Стартовый

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Стартовый

Currency in USD · Last updated May 9, 2025

Asset Allocation

Position	Category/Sector	Target 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

Rebalance

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 Every 3 months.

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

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.70%	13.67%	-5.18%	9.18%	14.14%	10.43%
Стартовый	-3.26%	15.83%	-5.07%	9.33%	18.10%	N/A
Portfolio components:
PSCC Invesco S&P SmallCap Consumer Staples ETF	-9.13%	6.47%	-9.08%	-3.69%	10.08%	8.33%
FIDU Fidelity MSCI Industrials Index ETF	1.74%	16.94%	-4.82%	8.45%	18.36%	11.21%
IWL iShares Russell Top 200 ETF	-3.76%	13.53%	-4.54%	11.40%	16.30%	13.12%
XLG Invesco S&P 500® Top 50 ETF	-6.50%	13.87%	-5.83%	11.56%	17.08%	14.15%
EWU iShares MSCI United Kingdom ETF	12.42%	14.82%	8.26%	10.90%	12.62%	3.60%
FLCA Franklin FTSE Canada ETF	6.23%	14.69%	3.25%	16.22%	14.94%	N/A
EWQ iShares MSCI France ETF	15.16%	15.90%	9.15%	2.56%	14.32%	7.07%
FLSW Franklin FTSE Switzerland ETF	16.22%	13.92%	8.48%	16.26%	10.03%	N/A
SCHG Schwab U.S. Large-Cap Growth ETF	-6.61%	16.75%	-5.66%	12.85%	17.95%	15.30%
FLAU Franklin FTSE Australia ETF	4.95%	19.94%	-4.14%	5.69%	12.85%	N/A
FLJP Franklin FTSE Japan ETF	7.44%	16.09%	4.58%	8.41%	8.83%	N/A
SMH VanEck Vectors Semiconductor ETF	-8.35%	23.34%	-14.59%	0.69%	27.53%	24.32%

*Annualized

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
2025	2.25%	-2.29%	-5.82%	0.72%	2.07%								-3.26%
2024	2.07%	6.45%	3.06%	-4.02%	6.48%	4.05%	0.40%	1.63%	1.82%	-1.70%	4.82%	-1.34%	25.77%
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%	-10.07%	6.06%	8.25%	-6.69%	-22.76%
2021	0.62%	2.47%	2.82%	4.29%	1.43%	3.20%	1.54%	2.77%	-4.57%	7.00%	1.06%	3.33%	28.78%
2020	-0.44%	-7.31%	-11.35%	12.09%	5.44%	4.03%	5.85%	7.73%	-3.59%	-2.19%	12.78%	4.12%	27.01%
2019	8.62%	3.86%	1.73%	4.84%	-7.69%	7.31%	1.92%	-1.80%	2.18%	3.02%	3.73%	3.85%	35.27%
2018		5.88%	-2.55%	-0.45%	3.96%	-0.20%	3.41%	2.90%	0.06%	-8.01%	1.31%	-8.43%	-3.17%

Expense Ratio

Стартовый has an expense ratio of 0.19%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily 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 rank of Стартовый is 27, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PSCC Invesco S&P SmallCap Consumer Staples ETF	-0.21	-0.07	0.99	-0.13	-0.33
FIDU Fidelity MSCI Industrials Index ETF	0.41	0.75	1.10	0.42	1.40
IWL iShares Russell Top 200 ETF	0.58	0.94	1.14	0.60	2.28
XLG Invesco S&P 500® Top 50 ETF	0.53	0.88	1.12	0.56	1.94
EWU iShares MSCI United Kingdom ETF	0.67	1.03	1.15	0.91	2.89
FLCA Franklin FTSE Canada ETF	0.96	1.37	1.18	1.24	4.86
EWQ iShares MSCI France ETF	0.13	0.44	1.05	0.27	0.53
FLSW Franklin FTSE Switzerland ETF	1.07	1.71	1.23	1.43	3.36
SCHG Schwab U.S. Large-Cap Growth ETF	0.52	0.87	1.12	0.54	1.81
FLAU Franklin FTSE Australia ETF	0.27	0.55	1.08	0.27	0.88
FLJP Franklin FTSE Japan ETF	0.41	0.55	1.07	0.43	1.26
SMH VanEck Vectors Semiconductor ETF	0.02	0.30	1.04	0.00	0.01

The current Стартовый Sharpe ratio is 0.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

