Стартовый

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Стартовый

Last updated May 17, 2024

Asset Allocation

Position	Category/Sector	Weight
EWQ iShares MSCI France ETF	Europe Equities	3.45%
EWU iShares MSCI United Kingdom ETF	Europe Equities	2.91%
FIDU Fidelity MSCI Industrials Index ETF	Industrials Equities	5.39%
FLAU Franklin FTSE Australia ETF	Asia Pacific Equities	2.50%
FLCA Franklin FTSE Canada ETF	Canada Equities	2.93%
FLJP Franklin FTSE Japan ETF	Japan Equities	2.47%
FLSW Franklin FTSE Switzerland ETF	Europe Equities	2.92%
IWL iShares Russell Top 200 ETF	Large Cap Growth Equities	10.13%
PSCC Invesco S&P SmallCap Consumer Staples ETF	Consumer Staples Equities	6.76%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	21.91%
SMH VanEck Vectors Semiconductor ETF	Technology Equities	15.39%
XLG Invesco S&P 500® Top 50 ETF	Large Cap Growth Equities	23.24%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Стартовый, 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 Quarterly

Стартовый

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLSW

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	11.05%	4.86%	17.50%	27.37%	13.14%	10.90%
Стартовый	14.15%	5.51%	21.83%	35.49%	18.81%	N/A
Portfolio components:
PSCC Invesco S&P SmallCap Consumer Staples ETF	-2.12%	7.27%	8.55%	5.29%	10.23%	10.47%
FIDU Fidelity MSCI Industrials Index ETF	10.00%	2.86%	20.97%	30.36%	13.62%	11.10%
IWL iShares Russell Top 200 ETF	12.27%	4.99%	18.35%	31.27%	15.93%	13.57%
XLG Invesco S&P 500® Top 50 ETF	14.51%	5.30%	19.04%	34.83%	17.40%	14.52%
EWU iShares MSCI United Kingdom ETF	10.92%	10.39%	18.59%	14.76%	6.25%	2.47%
FLCA Franklin FTSE Canada ETF	4.30%	4.42%	14.35%	13.18%	9.57%	N/A
EWQ iShares MSCI France ETF	7.73%	6.94%	15.31%	11.78%	10.12%	6.29%
FLSW Franklin FTSE Switzerland ETF	1.63%	8.13%	11.38%	4.87%	8.91%	N/A
SCHG Schwab U.S. Large-Cap Growth ETF	14.27%	4.91%	20.51%	40.43%	19.33%	16.13%
FLAU Franklin FTSE Australia ETF	3.55%	8.22%	16.69%	13.52%	8.19%	N/A
FLJP Franklin FTSE Japan ETF	6.29%	0.75%	12.65%	14.15%	7.05%	N/A
SMH VanEck Vectors Semiconductor ETF	32.78%	5.95%	44.37%	80.39%	37.70%	29.74%

Monthly Returns

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

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2024	2.08%	6.45%	3.06%	-4.02%									14.15%
2023	9.19%	-1.26%	6.01%	0.81%	3.65%	5.96%	3.59%	-1.70%	-5.28%	-2.59%	10.13%	5.82%	38.55%
2022	-6.76%	-2.78%	3.13%	-10.14%	0.37%	-8.77%	10.24%	-5.45%	-10.08%	6.06%	8.25%	-6.52%	-22.62%
2021	0.62%	2.47%	2.82%	4.30%	1.43%	3.20%	1.54%	2.77%	-4.57%	7.00%	1.06%	3.42%	28.90%
2020	-0.44%	-7.31%	-11.34%	12.09%	5.44%	4.03%	5.85%	7.73%	-3.59%	-2.19%	12.78%	4.25%	27.16%
2019	8.63%	3.85%	1.73%	4.84%	-7.69%	7.31%	1.92%	-1.80%	2.18%	3.02%	3.73%	4.68%	36.34%
2018		5.88%	-2.55%	-0.45%	3.96%	-0.20%	3.41%	2.90%	0.06%	-8.01%	1.31%	-8.16%	-2.88%

Expense Ratio

Стартовый features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

EWU

iShares MSCI United Kingdom ETF

EWQ

iShares MSCI France ETF

SMH

VanEck Vectors Semiconductor ETF

PSCC

Invesco S&P SmallCap Consumer Staples ETF

XLG

Invesco S&P 500® Top 50 ETF

IWL

iShares Russell Top 200 ETF

FLCA

Franklin FTSE Canada ETF

FLSW

Franklin FTSE Switzerland ETF

FLAU

Franklin FTSE Australia ETF

FLJP

Franklin FTSE Japan ETF

FIDU

Fidelity MSCI Industrials Index ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Стартовый is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Стартовый

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Стартовый

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PSCC Invesco S&P SmallCap Consumer Staples ETF	0.35	0.62	1.07	0.44	0.98
FIDU Fidelity MSCI Industrials Index ETF	2.38	3.37	1.40	2.50	7.99
IWL iShares Russell Top 200 ETF	2.76	3.86	1.48	2.62	12.80
XLG Invesco S&P 500® Top 50 ETF	2.70	3.75	1.47	2.87	14.76
EWU iShares MSCI United Kingdom ETF	1.22	1.77	1.21	1.52	4.09
FLCA Franklin FTSE Canada ETF	0.92	1.37	1.17	0.68	3.33
EWQ iShares MSCI France ETF	0.84	1.25	1.15	0.84	2.24
FLSW Franklin FTSE Switzerland ETF	0.36	0.60	1.07	0.24	0.87
SCHG Schwab U.S. Large-Cap Growth ETF	2.67	3.59	1.46	2.31	14.05
FLAU Franklin FTSE Australia ETF	0.81	1.23	1.15	0.78	2.76
FLJP Franklin FTSE Japan ETF	1.01	1.47	1.17	0.78	4.19
SMH VanEck Vectors Semiconductor ETF	2.98	3.86	1.47	5.20	15.24

