FIN201 (P1)
For project 2
Asset Allocation
| Position | Category/Sector | 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
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
The earliest data available for this chart is Dec 6, 2016, corresponding to the inception date of ESGU
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| FIN201 (P1) | 40.22% | -3.78% | 33.63% | 40.32% | 39.04% | N/A |
| Portfolio components: | ||||||
ESGU iShares ESG MSCI USA ETF | 13.25% | -1.14% | 10.71% | 20.10% | 13.82% | N/A |
ICLN iShares Global Clean Energy ETF | -9.95% | 1.60% | 1.09% | -22.35% | 6.51% | 3.82% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.99% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.81% | 13.20% | 7.47% | -4.60% | 14.93% | 2.25% | 40.22% | ||||||
| 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% | 6.24% | 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% | 1.81% | 7.43% | -1.45% | 0.85% | 40.46% |
| 2016 | 5.55% | 5.55% |
Expense Ratio
FIN201 (P1) has an expense ratio of 0.20%, 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 FIN201 (P1) is 66, 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 | |
|---|---|---|---|---|---|
ESGU iShares ESG MSCI USA ETF | 1.62 | 2.29 | 1.29 | 1.31 | 6.25 |
ICLN iShares Global Clean Energy ETF | -0.93 | -1.35 | 0.86 | -0.41 | -1.07 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
Dividends
Dividend yield
FIN201 (P1) granted a 0.93% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FIN201 (P1) | 0.93% | 1.02% | 0.86% | 0.77% | 0.58% | 0.98% | 1.68% | 1.53% | 1.44% | 1.18% | 1.50% | 1.35% |
| Portfolio components: | ||||||||||||
ESGU iShares ESG MSCI USA ETF | 1.20% | 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 | 1.57% | 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.
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 6.79%.
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 |
| -18.94% | Jul 19, 2023 | 72 | Oct 27, 2023 | 56 | Jan 19, 2024 | 128 |
| -18.73% | Feb 12, 2021 | 16 | Mar 8, 2021 | 71 | Jun 17, 2021 | 87 |
Volatility
Volatility Chart
The current FIN201 (P1) volatility is 6.75%, 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
| ICLN | NVDA | ESGU | |
|---|---|---|---|
| ICLN | 1.00 | 0.42 | 0.60 |
| NVDA | 0.42 | 1.00 | 0.62 |
| ESGU | 0.60 | 0.62 | 1.00 |