HH
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Apple Inc | Technology | 11.11% |
Arm Holdings plc American Depositary Shares | Technology | 11.11% |
General Electric Company | Industrials | 11.11% |
Hermes International SA | Consumer Cyclical | 11.11% |
Leidos Holdings, Inc. | Technology | 11.11% |
Microsoft Corporation | Technology | 11.11% |
The Progressive Corporation | Financial Services | 11.11% |
Rheinmetall AG ADR | Industrials | 11.11% |
Vista Oil & Gas, S.A.B. de C.V. | Energy | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HH, 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 Sep 14, 2023, corresponding to the inception date of ARM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
HH | 56.31% | 2.10% | 18.82% | 81.03% | N/A | N/A |
Portfolio components: | ||||||
Microsoft Corporation | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
Hermes International SA | 9.65% | -7.58% | -3.51% | 24.89% | 27.28% | 24.24% |
Rheinmetall AG ADR | 68.56% | -1.68% | -3.37% | 86.31% | 38.99% | 33.37% |
Arm Holdings plc American Depositary Shares | 109.16% | 7.96% | 55.29% | 228.12% | N/A | N/A |
Vista Oil & Gas, S.A.B. de C.V. | 71.64% | 10.18% | 17.38% | 79.67% | 59.78% | N/A |
General Electric Company | 71.72% | -6.11% | 7.90% | 99.71% | 29.12% | 5.15% |
Leidos Holdings, Inc. | 73.10% | 16.37% | 33.23% | 104.83% | 18.33% | 23.79% |
The Progressive Corporation | 52.70% | -3.71% | 16.15% | 56.73% | 31.29% | 28.02% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 4.10% | 21.51% | 4.87% | -0.82% | 6.79% | 2.64% | -0.20% | 6.94% | -0.31% | 56.31% | |||
2023 | -4.00% | 2.28% | 11.07% | 3.31% | 12.67% |
Expense Ratio
HH has an expense ratio of 0.00%, indicating no management fees are charged. 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 risk-adjusted rank of HH is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
Hermes International SA | 0.96 | 1.58 | 1.20 | 1.34 | 2.91 |
Rheinmetall AG ADR | 2.82 | 3.32 | 1.45 | 5.36 | 12.09 |
Arm Holdings plc American Depositary Shares | 2.49 | 3.09 | 1.41 | 5.17 | 11.65 |
Vista Oil & Gas, S.A.B. de C.V. | 1.68 | 2.43 | 1.29 | 3.33 | 11.24 |
General Electric Company | 3.63 | 4.08 | 1.61 | 10.22 | 35.75 |
Leidos Holdings, Inc. | 5.19 | 7.87 | 2.16 | 13.60 | 43.52 |
The Progressive Corporation | 2.95 | 3.86 | 1.52 | 8.30 | 23.16 |
Dividends
Dividend yield
HH provided a 0.58% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
HH | 0.58% | 0.58% | 0.69% | 1.36% | 1.02% | 1.17% | 1.77% | 1.48% | 4.64% | 1.76% | 2.05% | 2.35% |
Portfolio components: | ||||||||||||
Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Hermes International SA | 1.17% | 0.65% | 0.58% | 0.31% | 0.82% | 0.69% | 0.90% | 0.76% | 0.90% | 2.60% | 1.01% | 0.90% |
Rheinmetall AG ADR | 1.15% | 1.48% | 1.83% | 2.57% | 2.46% | 2.03% | 2.37% | 1.24% | 1.99% | 0.51% | 1.26% | 3.74% |
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% |
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% |
General Electric Company | 0.52% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% | 2.81% |
Leidos Holdings, Inc. | 0.82% | 1.35% | 1.37% | 1.57% | 1.29% | 1.35% | 2.43% | 1.98% | 29.17% | 3.41% | 2.94% | 7.91% |
The Progressive Corporation | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.87% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
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 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 11.05%, occurring on Aug 5, 2024. Recovery took 14 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-11.05% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
-7.38% | Apr 9, 2024 | 9 | Apr 19, 2024 | 11 | May 6, 2024 | 20 |
-6.26% | Sep 3, 2024 | 4 | Sep 6, 2024 | 20 | Oct 4, 2024 | 24 |
-5.57% | Sep 15, 2023 | 13 | Oct 3, 2023 | 10 | Oct 17, 2023 | 23 |
-3.56% | Oct 18, 2023 | 3 | Oct 20, 2023 | 9 | Nov 2, 2023 | 12 |
Volatility
Volatility Chart
The current HH volatility is 3.67%, 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
PGR | RNMBY | VIST | LDOS | HESAY | AAPL | ARM | MSFT | GE | |
---|---|---|---|---|---|---|---|---|---|
PGR | 1.00 | 0.05 | 0.10 | 0.07 | 0.06 | -0.04 | -0.06 | 0.08 | 0.16 |
RNMBY | 0.05 | 1.00 | 0.13 | 0.19 | 0.23 | 0.04 | 0.13 | 0.06 | 0.21 |
VIST | 0.10 | 0.13 | 1.00 | 0.14 | 0.13 | 0.09 | 0.16 | 0.11 | 0.22 |
LDOS | 0.07 | 0.19 | 0.14 | 1.00 | 0.12 | 0.09 | 0.12 | 0.19 | 0.32 |
HESAY | 0.06 | 0.23 | 0.13 | 0.12 | 1.00 | 0.18 | 0.24 | 0.28 | 0.20 |
AAPL | -0.04 | 0.04 | 0.09 | 0.09 | 0.18 | 1.00 | 0.35 | 0.46 | 0.20 |
ARM | -0.06 | 0.13 | 0.16 | 0.12 | 0.24 | 0.35 | 1.00 | 0.41 | 0.30 |
MSFT | 0.08 | 0.06 | 0.11 | 0.19 | 0.28 | 0.46 | 0.41 | 1.00 | 0.32 |
GE | 0.16 | 0.21 | 0.22 | 0.32 | 0.20 | 0.20 | 0.30 | 0.32 | 1.00 |