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HRSMX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between HRSMX and ^GSPC is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

HRSMX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hood River Small-Cap Growth Fund (HRSMX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.84%
10.44%
HRSMX
^GSPC

Key characteristics

Sharpe Ratio

HRSMX:

1.45

^GSPC:

2.16

Sortino Ratio

HRSMX:

2.00

^GSPC:

2.87

Omega Ratio

HRSMX:

1.25

^GSPC:

1.40

Calmar Ratio

HRSMX:

0.94

^GSPC:

3.19

Martin Ratio

HRSMX:

8.59

^GSPC:

13.87

Ulcer Index

HRSMX:

3.89%

^GSPC:

1.95%

Daily Std Dev

HRSMX:

23.01%

^GSPC:

12.54%

Max Drawdown

HRSMX:

-65.94%

^GSPC:

-56.78%

Current Drawdown

HRSMX:

-10.77%

^GSPC:

-0.82%

Returns By Period

In the year-to-date period, HRSMX achieves a 33.23% return, which is significantly higher than ^GSPC's 26.63% return. Over the past 10 years, HRSMX has underperformed ^GSPC with an annualized return of 9.26%, while ^GSPC has yielded a comparatively higher 11.23% annualized return.


HRSMX

YTD

33.23%

1M

-9.10%

6M

14.84%

1Y

33.44%

5Y*

12.55%

10Y*

9.26%

^GSPC

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

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Risk-Adjusted Performance

HRSMX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hood River Small-Cap Growth Fund (HRSMX) and S&P 500 (^GSPC). 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 HRSMX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.452.16
The chart of Sortino ratio for HRSMX, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.002.002.87
The chart of Omega ratio for HRSMX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.40
The chart of Calmar ratio for HRSMX, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.0012.0014.000.943.19
The chart of Martin ratio for HRSMX, currently valued at 8.59, compared to the broader market0.0020.0040.0060.008.5913.87
HRSMX
^GSPC

The current HRSMX Sharpe Ratio is 1.45, which is lower than the ^GSPC Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of HRSMX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.45
2.16
HRSMX
^GSPC

Drawdowns

HRSMX vs. ^GSPC - Drawdown Comparison

The maximum HRSMX drawdown since its inception was -65.94%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for HRSMX and ^GSPC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.77%
-0.82%
HRSMX
^GSPC

Volatility

HRSMX vs. ^GSPC - Volatility Comparison

Hood River Small-Cap Growth Fund (HRSMX) has a higher volatility of 8.26% compared to S&P 500 (^GSPC) at 3.96%. This indicates that HRSMX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.26%
3.96%
HRSMX
^GSPC
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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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