Equity only
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
HEDJ WisdomTree Europe Hedged Equity Fund | Europe Equities | 50% |
QQQ Invesco QQQ | Large Cap Blend Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Equity only, 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 Dec 31, 2009, corresponding to the inception date of HEDJ
Returns By Period
As of Sep 5, 2024, the Equity only returned 8.89% Year-To-Date and 12.92% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
| Equity only | 8.89% | 4.87% | -0.47% | 18.50% | 14.74% | 12.96% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 12.80% | 4.80% | 3.70% | 23.76% | 20.04% | 17.50% |
HEDJ WisdomTree Europe Hedged Equity Fund | 4.66% | 4.94% | -4.88% | 12.94% | 8.77% | 7.96% |
Monthly Returns
The table below presents the monthly returns of Equity only, 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 | 1.55% | 6.01% | 2.79% | -4.00% | 4.13% | 2.05% | -1.87% | 1.34% | 8.89% | ||||
| 2023 | 10.58% | 1.66% | 5.96% | 0.42% | 2.63% | 5.74% | 3.09% | -2.35% | -3.74% | -2.57% | 9.51% | 4.69% | 40.51% |
| 2022 | -5.73% | -5.44% | 2.73% | -7.44% | 0.36% | -9.28% | 10.20% | -5.74% | -8.21% | 6.60% | 7.55% | -7.14% | -21.66% |
| 2021 | 0.08% | 0.45% | 5.31% | 3.78% | 0.69% | 4.02% | 2.59% | 3.13% | -4.99% | 5.86% | -0.57% | 3.21% | 25.67% |
| 2020 | -0.40% | -7.07% | -12.20% | 11.97% | 5.84% | 5.43% | 3.19% | 7.17% | -2.70% | -4.16% | 11.99% | 3.01% | 20.77% |
| 2019 | 7.92% | 3.48% | 2.94% | 5.66% | -7.27% | 6.85% | 1.22% | -1.80% | 2.18% | 2.73% | 3.30% | 2.69% | 33.21% |
| 2018 | 6.13% | -2.73% | -2.39% | 2.06% | 3.01% | 0.07% | 3.34% | 1.52% | -0.61% | -7.09% | 0.00% | -7.16% | -4.65% |
| 2017 | 2.58% | 4.08% | 3.75% | 2.98% | 2.30% | -2.58% | 1.77% | 0.84% | 2.18% | 3.63% | -0.35% | -0.22% | 22.83% |
| 2016 | -5.15% | -2.74% | 5.63% | -1.19% | 3.35% | -2.98% | 5.96% | 1.27% | 1.26% | -0.19% | -0.28% | 4.13% | 8.73% |
| 2015 | 3.17% | 6.96% | 0.39% | -0.46% | 1.80% | -3.19% | 4.35% | -8.48% | -3.62% | 11.29% | 2.08% | -4.90% | 8.06% |
| 2014 | -3.00% | 4.46% | -0.77% | 0.69% | 3.91% | 1.27% | -1.11% | 3.66% | -0.26% | 0.28% | 4.91% | -2.44% | 11.80% |
| 2013 | 2.05% | 1.10% | 2.42% | 1.74% | 2.82% | -3.93% | 6.21% | -1.11% | 5.66% | 3.99% | 2.44% | 2.26% | 28.37% |
Expense Ratio
Equity only features an expense ratio of 0.39%, falling within the medium range. 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 Equity only is 28, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.31 | 1.81 | 1.23 | 1.65 | 6.09 |
HEDJ WisdomTree Europe Hedged Equity Fund | 0.89 | 1.29 | 1.16 | 0.94 | 3.21 |
Dividends
Dividend yield
Equity only granted a 1.85% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Equity only | 1.85% | 1.96% | 1.82% | 1.25% | 1.60% | 1.28% | 1.82% | 1.55% | 2.01% | 5.21% | 3.62% | 1.43% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
HEDJ WisdomTree Europe Hedged Equity Fund | 3.07% | 3.31% | 2.83% | 2.08% | 2.65% | 1.82% | 2.73% | 2.27% | 2.97% | 9.44% | 5.83% | 1.85% |
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 Equity only. 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 Equity only was 32.89%, occurring on Mar 16, 2020. Recovery took 87 trading sessions.
The current Equity only drawdown is 6.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.89% | Feb 20, 2020 | 18 | Mar 16, 2020 | 87 | Jul 20, 2020 | 105 |
| -27.38% | Jan 4, 2022 | 194 | Oct 11, 2022 | 180 | Jun 30, 2023 | 374 |
| -19.56% | Jul 21, 2015 | 143 | Feb 11, 2016 | 210 | Dec 9, 2016 | 353 |
| -19.26% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -16.81% | May 2, 2011 | 78 | Aug 19, 2011 | 124 | Feb 16, 2012 | 202 |
Volatility
Volatility Chart
The current Equity only volatility is 5.02%, 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
| HEDJ | QQQ | |
|---|---|---|
| HEDJ | 1.00 | 0.66 |
| QQQ | 0.66 | 1.00 |