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FIN201 (P1)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ESGU 33.33%ICLN 33.33%NVDA 33.33%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FIN201 (P1), 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


0.00%10.00%20.00%30.00%40.00%50.00%2024FebruaryMarchAprilMayJune
51.46%
15.10%
FIN201 (P1)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 6, 2016, corresponding to the inception date of ESGU

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
FIN201 (P1)48.95%13.63%51.46%52.29%43.15%N/A
ESGU
iShares ESG MSCI USA ETF
13.60%1.86%15.06%23.64%14.94%N/A
ICLN
iShares Global Clean Energy ETF
-7.30%1.01%-4.91%-22.90%7.93%4.08%
NVDA
NVIDIA Corporation
166.34%39.38%169.78%209.29%105.66%75.99%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.81%13.20%7.47%-4.60%14.99%48.95%
202314.90%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%
20211.50%-1.95%-1.32%4.40%2.79%10.50%-1.15%6.83%-6.49%15.78%7.24%-5.85%34.42%
20201.42%3.35%-12.70%12.28%12.43%5.10%10.90%17.73%1.90%-1.29%13.31%8.19%95.44%
201910.13%4.30%6.24%3.08%-10.96%11.02%1.82%-0.50%2.00%5.31%5.13%6.41%51.37%
201811.69%-2.35%-1.97%0.50%4.07%-4.50%3.66%4.38%-0.21%-12.71%-2.23%-10.37%-11.80%
20173.02%0.36%2.14%-1.38%13.73%0.49%6.52%1.92%1.81%7.43%-1.45%0.85%40.46%
20165.55%5.55%

Expense Ratio

FIN201 (P1) 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.


Expense ratio chart for ICLN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for ESGU: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FIN201 (P1) 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.


The Risk-Adjusted Performance Rank of FIN201 (P1) is 7979
FIN201 (P1)
The Sharpe Ratio Rank of FIN201 (P1) is 8484Sharpe Ratio Rank
The Sortino Ratio Rank of FIN201 (P1) is 8484Sortino Ratio Rank
The Omega Ratio Rank of FIN201 (P1) is 8181Omega Ratio Rank
The Calmar Ratio Rank of FIN201 (P1) is 8181Calmar Ratio Rank
The Martin Ratio Rank of FIN201 (P1) is 6464Martin 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.


FIN201 (P1)
Sharpe ratio
The chart of Sharpe ratio for FIN201 (P1), currently valued at 2.39, compared to the broader market0.002.004.006.002.39
Sortino ratio
The chart of Sortino ratio for FIN201 (P1), currently valued at 3.38, compared to the broader market-2.000.002.004.006.003.38
Omega ratio
The chart of Omega ratio for FIN201 (P1), currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for FIN201 (P1), currently valued at 2.80, compared to the broader market0.002.004.006.008.0010.002.80
Martin ratio
The chart of Martin ratio for FIN201 (P1), currently valued at 7.68, compared to the broader market0.0010.0020.0030.0040.0050.007.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ESGU
iShares ESG MSCI USA ETF
2.173.061.381.718.27
ICLN
iShares Global Clean Energy ETF
-0.83-1.180.88-0.36-0.95
NVDA
NVIDIA Corporation
4.694.881.6110.4530.14

Sharpe Ratio

The current FIN201 (P1) Sharpe ratio is 2.51. 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 1.41 to 2.33, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of FIN201 (P1) 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.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.39
2.14
FIN201 (P1)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FIN201 (P1) granted a 0.91% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FIN201 (P1)0.91%1.02%0.86%0.77%0.58%0.98%1.68%1.53%1.44%1.18%1.50%1.35%
ESGU
iShares ESG MSCI USA ETF
1.19%1.43%1.58%1.06%1.27%1.32%1.81%1.82%0.00%0.00%0.00%0.00%
ICLN
iShares Global Clean Energy ETF
1.52%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.82%2.10%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-0.04%
-0.04%
FIN201 (P1)
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.83%Nov 22, 2021226Oct 14, 2022154May 26, 2023380
-35.72%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-27.71%Oct 2, 201858Dec 24, 2018180Sep 12, 2019238
-18.94%Jul 19, 202372Oct 27, 202356Jan 19, 2024128
-18.73%Feb 12, 202116Mar 8, 202171Jun 17, 202187

Volatility

Volatility Chart

The current FIN201 (P1) volatility is 5.58%, 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.


2.00%4.00%6.00%8.00%10.00%2024FebruaryMarchAprilMayJune
5.58%
2.26%
FIN201 (P1)
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.

ICLNNVDAESGU
ICLN1.000.420.60
NVDA0.421.000.62
ESGU0.600.621.00
The correlation results are calculated based on daily price changes starting from Dec 7, 2016