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 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
| HIC SEP | N/A | 6.75% | 6.86% | N/A | N/A | N/A |
| Portfolio components: | ||||||
SWVXX Schwab Value Advantage Money Fund | 2.83% | 0.44% | 2.61% | 4.91% | 2.11% | 1.41% |
GBOSX JPMorgan Global Bond Opportunities Fund | 3.43% | 1.59% | 3.66% | 8.98% | 2.80% | 3.42% |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 9.82% | 7.04% | 11.54% | 20.51% | 8.26% | N/A |
FNDB Schwab Fundamental U.S. Broad Market Index ETF | 12.84% | 6.50% | 7.98% | 21.65% | 14.41% | 11.05% |
DGRO iShares Core Dividend Growth ETF | 15.48% | 6.33% | 9.75% | 22.02% | 12.30% | 11.83% |
IWN iShares Russell 2000 Value ETF | 5.58% | 5.32% | 6.90% | 16.49% | 9.16% | 6.99% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 22.17% | 9.03% | 2.98% | 31.50% | 10.58% | 12.63% |
BRK-B Berkshire Hathaway Inc. | 34.18% | 15.67% | 18.47% | 32.76% | 18.57% | 13.26% |
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% | 4.18% | 2.60% | 7.23% |
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 | 2.23 | 3.48 | 1.45 | 1.19 | 10.74 |
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF | 1.61 | 2.27 | 1.28 | 2.19 | 8.14 |
FNDB Schwab Fundamental U.S. Broad Market Index ETF | 1.76 | 2.45 | 1.31 | 1.97 | 8.14 |
DGRO iShares Core Dividend Growth ETF | 2.06 | 2.90 | 1.37 | 1.77 | 8.70 |
IWN iShares Russell 2000 Value ETF | 0.64 | 1.07 | 1.12 | 0.53 | 2.91 |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 1.66 | 2.31 | 1.29 | 1.11 | 8.96 |
BRK-B Berkshire Hathaway Inc. | 2.48 | 3.34 | 1.42 | 3.06 | 9.01 |
Not enough dataDrawdowns
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 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 5.50%, occurring on Aug 5, 2024. Recovery took 10 trading sessions.
The current HIC SEP drawdown is 1.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.5% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -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 |
| -1.23% | Sep 3, 2024 | 1 | Sep 3, 2024 | — | — | — |
| -0.82% | Mar 14, 2024 | 2 | Mar 15, 2024 | 3 | Mar 20, 2024 | 5 |
Volatility
Volatility Chart
The current HIC SEP volatility is 2.90%, 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 | GBOSX | MTUM | BRK-B | HDEF | IWN | DGRO | FNDB | |
|---|---|---|---|---|---|---|---|---|
| SWVXX | 1.00 | -0.11 | 0.09 | 0.10 | 0.04 | 0.14 | 0.10 | 0.11 |
| GBOSX | -0.11 | 1.00 | 0.26 | 0.22 | 0.52 | 0.43 | 0.43 | 0.44 |
| MTUM | 0.09 | 0.26 | 1.00 | 0.14 | 0.37 | 0.48 | 0.56 | 0.65 |
| BRK-B | 0.10 | 0.22 | 0.14 | 1.00 | 0.49 | 0.50 | 0.64 | 0.61 |
| HDEF | 0.04 | 0.52 | 0.37 | 0.49 | 1.00 | 0.63 | 0.67 | 0.67 |
| IWN | 0.14 | 0.43 | 0.48 | 0.50 | 0.63 | 1.00 | 0.79 | 0.86 |
| DGRO | 0.10 | 0.43 | 0.56 | 0.64 | 0.67 | 0.79 | 1.00 | 0.95 |
| FNDB | 0.11 | 0.44 | 0.65 | 0.61 | 0.67 | 0.86 | 0.95 | 1.00 |