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HF best
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AMP 25%MS 25%BX 25%BLK 25%EquityEquity
PositionCategory/SectorWeight
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 Quarterly


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
35.51%
14.05%
HF best
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 22, 2007, corresponding to the inception date of BX

Returns By Period

As of Nov 12, 2024, the HF best returned 44.29% Year-To-Date and 20.14% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
25.45%2.91%14.05%35.64%14.13%11.39%
HF best42.73%13.96%35.51%76.26%28.66%20.00%
AMP
Ameriprise Financial, Inc.
49.81%12.03%29.79%69.79%31.11%18.43%
MS
Morgan Stanley
47.06%20.73%35.40%82.74%26.28%17.18%
BX
The Blackstone Group Inc.
41.53%18.66%44.99%89.59%32.67%25.48%
BLK
BlackRock, Inc.
30.07%4.65%30.69%60.69%19.48%14.45%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.31%3.19%5.80%-7.20%5.01%0.53%8.67%2.00%4.74%8.60%42.73%
202316.08%-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%
20210.25%7.64%5.61%11.63%5.65%0.62%6.79%8.29%-7.04%13.29%-3.22%-0.15%59.14%
20204.06%-12.75%-17.68%14.50%12.34%5.06%1.17%3.17%-3.95%1.94%19.94%7.11%32.61%
201911.86%2.90%-0.18%14.27%-9.82%11.01%2.86%-5.70%4.95%5.92%6.70%2.60%55.14%
20187.84%-3.57%-4.00%-3.72%0.59%-2.51%5.64%-0.94%0.47%-10.33%1.91%-12.27%-20.55%
20173.43%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%6.06%0.17%2.09%2.45%-2.57%-0.84%-10.95%-5.14%8.89%-0.03%-6.32%-10.41%
2014-3.76%3.32%1.38%-3.38%1.85%6.10%-1.35%5.84%-1.94%1.15%5.45%2.83%18.20%
201314.63%2.20%4.27%2.83%9.52%-4.40%9.86%-4.53%7.14%8.70%6.73%5.32%80.55%

Expense Ratio

HF best 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HF best is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HF best is 9393
Combined Rank
The Sharpe Ratio Rank of HF best is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of HF best is 9595Sortino Ratio Rank
The Omega Ratio Rank of HF best is 9494Omega Ratio Rank
The Calmar Ratio Rank of HF best is 8787Calmar Ratio Rank
The Martin Ratio Rank of HF best is 9393Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


HF best
Sharpe ratio
The chart of Sharpe ratio for HF best, currently valued at 3.84, compared to the broader market0.002.004.006.003.84
Sortino ratio
The chart of Sortino ratio for HF best, currently valued at 5.09, compared to the broader market-2.000.002.004.006.005.09
Omega ratio
The chart of Omega ratio for HF best, currently valued at 1.66, compared to the broader market0.801.001.201.401.601.802.001.66
Calmar ratio
The chart of Calmar ratio for HF best, currently valued at 5.03, compared to the broader market0.005.0010.0015.005.03
Martin ratio
The chart of Martin ratio for HF best, currently valued at 24.39, compared to the broader market0.0010.0020.0030.0040.0050.0060.0024.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMP
Ameriprise Financial, Inc.
3.294.431.605.7923.12
MS
Morgan Stanley
3.074.021.573.1217.52
BX
The Blackstone Group Inc.
2.973.701.453.0416.37
BLK
BlackRock, Inc.
3.164.191.532.1313.91

Sharpe Ratio

The current HF best Sharpe ratio is 4.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.20 to 3.15, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of HF best with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.84
2.90
HF best
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

HF best provided a 1.90% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.90%2.47%3.61%2.04%2.28%2.72%4.33%3.20%3.78%4.16%2.61%2.06%
AMP
Ameriprise Financial, Inc.
1.03%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%1.71%1.75%
MS
Morgan Stanley
2.68%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
BX
The Blackstone Group Inc.
1.91%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.68%3.75%
BLK
BlackRock, Inc.
1.96%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.09%
-0.29%
HF best
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.11%Oct 10, 2007283Nov 20, 20081063Feb 12, 20131346
-47.23%Feb 12, 202028Mar 23, 2020145Oct 16, 2020173
-36.81%May 20, 2015185Feb 11, 2016209Dec 8, 2016394
-32.86%Jan 29, 2018229Dec 24, 2018211Oct 25, 2019440
-31.65%Nov 3, 2021174Jul 14, 2022358Dec 14, 2023532

Volatility

Volatility Chart

The current HF best volatility is 8.43%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
8.43%
3.86%
HF best
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

BXMSBLKAMP
BX1.000.530.550.54
MS0.531.000.640.70
BLK0.550.641.000.69
AMP0.540.700.691.00
The correlation results are calculated based on daily price changes starting from Jun 25, 2007