HF best
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Ameriprise Financial, Inc. | Financial Services | 25% |
BlackRock, Inc. | Financial Services | 25% |
The Blackstone Group Inc. | Financial Services | 25% |
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
HF best | 42.73% | 13.96% | 35.51% | 76.26% | 28.66% | 20.00% |
Portfolio components: | ||||||
Ameriprise Financial, Inc. | 49.81% | 12.03% | 29.79% | 69.79% | 31.11% | 18.43% |
Morgan Stanley | 47.06% | 20.73% | 35.40% | 82.74% | 26.28% | 17.18% |
The Blackstone Group Inc. | 41.53% | 18.66% | 44.99% | 89.59% | 32.67% | 25.48% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -3.31% | 3.19% | 5.80% | -7.20% | 5.01% | 0.53% | 8.67% | 2.00% | 4.74% | 8.60% | 42.73% | ||
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% | 6.06% | 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% |
2013 | 14.63% | 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.
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.
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 | |
---|---|---|---|---|---|
Ameriprise Financial, Inc. | 3.29 | 4.43 | 1.60 | 5.79 | 23.12 |
Morgan Stanley | 3.07 | 4.02 | 1.57 | 3.12 | 17.52 |
The Blackstone Group Inc. | 2.97 | 3.70 | 1.45 | 3.04 | 16.37 |
BlackRock, Inc. | 3.16 | 4.19 | 1.53 | 2.13 | 13.91 |
Dividends
Dividend yield
HF best provided a 1.90% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.90% | 2.47% | 3.61% | 2.04% | 2.28% | 2.72% | 4.33% | 3.20% | 3.78% | 4.16% | 2.61% | 2.06% |
Portfolio components: | ||||||||||||
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% |
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% |
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% |
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.
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 |
-36.81% | 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 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.
Diversification
Asset Correlations Table
BX | MS | BLK | AMP | |
---|---|---|---|---|
BX | 1.00 | 0.53 | 0.55 | 0.54 |
MS | 0.53 | 1.00 | 0.64 | 0.70 |
BLK | 0.55 | 0.64 | 1.00 | 0.69 |
AMP | 0.54 | 0.70 | 0.69 | 1.00 |