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T212 INVEST-2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

T212 INVEST-2

Currency in USD · Last updated May 23, 2025

INCOME WITH GROWTH

Asset Allocation

BT-A.L 55.04%HSBA.L 30.3%BATS.L 6.04%LGEN.L 4.84%CSCO 1.38%ARR 1.2%AHR 1.2%EquityEquity
PositionCategory/SectorTarget Weight
AHR
American Healthcare REIT, Inc.		Real Estate
1.20%
ARR
ARMOUR Residential REIT, Inc.		Real Estate
1.20%
BATS.L
British American Tobacco plc		Consumer Defensive
6.04%
BT-A.L
BT Group plc		Communication Services
55.04%
CSCO
Cisco Systems, Inc.		Technology
1.38%
HSBA.L
HSBC Holdings plc		Financial Services
30.30%
LGEN.L
Legal & General Group plc		Financial Services
4.84%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Feb 7, 2024, corresponding to the inception date of AHR

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
T212 INVEST-227.14%6.97%28.47%43.81%N/AN/A
Portfolio components:
ARR
ARMOUR Residential REIT, Inc.		-9.30%10.07%-7.38%-1.99%-2.88%-6.39%
BATS.L
British American Tobacco plc		25.07%3.79%24.99%53.47%9.28%5.58%
BT-A.L
BT Group plc		30.57%4.95%26.61%43.38%8.69%-8.97%
CSCO
Cisco Systems, Inc.		8.48%15.12%11.57%37.60%10.45%11.46%
HSBA.L
HSBC Holdings plc		25.13%11.76%34.38%42.75%24.76%9.29%
LGEN.L
Legal & General Group plc		19.62%3.28%24.83%11.71%13.37%6.09%
AHR
American Healthcare REIT, Inc.		20.55%12.63%21.93%151.81%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of T212 INVEST-2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.53%11.57%3.73%4.58%3.46%27.14%
2024-0.94%4.96%-1.23%17.30%2.76%3.84%0.69%5.86%-5.26%9.04%-4.62%34.99%

Expense Ratio

T212 INVEST-2 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, T212 INVEST-2 is among the top 4% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of T212 INVEST-2 is 9696
Overall Rank
The Sharpe Ratio Rank of T212 INVEST-2 is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of T212 INVEST-2 is 9494
Sortino Ratio Rank
The Omega Ratio Rank of T212 INVEST-2 is 9696
Omega Ratio Rank
The Calmar Ratio Rank of T212 INVEST-2 is 9696
Calmar Ratio Rank
The Martin Ratio Rank of T212 INVEST-2 is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ARR
ARMOUR Residential REIT, Inc.		-0.080.021.00-0.09-0.26
BATS.L
British American Tobacco plc		2.503.381.525.1312.97
BT-A.L
BT Group plc		1.472.091.282.556.47
CSCO
Cisco Systems, Inc.		1.612.541.392.388.98
HSBA.L
HSBC Holdings plc		1.672.061.331.989.44
LGEN.L
Legal & General Group plc		0.480.751.100.681.33
AHR
American Healthcare REIT, Inc.		5.005.481.7113.1441.73

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

T212 INVEST-2 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 2.10
  • All Time: 2.45

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of T212 INVEST-2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

T212 INVEST-2 provided a 2.93% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.93%3.07%3.43%2.35%2.02%0.97%2.93%2.78%2.27%2.46%2.58%2.17%
Portfolio components:
ARR
ARMOUR Residential REIT, Inc.		18.06%15.27%25.88%21.31%12.23%11.12%12.09%11.12%8.86%13.92%17.88%16.34%
BATS.L
British American Tobacco plc		7.19%8.18%10.06%6.64%7.89%7.77%6.28%7.81%4.35%3.37%3.98%4.14%
BT-A.L
BT Group plc		0.05%0.06%0.06%0.07%0.01%0.00%0.08%0.06%0.06%0.04%0.03%0.03%
CSCO
Cisco Systems, Inc.		2.54%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%
HSBA.L
HSBC Holdings plc		5.77%6.10%6.80%4.11%3.54%0.00%6.79%5.83%5.18%5.79%6.12%4.88%
LGEN.L
Legal & General Group plc		8.88%8.98%7.82%7.50%5.99%6.60%5.53%6.77%5.36%5.63%4.41%3.94%
AHR
American Healthcare REIT, Inc.		2.94%3.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 T212 INVEST-2. 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 T212 INVEST-2 was 13.32%, occurring on Apr 9, 2025. Recovery took 9 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.32%Apr 4, 20254Apr 9, 20259Apr 23, 202513
-9.52%Dec 6, 202424Jan 10, 202522Feb 11, 202546
-8.61%Sep 30, 202433Nov 13, 202410Nov 27, 202443
-7.63%Aug 1, 20246Aug 8, 20245Aug 15, 202411
-5.43%Apr 10, 20245Apr 16, 202412May 2, 202417

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 2.49, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCAHRBATS.LCSCOARRHSBA.LBT-A.LLGEN.LPortfolio
^GSPC1.000.290.040.540.480.240.020.280.15
AHR0.291.000.140.250.300.130.100.230.17
BATS.L0.040.141.000.040.150.200.360.330.42
CSCO0.540.250.041.000.320.110.100.200.16
ARR0.480.300.150.321.000.140.170.220.22
HSBA.L0.240.130.200.110.141.000.180.520.56
BT-A.L0.020.100.360.100.170.181.000.340.87
LGEN.L0.280.230.330.200.220.520.341.000.54
Portfolio0.150.170.420.160.220.560.870.541.00
The correlation results are calculated based on daily price changes starting from Feb 8, 2024