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HR

Last updated Feb 21, 2024

RO

Asset Allocation


TLT 42.56%BRK-B 21.25%SMH 9.3%VBR 5%VOO 4.7%SPYG 4.67%FSCSX 3.99%FZROX 3.93%FSPGX 3.9%BondBondEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

42.56%

BRK-B
Berkshire Hathaway Inc.
Financial Services

21.25%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

9.30%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

5%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

4.70%

SPYG
SPDR Portfolio S&P 500 Growth ETF
Large Cap Growth Equities

4.67%

FSCSX
Fidelity Select Software & IT Services Portfolio
Technology Equities

3.99%

FZROX
Fidelity ZERO Total Market Index Fund
Large Cap Blend Equities

3.93%

FSPGX
Fidelity Large Cap Growth Index Fund
Large Cap Growth Equities

3.90%

VONG
Vanguard Russell 1000 Growth ETF
Large Cap Blend Equities

0.70%

Performance

The chart shows the growth of an initial investment of $10,000 in HR, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
11.60%
13.40%
HR
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZROX

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
HR2.72%3.14%11.60%16.26%9.87%N/A
FSCSX
Fidelity Select Software & IT Services Portfolio
3.72%1.16%22.91%43.11%18.81%17.31%
FSPGX
Fidelity Large Cap Growth Index Fund
6.34%3.19%19.27%38.21%18.30%N/A
FZROX
Fidelity ZERO Total Market Index Fund
4.09%3.04%14.40%22.38%13.59%N/A
SMH
VanEck Vectors Semiconductor ETF
13.10%5.66%33.06%63.92%34.08%28.18%
SPYG
SPDR Portfolio S&P 500 Growth ETF
6.84%3.45%15.48%30.89%15.42%13.94%
VONG
Vanguard Russell 1000 Growth ETF
6.33%3.21%19.27%38.13%18.25%15.42%
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
BRK-B
Berkshire Hathaway Inc.
14.16%10.94%16.14%32.09%14.71%13.69%
TLT
iShares 20+ Year Treasury Bond ETF
-5.81%-1.01%1.51%-6.11%-3.00%1.03%
VBR
Vanguard Small-Cap Value ETF
-0.41%2.22%10.80%5.64%8.47%8.44%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.65%
20231.14%-1.48%-5.84%-3.95%9.60%5.96%

Sharpe Ratio

The current HR Sharpe ratio is 1.46. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.46

The Sharpe ratio of HR lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.46
1.75
HR
Benchmark (^GSPC)
Portfolio components

Dividend yield

HR granted a 2.20% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
HR2.20%2.12%2.05%1.31%1.29%2.39%2.10%1.88%1.69%2.00%2.02%2.12%
FSCSX
Fidelity Select Software & IT Services Portfolio
7.45%7.72%9.06%6.54%5.10%12.70%6.20%7.15%3.98%5.22%10.43%4.72%
FSPGX
Fidelity Large Cap Growth Index Fund
0.69%0.73%0.86%2.22%1.76%1.04%1.47%1.22%0.29%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.31%1.36%1.57%1.25%1.27%1.51%0.74%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.53%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
SPYG
SPDR Portfolio S&P 500 Growth ETF
1.08%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%
VONG
Vanguard Russell 1000 Growth ETF
0.66%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
3.64%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
VBR
Vanguard Small-Cap Value ETF
2.12%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Expense Ratio

The HR features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.67%
0.00%2.15%
0.35%
0.00%2.15%
0.15%
0.00%2.15%
0.08%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%
0.00%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FSCSX
Fidelity Select Software & IT Services Portfolio
2.26
FSPGX
Fidelity Large Cap Growth Index Fund
2.46
FZROX
Fidelity ZERO Total Market Index Fund
1.71
SMH
VanEck Vectors Semiconductor ETF
2.33
SPYG
SPDR Portfolio S&P 500 Growth ETF
2.28
VONG
Vanguard Russell 1000 Growth ETF
2.45
VOO
Vanguard S&P 500 ETF
1.91
BRK-B
Berkshire Hathaway Inc.
2.41
TLT
iShares 20+ Year Treasury Bond ETF
-0.30
VBR
Vanguard Small-Cap Value ETF
0.31

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TLTBRK-BVBRSMHFSCSXVONGFSPGXSPYGVOOFZROX
TLT1.00-0.23-0.19-0.11-0.05-0.07-0.07-0.08-0.14-0.14
BRK-B-0.231.000.710.470.490.550.550.590.710.70
VBR-0.190.711.000.620.620.670.670.680.820.85
SMH-0.110.470.621.000.770.820.820.820.790.80
FSCSX-0.050.490.620.771.000.940.940.920.870.88
VONG-0.070.550.670.820.941.000.990.990.940.93
FSPGX-0.070.550.670.820.940.991.000.980.940.94
SPYG-0.080.590.680.820.920.990.981.000.950.94
VOO-0.140.710.820.790.870.940.940.951.000.99
FZROX-0.140.700.850.800.880.930.940.940.991.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-4.82%
-1.08%
HR
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HR. 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 HR was 27.72%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current HR drawdown is 4.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.72%Dec 28, 2021206Oct 20, 2022
-17.06%Feb 20, 202020Mar 18, 202053Jun 3, 202073
-9.39%Aug 30, 201880Dec 24, 201855Mar 15, 2019135
-6.75%Sep 3, 202041Oct 30, 202011Nov 16, 202052
-4.89%Feb 16, 202113Mar 4, 202124Apr 8, 202137

Volatility Chart

The current HR volatility is 2.98%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
2.98%
3.37%
HR
Benchmark (^GSPC)
Portfolio components
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