PortfoliosLab logoPortfoliosLab logo
ISIN
US66538G8583
CUSIP
66538G858
Inception Date
Jul 30, 2014
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

HCMDX Performance Chart

HCM Tactical Growth Fund (HCMDX) is up 12.2% since the beginning of the year. HCMDX is currently trading at $35 per share. Investors who bought $1,000 worth of HCMDX shares 5 years ago would now be looking at an investment worth $1,936.


Loading charts...

S&P 500 Index

Returns By Period

HCM Tactical Growth Fund (HCMDX) has returned 12.23% so far this year and 37.10% over the past 12 months. Looking at the last ten years, HCMDX has achieved an annualized return of 19.32%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


HCM Tactical Growth Fund

1D
4.18%
1M
5.79%
YTD
12.23%
6M
13.08%
1Y
37.10%
3Y*
27.36%
5Y*
14.12%
10Y*
19.32%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HCMDX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2015, HCMDX's average daily return is +0.07%, while the average monthly return is +1.40%. At this rate, an investment would double in approximately 4.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Jan 2022 at -13.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HCMDX closed higher 53% of trading days. The best single day was Dec 19, 2024 with a return of +12.1%, while the worst single day was Jun 11, 2020 at -8.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.68%-4.41%-6.85%11.27%12.13%0.35%12.23%
2025-2.66%-5.47%-8.51%0.65%8.34%9.45%3.95%1.22%7.76%6.59%-2.76%-1.29%16.55%
20240.39%7.66%1.53%-6.45%9.43%8.97%-0.14%-4.19%6.56%-2.05%8.63%12.89%49.90%
20235.22%-2.40%4.13%1.23%6.94%9.16%4.85%-2.73%-8.14%-3.34%6.66%8.17%32.05%
2022-13.72%-3.86%1.84%-12.86%-1.56%-8.10%6.83%-6.00%-6.39%1.55%2.51%-6.41%-39.00%
2021-0.81%1.73%3.50%8.35%-1.90%7.17%3.53%5.03%-7.37%10.14%2.67%2.37%38.72%

Benchmark Metrics

HCM Tactical Growth Fund has an annualized alpha of 2.44%, beta of 1.16, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.

  • This fund captured 133.84% of S&P 500 Index gains and 118.83% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.44% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.44%
Beta
1.16
0.75
Upside Capture
133.84%
Downside Capture
118.83%

Expense Ratio

HCMDX has a high expense ratio of 2.84%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HCMDX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


HCMDX Risk / Return Rank: 3333
Overall Rank
HCMDX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
HCMDX Sortino Ratio Rank: 2828
Sortino Ratio Rank
HCMDX Omega Ratio Rank: 3232
Omega Ratio Rank
HCMDX Calmar Ratio Rank: 4040
Calmar Ratio Rank
HCMDX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for HCM Tactical Growth Fund (HCMDX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HCMDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.08

Calmar ratioReturn relative to maximum drawdown

2.35

2.71

-0.35

Martin ratioReturn relative to average drawdown

6.31

12.15

-5.85

Dividends

Dividend History

HCM Tactical Growth Fund provided a 2.65% dividend yield over the last twelve months, with an annual payout of $0.93 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.93$0.93$6.38$0.00$0.13$0.28$0.68$0.00$0.59$0.00$0.00$0.13

Dividend yield

2.65%2.98%23.23%0.00%0.72%0.99%3.24%0.00%5.05%0.00%0.00%1.47%

Monthly Dividends

The table displays the monthly dividend distributions for HCM Tactical Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.93$0.93
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.38$6.38
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the HCM Tactical Growth Fund. 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 HCM Tactical Growth Fund was 40.89%, occurring on Dec 28, 2022. Recovery took 379 trading sessions.

The current HCM Tactical Growth Fund drawdown is 1.19%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-40.89%Dec 2022
1y1y 6mo
2y 6moDec 2021 - Jul 2024
COVID crash2020
-27.18%Mar 2020
1mo 2d3mo 11d
4mo 13dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-27.10%Dec 2018
3mo 26d1y 1mo
1y 4moAug 2018 - Jan 2020
2025 selloff2025
-25.96%Apr 2025
3mo 13d4mo 2d
7mo 15dDec 2024 - Aug 2025
2016 bear market2016
-22.65%Feb 2016
7mo 22d10mo
1y 5moJun 2015 - Dec 2016

Drawdown Indicators


HCMDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.89%

-56.78%

+15.89%

Max Drawdown (1Y)

Largest decline over 1 year

-17.00%

-9.10%

-7.90%

Max Drawdown (3Y)

Largest decline over 3 years

-25.96%

-18.90%

-7.06%

Max Drawdown (5Y)

Largest decline over 5 years

-40.89%

-25.43%

-15.46%

Max Drawdown (10Y)

Largest decline over 10 years

-40.89%

-33.92%

-6.97%

Current Drawdown

Current decline from peak

-1.19%

-1.29%

+0.10%

Average Drawdown

Average peak-to-trough decline

-11.39%

-10.72%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.33%

2.02%

+4.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with HCMDX

Add HCM Tactical Growth Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with HCMDX