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HR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
BRK-B
Berkshire Hathaway Inc.
Financial Services
21.25%
FSCSX
Fidelity Select Software & IT Services Portfolio
Technology Equities
3.99%
FSPGX
Fidelity Large Cap Growth Index Fund
Large Cap Growth Equities
3.90%
FZROX
Fidelity ZERO Total Market Index Fund
Large Cap Blend Equities
3.93%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
9.30%
SPYG
SPDR Portfolio S&P 500 Growth ETF
Large Cap Growth Equities
4.67%
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds
42.56%
VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities
5%
VONG
Vanguard Russell 1000 Growth ETF
Large Cap Blend Equities
0.70%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
4.70%

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.78%
10.43%
HR
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
26.63%1.18%10.44%27.03%13.30%11.23%
HR12.68%-1.85%2.78%13.03%7.98%N/A
FSCSX
Fidelity Select Software & IT Services Portfolio
2.53%-7.74%6.02%2.31%7.49%9.56%
FSPGX
Fidelity Large Cap Growth Index Fund
37.80%5.42%14.28%37.96%19.68%N/A
FZROX
Fidelity ZERO Total Market Index Fund
27.10%0.54%11.77%27.44%14.44%N/A
SMH
VanEck Vectors Semiconductor ETF
42.52%1.88%-4.79%43.83%29.87%27.69%
SPYG
SPDR Portfolio S&P 500 Growth ETF
39.13%4.41%12.69%39.26%17.53%15.32%
VONG
Vanguard Russell 1000 Growth ETF
36.31%4.35%13.08%36.49%19.38%16.80%
VOO
Vanguard S&P 500 ETF
26.92%0.27%9.97%27.36%14.83%13.12%
BRK-B
Berkshire Hathaway Inc.
28.60%-3.76%11.60%28.67%15.20%11.75%
TLT
iShares 20+ Year Treasury Bond ETF
-7.87%-2.48%-5.19%-7.49%-6.25%-1.00%
VBR
Vanguard Small-Cap Value ETF
12.72%-6.63%10.52%12.49%9.95%8.64%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.60%3.38%2.26%-5.79%4.45%2.31%3.04%3.08%0.70%-3.05%4.45%12.68%
20237.03%-2.94%4.26%1.13%0.11%3.85%1.14%-1.48%-5.84%-3.95%9.60%5.64%18.81%
2022-3.41%-1.07%0.97%-9.93%-1.07%-7.30%7.47%-5.40%-8.49%1.97%7.98%-4.58%-22.10%
2021-1.66%0.24%0.30%4.13%1.41%2.35%2.20%1.52%-3.94%4.70%1.17%1.69%14.71%
20203.06%-1.10%-3.50%5.95%1.36%1.12%6.27%3.13%-1.58%-3.03%8.68%1.71%23.51%
20193.63%0.87%2.94%2.48%-2.49%4.87%0.30%3.73%-0.05%1.22%2.07%1.24%22.64%
20182.40%-0.82%-5.46%2.87%-1.93%-3.14%

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.


Expense ratio chart for FSCSX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SPYG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for FZROX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HR is 24, meaning it’s performing worse than 76% of other 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 HR is 2424
Overall Rank
The Sharpe Ratio Rank of HR is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of HR is 2626
Sortino Ratio Rank
The Omega Ratio Rank of HR is 2424
Omega Ratio Rank
The Calmar Ratio Rank of HR is 2222
Calmar Ratio Rank
The Martin Ratio Rank of HR is 2424
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.


Sharpe ratio
The chart of Sharpe ratio for HR, currently valued at 1.31, compared to the broader market-6.00-4.00-2.000.002.004.001.312.16
The chart of Sortino ratio for HR, currently valued at 1.85, compared to the broader market-6.00-4.00-2.000.002.004.006.001.852.87
The chart of Omega ratio for HR, currently valued at 1.23, compared to the broader market0.400.600.801.001.201.401.601.801.231.40
The chart of Calmar ratio for HR, currently valued at 1.35, compared to the broader market0.002.004.006.008.0010.0012.001.353.19
The chart of Martin ratio for HR, currently valued at 6.34, compared to the broader market0.0010.0020.0030.0040.0050.006.3413.87
HR
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FSCSX
Fidelity Select Software & IT Services Portfolio
0.110.271.040.090.28
FSPGX
Fidelity Large Cap Growth Index Fund
2.202.821.402.8911.23
FZROX
Fidelity ZERO Total Market Index Fund
2.132.831.393.2013.56
SMH
VanEck Vectors Semiconductor ETF
1.261.771.231.774.38
SPYG
SPDR Portfolio S&P 500 Growth ETF
2.242.891.413.0812.12
VONG
Vanguard Russell 1000 Growth ETF
2.132.751.392.7810.87
VOO
Vanguard S&P 500 ETF
2.202.931.413.2414.39
BRK-B
Berkshire Hathaway Inc.
1.982.781.363.789.14
TLT
iShares 20+ Year Treasury Bond ETF
-0.52-0.640.93-0.17-1.10
VBR
Vanguard Small-Cap Value ETF
0.761.171.141.373.82

The current HR Sharpe ratio is 1.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of HR with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.31
2.16
HR
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

HR provided a 2.06% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.06%1.81%1.69%0.97%1.07%1.89%1.83%1.59%1.54%1.88%2.02%2.12%
FSCSX
Fidelity Select Software & IT Services Portfolio
0.00%0.00%0.00%0.00%0.55%0.23%0.04%0.00%0.03%2.35%10.43%4.72%
FSPGX
Fidelity Large Cap Growth Index Fund
0.03%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.15%1.36%1.57%1.08%1.27%1.45%0.63%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.00%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
0.59%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%1.42%
VONG
Vanguard Russell 1000 Growth ETF
0.41%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
1.23%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
4.29%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
1.97%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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.30%
-0.82%
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 27.82%, occurring on Oct 20, 2022. Recovery took 413 trading sessions.

The current HR drawdown is 4.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.82%Dec 28, 2021206Oct 20, 2022413Jun 13, 2024619
-17.06%Feb 20, 202020Mar 18, 202053Jun 3, 202073
-9.51%Aug 30, 201880Dec 24, 201856Mar 18, 2019136
-6.75%Sep 3, 202041Oct 30, 202011Nov 16, 202052
-5.2%Dec 9, 20249Dec 19, 2024

Volatility

Volatility Chart

The current HR volatility is 3.41%, 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.41%
3.96%
HR
Benchmark (^GSPC)
Portfolio components

Diversification

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
TLT1.00-0.20-0.15-0.10-0.04-0.06-0.06-0.07-0.11-0.10
BRK-B-0.201.000.690.410.460.510.510.530.670.66
VBR-0.150.691.000.590.600.640.650.650.800.84
SMH-0.100.410.591.000.730.820.820.820.790.79
FSCSX-0.040.460.600.731.000.910.920.900.850.86
VONG-0.060.510.640.820.911.000.990.990.940.93
FSPGX-0.060.510.650.820.920.991.000.990.940.93
SPYG-0.070.530.650.820.900.990.991.000.950.94
VOO-0.110.670.800.790.850.940.940.951.000.99
FZROX-0.100.660.840.790.860.930.930.940.991.00
The correlation results are calculated based on daily price changes starting from Aug 6, 2018
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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