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 provided a 1.20% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.20%	1.20%	1.25%	1.47%	1.20%	1.16%	1.66%	1.96%	1.40%	1.42%	1.69%	1.57%
Portfolio components:
PSCC Invesco S&P SmallCap Consumer Staples ETF	2.20%	1.88%	1.49%	1.29%	1.21%	1.59%	1.77%	0.94%	1.25%	1.48%	1.34%	1.60%
FIDU Fidelity MSCI Industrials Index ETF	1.43%	1.42%	1.42%	1.48%	1.12%	1.28%	1.73%	1.99%	1.60%	1.63%	1.98%	1.55%
IWL iShares Russell Top 200 ETF	1.10%	1.04%	1.30%	1.53%	1.12%	1.30%	1.96%	1.93%	1.69%	1.96%	2.14%	1.68%
XLG Invesco S&P 500® Top 50 ETF	0.78%	0.72%	0.97%	1.34%	0.94%	1.25%	1.58%	2.00%	1.85%	2.00%	2.09%	1.97%
EWU iShares MSCI United Kingdom ETF	3.70%	4.16%	4.14%	3.42%	4.35%	2.48%	4.13%	4.98%	3.91%	3.97%	4.11%	7.59%
FLCA Franklin FTSE Canada ETF	2.35%	2.50%	2.49%	2.20%	2.03%	2.50%	2.29%	3.02%	0.09%	0.00%	0.00%	0.00%
EWQ iShares MSCI France ETF	2.87%	3.31%	2.73%	3.23%	3.79%	1.02%	2.44%	2.90%	1.90%	2.84%	2.25%	3.38%
FLSW Franklin FTSE Switzerland ETF	1.75%	2.04%	2.36%	2.02%	1.86%	2.28%	1.15%	2.85%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.44%	0.40%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%	1.09%
FLAU Franklin FTSE Australia ETF	3.21%	3.37%	3.62%	5.91%	5.14%	2.18%	4.37%	4.35%	0.18%	0.00%	0.00%	0.00%
FLJP Franklin FTSE Japan ETF	4.24%	4.56%	3.00%	1.91%	2.40%	1.51%	2.26%	1.50%	0.10%	0.00%	0.00%	0.00%
SMH VanEck Vectors Semiconductor ETF	0.48%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%	1.16%

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.

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 7.67%.

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
-20.29%	Jan 24, 2025	52	Apr 8, 2025	—	—	—
-20.14%	Sep 21, 2018	65	Dec 24, 2018	71	Apr 8, 2019	136
-10.77%	Jul 11, 2024	18	Aug 5, 2024	37	Sep 26, 2024	55

Volatility

Volatility Chart

The current Стартовый volatility is 12.05%, 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

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 6.74, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	PSCC	FLSW	FLJP	SMH	FLAU	FLCA	EWU	EWQ	FIDU	SCHG	XLG	IWL	Portfolio
^GSPC	1.00	0.55	0.59	0.67	0.79	0.69	0.71	0.69	0.72	0.84	0.94	0.96	0.99	0.97
PSCC	0.55	1.00	0.42	0.43	0.35	0.48	0.50	0.48	0.46	0.62	0.43	0.45	0.51	0.53
FLSW	0.59	0.42	1.00	0.55	0.47	0.63	0.60	0.70	0.74	0.54	0.53	0.54	0.58	0.61
FLJP	0.67	0.43	0.55	1.00	0.56	0.64	0.63	0.66	0.67	0.63	0.60	0.62	0.66	0.69
SMH	0.79	0.35	0.47	0.56	1.00	0.56	0.54	0.52	0.57	0.63	0.82	0.80	0.80	0.89
FLAU	0.69	0.48	0.63	0.64	0.56	1.00	0.75	0.75	0.71	0.64	0.61	0.63	0.68	0.70
FLCA	0.71	0.50	0.60	0.63	0.54	0.75	1.00	0.74	0.69	0.71	0.60	0.63	0.69	0.70
EWU	0.69	0.48	0.70	0.66	0.52	0.75	0.74	1.00	0.84	0.68	0.57	0.60	0.66	0.68
EWQ	0.72	0.46	0.74	0.67	0.57	0.71	0.69	0.84	1.00	0.69	0.62	0.65	0.70	0.73
FIDU	0.84	0.62	0.54	0.63	0.63	0.64	0.71	0.68	0.69	1.00	0.69	0.71	0.79	0.79
SCHG	0.94	0.43	0.53	0.60	0.82	0.61	0.60	0.57	0.62	0.69	1.00	0.97	0.95	0.96
XLG	0.96	0.45	0.54	0.62	0.80	0.63	0.63	0.60	0.65	0.71	0.97	1.00	0.98	0.96
IWL	0.99	0.51	0.58	0.66	0.80	0.68	0.69	0.66	0.70	0.79	0.95	0.98	1.00	0.97
Portfolio	0.97	0.53	0.61	0.69	0.89	0.70	0.70	0.68	0.73	0.79	0.96	0.96	0.97	1.00

The correlation results are calculated based on daily price changes starting from Feb 9, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Стартовый

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community