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SFHYX vs. HFSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFHYX vs. HFSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hundredfold Select Alternative Fund (SFHYX) and Hundredfold Select Alternative Fund Investor Class (HFSAX). The values are adjusted to include any dividend payments, if applicable.

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SFHYX vs. HFSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFHYX
Hundredfold Select Alternative Fund
-1.07%10.99%2.78%9.94%-10.31%8.05%37.42%9.31%-2.80%8.95%
HFSAX
Hundredfold Select Alternative Fund Investor Class
-0.83%11.97%3.75%10.93%-9.44%9.05%38.71%10.35%-1.97%9.91%

Returns By Period

In the year-to-date period, SFHYX achieves a -1.07% return, which is significantly lower than HFSAX's -0.83% return. Over the past 10 years, SFHYX has underperformed HFSAX with an annualized return of 7.42%, while HFSAX has yielded a comparatively higher 8.41% annualized return.


SFHYX

1D
0.09%
1M
-2.64%
YTD
-1.07%
6M
1.65%
1Y
9.31%
3Y*
7.47%
5Y*
2.91%
10Y*
7.42%

HFSAX

1D
0.08%
1M
-2.57%
YTD
-0.83%
6M
2.12%
1Y
10.29%
3Y*
8.45%
5Y*
3.86%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFHYX vs. HFSAX - Expense Ratio Comparison

SFHYX has a 2.45% expense ratio, which is higher than HFSAX's 1.75% expense ratio.


Return for Risk

SFHYX vs. HFSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFHYX
SFHYX Risk / Return Rank: 8989
Overall Rank
SFHYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SFHYX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SFHYX Omega Ratio Rank: 9191
Omega Ratio Rank
SFHYX Calmar Ratio Rank: 8787
Calmar Ratio Rank
SFHYX Martin Ratio Rank: 8080
Martin Ratio Rank

HFSAX
HFSAX Risk / Return Rank: 9393
Overall Rank
HFSAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HFSAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
HFSAX Omega Ratio Rank: 9393
Omega Ratio Rank
HFSAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
HFSAX Martin Ratio Rank: 8888
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.

SFHYX vs. HFSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hundredfold Select Alternative Fund (SFHYX) and Hundredfold Select Alternative Fund Investor Class (HFSAX). 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.


SFHYXHFSAXDifference

Sharpe ratio

Return per unit of total volatility

2.14

2.37

-0.22

Sortino ratio

Return per unit of downside risk

2.88

3.18

-0.30

Omega ratio

Gain probability vs. loss probability

1.43

1.48

-0.05

Calmar ratio

Return relative to maximum drawdown

2.46

2.78

-0.33

Martin ratio

Return relative to average drawdown

8.60

9.69

-1.10

SFHYX vs. HFSAX - Sharpe Ratio Comparison

The current SFHYX Sharpe Ratio is 2.14, which is comparable to the HFSAX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of SFHYX and HFSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SFHYXHFSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.37

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.62

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

1.35

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

1.30

-0.05

Correlation

The correlation between SFHYX and HFSAX is 0.99, 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.


Dividends

SFHYX vs. HFSAX - Dividend Comparison

SFHYX's dividend yield for the trailing twelve months is around 9.65%, less than HFSAX's 9.83% yield.


TTM20252024202320222021202020192018201720162015
SFHYX
Hundredfold Select Alternative Fund
9.65%9.54%5.68%4.62%4.19%10.21%13.57%4.95%2.55%10.24%4.93%0.71%
HFSAX
Hundredfold Select Alternative Fund Investor Class
9.83%9.75%5.87%5.17%4.92%10.98%13.58%6.44%3.11%11.06%5.60%1.85%

Drawdowns

SFHYX vs. HFSAX - Drawdown Comparison

The maximum SFHYX drawdown since its inception was -17.34%, which is greater than HFSAX's maximum drawdown of -12.81%. Use the drawdown chart below to compare losses from any high point for SFHYX and HFSAX.


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Drawdown Indicators


SFHYXHFSAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.34%

-12.81%

-4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-3.68%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-14.37%

-12.81%

-1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-14.37%

-12.81%

-1.56%

Current Drawdown

Current decline from peak

-3.66%

-3.60%

-0.06%

Average Drawdown

Average peak-to-trough decline

-2.75%

-2.39%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

1.06%

+0.01%

Volatility

SFHYX vs. HFSAX - Volatility Comparison

Hundredfold Select Alternative Fund (SFHYX) and Hundredfold Select Alternative Fund Investor Class (HFSAX) have volatilities of 1.71% and 1.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFHYXHFSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.72%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

3.68%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

4.41%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

6.31%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

6.25%

+0.02%