HF best
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMP Ameriprise Financial, Inc. | Financial Services | 25% |
BLK BlackRock, Inc. | Financial Services | 25% |
BX The Blackstone Group Inc. | Financial Services | 25% |
MS Morgan Stanley | Financial Services | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HF best, 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 Every 3 months.
The earliest data available for this chart is Jun 22, 2007, corresponding to the inception date of BX
Returns By Period
As of May 9, 2025, the HF best returned -8.95% Year-To-Date and 17.00% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| HF best | -8.95% | 17.19% | -10.72% | 22.82% | 27.19% | 17.00% |
| Portfolio components: | ||||||
AMP Ameriprise Financial, Inc. | -7.60% | 15.16% | -10.16% | 16.27% | 33.78% | 17.13% |
MS Morgan Stanley | -1.63% | 22.48% | -3.71% | 31.51% | 29.10% | 15.50% |
BX The Blackstone Group Inc. | -17.65% | 17.26% | -19.46% | 19.83% | 25.86% | 18.44% |
BLK BlackRock, Inc. | -8.92% | 13.84% | -9.43% | 22.07% | 16.11% | 12.55% |
Monthly Returns
The table below presents the monthly returns of HF best, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.13% | -5.49% | -9.61% | -2.87% | 4.38% | -8.95% | |||||||
| 2024 | -3.31% | 3.19% | 5.80% | -7.20% | 5.01% | 0.53% | 8.67% | 2.00% | 4.74% | 8.60% | 11.15% | -5.37% | 37.15% |
| 2023 | 16.08% | -4.00% | -6.38% | 1.47% | -4.29% | 7.58% | 8.40% | -3.30% | -3.03% | -8.77% | 17.31% | 12.36% | 33.25% |
| 2022 | -0.52% | -6.09% | -0.23% | -14.02% | 8.52% | -14.18% | 12.16% | -1.94% | -10.21% | 13.75% | 8.06% | -8.13% | -16.77% |
| 2021 | 0.25% | 7.64% | 5.61% | 11.63% | 5.65% | 0.62% | 6.79% | 8.29% | -7.04% | 13.29% | -3.22% | -0.15% | 59.14% |
| 2020 | 4.06% | -12.75% | -17.68% | 14.50% | 12.34% | 5.06% | 1.17% | 3.17% | -3.95% | 1.94% | 19.94% | 7.11% | 32.61% |
| 2019 | 11.86% | 2.90% | -0.18% | 14.27% | -9.82% | 11.01% | 2.86% | -5.70% | 4.95% | 5.92% | 6.70% | 2.60% | 55.14% |
| 2018 | 7.84% | -3.57% | -4.00% | -3.72% | 0.59% | -2.51% | 5.64% | -0.94% | 0.47% | -10.33% | 1.91% | -12.27% | -20.55% |
| 2017 | 3.43% | 6.51% | -1.87% | 1.84% | 1.21% | 4.19% | 5.61% | -2.58% | 5.47% | 4.03% | 2.52% | 2.43% | 37.61% |
| 2016 | -12.71% | -2.57% | 7.90% | 3.55% | 1.41% | -7.14% | 8.94% | 5.69% | -2.11% | -3.45% | 16.62% | 1.76% | 15.56% |
| 2015 | -3.12% | 6.04% | 0.17% | 2.08% | 2.45% | -2.57% | -0.85% | -10.95% | -5.14% | 8.89% | -0.03% | -6.32% | -10.44% |
| 2014 | -3.76% | 3.31% | 1.38% | -3.38% | 1.85% | 6.10% | -1.36% | 5.84% | -1.94% | 1.15% | 5.45% | 2.83% | 18.18% |
Expense Ratio
HF best has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HF best is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 0.55 | 0.98 | 1.14 | 0.63 | 1.99 |
MS Morgan Stanley | 0.94 | 1.48 | 1.22 | 1.12 | 3.55 |
BX The Blackstone Group Inc. | 0.52 | 0.91 | 1.12 | 0.47 | 1.22 |
BLK BlackRock, Inc. | 0.86 | 1.33 | 1.19 | 0.95 | 3.08 |
Dividends
Dividend yield
HF best provided a 2.34% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.34% | 1.98% | 2.47% | 3.61% | 2.04% | 2.28% | 2.72% | 4.33% | 3.20% | 3.78% | 4.12% | 2.58% |
| Portfolio components: | ||||||||||||
AMP Ameriprise Financial, Inc. | 1.24% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% |
MS Morgan Stanley | 3.04% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
BX The Blackstone Group Inc. | 2.90% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.76% | 5.57% |
BLK BlackRock, Inc. | 2.21% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
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 HF best. 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 HF best was 75.11%, occurring on Nov 20, 2008. Recovery took 1063 trading sessions.
The current HF best drawdown is 15.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.11% | Oct 10, 2007 | 283 | Nov 20, 2008 | 1063 | Feb 12, 2013 | 1346 |
| -47.23% | Feb 12, 2020 | 28 | Mar 23, 2020 | 145 | Oct 16, 2020 | 173 |
| -36.81% | May 20, 2015 | 185 | Feb 11, 2016 | 209 | Dec 8, 2016 | 394 |
| -32.86% | Jan 29, 2018 | 229 | Dec 24, 2018 | 211 | Oct 25, 2019 | 440 |
| -31.65% | Nov 3, 2021 | 174 | Jul 14, 2022 | 358 | Dec 14, 2023 | 532 |
Volatility
Volatility Chart
The current HF best volatility is 14.65%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BX | MS | BLK | AMP | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.62 | 0.68 | 0.74 | 0.75 | 0.82 |
| BX | 0.62 | 1.00 | 0.54 | 0.56 | 0.54 | 0.78 |
| MS | 0.68 | 0.54 | 1.00 | 0.64 | 0.71 | 0.85 |
| BLK | 0.74 | 0.56 | 0.64 | 1.00 | 0.69 | 0.83 |
| AMP | 0.75 | 0.54 | 0.71 | 0.69 | 1.00 | 0.85 |
| Portfolio | 0.82 | 0.78 | 0.85 | 0.83 | 0.85 | 1.00 |