Hedge Funds
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMP Ameriprise Financial, Inc. | Financial Services | 14.29% |
BAC Bank of America Corporation | Financial Services | 14.29% |
BX The Blackstone Group Inc. | Financial Services | 14.29% |
C Citigroup Inc. | Financial Services | 14.29% |
JEF Jefferies Financial Group Inc. | Financial Services | 14.29% |
KKR KKR & Co. Inc. | Financial Services | 14.29% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Hedge Funds, 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 every month.
The earliest data available for this chart is Jul 15, 2010, corresponding to the inception date of KKR
Returns By Period
As of Apr 19, 2025, the Hedge Funds returned -22.68% Year-To-Date and 16.18% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Hedge Funds | -22.68% | -13.85% | -18.03% | 9.25% | 28.06% | 16.08% |
| Portfolio components: | ||||||
KKR KKR & Co. Inc. | -30.03% | -11.43% | -25.88% | 12.25% | 36.68% | 18.92% |
SMH VanEck Vectors Semiconductor ETF | -20.50% | -15.20% | -23.11% | -2.92% | 25.33% | 22.43% |
BX The Blackstone Group Inc. | -23.73% | -12.34% | -23.31% | 13.05% | 26.46% | 18.05% |
JEF Jefferies Financial Group Inc. | -45.05% | -27.61% | -34.86% | 3.94% | 35.41% | 11.22% |
AMP Ameriprise Financial, Inc. | -12.51% | -5.78% | -10.70% | 12.85% | 35.86% | 16.00% |
C Citigroup Inc. | -9.52% | -11.93% | 2.23% | 10.64% | 11.75% | 4.60% |
BAC Bank of America Corporation | -14.34% | -11.94% | -10.55% | 3.69% | 13.54% | 11.41% |
Monthly Returns
The table below presents the monthly returns of Hedge Funds, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.35% | -6.77% | -12.29% | -10.25% | -22.68% | ||||||||
| 2024 | 2.69% | 6.01% | 6.89% | -5.29% | 7.47% | 2.86% | 7.15% | 0.80% | 2.74% | 4.97% | 13.53% | -4.89% | 53.25% |
| 2023 | 19.02% | -1.76% | -7.17% | 0.31% | -1.08% | 7.48% | 8.00% | -3.20% | -1.84% | -7.39% | 19.03% | 11.28% | 45.72% |
| 2022 | -0.80% | -5.19% | -3.69% | -12.43% | 8.35% | -16.36% | 14.82% | -4.76% | -11.12% | 13.42% | 8.41% | -10.58% | -23.18% |
| 2021 | -1.00% | 13.83% | 6.71% | 8.20% | 3.06% | 0.97% | 2.37% | 6.67% | -3.00% | 14.20% | -3.30% | -0.50% | 57.60% |
| 2020 | 0.42% | -10.87% | -22.98% | 11.01% | 7.97% | 5.49% | 4.03% | 3.48% | -3.75% | 0.70% | 19.35% | 7.77% | 16.97% |
| 2019 | 16.98% | 1.73% | -0.68% | 10.85% | -10.26% | 11.31% | 5.67% | -6.32% | 6.77% | 5.48% | 6.12% | 3.80% | 60.71% |
| 2018 | 7.54% | -5.15% | -5.87% | -0.63% | 0.93% | 1.50% | 7.34% | -0.26% | 0.08% | -10.05% | 1.80% | -15.19% | -18.68% |
| 2017 | 4.30% | 7.31% | -0.28% | 0.74% | 0.33% | 4.12% | 3.72% | -1.93% | 5.87% | 3.33% | 1.34% | 1.92% | 34.99% |
| 2016 | -11.73% | -5.92% | 10.21% | 1.46% | 3.11% | -7.09% | 9.15% | 6.21% | -1.49% | -1.12% | 15.54% | 2.86% | 19.38% |
| 2015 | -3.25% | 4.98% | -1.66% | 2.65% | 3.54% | -1.66% | 1.25% | -10.63% | -5.52% | 5.29% | -1.48% | -4.49% | -11.57% |
| 2014 | -1.89% | 2.72% | 0.28% | -4.53% | 1.75% | 4.39% | -1.19% | 4.11% | -1.72% | 0.35% | 3.55% | 1.07% | 8.81% |
Expense Ratio
Hedge Funds has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Hedge Funds is 33, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
KKR KKR & Co. Inc. | 0.17 | 0.56 | 1.08 | 0.18 | 0.59 |
SMH VanEck Vectors Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.33 | -0.84 |
BX The Blackstone Group Inc. | 0.27 | 0.63 | 1.08 | 0.25 | 0.76 |
JEF Jefferies Financial Group Inc. | 0.16 | 0.49 | 1.08 | 0.14 | 0.48 |
AMP Ameriprise Financial, Inc. | 0.50 | 0.89 | 1.13 | 0.55 | 2.02 |
C Citigroup Inc. | 0.44 | 0.80 | 1.11 | 0.47 | 1.60 |
BAC Bank of America Corporation | 0.37 | 0.69 | 1.10 | 0.38 | 1.27 |
Dividends
Dividend yield
Hedge Funds provided a 2.15% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.15% | 1.58% | 2.79% | 3.07% | 1.84% | 2.18% | 2.85% | 3.11% | 2.34% | 2.55% | 3.71% | 2.56% |
| Portfolio components: | ||||||||||||
KKR KKR & Co. Inc. | 0.68% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% |
SMH VanEck Vectors Semiconductor ETF | 0.56% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
BX The Blackstone Group Inc. | 3.03% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.76% | 5.57% |
JEF Jefferies Financial Group Inc. | 3.27% | 1.66% | 7.42% | 3.67% | 2.22% | 2.50% | 6.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMP Ameriprise Financial, Inc. | 1.27% | 1.09% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% |
C Citigroup Inc. | 3.49% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% |
BAC Bank of America Corporation | 2.73% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
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 Hedge Funds. 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 Hedge Funds was 46.27%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Hedge Funds drawdown is 28.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 172 | Nov 24, 2020 | 195 |
| -42.92% | Apr 29, 2011 | 109 | Oct 3, 2011 | 335 | Feb 1, 2013 | 444 |
| -38.24% | Jul 17, 2015 | 145 | Feb 11, 2016 | 208 | Dec 7, 2016 | 353 |
| -34.53% | Nov 4, 2021 | 228 | Sep 30, 2022 | 303 | Dec 14, 2023 | 531 |
| -33.29% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current Hedge Funds volatility is 21.48%, 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
| SMH | BX | KKR | JEF | BAC | C | AMP | |
|---|---|---|---|---|---|---|---|
| SMH | 1.00 | 0.51 | 0.52 | 0.50 | 0.45 | 0.49 | 0.56 |
| BX | 0.51 | 1.00 | 0.68 | 0.52 | 0.48 | 0.50 | 0.56 |
| KKR | 0.52 | 0.68 | 1.00 | 0.53 | 0.48 | 0.51 | 0.57 |
| JEF | 0.50 | 0.52 | 0.53 | 1.00 | 0.65 | 0.66 | 0.68 |
| BAC | 0.45 | 0.48 | 0.48 | 0.65 | 1.00 | 0.82 | 0.70 |
| C | 0.49 | 0.50 | 0.51 | 0.66 | 0.82 | 1.00 | 0.71 |
| AMP | 0.56 | 0.56 | 0.57 | 0.68 | 0.70 | 0.71 | 1.00 |