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Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

HFSAX Performance Chart

Hundredfold Select Alternative Fund Investor Class (HFSAX) is up 1.7% since the beginning of the year. HFSAX is currently trading at $24 per share. Investors who bought $1,000 worth of HFSAX shares 5 years ago would now be looking at an investment worth $1,177.


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S&P 500 Index

Returns By Period

Hundredfold Select Alternative Fund Investor Class (HFSAX) has returned 1.71% so far this year and 10.14% over the past 12 months. Over the last ten years, HFSAX has returned 8.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Hundredfold Select Alternative Fund Investor Class

1D
0.33%
1M
0.16%
YTD
1.71%
6M
1.66%
1Y
10.14%
3Y*
9.07%
5Y*
3.32%
10Y*
8.29%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HFSAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2013, HFSAX's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +6.2%, while the worst month was Feb 2023 at -3.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, HFSAX closed higher 52% of trading days. The best single day was Dec 28, 2023 with a return of +3.6%, while the worst single day was Dec 29, 2023 at -4.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.08%1.52%-3.36%1.72%1.11%-0.29%1.71%
20250.47%1.01%-0.84%0.38%1.85%2.35%-0.48%1.58%1.91%1.22%0.36%1.61%11.97%
2024-1.16%1.01%1.42%-2.34%-0.21%1.47%2.15%0.08%2.49%-1.66%2.31%-1.70%3.75%
20234.25%-3.44%-0.48%-0.96%0.04%0.88%2.84%-1.15%-1.08%0.22%4.41%5.28%10.93%
20220.15%-0.23%0.04%-3.25%-1.80%-1.55%2.10%-2.85%-1.18%-0.87%1.67%-1.96%-9.44%
20210.74%3.13%0.00%3.93%1.58%0.64%-2.45%0.59%-0.99%1.43%-0.13%0.38%9.05%

Benchmark Metrics

Hundredfold Select Alternative Fund Investor Class has an annualized alpha of 4.80%, beta of 0.18, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (32.77%) than losses (22.93%) - typical of diversified or defensive assets.
  • Beta of 0.18 may look defensive, but with R2 of 0.31 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.31 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
4.80%
Beta
0.18
0.31
Upside Capture
32.77%
Downside Capture
22.93%

Expense Ratio

HFSAX has a high expense ratio of 1.75%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HFSAX ranks 55 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HFSAX Risk / Return Rank: 5555
Overall Rank
HFSAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
HFSAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
HFSAX Omega Ratio Rank: 6969
Omega Ratio Rank
HFSAX Calmar Ratio Rank: 5656
Calmar Ratio Rank
HFSAX Martin Ratio Rank: 3636
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 Hundredfold Select Alternative Fund Investor Class (HFSAX) 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.


HFSAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

2.75

2.78

-0.03

Martin ratioReturn relative to average drawdown

7.51

12.44

-4.93

Dividends

Dividend History

Hundredfold Select Alternative Fund Investor Class provided a 9.58% dividend yield over the last twelve months, with an annual payout of $2.34 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.34$2.34$1.38$1.24$1.12$2.90$3.66$1.44$0.67$2.50$1.28$0.41

Dividend yield

9.58%9.75%5.87%5.17%4.92%10.98%13.58%6.44%3.11%11.06%5.60%1.85%

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.


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$0.60$0.00$1.74$2.34
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.41$0.00$0.83$1.38
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$1.24
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$1.12
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.08$2.38$0.43$2.90

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.


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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 12.81%, occurring on May 12, 2023. Recovery took 158 trading sessions.

The current Hundredfold Select Alternative Fund Investor Class drawdown is 1.13%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 correction2023
-12.81%May 2023
1y 11mo7mo 20d
2y 6moJun 2021 - Dec 2023
2024 pullback2024
-5.67%Jan 2024
19d8mo 6d
8mo 25dDec 2023 - Sep 2024
Rate-hike selloffLate 2018
-5.39%Dec 2018
10mo 26d2mo 3d
1y 24dJan 2018 - Feb 2019
2016 pullback2016
-4.69%Feb 2016
10mo 1d2mo 2d
12mo 3dApr 2015 - Apr 2016
2020 pullback2020
-4.27%Sep 2020
21d15d
1mo 6dSep 2020 - Oct 2020

Drawdown Indicators


HFSAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-12.81%

-56.78%

+43.97%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-9.10%

+5.42%

Max Drawdown (3Y)

Largest decline over 3 years

-5.67%

-18.90%

+13.23%

Max Drawdown (5Y)

Largest decline over 5 years

-12.16%

-25.43%

+13.27%

Max Drawdown (10Y)

Largest decline over 10 years

-12.81%

-33.92%

+21.11%

Current Drawdown

Current decline from peak

-1.13%

-1.80%

+0.67%

Average Drawdown

Average peak-to-trough decline

-2.38%

-10.71%

+8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

2.03%

-0.69%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HFSAX

Add Hundredfold Select Alternative Fund Investor Class to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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