HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY
RISK ON : 100% NASDAQ RISK OFF : 100% CASH
Asset Allocation
Asset allocation is not available
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY, 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
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY | 13.81% | 0.00% | 5.38% | 31.72% | 33.23% | 26.12% |
| Portfolio components: | ||||||
Monthly Returns
The table below presents the monthly returns of HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY, 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 | 1.03% | 5.29% | 1.17% | -0.51% | 13.81% | ||||||||
| 2023 | 6.13% | 2.81% | 6.38% | 0.49% | 7.61% | 5.97% | 3.17% | 0.60% | -3.34% | -0.97% | 10.67% | 5.51% | 54.32% |
| 2022 | -8.25% | -4.53% | 6.32% | 0.00% | 2.06% | -2.58% | 9.92% | -0.51% | -2.33% | -4.89% | 8.47% | -5.69% | -3.79% |
| 2021 | 0.29% | -0.12% | 0.30% | 5.88% | -1.26% | 6.34% | 2.78% | 4.16% | -0.91% | 7.34% | 1.80% | 1.34% | 31.21% |
| 2020 | 2.96% | 0.98% | -7.40% | 9.53% | 6.17% | 9.74% | 7.37% | 11.05% | -4.21% | -0.69% | 10.68% | 5.05% | 62.03% |
| 2019 | 9.11% | 2.76% | 3.96% | 5.46% | -3.76% | 6.23% | 2.32% | 1.64% | 0.76% | -0.21% | 3.96% | 3.92% | 41.98% |
| 2018 | 8.35% | 1.15% | 2.32% | 2.27% | 5.48% | 1.05% | 2.72% | 5.84% | -0.35% | -5.52% | -3.39% | -4.20% | 15.81% |
| 2017 | 5.20% | 4.17% | 1.99% | 2.71% | 3.68% | -2.45% | 4.13% | 0.60% | -0.16% | 4.50% | 1.87% | 0.48% | 29.92% |
| 2016 | -5.19% | -1.82% | 6.73% | -3.18% | 4.21% | -2.35% | 7.07% | 0.86% | 2.19% | -1.53% | 0.20% | 1.10% | 7.76% |
| 2015 | -2.36% | 5.00% | -3.60% | 1.86% | 2.13% | -2.47% | 4.37% | -5.55% | 1.15% | 11.19% | -1.29% | -3.13% | 6.30% |
| 2014 | -1.41% | 3.77% | -2.72% | 0.19% | 4.32% | 3.01% | 1.12% | 4.88% | -0.81% | 8.67% | 4.32% | -4.87% | 21.58% |
| 2013 | 2.65% | -0.73% | 2.14% | 2.44% | 3.27% | -4.81% | 6.21% | -0.45% | 2.82% | 3.09% | 3.26% | 2.99% | 24.91% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY is 92, placing it in the top 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY. 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 HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY was 32.31%, occurring on Dec 1, 2008. Recovery took 236 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.31% | Jan 2, 2008 | 232 | Dec 1, 2008 | 236 | Nov 6, 2009 | 468 |
| -17.6% | Nov 4, 2015 | 66 | Feb 9, 2016 | 124 | Aug 5, 2016 | 190 |
| -17.29% | Feb 20, 2020 | 25 | Mar 25, 2020 | 45 | May 29, 2020 | 70 |
| -15.44% | Aug 30, 2018 | 86 | Jan 3, 2019 | 49 | Mar 15, 2019 | 135 |
| -14.76% | Aug 16, 2022 | 61 | Nov 9, 2022 | 57 | Feb 2, 2023 | 118 |
Volatility
Volatility Chart
The current HL CAPITAL - US TECHNOLOGY OPTIMISED STRATEGY volatility is 3.38%, 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.