hrhr
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CSWC Capital Southwest Corporation | Financial Services | 12.50% |
HTGC Hercules Capital, Inc. | Financial Services | 12.50% |
MAIN Main Street Capital Corporation | Financial Services | 12.50% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | High Yield Bonds | 12.50% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | Corporate Bonds | 12.50% |
SPTS SPDR Portfolio Short Term Treasury ETF | Government Bonds | 12.50% |
STIP iShares 0-5 Year TIPS Bond ETF | Inflation-Protected Bonds | 12.50% |
TRIN Trinity Capital Inc. | Financial Services | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in hrhr, 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 Jan 29, 2021, corresponding to the inception date of TRIN
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| hrhr | 11.10% | -0.57% | 3.05% | 15.91% | N/A | N/A |
| Portfolio components: | ||||||
STIP iShares 0-5 Year TIPS Bond ETF | 4.34% | -0.35% | 2.81% | 5.92% | 3.47% | 2.38% |
SPTS SPDR Portfolio Short Term Treasury ETF | 3.28% | -0.33% | 2.64% | 4.86% | 1.23% | 1.28% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 4.56% | -0.17% | 3.23% | 6.67% | 2.14% | 2.14% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.99% | 0.48% | 5.33% | 11.40% | 4.50% | 4.26% |
TRIN Trinity Capital Inc. | 7.74% | 1.44% | 1.48% | 11.78% | N/A | N/A |
HTGC Hercules Capital, Inc. | 26.58% | 0.00% | 6.00% | 33.80% | 18.78% | 13.32% |
CSWC Capital Southwest Corporation | 5.16% | -8.55% | -7.95% | 15.49% | 15.03% | 14.72% |
MAIN Main Street Capital Corporation | 30.22% | 2.73% | 10.52% | 39.78% | 12.55% | 13.50% |
Monthly Returns
The table below presents the monthly returns of hrhr, 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 | 1.25% | 1.32% | 2.48% | 1.79% | 0.69% | 1.63% | 1.78% | -1.74% | 1.48% | -0.17% | 11.10% | ||
| 2023 | 7.37% | 1.27% | -2.65% | 0.59% | 1.80% | 3.21% | 4.67% | 0.56% | 0.81% | -2.29% | 3.87% | 3.65% | 24.87% |
| 2022 | 0.05% | 0.07% | 1.16% | -3.88% | -2.45% | -4.27% | 6.72% | -3.10% | -8.48% | 5.75% | -0.21% | -1.15% | -10.25% |
| 2021 | 5.74% | 2.24% | 3.45% | 0.93% | -1.20% | 1.10% | 2.48% | -0.23% | 3.23% | -0.77% | 1.18% | 19.48% |
Expense Ratio
hrhr has an expense ratio of 0.06%, which is considered low compared to other funds. 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 rank of hrhr is 36, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
STIP iShares 0-5 Year TIPS Bond ETF | 3.06 | 5.13 | 1.67 | 4.21 | 24.04 |
SPTS SPDR Portfolio Short Term Treasury ETF | 2.68 | 4.30 | 1.55 | 2.36 | 15.28 |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 3.84 | 6.59 | 1.90 | 10.22 | 31.35 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 3.42 | 5.51 | 1.69 | 7.06 | 29.84 |
TRIN Trinity Capital Inc. | 0.73 | 1.11 | 1.14 | 1.37 | 3.30 |
HTGC Hercules Capital, Inc. | 1.64 | 1.96 | 1.34 | 1.95 | 6.53 |
CSWC Capital Southwest Corporation | 0.89 | 1.18 | 1.17 | 1.14 | 3.29 |
MAIN Main Street Capital Corporation | 2.93 | 3.73 | 1.56 | 4.25 | 16.31 |
Dividends
Dividend yield
hrhr provided a 7.45% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 7.45% | 7.66% | 8.97% | 5.35% | 4.65% | 5.21% | 4.81% | 4.21% | 3.44% | 3.34% | 3.01% | 2.24% |
| Portfolio components: | ||||||||||||
STIP iShares 0-5 Year TIPS Bond ETF | 2.46% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.43% | 1.59% | 0.89% | 0.00% | 0.75% | 0.31% |
SPTS SPDR Portfolio Short Term Treasury ETF | 4.23% | 3.61% | 1.26% | 0.20% | 0.71% | 2.21% | 2.04% | 1.20% | 0.95% | 0.83% | 0.68% | 0.43% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 4.85% | 4.05% | 1.92% | 1.20% | 1.94% | 2.77% | 2.36% | 1.94% | 1.65% | 1.44% | 1.26% | 1.41% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 6.75% | 6.54% | 5.57% | 4.84% | 5.07% | 5.32% | 5.90% | 5.49% | 5.53% | 5.17% | 4.33% | 0.85% |
TRIN Trinity Capital Inc. | 14.44% | 14.04% | 21.32% | 7.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HTGC Hercules Capital, Inc. | 8.08% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
CSWC Capital Southwest Corporation | 10.95% | 10.21% | 12.75% | 10.13% | 11.49% | 13.07% | 5.88% | 7.01% | 2.31% | 0.00% | 0.00% | 0.00% |
MAIN Main Street Capital Corporation | 7.86% | 8.61% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
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 hrhr. 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 hrhr was 16.18%, occurring on Sep 29, 2022. Recovery took 193 trading sessions.
The current hrhr drawdown is 1.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.18% | Apr 4, 2022 | 124 | Sep 29, 2022 | 193 | Jul 10, 2023 | 317 |
| -5.3% | Jul 31, 2024 | 4 | Aug 5, 2024 | 43 | Oct 4, 2024 | 47 |
| -4.07% | Nov 17, 2021 | 23 | Dec 20, 2021 | 67 | Mar 28, 2022 | 90 |
| -3.85% | Oct 22, 2024 | 10 | Nov 4, 2024 | — | — | — |
| -3.76% | Sep 20, 2023 | 28 | Oct 27, 2023 | 12 | Nov 14, 2023 | 40 |
Volatility
Volatility Chart
The current hrhr volatility is 2.70%, 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
| TRIN | SPTS | STIP | CSWC | HTGC | MAIN | SPSB | SHYG | |
|---|---|---|---|---|---|---|---|---|
| TRIN | 1.00 | 0.05 | 0.11 | 0.37 | 0.41 | 0.39 | 0.14 | 0.34 |
| SPTS | 0.05 | 1.00 | 0.65 | 0.04 | -0.04 | 0.00 | 0.84 | 0.35 |
| STIP | 0.11 | 0.65 | 1.00 | 0.13 | 0.09 | 0.11 | 0.61 | 0.38 |
| CSWC | 0.37 | 0.04 | 0.13 | 1.00 | 0.56 | 0.61 | 0.15 | 0.41 |
| HTGC | 0.41 | -0.04 | 0.09 | 0.56 | 1.00 | 0.69 | 0.10 | 0.45 |
| MAIN | 0.39 | 0.00 | 0.11 | 0.61 | 0.69 | 1.00 | 0.14 | 0.46 |
| SPSB | 0.14 | 0.84 | 0.61 | 0.15 | 0.10 | 0.14 | 1.00 | 0.51 |
| SHYG | 0.34 | 0.35 | 0.38 | 0.41 | 0.45 | 0.46 | 0.51 | 1.00 |