HRP - 19 august
CRS (Carpenter Technology Corporation): 25% SFM (Sprouts Farmers Market, Inc.): 25% TMUS (T-Mobile US, Inc.): 20% SPXC (SPX Corporation): 15% THC (Tenet Healthcare Corporation): 15%
CRS (Carpenter Technology Corporation): 15% TRGP (Targa Resources Corp.): 15% ACIW (ACI Worldwide, Inc.): 15% SPXC (SPX Corporation): 15% TMUS (T-Mobile US, Inc.): 15% SFM (Sprouts Farmers Market, Inc.): 15% THC (Tenet Healthcare Corporation): 10%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ACIW ACI Worldwide, Inc. | Technology | 15% |
CRS Carpenter Technology Corporation | Industrials | 15% |
SFM Sprouts Farmers Market, Inc. | Consumer Defensive | 15% |
SPXC SPX Corporation | Industrials | 15% |
THC Tenet Healthcare Corporation | Healthcare | 10% |
TMUS T-Mobile US, Inc. | Communication Services | 15% |
TRGP Targa Resources Corp. | Energy | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HRP - 19 august, 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 Aug 1, 2013, corresponding to the inception date of SFM
Returns By Period
As of Nov 13, 2024, the HRP - 19 august returned 113.29% Year-To-Date and 23.80% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| HRP - 19 august | 113.29% | 11.45% | 52.43% | 137.07% | 42.05% | 23.80% |
| Portfolio components: | ||||||
CRS Carpenter Technology Corporation | 151.68% | 12.49% | 61.73% | 154.05% | 30.08% | 15.32% |
SFM Sprouts Farmers Market, Inc. | 203.62% | 26.66% | 90.10% | 250.37% | 49.28% | 16.91% |
TMUS T-Mobile US, Inc. | 50.72% | 10.69% | 47.96% | 65.10% | 25.62% | 23.95% |
SPXC SPX Corporation | 62.91% | -3.03% | 16.21% | 86.58% | 28.28% | 21.90% |
THC Tenet Healthcare Corporation | 117.30% | 5.74% | 23.49% | 180.89% | 40.17% | 13.48% |
TRGP Targa Resources Corp. | 128.74% | 17.12% | 69.83% | 129.90% | 41.28% | 10.84% |
ACIW ACI Worldwide, Inc. | 85.52% | 7.80% | 54.64% | 113.26% | 11.03% | 11.44% |
Monthly Returns
The table below presents the monthly returns of HRP - 19 august, 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 | -0.72% | 12.27% | 6.40% | 4.81% | 14.43% | 3.37% | 12.53% | 7.98% | 3.15% | 2.09% | 113.29% | ||
| 2023 | 12.44% | -2.96% | 1.55% | 3.08% | -3.63% | 10.18% | 2.31% | 2.12% | 0.25% | -4.63% | 12.26% | 8.12% | 47.06% |
| 2022 | -3.28% | 10.53% | 5.54% | -8.98% | -0.23% | -7.75% | 12.86% | -3.02% | -7.57% | 12.06% | 3.58% | -2.39% | 8.33% |
| 2021 | 3.67% | 6.96% | 5.90% | 2.44% | 9.36% | -1.42% | -0.78% | -3.02% | -4.77% | 0.80% | -1.01% | 8.42% | 28.56% |
| 2020 | -10.51% | -6.96% | -25.34% | 26.74% | 15.81% | 2.32% | 3.13% | 0.21% | -8.05% | 0.29% | 25.77% | 11.41% | 24.65% |
| 2019 | 14.64% | 6.57% | -1.64% | 1.45% | -9.81% | 5.61% | 0.79% | -0.68% | 5.68% | 3.48% | 6.33% | 4.01% | 40.61% |
| 2018 | 5.77% | -2.15% | -0.46% | 4.57% | 5.88% | -0.93% | 3.83% | 6.43% | -0.13% | -9.85% | -2.15% | -10.83% | -1.90% |
| 2017 | 6.97% | 1.96% | 2.67% | -0.65% | -1.49% | -0.25% | 4.03% | -4.70% | 5.28% | -2.13% | 5.23% | 3.66% | 21.81% |
| 2016 | -8.63% | 10.39% | 12.63% | 7.86% | -0.48% | -3.27% | 4.37% | 1.45% | 4.16% | -5.81% | 7.03% | 0.14% | 31.33% |
