HR
RO
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZROX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| HR | 8.90% | -0.14% | 7.90% | 13.92% | 9.26% | N/A |
| Portfolio components: | ||||||
FSCSX Fidelity Select Software & IT Services Portfolio | -2.33% | -1.27% | -5.57% | 12.47% | 13.82% | 16.65% |
FSPGX Fidelity Large Cap Growth Index Fund | 15.90% | -4.39% | 11.48% | 26.22% | 17.48% | N/A |
FZROX Fidelity ZERO Total Market Index Fund | 13.24% | -0.58% | 10.90% | 20.22% | 13.53% | N/A |
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 34.52% | 28.86% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 18.87% | -4.25% | 13.81% | 25.36% | 15.26% | 14.34% |
VONG Vanguard Russell 1000 Growth ETF | 15.86% | -4.37% | 11.47% | 26.27% | 17.42% | 15.73% |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.62% |
BRK-B Berkshire Hathaway Inc. | 21.49% | 5.61% | 12.43% | 24.04% | 15.64% | 12.96% |
TLT iShares 20+ Year Treasury Bond ETF | -4.82% | -0.63% | 0.36% | -3.43% | -4.63% | 0.21% |
VBR Vanguard Small-Cap Value ETF | 8.80% | 6.99% | 9.89% | 15.33% | 10.24% | 8.83% |
Monthly Returns
The table below presents the monthly returns of HR, 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 | 1.60% | 3.38% | 2.26% | -5.72% | 4.45% | 2.31% | 8.90% | ||||||
| 2023 | 7.03% | -2.94% | 4.26% | 1.14% | 0.11% | 3.85% | 1.14% | -1.48% | -5.84% | -3.95% | 9.60% | 5.96% | 19.18% |
| 2022 | -3.41% | -1.07% | 0.97% | -9.80% | -1.08% | -7.30% | 7.47% | -5.40% | -8.49% | 1.97% | 7.98% | -4.43% | -21.87% |
| 2021 | -1.66% | 0.24% | 0.30% | 4.20% | 1.41% | 2.35% | 2.20% | 1.52% | -3.94% | 4.70% | 1.17% | 1.89% | 15.01% |
| 2020 | 3.06% | -1.10% | -3.50% | 6.06% | 1.36% | 1.12% | 6.27% | 3.13% | -1.58% | -3.03% | 8.68% | 1.84% | 23.80% |
| 2019 | 3.63% | 0.87% | 2.94% | 2.89% | -2.50% | 4.87% | 0.30% | 3.73% | -0.05% | 1.22% | 2.07% | 1.36% | 23.27% |
| 2018 | 2.40% | -0.82% | -5.46% | 2.87% | -1.80% | -3.01% |
Expense Ratio
HR has an expense ratio of 0.13%, which is considered low compared to other funds. 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 rank of HR is 23, indicating that it is in the bottom 23% 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 | |
|---|---|---|---|---|---|
FSCSX Fidelity Select Software & IT Services Portfolio | 0.57 | 0.84 | 1.11 | 0.58 | 1.76 |
FSPGX Fidelity Large Cap Growth Index Fund | 1.62 | 2.21 | 1.29 | 1.62 | 8.58 |
FZROX Fidelity ZERO Total Market Index Fund | 1.63 | 2.29 | 1.29 | 1.42 | 5.99 |
SMH VanEck Vectors Semiconductor ETF | 1.79 | 2.36 | 1.30 | 3.28 | 8.79 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 1.63 | 2.26 | 1.29 | 1.17 | 8.85 |
VONG Vanguard Russell 1000 Growth ETF | 1.62 | 2.21 | 1.29 | 1.61 | 8.48 |
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
BRK-B Berkshire Hathaway Inc. | 1.98 | 2.86 | 1.34 | 2.36 | 7.03 |
TLT iShares 20+ Year Treasury Bond ETF | -0.31 | -0.32 | 0.96 | -0.11 | -0.63 |
VBR Vanguard Small-Cap Value ETF | 0.91 | 1.41 | 1.16 | 0.93 | 2.86 |
Dividends
Dividend yield
HR granted a 2.35% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HR | 2.35% | 2.12% | 2.05% | 1.31% | 1.29% | 2.39% | 2.10% | 1.88% | 1.69% | 2.00% | 2.02% | 2.12% |
| Portfolio components: | ||||||||||||
FSCSX Fidelity Select Software & IT Services Portfolio | 9.94% | 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 | 0.48% | 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 | 1.20% | 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 | 0.44% | 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 | 0.80% | 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 | 0.65% | 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 | 1.34% | 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 | 3.85% | 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 | 2.06% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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. Recovery took 407 trading sessions.
The current HR drawdown is 3.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.72% | Dec 28, 2021 | 206 | Oct 20, 2022 | 407 | Jun 5, 2024 | 613 |
| -17.06% | Feb 20, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
| -9.39% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -6.75% | Sep 3, 2020 | 41 | Oct 30, 2020 | 11 | Nov 16, 2020 | 52 |
| -4.89% | Feb 16, 2021 | 13 | Mar 4, 2021 | 24 | Apr 8, 2021 | 37 |
Volatility
Volatility Chart
The current HR volatility is 3.50%, 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
| TLT | BRK-B | VBR | SMH | FSCSX | VONG | FSPGX | SPYG | VOO | FZROX | |
|---|---|---|---|---|---|---|---|---|---|---|
| TLT | 1.00 | -0.20 | -0.16 | -0.10 | -0.04 | -0.06 | -0.06 | -0.07 | -0.11 | -0.11 |
| BRK-B | -0.20 | 1.00 | 0.70 | 0.43 | 0.48 | 0.53 | 0.53 | 0.56 | 0.69 | 0.68 |
| VBR | -0.16 | 0.70 | 1.00 | 0.60 | 0.61 | 0.65 | 0.65 | 0.66 | 0.80 | 0.84 |
| SMH | -0.10 | 0.43 | 0.60 | 1.00 | 0.75 | 0.82 | 0.82 | 0.82 | 0.78 | 0.79 |
| FSCSX | -0.04 | 0.48 | 0.61 | 0.75 | 1.00 | 0.93 | 0.93 | 0.91 | 0.86 | 0.87 |
| VONG | -0.06 | 0.53 | 0.65 | 0.82 | 0.93 | 1.00 | 1.00 | 0.99 | 0.94 | 0.93 |
| FSPGX | -0.06 | 0.53 | 0.65 | 0.82 | 0.93 | 1.00 | 1.00 | 0.99 | 0.94 | 0.94 |
| SPYG | -0.07 | 0.56 | 0.66 | 0.82 | 0.91 | 0.99 | 0.99 | 1.00 | 0.95 | 0.94 |
| VOO | -0.11 | 0.69 | 0.80 | 0.78 | 0.86 | 0.94 | 0.94 | 0.95 | 1.00 | 0.99 |
| FZROX | -0.11 | 0.68 | 0.84 | 0.79 | 0.87 | 0.93 | 0.94 | 0.94 | 0.99 | 1.00 |