0.020.280.480.490.691.000.780.81
DGRO0.000.240.590.690.540.781.000.98
FNDB0.060.270.630.700.600.810.981.00