Стартовый
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 45.23% |
IWL iShares Russell Top 200 ETF | Large Cap Growth Equities | 19.7% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | Consumer Staples Equities | 13.23% |
FIDU Fidelity MSCI Industrials Index ETF | Industrials Equities | 10.31% |
EWU iShares MSCI United Kingdom ETF | Europe Equities | 6% |
FLFR Franklin FTSE France ETF | Europe Equities | 5.53% |
Performance
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
Returns
As of Oct 2, 2023, the Стартовый returned 19.37% Year-To-Date and 18.08% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.68% | 19.59% | 7.98% | 8.94% |
| Стартовый | -4.95% | 5.95% | 19.37% | 30.85% | 16.65% | 18.08% |
| Portfolio components: | ||||||
PSCC Invesco S&P SmallCap Consumer Staples ETF | -5.82% | -5.67% | 4.57% | 15.30% | 10.07% | 11.48% |
FIDU Fidelity MSCI Industrials Index ETF | -6.27% | 2.84% | 7.89% | 25.74% | 7.59% | 8.40% |
IWL iShares Russell Top 200 ETF | -4.73% | 6.45% | 16.13% | 23.56% | 10.52% | 11.62% |
XLG Invesco S&P 500® Top 50 ETF | -4.99% | 12.26% | 31.12% | 39.21% | 26.51% | 28.78% |
EWU iShares MSCI United Kingdom ETF | -1.31% | -1.45% | 5.20% | 24.93% | 2.30% | 2.16% |
FLFR Franklin FTSE France ETF | -4.81% | -4.65% | 11.18% | 38.14% | 5.21% | 4.94% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.14% | 2.22% | 0.51% | 7.27% | 3.18% | -1.30% |
Dividend yield
Стартовый granted a 5.16% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Стартовый | 5.16% | 7.82% | 6.40% | 8.98% | 13.11% | 18.68% | 20.61% | 26.87% | 34.45% | 40.38% | 48.33% | 67.77% |
| Portfolio components: | ||||||||||||
PSCC Invesco S&P SmallCap Consumer Staples ETF | 3.20% | 3.94% | 3.85% | 5.27% | 6.20% | 3.48% | 4.74% | 5.83% | 5.56% | 6.89% | 1.89% | 4.26% |
FIDU Fidelity MSCI Industrials Index ETF | 1.46% | 1.50% | 1.15% | 1.33% | 1.83% | 2.14% | 1.76% | 1.81% | 2.25% | 1.79% | 0.36% | 0.00% |
IWL iShares Russell Top 200 ETF | 1.40% | 1.55% | 1.15% | 1.35% | 2.06% | 2.08% | 1.85% | 2.19% | 2.44% | 1.96% | 2.16% | 4.41% |
XLG Invesco S&P 500® Top 50 ETF | 8.74% | 14.29% | 11.30% | 16.85% | 24.96% | 37.67% | 42.31% | 55.65% | 72.25% | 84.59% | 104.81% | 145.93% |
EWU iShares MSCI United Kingdom ETF | 3.45% | 3.49% | 4.58% | 2.73% | 4.67% | 5.88% | 4.83% | 5.10% | 5.48% | 10.53% | 3.55% | 5.45% |
FLFR Franklin FTSE France ETF | 2.80% | 3.04% | 2.91% | 1.60% | 2.35% | 3.57% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Стартовый has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
PSCC Invesco S&P SmallCap Consumer Staples ETF | 0.71 | ||||
FIDU Fidelity MSCI Industrials Index ETF | 1.23 | ||||
IWL iShares Russell Top 200 ETF | 1.11 | ||||
XLG Invesco S&P 500® Top 50 ETF | 1.73 | ||||
EWU iShares MSCI United Kingdom ETF | 1.47 | ||||
FLFR Franklin FTSE France ETF | 1.82 |
Asset Correlations Table
| PSCC | FLFR | EWU | XLG | FIDU | IWL | |
|---|---|---|---|---|---|---|
| PSCC | 1.00 | 0.46 | 0.48 | 0.48 | 0.62 | 0.54 |
| FLFR | 0.46 | 1.00 | 0.79 | 0.62 | 0.66 | 0.68 |
| EWU | 0.48 | 0.79 | 1.00 | 0.63 | 0.69 | 0.70 |
| XLG | 0.48 | 0.62 | 0.63 | 1.00 | 0.70 | 0.95 |
| FIDU | 0.62 | 0.66 | 0.69 | 0.70 | 1.00 | 0.80 |
| IWL | 0.54 | 0.68 | 0.70 | 0.95 | 0.80 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Стартовый. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Стартовый is 30.23%, recorded on Mar 20, 2020. It took 79 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.23% | Feb 13, 2020 | 26 | Mar 20, 2020 | 79 | Jul 14, 2020 | 105 |
| -21.28% | Jan 5, 2022 | 113 | Jun 16, 2022 | 237 | May 26, 2023 | 350 |
| -17.62% | Oct 2, 2018 | 57 | Dec 21, 2018 | 57 | Mar 18, 2019 | 114 |
| -9.47% | Jan 29, 2018 | 9 | Feb 8, 2018 | 88 | Jun 15, 2018 | 97 |
| -8.04% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility Chart
The current Стартовый volatility is 3.14%, 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.