Hectir
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 16.67% |
BIV Vanguard Intermediate-Term Bond ETF | Total Bond Market | 16.67% |
HEDJ WisdomTree Europe Hedged Equity Fund | Europe Equities | 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% |
XLRE Real Estate Select Sector SPDR Fund | REIT | 16.67% |
Performance
Performance Chart
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
The earliest data available for this chart is Oct 8, 2015, corresponding to the inception date of XLRE
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Hectir | 8.15% | 2.31% | 6.11% | 15.75% | 7.54% | N/A |
Portfolio components: | ||||||
BIV Vanguard Intermediate-Term Bond ETF | 4.12% | 2.80% | 6.19% | 9.37% | 0.38% | 2.09% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.45% | 0.41% | 2.61% | 5.33% | 2.12% | 1.44% |
XLRE Real Estate Select Sector SPDR Fund | 10.03% | 6.41% | 15.06% | 22.21% | 5.54% | N/A |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
HEDJ WisdomTree Europe Hedged Equity Fund | 5.83% | -0.92% | -1.82% | 12.68% | 9.62% | 8.33% |
PGHY Invesco Global Short Term High Yield Bond ETF | 7.43% | 2.19% | 5.00% | 12.46% | 3.38% | 3.74% |
Monthly Returns
The table below presents the monthly returns of Hectir, 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 | -0.01% | 2.46% | 1.55% | -3.31% | 2.95% | 1.22% | 1.42% | 8.15% | |||||
2023 | 6.18% | -0.88% | 2.37% | 0.60% | -0.10% | 3.23% | 1.38% | -1.23% | -3.01% | -1.72% | 6.73% | 4.29% | 18.75% |
2022 | -3.84% | -3.30% | 1.30% | -3.82% | -0.53% | -4.67% | 5.45% | -3.53% | -5.83% | 2.53% | 4.76% | -3.45% | -14.66% |
2021 | -0.01% | 0.23% | 2.71% | 2.88% | 0.59% | 2.08% | 1.76% | 1.59% | -3.05% | 3.10% | -0.41% | 2.88% | 15.15% |
2020 | 0.69% | -3.27% | -8.60% | 6.64% | 2.98% | 2.72% | 2.41% | 2.45% | -1.33% | -2.01% | 5.59% | 1.64% | 9.31% |
2019 | 5.07% | 1.55% | 2.48% | 1.77% | -1.94% | 2.98% | 0.86% | 0.58% | 0.87% | 1.01% | 0.84% | 1.24% | 18.56% |
2018 | 1.57% | -2.20% | -0.17% | 0.57% | 1.51% | 0.80% | 1.43% | 1.00% | -0.67% | -2.77% | 1.08% | -3.30% | -1.30% |
2017 | 1.08% | 2.40% | 1.14% | 1.27% | 1.03% | -0.64% | 1.01% | 0.66% | 0.46% | 1.37% | 0.26% | -0.11% | 10.37% |
2016 | -2.67% | -0.44% | 4.17% | -0.47% | 1.65% | 0.70% | 3.10% | -0.18% | 0.27% | -1.05% | -1.07% | 2.26% | 6.25% |
2015 | 2.55% | 0.57% | -1.56% | 1.53% |
Expense Ratio
Hectir has an expense ratio of 0.24%, which is considered low compared to other funds. 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 Hectir is 62, 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 | |
---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | 1.45 | 2.16 | 1.25 | 0.53 | 4.97 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.72 | 340.68 | 241.91 | 491.43 | 5,551.25 |
XLRE Real Estate Select Sector SPDR Fund | 1.27 | 1.88 | 1.23 | 0.69 | 4.40 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
HEDJ WisdomTree Europe Hedged Equity Fund | 1.18 | 1.68 | 1.21 | 1.22 | 4.08 |
PGHY Invesco Global Short Term High Yield Bond ETF | 2.57 | 3.93 | 1.49 | 3.04 | 14.54 |
Dividends
Dividend yield
Hectir granted a 3.86% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Hectir | 3.86% | 3.85% | 2.70% | 2.29% | 2.51% | 2.62% | 2.90% | 2.54% | 2.83% | 3.19% | 2.60% | 1.50% |
Portfolio components: | ||||||||||||
BIV Vanguard Intermediate-Term Bond ETF | 3.44% | 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 | 5.23% | 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 | 3.14% | 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 | 0.61% | 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 | 3.04% | 3.31% | 2.83% | 2.08% | 2.65% | 1.82% | 2.73% | 2.27% | 2.97% | 9.44% | 5.83% | 1.85% |
PGHY Invesco Global Short Term High Yield Bond ETF | 7.72% | 7.87% | 5.12% | 5.18% | 5.45% | 5.32% | 5.45% | 5.52% | 6.26% | 4.60% | 4.41% | 1.90% |
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 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 99 trading sessions.
The current Hectir drawdown is 0.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-20.04% | Feb 18, 2020 | 25 | Mar 23, 2020 | 99 | Aug 12, 2020 | 124 |
-18.81% | Jan 4, 2022 | 197 | Oct 14, 2022 | 292 | Dec 13, 2023 | 489 |
-8.49% | Dec 2, 2015 | 49 | Feb 11, 2016 | 46 | Apr 19, 2016 | 95 |
-8.1% | Aug 30, 2018 | 80 | Dec 24, 2018 | 36 | Feb 15, 2019 | 116 |
-4.73% | Jan 29, 2018 | 9 | Feb 8, 2018 | 79 | Jun 4, 2018 | 88 |
Volatility
Volatility Chart
The current Hectir volatility is 2.43%, 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
BIL | BIV | PGHY | XLRE | QQQ | HEDJ | |
---|---|---|---|---|---|---|
BIL | 1.00 | 0.03 | 0.01 | -0.00 | 0.00 | 0.02 |
BIV | 0.03 | 1.00 | 0.15 | 0.22 | 0.03 | -0.09 |
PGHY | 0.01 | 0.15 | 1.00 | 0.26 | 0.28 | 0.29 |
XLRE | -0.00 | 0.22 | 0.26 | 1.00 | 0.46 | 0.45 |
QQQ | 0.00 | 0.03 | 0.28 | 0.46 | 1.00 | 0.66 |
HEDJ | 0.02 | -0.09 | 0.29 | 0.45 | 0.66 | 1.00 |