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Hundredfold Select Alternative Fund Investor Class...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

IssuerAdvisors Preferred
CategoryTactical Allocation
Min. Investment$1,000,000
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

The Hundredfold Select Alternative Fund Investor Class has a high expense ratio of 1.75%, indicating higher-than-average management fees.


Expense ratio chart for HFSAX: current value at 1.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.75%

Share Price Chart


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Compare to other instruments

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


Hundredfold Select Alternative Fund Investor Class

Popular comparisons: HFSAX vs. SVARX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Hundredfold Select Alternative Fund Investor Class, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
115.39%
255.68%
HFSAX (Hundredfold Select Alternative Fund Investor Class)
Benchmark (^GSPC)

S&P 500

Returns By Period

Hundredfold Select Alternative Fund Investor Class had a return of -1.82% year-to-date (YTD) and 9.72% in the last 12 months. Over the past 10 years, Hundredfold Select Alternative Fund Investor Class had an annualized return of 6.90%, while the S&P 500 had an annualized return of 10.42%, indicating that Hundredfold Select Alternative Fund Investor Class did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-1.82%5.05%
1 month-2.10%-4.27%
6 months8.52%18.82%
1 year9.72%21.22%
5 years (annualized)8.57%11.38%
10 years (annualized)6.90%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.61%1.01%1.42%
2023-1.08%0.22%4.41%5.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HFSAX is 79, placing it in the top 21% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of HFSAX is 7979
Hundredfold Select Alternative Fund Investor Class(HFSAX)
The Sharpe Ratio Rank of HFSAX is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of HFSAX is 8282Sortino Ratio Rank
The Omega Ratio Rank of HFSAX is 8787Omega Ratio Rank
The Calmar Ratio Rank of HFSAX is 6060Calmar Ratio Rank
The Martin Ratio Rank of HFSAX is 8383Martin 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

The charts below present risk-adjusted performance metrics for Hundredfold Select Alternative Fund Investor Class (HFSAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


HFSAX
Sharpe ratio
The chart of Sharpe ratio for HFSAX, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.001.64
Sortino ratio
The chart of Sortino ratio for HFSAX, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.0010.0012.002.45
Omega ratio
The chart of Omega ratio for HFSAX, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for HFSAX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.000.72
Martin ratio
The chart of Martin ratio for HFSAX, currently valued at 7.12, compared to the broader market0.0020.0040.0060.007.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.0010.0012.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.0012.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.007.21

Sharpe Ratio

The current Hundredfold Select Alternative Fund Investor Class Sharpe ratio is 1.64. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.64
1.81
HFSAX (Hundredfold Select Alternative Fund Investor Class)
Benchmark (^GSPC)

Dividends

Dividend History

Hundredfold Select Alternative Fund Investor Class granted a 5.24% dividend yield in the last twelve months. The annual payout for that period amounted to $1.24 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.24$1.24$1.12$2.67$3.66$1.44$0.67$2.50$1.28$0.39$1.90$1.24

Dividend yield

5.24%5.14%4.92%10.08%13.58%6.44%3.11%11.06%5.60%1.79%8.53%5.26%

Monthly Dividends

The table displays the monthly dividend distributions for Hundredfold Select Alternative Fund Investor Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.24$0.00$0.87
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.44
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.08$2.38$0.20
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.66$0.00$0.00
2019$0.00$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.12$0.52$0.61
2018$0.00$0.00$0.00$0.09$0.00$0.00$0.06$0.00$0.00$0.05$0.47$0.00
2017$0.00$0.00$0.00$0.23$0.00$0.00$0.09$0.00$0.00$0.07$1.38$0.73
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.84$0.45
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.31
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.90
2013$0.25$0.00$0.00$0.10$0.00$0.00$0.03$0.00$0.87

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.50%
-4.64%
HFSAX (Hundredfold Select Alternative Fund Investor Class)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Hundredfold Select Alternative Fund Investor Class. 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 Hundredfold Select Alternative Fund Investor Class was 13.58%, occurring on May 12, 2023. The portfolio has not yet recovered.

The current Hundredfold Select Alternative Fund Investor Class drawdown is 4.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.58%Jun 11, 2021484May 12, 2023
-5.39%Jan 29, 2018228Dec 21, 201841Feb 22, 2019269
-4.75%Apr 16, 2015209Feb 11, 201642Apr 13, 2016251
-4.66%Dec 24, 20121Dec 24, 201285Apr 29, 201386
-4.27%Sep 3, 202015Sep 24, 202011Oct 9, 202026

Volatility

Volatility Chart

The current Hundredfold Select Alternative Fund Investor Class volatility is 1.81%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.81%
3.30%
HFSAX (Hundredfold Select Alternative Fund Investor Class)
Benchmark (^GSPC)