HF best
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMP Ameriprise Financial, Inc. | Financial Services | 25% |
MS Morgan Stanley | Financial Services | 25% |
BX The Blackstone Group Inc. | Financial Services | 25% |
BLK BlackRock, Inc. | Financial Services | 25% |
Performance
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
The earliest data available for this chart is Jun 22, 2007, corresponding to the inception date of BX
Returns
As of Dec 2, 2023, the HF best returned 20.12% Year-To-Date and 16.72% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| HF best | 20.12% | 12.99% | 14.06% | 12.70% | 23.05% | 16.76% |
| Portfolio components: | ||||||
AMP Ameriprise Financial, Inc. | 16.30% | 12.67% | 14.66% | 9.43% | 25.00% | 15.40% |
MS Morgan Stanley | -1.17% | 14.01% | -2.03% | -9.65% | 16.32% | 12.84% |
BX The Blackstone Group Inc. | 59.52% | 20.61% | 30.53% | 39.17% | 32.79% | 21.83% |
BLK BlackRock, Inc. | 9.08% | 22.74% | 12.55% | 7.77% | 15.09% | 12.52% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -4.29% | 7.58% | 8.40% | -3.30% | -3.03% | -8.77% | 17.32% |
Dividend yield
HF best granted a 2.76% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HF best | 2.76% | 3.61% | 2.04% | 2.28% | 2.72% | 4.33% | 3.20% | 3.78% | 4.16% | 2.63% | 2.06% | 2.39% |
| Portfolio components: | ||||||||||||
AMP Ameriprise Financial, Inc. | 1.49% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% | 1.75% | 2.28% |
MS Morgan Stanley | 4.02% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% | 1.05% |
BX The Blackstone Group Inc. | 2.91% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.74% | 3.75% | 3.34% |
BLK BlackRock, Inc. | 2.63% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% | 2.90% |
Expense Ratio
The 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AMP Ameriprise Financial, Inc. | 0.35 | ||||
MS Morgan Stanley | -0.38 | ||||
BX The Blackstone Group Inc. | 0.82 | ||||
BLK BlackRock, Inc. | 0.40 |
Asset Correlations Table
| BX | MS | BLK | AMP | |
|---|---|---|---|---|
| BX | 1.00 | 0.53 | 0.55 | 0.54 |
| MS | 0.53 | 1.00 | 0.65 | 0.71 |
| BLK | 0.55 | 0.65 | 1.00 | 0.70 |
| AMP | 0.54 | 0.71 | 0.70 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2007 | 283 | Nov 20, 2008 | 1063 | Feb 12, 2013 | 1346 |
| -47.23% | Feb 12, 2020 | 28 | Mar 23, 2020 | 145 | Oct 16, 2020 | 173 |
| -36.51% | 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 | — | — | — |
Volatility Chart
The current HF best volatility is 5.93%, 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.