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HH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

HH

Currency in USD · Last updated May 15, 2025

Asset Allocation

MSFT 11.11%AAPL 11.11%HESAY 11.11%RNMBY 11.11%ARM 11.11%VIST 11.11%GE 11.11%LDOS 11.11%PGR 11.11%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
11.11%
ARM
Arm Holdings plc American Depositary Shares		Technology
11.11%
GE
General Electric Company		Industrials
11.11%
HESAY
Hermes International SA		Consumer Cyclical
11.11%
LDOS
Leidos Holdings, Inc.		Technology
11.11%
MSFT
Microsoft Corporation		Technology
11.11%
PGR
The Progressive Corporation		Financial Services
11.11%
RNMBY
Rheinmetall AG ADR		Industrials
11.11%
VIST
Vista Oil & Gas, S.A.B. de C.V.		Energy
11.11%

Performance

Performance Chart

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The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of ARM

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.19%9.00%-1.55%12.31%15.59%10.78%
HH27.03%13.19%24.74%40.22%N/AN/A
Portfolio components:
MSFT
Microsoft Corporation		7.67%16.79%6.95%9.56%20.98%27.00%
AAPL
Apple Inc		-15.01%4.98%-5.45%13.81%23.31%22.15%
HESAY
Hermes International SA		20.90%10.58%36.24%15.71%32.84%24.54%
RNMBY
Rheinmetall AG ADR		181.66%9.50%195.51%220.91%99.95%47.51%
ARM
Arm Holdings plc American Depositary Shares		8.18%27.02%-1.21%14.40%N/AN/A
VIST
Vista Oil & Gas, S.A.B. de C.V.		-5.03%25.77%7.53%10.40%73.55%N/A
GE
General Electric Company		34.09%20.02%22.04%40.46%53.13%7.06%
LDOS
Leidos Holdings, Inc.		6.57%7.05%-20.82%5.53%11.15%19.71%
PGR
The Progressive Corporation		18.45%-0.14%8.59%32.94%32.34%29.35%
*Annualized

Monthly Returns

The table below presents the monthly returns of HH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20259.76%2.15%0.93%4.20%7.73%27.03%
20243.98%21.63%4.87%-0.86%6.79%2.68%-0.28%6.98%-0.26%-1.36%4.54%-3.11%53.27%
2023-4.07%2.39%10.99%3.35%12.67%

Expense Ratio

HH has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, HH is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of HH is 9494
Overall Rank
The Sharpe Ratio Rank of HH is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of HH is 9393
Sortino Ratio Rank
The Omega Ratio Rank of HH is 9494
Omega Ratio Rank
The Calmar Ratio Rank of HH is 9595
Calmar Ratio Rank
The Martin Ratio Rank of HH is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		0.300.761.100.430.96
AAPL
Apple Inc		0.380.851.120.441.44
HESAY
Hermes International SA		0.511.041.130.801.96
RNMBY
Rheinmetall AG ADR		4.804.861.6712.1628.82
ARM
Arm Holdings plc American Depositary Shares		0.250.811.100.260.51
VIST
Vista Oil & Gas, S.A.B. de C.V.		0.150.771.090.341.07
GE
General Electric Company		1.111.651.251.915.96
LDOS
Leidos Holdings, Inc.		0.170.461.070.160.30
PGR
The Progressive Corporation		1.471.861.262.746.91

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

HH Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 1.81
  • All Time: 2.97

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of HH compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

HH provided a 0.67% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.67%0.60%0.58%0.69%1.35%1.02%1.17%1.77%1.48%4.65%1.75%2.05%
Portfolio components:
MSFT
Microsoft Corporation		0.88%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
AAPL
Apple Inc		0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
HESAY
Hermes International SA		0.50%1.13%0.65%0.57%0.31%0.82%0.68%0.91%0.77%0.91%2.53%1.03%
RNMBY
Rheinmetall AG ADR		0.85%0.95%1.48%1.83%2.56%2.43%2.04%2.37%1.21%1.99%0.49%1.25%
ARM
Arm Holdings plc American Depositary Shares		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIST
Vista Oil & Gas, S.A.B. de C.V.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GE
General Electric Company		0.54%0.67%0.25%0.38%0.34%0.37%0.36%4.89%4.81%2.94%2.95%3.52%
LDOS
Leidos Holdings, Inc.		1.02%1.07%1.35%1.37%1.57%1.29%1.35%2.43%1.98%29.17%3.41%2.94%
PGR
The Progressive Corporation		1.76%0.48%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the HH. 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 HH was 14.91%, occurring on Apr 8, 2025. Recovery took 15 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.91%Mar 18, 202516Apr 8, 202515Apr 30, 202531
-10.96%Jul 15, 202416Aug 5, 202414Aug 23, 202430
-7.4%Apr 9, 20249Apr 19, 202411May 6, 202420
-6.29%Sep 3, 20244Sep 6, 202420Oct 4, 202424
-5.6%Sep 15, 202313Oct 3, 202322Nov 2, 202335

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCPGRRNMBYVISTLDOSHESAYAAPLGEARMMSFTPortfolio
^GSPC1.000.100.140.270.390.430.560.590.640.710.75
PGR0.101.000.110.070.180.050.000.22-0.030.040.23
RNMBY0.140.111.000.040.120.11-0.040.180.060.060.38
VIST0.270.070.041.000.130.190.190.240.210.200.47
LDOS0.390.180.120.131.000.110.130.350.190.180.39
HESAY0.430.050.110.190.111.000.300.230.310.370.48
AAPL0.560.00-0.040.190.130.301.000.240.360.480.45
GE0.590.220.180.240.350.230.241.000.350.370.58
ARM0.64-0.030.060.210.190.310.360.351.000.480.74
MSFT0.710.040.060.200.180.370.480.370.481.000.58
Portfolio0.750.230.380.470.390.480.450.580.740.581.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2023