Hedge Funds & ETF
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Hedge Funds & ETF, 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 May 3, 2012, corresponding to the inception date of CG
Returns
As of Dec 9, 2023, the Hedge Funds & ETF returned 39.75% Year-To-Date and 17.63% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Hedge Funds & ETF | 39.75% | 11.16% | 17.33% | 35.62% | 27.01% | 17.83% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 47.92% | 5.16% | 10.94% | 39.10% | 20.28% | 17.41% |
SMH VanEck Vectors Semiconductor ETF | 60.13% | 7.30% | 10.65% | 49.87% | 33.30% | 26.46% |
BLK BlackRock, Inc. | 8.12% | 14.47% | 10.34% | 8.92% | 16.67% | 12.38% |
BX The Blackstone Group Inc. | 57.13% | 13.52% | 29.75% | 47.47% | 34.25% | 21.36% |
AMP Ameriprise Financial, Inc. | 16.72% | 7.59% | 14.66% | 12.49% | 27.95% | 15.31% |
MS Morgan Stanley | 0.53% | 8.31% | -2.50% | -3.63% | 18.39% | 13.11% |
KKR KKR & Co. Inc. | 67.63% | 23.60% | 40.18% | 61.21% | 31.47% | 15.87% |
ITB iShares U.S. Home Construction ETF | 55.02% | 14.91% | 18.89% | 54.09% | 25.20% | 15.77% |
IYW iShares U.S. Technology ETF | 59.55% | 6.66% | 14.03% | 51.65% | 24.20% | 19.62% |
CG The Carlyle Group Inc. | 29.38% | 24.14% | 25.64% | 32.58% | 20.74% | 7.56% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.20% | 8.88% | 6.88% | -2.48% | -4.71% | -6.74% | 18.83% |
Dividend yield
Hedge Funds & ETF granted a 1.86% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Hedge Funds & ETF | 1.86% | 2.44% | 1.29% | 1.65% | 2.48% | 3.47% | 2.62% | 3.45% | 5.52% | 3.13% | 2.39% | 2.64% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.55% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% | 1.26% |
SMH VanEck Vectors Semiconductor ETF | 1.48% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% | 7.44% |
BLK BlackRock, Inc. | 2.69% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% | 2.90% |
BX The Blackstone Group Inc. | 2.95% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.74% | 3.75% | 3.34% |
AMP Ameriprise Financial, Inc. | 1.48% | 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 | 3.95% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% | 1.05% |
KKR KKR & Co. Inc. | 0.84% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% | 5.52% |
ITB iShares U.S. Home Construction ETF | 0.55% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% | 0.62% |
IYW iShares U.S. Technology ETF | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.14% | 1.12% | 1.13% | 1.06% | 0.94% |
CG The Carlyle Group Inc. | 3.72% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% | 6.84% | 3.73% | 1.04% |
Expense Ratio
The Hedge Funds & ETF features an expense ratio of 0.14%, 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 2.18 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.90 | ||||
BLK BlackRock, Inc. | 0.37 | ||||
BX The Blackstone Group Inc. | 1.44 | ||||
AMP Ameriprise Financial, Inc. | 0.50 | ||||
MS Morgan Stanley | -0.08 | ||||
KKR KKR & Co. Inc. | 2.01 | ||||
ITB iShares U.S. Home Construction ETF | 2.26 | ||||
IYW iShares U.S. Technology ETF | 2.55 | ||||
CG The Carlyle Group Inc. | 0.95 |
Asset Correlations Table
| ITB | CG | MS | BX | KKR | SMH | AMP | BLK | IYW | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|
| ITB | 1.00 | 0.44 | 0.46 | 0.48 | 0.47 | 0.50 | 0.53 | 0.53 | 0.53 | 0.55 |
| CG | 0.44 | 1.00 | 0.49 | 0.61 | 0.63 | 0.45 | 0.50 | 0.51 | 0.49 | 0.50 |
| MS | 0.46 | 0.49 | 1.00 | 0.53 | 0.54 | 0.53 | 0.74 | 0.68 | 0.53 | 0.54 |
| BX | 0.48 | 0.61 | 0.53 | 1.00 | 0.68 | 0.51 | 0.55 | 0.57 | 0.55 | 0.56 |
| KKR | 0.47 | 0.63 | 0.54 | 0.68 | 1.00 | 0.52 | 0.57 | 0.55 | 0.56 | 0.57 |
| SMH | 0.50 | 0.45 | 0.53 | 0.51 | 0.52 | 1.00 | 0.57 | 0.59 | 0.84 | 0.82 |
| AMP | 0.53 | 0.50 | 0.74 | 0.55 | 0.57 | 0.57 | 1.00 | 0.72 | 0.57 | 0.59 |
| BLK | 0.53 | 0.51 | 0.68 | 0.57 | 0.55 | 0.59 | 0.72 | 1.00 | 0.62 | 0.64 |
| IYW | 0.53 | 0.49 | 0.53 | 0.55 | 0.56 | 0.84 | 0.57 | 0.62 | 1.00 | 0.97 |
| QQQ | 0.55 | 0.50 | 0.54 | 0.56 | 0.57 | 0.82 | 0.59 | 0.64 | 0.97 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Hedge Funds & ETF. 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 & ETF was 41.86%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.86% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -36.8% | Nov 17, 2021 | 229 | Oct 14, 2022 | — | — | — |
| -33.01% | May 29, 2015 | 179 | Feb 11, 2016 | 209 | Dec 8, 2016 | 388 |
| -27.65% | Jan 29, 2018 | 229 | Dec 24, 2018 | 85 | Apr 29, 2019 | 314 |
| -11.65% | May 4, 2012 | 21 | Jun 4, 2012 | 43 | Aug 3, 2012 | 64 |
Volatility Chart
The current Hedge Funds & ETF volatility is 4.88%, 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.