| 1 Year | 2 Year | 3 Year | 5 Year | Since Inception\(^1\) | |
|---|---|---|---|---|---|
| Return | 23.27% | 27.07% | 13.38% | 14.99% | 10.98% |
| Volatility | 13.01% | 14.76% | 18.51% | 22.73% | 18.08% |
| Sharpe Ratio | 1.33 | 1.41 | 0.49 | 0.54 | 0.5 |
| Sortino Ratio | 2.38 | 2.57 | 1.14 | 1.02 | 0.94 |
| Maximum Drawdown | 6.93% | 13.35% | 19.55% | 37.26% | 37.26% |
| 1 Year | 2 Year | 3 Year | 5 Year | Since Inception\(^1\) | |
|---|---|---|---|---|---|
| Return | 24.21% | 25.24% | 9.86% | 14.88% | 13.49% |
| Volatility | 12.5% | 12.88% | 17.48% | 20.94% | 17.86% |
| Sharpe Ratio | 1.45 | 1.49 | 0.32 | 0.58 | 0.64 |
| Sortino Ratio | 2.59 | 2.72 | 0.89 | 1.07 | 1.11 |
| Maximum Drawdown | 8.41% | 9.97% | 24.19% | 33.7% | 33.7% |
Past performance is not an indication of future results and there is no assurance that any strategy will achieve its investment objective.
Performance data quoted represents past performance and are not an indication of future returns. Current performance may be lower or higher than the performance data quoted. Current performance information to the most recent quarter is available as demonstrated in this report. Investment return and principal value will fluctuate so that an investor's portfolio, when redeemed, may be worth more or less than their original principal cost.
The performance presented is shown net of fees and expenses. Please refer to Part 2A of HTAA’s Form ADV for a full disclosure of the fee schedule. The deduction of investment advisory fees from client accounts has a compounding effect on client returns. The client’s return will be reduced by the investment advisory fees and any other expenses the client may incur in the management of its investment advisory account. The adviser's fee schedules are available in Form ADV Part 2A or upon request.
Indexes are unmanaged and have been provided for comparison purposes only. No fees or expenses are reflected. You cannot invest directly in an index.
The 13 week treasury bill as used as the risk free rate for the calculation of the Sharpe ratios and the return on the 91 day Treasury. The returns are net of fees and adjusted for dividends.
Returns include dividends that are reinvested and taxed at short term capital gains rate. Therefore, the strategy may be more suitable for tax-advantaged accounts.
\(^1\) Inception Date: 06/25/2015