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HF best

Last updated Dec 2, 2023

Asset Allocation


AMP 25%MS 25%BX 25%BLK 25%EquityEquity
PositionCategory/SectorWeight
AMP
Ameriprise Financial, Inc.
Financial Services25%
MS
Morgan Stanley
Financial Services25%
BX
The Blackstone Group Inc.
Financial Services25%
BLK
BlackRock, Inc.
Financial Services25%

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


200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
585.05%
205.79%
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

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
HF best20.12%12.99%14.06%12.70%23.05%16.76%
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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-4.29%7.58%8.40%-3.30%-3.03%-8.77%17.32%

Sharpe Ratio

The current HF best Sharpe ratio is 0.45. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.45

The Sharpe ratio of HF best is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.45
0.91
HF best
Benchmark (^GSPC)
Portfolio components

Dividend yield

HF best granted a 2.76% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
HF best2.76%3.61%2.04%2.28%2.72%4.33%3.20%3.78%4.16%2.63%2.06%2.39%
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.


The portfolio doesn't hold funds that charge fees

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
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

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
MS0.531.000.650.71
BLK0.550.651.000.70
AMP0.540.710.701.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-5.34%
-4.21%
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
-36.51%May 20, 2015185Feb 11, 2016209Dec 8, 2016394
-32.86%Jan 29, 2018229Dec 24, 2018211Oct 25, 2019440
-31.65%Nov 3, 2021174Jul 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.93%
2.79%
HF best
Benchmark (^GSPC)
Portfolio components
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