Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FSEU.L iShares Edge MSCI Europe Multifactor UCITS | Europe Equities | 50% |
FSUS.L | 20% | |
IFSW.L iShares Edge MSCI World Multifactor UCITS | Global Equities | 20% |
FDEM Fidelity Emerging Markets Multifactor ETF | Emerging Markets Equities | 10% |
Find the right asset allocation for Multifactor
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in Multifactor, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced when any position deviates by more than 5.0% from its target allocation.
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Returns By Period
Click Calculate to get resultsMonthly Returns
Click Calculate to get resultsExpense Ratio
Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
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Dividends
Dividend yield
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 Multifactor. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The portfolio has not yet recovered.
Click Calculate to get resultsVolatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
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Not enough data to calculate this metric.
Diversification Ratio
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