| 2015 | -6.43% | 8.29% | -1.72% | 2.10% | -0.41% | -1.33% | -3.37% | -10.40% | -11.51% | 3.52% | -3.65% | -7.71% | -29.54% |
| 2014 | -3.05% | 3.36% | 0.19% | -2.10% | 1.55% | 6.90% | -4.65% | 3.63% | -6.45% | 1.07% | -2.05% | -0.94% | -3.27% |
| 2013 | -3.99% | 11.40% | 5.85% | -0.40% | 6.99% | 20.64% |
Expense Ratio
HRP - 19 august has an expense ratio of 0.00%, indicating no management fees are charged. 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 HRP - 19 august is 100, placing it in the top 0% 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 | |
|---|---|---|---|---|---|
CRS Carpenter Technology Corporation | 3.86 | 4.24 | 1.54 | 8.40 | 23.63 |
SFM Sprouts Farmers Market, Inc. | 7.90 | 9.16 | 2.28 | 14.51 | 99.94 |
TMUS T-Mobile US, Inc. | 4.22 | 5.79 | 1.82 | 12.64 | 30.80 |
SPXC SPX Corporation | 2.89 | 3.26 | 1.46 | 5.87 | 18.76 |
THC Tenet Healthcare Corporation | 5.19 | 5.93 | 1.75 | 5.15 | 52.65 |
TRGP Targa Resources Corp. | 6.01 | 6.51 | 1.91 | 12.31 | 45.95 |
ACIW ACI Worldwide, Inc. | 4.12 | 5.16 | 1.62 | 2.89 | 35.74 |
Dividends
Dividend yield
HRP - 19 august provided a 0.44% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.44% | 0.55% | 0.61% | 0.53% | 1.10% | 1.58% | 1.84% | 1.34% | 1.27% | 2.54% | 0.86% | 2.48% |
| Portfolio components: | ||||||||||||
CRS Carpenter Technology Corporation | 0.45% | 1.13% | 2.17% | 2.74% | 2.75% | 1.61% | 2.13% | 1.41% | 1.99% | 2.38% | 1.46% | 1.16% |
SFM Sprouts Farmers Market, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 1.09% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
SPXC SPX Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.02% | 1.75% | 1.00% |
THC Tenet Healthcare Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRGP Targa Resources Corp. | 1.42% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.53% | 2.33% |
ACIW ACI Worldwide, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 HRP - 19 august. 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 HRP - 19 august was 49.34%, occurring on Feb 11, 2016. Recovery took 467 trading sessions.
The current HRP - 19 august drawdown is 0.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.34% | Jul 7, 2014 | 405 | Feb 11, 2016 | 467 | Dec 18, 2017 | 872 |
| -46.06% | Dec 27, 2019 | 56 | Mar 18, 2020 | 55 | Jun 5, 2020 | 111 |
| -26.44% | Sep 21, 2018 | 65 | Dec 24, 2018 | 182 | Sep 16, 2019 | 247 |
| -23.15% | Jun 9, 2020 | 76 | Sep 24, 2020 | 41 | Nov 20, 2020 | 117 |
| -18.9% | Mar 30, 2022 | 55 | Jun 16, 2022 | 142 | Jan 10, 2023 | 197 |
Volatility
Volatility Chart
The current HRP - 19 august volatility is 6.70%, 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
| SFM | TMUS | THC | TRGP | ACIW | CRS | SPXC | |
|---|---|---|---|---|---|---|---|
| SFM | 1.00 | 0.17 | 0.15 | 0.17 | 0.18 | 0.22 | 0.22 |
| TMUS | 0.17 | 1.00 | 0.25 | 0.23 | 0.32 | 0.26 | 0.26 |
| THC | 0.15 | 0.25 | 1.00 | 0.34 | 0.38 | 0.36 | 0.36 |
| TRGP | 0.17 | 0.23 | 0.34 | 1.00 | 0.29 | 0.44 | 0.41 |
| ACIW | 0.18 | 0.32 | 0.38 | 0.29 | 1.00 | 0.45 | 0.48 |
| CRS | 0.22 | 0.26 | 0.36 | 0.44 | 0.45 | 1.00 | 0.52 |
| SPXC | 0.22 | 0.26 | 0.36 | 0.41 | 0.48 | 0.52 | 1.00 |