MHA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AOA iShares Core Aggressive Allocation ETF | Diversified Portfolio | 25% |
EDEN iShares MSCI Denmark ETF | Europe Equities | 25% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 25% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MHA, 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 Jan 26, 2012, corresponding to the inception date of EDEN
Returns By Period
As of Dec 4, 2024, the MHA returned 24.52% Year-To-Date and 15.98% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| MHA | 24.52% | 2.19% | 4.97% | 32.64% | 19.49% | 15.98% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 36.21% | 7.69% | 18.35% | 43.16% | 20.93% | 16.76% |
AOA iShares Core Aggressive Allocation ETF | 16.68% | 3.21% | 8.87% | 21.89% | 9.24% | 7.98% |
EDEN iShares MSCI Denmark ETF | 3.77% | -4.01% | -9.26% | 9.54% | 12.94% | 10.54% |
SMH VanEck Vectors Semiconductor ETF | 42.06% | 1.50% | 2.40% | 57.40% | 33.49% | 27.68% |
Monthly Returns
The table below presents the monthly returns of MHA, 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 | 2.80% | 7.07% | 3.53% | -3.67% | 7.51% | 3.97% | -0.59% | 1.04% | 0.73% | -2.56% | 1.66% | 24.52% | |
| 2023 | 8.99% | -0.35% | 6.54% | 0.15% | 4.26% | 4.89% | 2.98% | -2.06% | -5.09% | -2.78% | 10.93% | 6.11% | 38.82% |
| 2022 | -8.27% | -2.92% | 2.24% | -9.89% | 0.64% | -9.87% | 10.97% | -6.77% | -11.38% | 5.70% | 11.42% | -4.15% | -22.98% |
| 2021 | -0.31% | 2.38% | 1.94% | 4.43% | 1.65% | 3.26% | 2.06% | 2.84% | -5.23% | 6.49% | 0.92% | 2.75% | 25.27% |
| 2020 | -0.11% | -5.55% | -10.49% | 11.70% | 6.60% | 4.40% | 7.22% | 6.37% | -1.59% | -1.71% | 12.38% | 5.41% | 37.21% |
| 2019 | 7.58% | 4.31% | 2.13% | 4.70% | -7.92% | 7.20% | 1.08% | -0.80% | 1.56% | 3.86% | 3.69% | 6.19% | 37.94% |
| 2018 | 5.83% | -2.15% | -1.24% | -2.15% | 3.27% | -1.31% | 3.64% | 2.03% | -1.56% | -9.31% | 1.69% | -5.71% | -7.68% |
| 2017 | 3.78% | 2.12% | 2.42% | 2.80% | 4.31% | -0.68% | 3.69% | 1.89% | 2.09% | 3.60% | 0.09% | 1.35% | 31.04% |
| 2016 | -5.24% | -0.37% | 7.28% | -0.79% | 3.29% | -1.37% | 5.84% | 0.88% | 1.26% | -2.68% | 0.01% | 2.30% | 10.19% |
| 2015 | -1.19% | 6.65% | -0.39% | 1.70% | 2.60% | -3.49% | 1.06% | -5.19% | -1.82% | 5.70% | 1.74% | -0.79% | 6.08% |
| 2014 | -1.73% | 6.81% | 0.36% | 0.25% | 3.12% | 3.18% | -1.95% | 2.92% | -2.29% | 1.62% | 2.96% | -1.19% | 14.54% |
| 2013 | 6.01% | 0.72% | 1.69% | 2.97% | 1.66% | -2.11% | 5.33% | -1.87% | 5.87% | 3.64% | 2.03% | 3.71% | 33.51% |
Expense Ratio
MHA features an expense ratio of 0.29%, falling within the medium range. 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 rank of MHA is 28, 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.
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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.45 | 3.15 | 1.44 | 3.38 | 13.41 |
AOA iShares Core Aggressive Allocation ETF | 2.20 | 3.06 | 1.40 | 3.39 | 13.94 |
EDEN iShares MSCI Denmark ETF | 0.60 | 0.95 | 1.11 | 0.62 | 1.93 |
SMH VanEck Vectors Semiconductor ETF | 1.59 | 2.10 | 1.28 | 2.22 | 5.78 |
Dividends
Dividend yield
MHA provided a 1.06% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.06% | 1.30% | 1.62% | 0.96% | 1.01% | 2.92% | 2.35% | 2.75% | 1.49% | 2.28% | 1.61% | 1.72% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
AOA iShares Core Aggressive Allocation ETF | 2.07% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% | 1.84% |
EDEN iShares MSCI Denmark ETF | 1.36% | 1.92% | 1.47% | 0.74% | 0.42% | 2.36% | 2.01% | 2.03% | 1.28% | 1.46% | 0.87% | 0.86% |
SMH VanEck Vectors Semiconductor ETF | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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 MHA. 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 MHA was 33.39%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current MHA drawdown is 2.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.39% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -30.71% | Feb 20, 2020 | 22 | Mar 20, 2020 | 73 | Jul 6, 2020 | 95 |
| -19.27% | Aug 30, 2018 | 80 | Dec 24, 2018 | 70 | Apr 5, 2019 | 150 |
| -14.88% | May 29, 2015 | 179 | Feb 11, 2016 | 75 | May 31, 2016 | 254 |
| -12.82% | Apr 3, 2012 | 43 | Jun 4, 2012 | 71 | Sep 13, 2012 | 114 |
Volatility
Volatility Chart
The current MHA volatility is 3.45%, 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
| EDEN | SMH | SCHG | AOA | |
|---|---|---|---|---|
| EDEN | 1.00 | 0.48 | 0.56 | 0.66 |
| SMH | 0.48 | 1.00 | 0.79 | 0.74 |
| SCHG | 0.56 | 0.79 | 1.00 | 0.88 |
| AOA | 0.66 | 0.74 | 0.88 | 1.00 |