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Hectir

Last updated Feb 24, 2024

Asset Allocation


BIV 16.67%BIL 16.67%PGHY 16.67%QQQ 16.67%HEDJ 16.67%XLRE 16.67%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market

16.67%

BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

16.67%

PGHY
Invesco Global Short Term High Yield Bond ETF
High Yield Bonds

16.67%

QQQ
Invesco QQQ
Large Cap Blend Equities

16.67%

HEDJ
WisdomTree Europe Hedged Equity Fund
Europe Equities

16.67%

XLRE
Real Estate Select Sector SPDR Fund
REIT

16.67%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Hectir, 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


60.00%80.00%100.00%120.00%140.00%160.00%SeptemberOctoberNovemberDecember2024February
90.39%
152.74%
Hectir
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 8, 2015, corresponding to the inception date of XLRE

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Hectir2.16%1.97%9.78%16.18%8.16%N/A
BIV
Vanguard Intermediate-Term Bond ETF
-1.61%-0.55%3.60%4.24%0.99%1.86%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.80%0.40%2.65%5.14%1.82%1.17%
XLRE
Real Estate Select Sector SPDR Fund
-3.34%0.60%8.21%5.20%5.65%N/A
QQQ
Invesco QQQ
6.66%3.06%20.46%50.69%21.14%18.14%
HEDJ
WisdomTree Europe Hedged Equity Fund
7.98%7.06%16.00%24.10%14.08%12.97%
PGHY
Invesco Global Short Term High Yield Bond ETF
2.63%1.28%7.10%10.38%2.70%3.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.00%
20231.38%-1.23%-3.01%-1.72%6.73%4.29%

Sharpe Ratio

The current Hectir Sharpe ratio is 2.05. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.05

The Sharpe ratio of Hectir lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.05
2.23
Hectir
Benchmark (^GSPC)
Portfolio components

Dividend yield

Hectir granted a 4.32% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Hectir4.32%4.32%3.17%2.58%2.95%2.93%3.36%2.92%3.24%4.76%3.57%1.80%
BIV
Vanguard Intermediate-Term Bond ETF
3.22%3.09%2.41%3.42%2.95%2.75%2.88%2.69%2.38%3.02%3.96%4.22%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.98%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%
XLRE
Real Estate Select Sector SPDR Fund
3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%0.00%
QQQ
Invesco QQQ
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
HEDJ
WisdomTree Europe Hedged Equity Fund
5.67%6.13%5.66%4.16%5.30%3.63%5.46%4.54%5.47%18.87%11.65%3.68%
PGHY
Invesco Global Short Term High Yield Bond ETF
8.04%7.87%5.12%4.84%5.45%5.32%5.45%5.52%6.26%4.60%4.41%1.90%

Expense Ratio

The Hectir has a high expense ratio of 0.24%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.58%
0.00%2.15%
0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.14%
0.00%2.15%
0.13%
0.00%2.15%
0.04%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Hectir
2.05
BIV
Vanguard Intermediate-Term Bond ETF
0.54
BIL
SPDR Barclays 1-3 Month T-Bill ETF
18.82
XLRE
Real Estate Select Sector SPDR Fund
0.22
QQQ
Invesco QQQ
2.99
HEDJ
WisdomTree Europe Hedged Equity Fund
1.72
PGHY
Invesco Global Short Term High Yield Bond ETF
2.02

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BILBIVPGHYXLREQQQHEDJ
BIL1.000.030.01-0.01-0.000.02
BIV0.031.000.120.200.01-0.10
PGHY0.010.121.000.250.280.29
XLRE-0.010.200.251.000.470.45
QQQ-0.000.010.280.471.000.67
HEDJ0.02-0.100.290.450.671.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
Hectir
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Hectir. 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 Hectir was 20.04%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.04%Feb 18, 202025Mar 23, 202095Aug 6, 2020120
-18.44%Jan 4, 2022197Oct 14, 2022292Dec 13, 2023489
-8.1%Aug 30, 201880Dec 24, 201836Feb 15, 2019116
-7.42%Dec 30, 201530Feb 11, 201632Mar 30, 201662
-4.73%Jan 29, 20189Feb 8, 201879Jun 4, 201888

Volatility Chart

The current Hectir volatility is 2.19%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.19%
3.90%
Hectir
Benchmark (^GSPC)
Portfolio components
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