Asset Allocation
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Find the right asset allocation for HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS stock
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS stock, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS stock | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.44% | 3.98% | 7.92% | 0.47% | 10.14% | 4.50% | 2.93% | -0.16% | -4.64% | 0.72% | 12.01% | 3.95% | 58.73% |
| 2022 | -8.76% | -4.92% | 5.24% | -0.14% | 1.61% | -2.54% | 8.50% | -0.67% | -2.00% | -5.91% | 10.96% | -5.20% | -5.61% |
Benchmark Metrics
HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS stock has an annualized alpha of 23.40%, beta of 0.70, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since January 03, 2022.
- This portfolio captured 116.40% of S&P 500 Index gains but only 51.02% of its losses - a favorable profile for investors.
- Beta of 0.70 may look defensive, but with R2 of 0.45 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.45 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 23.40%
- Beta
- 0.70
- R²
- 0.45
- Upside Capture
- 116.40%
- Downside Capture
- 51.02%
Return for Risk
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Dividends
Dividend yield
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 HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS stock. 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 ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS stock was 14.95%, occurring on Oct 27, 2022. Recovery took 69 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -14.95%Oct 2022 | 2mo 12d | 3mo 8d | 5mo 20dAug 2022 - Feb 2023 |
Bear market2022 | -13.89%Mar 2022 | 2mo 11d | 4mo 27d | 7mo 8dJan 2022 - Aug 2022 |
2023 pullback2023 | -6.13%Oct 2023 | 2mo 17d | 1mo 3d | 3mo 20dJul 2023 - Nov 2023 |
2023 pullback2023 | -4.33%Apr 2023 | 22d | 3d | 25dApr 2023 - Apr 2023 |
2023 pullback2023 | -3.24%Mar 2023 | 1mo 5d | 6d | 1mo 11dFeb 2023 - Mar 2023 |
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 0 assets, with an effective number of assets of 0.00, reflecting the diversification based on asset allocation. null
Diversification Ratio
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Not enough data to calculate this metric.
HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS stock correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2022 | 0.62 |
Find what HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS stock is missing
See which holdings overlap, where HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS stock is concentrated, and which low-correlation assets could fill the gaps.
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