Стартовый
Asset Allocation
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
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 (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Стартовый | 28.44% | 4.88% | 11.66% | 35.07% | 19.05% | N/A |
| Portfolio components: | ||||||
PSCC Invesco S&P SmallCap Consumer Staples ETF | 7.37% | 10.57% | 12.61% | 16.33% | 11.81% | 10.29% |
FIDU Fidelity MSCI Industrials Index ETF | 26.66% | 7.36% | 17.79% | 34.09% | 14.98% | 12.08% |
IWL iShares Russell Top 200 ETF | 29.70% | 5.67% | 15.37% | 34.54% | 17.01% | 14.01% |
XLG Invesco S&P 500® Top 50 ETF | 33.66% | 5.45% | 15.46% | 38.00% | 18.81% | 15.11% |
EWU iShares MSCI United Kingdom ETF | 10.23% | -0.03% | 0.58% | 13.33% | 5.62% | 3.29% |
FLCA Franklin FTSE Canada ETF | 19.21% | 5.95% | 15.24% | 25.44% | 11.12% | N/A |
EWQ iShares MSCI France ETF | -6.02% | -5.16% | -11.76% | -1.83% | 5.60% | 5.99% |
FLSW Franklin FTSE Switzerland ETF | 2.95% | -2.51% | 0.56% | 8.56% | 7.11% | N/A |
SCHG Schwab U.S. Large-Cap Growth ETF | 35.58% | 7.19% | 18.06% | 41.12% | 20.87% | 16.71% |
FLAU Franklin FTSE Australia ETF | 10.92% | 3.59% | 8.14% | 19.90% | 8.22% | N/A |
FLJP Franklin FTSE Japan ETF | 10.73% | 3.68% | 2.73% | 13.97% | 5.31% | N/A |
SMH VanEck Vectors Semiconductor ETF | 41.75% | 1.27% | 1.80% | 54.76% | 33.59% | 27.66% |
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 | 2.07% | 6.45% | 3.06% | -4.02% | 6.48% | 4.05% | 0.40% | 1.63% | 1.82% | -1.70% | 4.82% | 28.44% | |
| 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% | 4.29% | 1.43% | 3.20% | 1.54% | 2.77% | -4.57% | 7.00% | 1.06% | 3.42% | 28.90% |
| 2020 | -0.44% | -7.31% | -11.35% | 12.09% | 5.44% | 4.03% | 5.85% | 7.73% | -3.59% | -2.19% | 12.78% | 4.25% | 27.15% |
| 2019 | 8.62% | 3.86% | 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 has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Стартовый is 49, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.14 | 1.67 | 1.20 | 1.91 | 3.99 |
FIDU Fidelity MSCI Industrials Index ETF | 2.53 | 3.54 | 1.44 | 5.60 | 16.53 |
IWL iShares Russell Top 200 ETF | 2.73 | 3.59 | 1.51 | 3.88 | 17.71 |
XLG Invesco S&P 500® Top 50 ETF | 2.57 | 3.35 | 1.47 | 3.36 | 13.93 |
EWU iShares MSCI United Kingdom ETF | 1.23 | 1.71 | 1.21 | 1.78 | 5.66 |
FLCA Franklin FTSE Canada ETF | 2.06 | 2.82 | 1.36 | 2.54 | 14.38 |
EWQ iShares MSCI France ETF | -0.09 | -0.01 | 1.00 | -0.09 | -0.23 |
FLSW Franklin FTSE Switzerland ETF | 0.79 | 1.16 | 1.13 | 0.90 | 2.58 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.44 | 3.14 | 1.44 | 3.36 | 13.32 |
FLAU Franklin FTSE Australia ETF | 1.32 | 1.90 | 1.23 | 1.95 | 7.01 |
FLJP Franklin FTSE Japan ETF | 0.88 | 1.27 | 1.16 | 1.17 | 3.67 |
SMH VanEck Vectors Semiconductor ETF | 1.60 | 2.11 | 1.28 | 2.23 | 5.83 |
Dividends
Dividend yield
Стартовый provided a 1.15% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.15% | 1.25% | 1.65% | 1.28% | 1.26% | 2.35% | 2.25% | 1.62% | 1.54% | 2.02% | 1.75% | 1.55% |