Sharpe Ratio

The current Стартовый Sharpe ratio is 2.64. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.83 to 2.69, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Стартовый with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Стартовый

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Стартовый granted a 1.13% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Стартовый	1.13%	1.25%	1.65%	1.28%	1.26%	2.35%	2.25%	1.62%	1.49%	2.02%	1.75%	1.56%
Portfolio components:
PSCC Invesco S&P SmallCap Consumer Staples ETF	1.45%	1.49%	1.29%	1.21%	1.59%	1.77%	0.94%	1.25%	1.48%	1.34%	1.60%	0.42%
FIDU Fidelity MSCI Industrials Index ETF	1.29%	1.42%	1.48%	1.12%	1.28%	1.73%	1.99%	1.60%	1.63%	1.98%	1.55%	0.31%
IWL iShares Russell Top 200 ETF	1.14%	1.30%	1.54%	1.12%	1.30%	1.96%	1.93%	1.69%	1.96%	2.14%	1.68%	1.82%
XLG Invesco S&P 500® Top 50 ETF	0.83%	0.97%	1.34%	0.93%	1.25%	1.58%	2.00%	1.86%	1.99%	2.09%	1.97%	1.98%
EWU iShares MSCI United Kingdom ETF	3.74%	4.14%	3.43%	4.35%	2.48%	4.13%	4.99%	3.91%	3.97%	4.11%	7.59%	2.39%
FLCA Franklin FTSE Canada ETF	2.39%	2.49%	2.20%	2.02%	2.49%	2.29%	3.03%	0.09%	0.00%	0.00%	0.00%	0.00%
EWQ iShares MSCI France ETF	2.53%	2.73%	3.23%	3.79%	1.02%	2.44%	2.90%	1.90%	2.84%	2.25%	3.37%	2.43%
FLSW Franklin FTSE Switzerland ETF	2.32%	2.36%	2.02%	1.86%	2.28%	1.15%	2.86%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.42%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	0.82%	1.22%	1.09%	1.07%
FLAU Franklin FTSE Australia ETF	3.49%	3.62%	5.91%	5.14%	2.18%	4.37%	4.34%	0.18%	0.00%	0.00%	0.00%	0.00%
FLJP Franklin FTSE Japan ETF	2.82%	3.00%	1.92%	2.40%	1.51%	2.26%	1.50%	0.10%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Vectors Semiconductor ETF	0.45%	0.60%	2.37%	1.02%	1.38%	6.00%	3.75%	2.85%	1.61%	4.28%	2.31%	3.11%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Стартовый

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Стартовый. 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 Стартовый was 32.08%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Стартовый drawdown is 0.29%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.08%	Feb 20, 2020	23	Mar 23, 2020	82	Jul 20, 2020	105
-29.58%	Dec 28, 2021	202	Oct 14, 2022	196	Jul 28, 2023	398
-19.9%	Sep 21, 2018	65	Dec 24, 2018	70	Apr 5, 2019	135
-10.55%	Aug 1, 2023	63	Oct 27, 2023	16	Nov 20, 2023	79
-9.3%	Sep 3, 2020	14	Sep 23, 2020	33	Nov 9, 2020	47

Volatility

Volatility Chart

The current Стартовый volatility is 4.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

Стартовый

Benchmark (^GSPC)

Portfolio components

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.

	PSCC	FLSW	SMH	FLJP	FLCA	FLAU	EWU	FIDU	EWQ	SCHG	XLG	IWL
PSCC	1.00	0.43	0.38	0.45	0.51	0.49	0.48	0.62	0.48	0.46	0.48	0.53
FLSW	0.43	1.00	0.49	0.56	0.61	0.64	0.69	0.56	0.74	0.57	0.58	0.61
SMH	0.38	0.49	1.00	0.57	0.55	0.57	0.54	0.64	0.60	0.82	0.79	0.79
FLJP	0.45	0.56	0.57	1.00	0.62	0.65	0.66	0.64	0.68	0.62	0.63	0.67
FLCA	0.51	0.61	0.55	0.62	1.00	0.75	0.75	0.70	0.71	0.61	0.63	0.69
FLAU	0.49	0.64	0.57	0.65	0.75	1.00	0.75	0.65	0.71	0.63	0.64	0.69
EWU	0.48	0.69	0.54	0.66	0.75	0.75	1.00	0.69	0.85	0.59	0.63	0.69
FIDU	0.62	0.56	0.64	0.64	0.70	0.65	0.69	1.00	0.72	0.70	0.72	0.80
EWQ	0.48	0.74	0.60	0.68	0.71	0.71	0.85	0.72	1.00	0.65	0.68	0.73
SCHG	0.46	0.57	0.82	0.62	0.61	0.63	0.59	0.70	0.65	1.00	0.97	0.95
XLG	0.48	0.58	0.79	0.63	0.63	0.64	0.63	0.72	0.68	0.97	1.00	0.98
IWL	0.53	0.61	0.79	0.67	0.69	0.69	0.69	0.80	0.73	0.95	0.98	1.00