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MH Elite Select Portfolio of Funds Fund (MHESX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US55302C3007
Issuer
MH Elite
Inception Date
Apr 5, 2006
Min. Investment
$10,000
Distribution Policy
Accumulating
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

MH Elite Select Portfolio of Funds Fund (MHESX) has returned -1.22% so far this year and 19.85% over the past 12 months. Over the last ten years, MHESX has returned 4.62% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


MH Elite Select Portfolio of Funds Fund

1D
-0.77%
1M
-8.50%
YTD
-1.22%
6M
2.87%
1Y
19.85%
3Y*
7.84%
5Y*
0.60%
10Y*
4.62%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 3, 2006, MHESX's average daily return is +0.02%, while the average monthly return is +0.31%. At this rate, your investment would double in approximately 18.7 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +10.2%, while the worst month was Oct 2008 at -16.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MHESX closed higher 47% of trading days. The best single day was Oct 13, 2008 with a return of +7.1%, while the worst single day was Mar 16, 2020 at -9.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.91%4.90%-8.50%-1.22%
2025-2.88%0.37%-0.55%1.30%5.31%3.65%-0.67%3.89%2.11%0.80%0.79%2.51%17.63%
2024-1.41%2.21%3.06%-1.57%1.60%0.00%0.52%2.43%1.86%-3.49%-0.69%-3.47%0.77%
20236.88%-2.84%1.17%0.19%-2.30%4.91%3.37%-4.17%-3.97%-4.13%8.42%5.49%12.54%
2022-8.72%-4.08%-1.36%-6.90%-1.67%-7.34%6.50%-3.82%-9.72%3.52%9.13%-3.50%-26.14%
20210.27%0.75%-0.30%4.05%1.15%1.28%-0.42%2.55%-4.69%3.62%-3.63%2.17%6.62%

Benchmark Metrics

MH Elite Select Portfolio of Funds Fund has an annualized alpha of -2.48%, beta of 0.64, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since April 04, 2006.

  • This fund participated in 87.94% of S&P 500 Index downside but only 64.39% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.48% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • Beta of 0.64 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-2.48%
Beta
0.64
0.69
Upside Capture
64.39%
Downside Capture
87.94%

Expense Ratio

MHESX has an expense ratio of 0.21%, which is considered low.


Return for Risk

Risk / Return Rank

MHESX ranks 67 for risk / return — better than 67% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MHESX Risk / Return Rank: 6767
Overall Rank
MHESX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MHESX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MHESX Omega Ratio Rank: 6969
Omega Ratio Rank
MHESX Calmar Ratio Rank: 5959
Calmar Ratio Rank
MHESX Martin Ratio Rank: 6969
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 MH Elite Select Portfolio of Funds Fund (MHESX) and compare them to a chosen benchmark (S&P 500 Index).


MHESXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.90

+0.29

Sortino ratio

Return per unit of downside risk

1.80

1.39

+0.41

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.42

1.40

+0.02

Martin ratio

Return relative to average drawdown

6.57

6.61

-0.03

Explore MHESX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

MH Elite Select Portfolio of Funds Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$0.05$0.01$0.32$0.32$0.33$0.11$0.04$0.15$0.17$0.15

Dividend yield

0.00%0.00%0.94%0.20%6.43%4.56%4.72%1.74%0.75%2.41%3.16%2.85%

Monthly Dividends

The table displays the monthly dividend distributions for MH Elite Select Portfolio of Funds 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
2025$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
2024$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05
2023$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2022$0.32$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32
2021$0.32$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32

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 MH Elite Select Portfolio of Funds 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 MH Elite Select Portfolio of Funds Fund was 46.01%, occurring on Nov 20, 2008. Recovery took 1237 trading sessions.

The current MH Elite Select Portfolio of Funds Fund drawdown is 8.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.01%Nov 1, 2007267Nov 20, 20081237Oct 22, 20131504
-36.05%Sep 8, 2021279Oct 14, 2022829Feb 12, 20261108
-29.85%Jan 25, 2018543Mar 23, 202093Aug 4, 2020636
-18.48%Jul 3, 2014406Feb 11, 2016276Mar 17, 2017682
-11.19%Jul 16, 200724Aug 16, 200729Sep 27, 200753

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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