| Portfolio components: | ||||||||||||
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.71% | 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 | 1.16% | 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 | 1.03% | 1.30% | 1.53% | 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 | 0.72% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
EWU iShares MSCI United Kingdom ETF | 4.00% | 4.14% | 3.42% | 4.35% | 2.48% | 4.13% | 4.98% | 3.91% | 3.97% | 4.11% | 7.59% | 2.39% |
FLCA Franklin FTSE Canada ETF | 2.27% | 2.49% | 2.20% | 2.03% | 2.50% | 2.29% | 3.02% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
EWQ iShares MSCI France ETF | 3.24% | 2.73% | 3.23% | 3.79% | 1.02% | 2.44% | 2.90% | 1.90% | 2.84% | 2.25% | 3.38% | 2.43% |
FLSW Franklin FTSE Switzerland ETF | 2.05% | 2.36% | 2.02% | 1.86% | 2.28% | 1.15% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
FLAU Franklin FTSE Australia ETF | 2.87% | 3.62% | 5.91% | 5.14% | 2.18% | 4.37% | 4.35% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% |
FLJP Franklin FTSE Japan ETF | 5.03% | 3.00% | 1.91% | 2.40% | 1.51% | 2.26% | 1.50% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.42% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
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 |
| -19.91% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -10.77% | Jul 11, 2024 | 18 | Aug 5, 2024 | 37 | Sep 26, 2024 | 55 |
| -10.55% | Aug 1, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
Volatility
Volatility Chart
The current Стартовый volatility is 3.73%, 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.
Diversification
Asset Correlations Table
| PSCC | FLSW | SMH | FLJP | FLCA | FLAU | EWU | FIDU | EWQ | SCHG | XLG | IWL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PSCC | 1.00 | 0.42 | 0.36 | 0.44 | 0.50 | 0.48 | 0.48 | 0.62 | 0.47 | 0.44 | 0.46 | 0.52 |
| FLSW | 0.42 | 1.00 | 0.47 | 0.55 | 0.61 | 0.64 | 0.69 | 0.55 | 0.74 | 0.55 | 0.56 | 0.59 |
| SMH | 0.36 | 0.47 | 1.00 | 0.57 | 0.53 | 0.56 | 0.53 | 0.63 | 0.58 | 0.82 | 0.79 | 0.79 |
| FLJP | 0.44 | 0.55 | 0.57 | 1.00 | 0.62 | 0.65 | 0.65 | 0.63 | 0.67 | 0.61 | 0.63 | 0.66 |
| FLCA | 0.50 | 0.61 | 0.53 | 0.62 | 1.00 | 0.75 | 0.75 | 0.70 | 0.70 | 0.60 | 0.62 | 0.68 |
| FLAU | 0.48 | 0.64 | 0.56 | 0.65 | 0.75 | 1.00 | 0.76 | 0.64 | 0.72 | 0.62 | 0.63 | 0.68 |
| EWU | 0.48 | 0.69 | 0.53 | 0.65 | 0.75 | 0.76 | 1.00 | 0.69 | 0.85 | 0.57 | 0.61 | 0.67 |
| FIDU | 0.62 | 0.55 | 0.63 | 0.63 | 0.70 | 0.64 | 0.69 | 1.00 | 0.70 | 0.69 | 0.71 | 0.79 |
| EWQ | 0.47 | 0.74 | 0.58 | 0.67 | 0.70 | 0.72 | 0.85 | 0.70 | 1.00 | 0.63 | 0.66 | 0.71 |
| SCHG | 0.44 | 0.55 | 0.82 | 0.61 | 0.60 | 0.62 | 0.57 | 0.69 | 0.63 | 1.00 | 0.97 | 0.95 |
| XLG | 0.46 | 0.56 | 0.79 | 0.63 | 0.62 | 0.63 | 0.61 | 0.71 | 0.66 | 0.97 | 1.00 | 0.98 |
| IWL | 0.52 | 0.59 | 0.79 | 0.66 | 0.68 | 0.68 | 0.67 | 0.79 | 0.71 | 0.95 | 0.98 | 1.00 |