FIN201 (P1)
For project 2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ESGU iShares ESG MSCI USA ETF | Large Cap Growth Equities | 33.33% |
ICLN iShares Global Clean Energy ETF | Alternative Energy Equities | 33.33% |
NVDA NVIDIA Corporation | Technology | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 6, 2016, corresponding to the inception date of ESGU
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| FIN201 (P1) | -3.26% | 9.35% | -9.06% | 11.22% | 32.70% | N/A |
| Portfolio components: | ||||||
ESGU iShares ESG MSCI USA ETF | -4.04% | 8.00% | -5.76% | 8.83% | 14.95% | N/A |
ICLN iShares Global Clean Energy ETF | 7.03% | 11.64% | -0.65% | -10.55% | 2.90% | 1.37% |
NVDA NVIDIA Corporation | -13.13% | 8.44% | -20.97% | 29.82% | 71.04% | 72.60% |
Monthly Returns
The table below presents the monthly returns of FIN201 (P1), 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 | -2.62% | -0.20% | -5.30% | 0.95% | 4.12% | -3.26% | |||||||
| 2024 | 4.81% | 13.20% | 7.47% | -4.60% | 14.93% | 2.24% | 0.75% | 1.75% | 2.29% | -0.90% | 2.08% | -3.90% | 45.70% |
| 2023 | 14.90% | 4.26% | 10.54% | -1.44% | 11.79% | 6.96% | 4.46% | -2.35% | -8.82% | -6.56% | 11.21% | 6.91% | 61.25% |
| 2022 | -11.39% | 2.23% | 6.21% | -17.86% | 2.14% | -9.66% | 15.45% | -7.17% | -14.22% | 6.02% | 14.53% | -8.95% | -25.89% |
| 2021 | 1.50% | -1.95% | -1.32% | 4.40% | 2.79% | 10.50% | -1.15% | 6.83% | -6.49% | 15.78% | 7.24% | -5.85% | 34.42% |
| 2020 | 1.42% | 3.35% | -12.70% | 12.28% | 12.43% | 5.10% | 10.90% | 17.73% | 1.90% | -1.29% | 13.31% | 8.19% | 95.44% |
| 2019 | 10.13% | 4.30% | 6.25% | 3.08% | -10.96% | 11.02% | 1.82% | -0.50% | 2.00% | 5.31% | 5.13% | 6.41% | 51.37% |
| 2018 | 11.69% | -2.35% | -1.97% | 0.50% | 4.07% | -4.50% | 3.66% | 4.38% | -0.21% | -12.71% | -2.23% | -10.37% | -11.80% |
| 2017 | 3.02% | 0.36% | 2.14% | -1.38% | 13.73% | 0.49% | 6.52% | 1.92% | 1.82% | 7.42% | -1.45% | 0.85% | 40.47% |
| 2016 | 5.55% | 5.55% |
Expense Ratio
FIN201 (P1) has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of FIN201 (P1) is 26, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
ESGU iShares ESG MSCI USA ETF | 0.46 | 0.82 | 1.12 | 0.50 | 1.91 |
ICLN iShares Global Clean Energy ETF | -0.49 | -0.54 | 0.93 | -0.17 | -0.70 |
NVDA NVIDIA Corporation | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
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Dividends
Dividend yield
FIN201 (P1) provided a 0.98% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.98% | 1.02% | 1.02% | 0.86% | 0.77% | 0.58% | 0.98% | 1.68% | 1.53% | 1.45% | 1.19% | 1.51% |
| Portfolio components: | ||||||||||||
ESGU iShares ESG MSCI USA ETF | 1.19% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% | 0.00% | 0.00% | 0.00% |
ICLN iShares Global Clean Energy ETF | 1.72% | 1.85% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.83% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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 FIN201 (P1). 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 FIN201 (P1) was 41.83%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.
The current FIN201 (P1) drawdown is 9.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.83% | Nov 22, 2021 | 226 | Oct 14, 2022 | 154 | May 26, 2023 | 380 |
| -35.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -27.71% | Oct 2, 2018 | 58 | Dec 24, 2018 | 180 | Sep 12, 2019 | 238 |
| -22.78% | Nov 8, 2024 | 102 | Apr 8, 2025 | — | — | — |
| -18.94% | Jul 19, 2023 | 72 | Oct 27, 2023 | 56 | Jan 19, 2024 | 128 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | ICLN | NVDA | ESGU | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.59 | 0.65 | 0.95 | 0.80 |
| ICLN | 0.59 | 1.00 | 0.40 | 0.58 | 0.68 |
| NVDA | 0.65 | 0.40 | 1.00 | 0.63 | 0.91 |
| ESGU | 0.95 | 0.58 | 0.63 | 1.00 | 0.79 |
| Portfolio | 0.80 | 0.68 | 0.91 | 0.79 | 1.00 |