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FIN201 (P1)

Last updated May 27, 2023

For project 2

Asset Allocation


ESGU 33.33%ICLN 33.33%NVDA 33.33%EquityEquity

Performance

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


100.00%200.00%300.00%400.00%500.00%December2023FebruaryMarchAprilMay
471.43%
90.10%
FIN201 (P1)
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the FIN201 (P1) returned 48.27% Year-To-Date and 30.97% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%4.45%1.14%9.36%10.45%
FIN201 (P1)13.62%48.27%38.35%34.88%28.43%30.97%
ESGU
iShares ESG MSCI USA ETF
1.05%9.72%4.49%1.65%11.17%12.29%
ICLN
iShares Global Clean Energy ETF
-1.12%-6.80%-10.90%-7.35%15.61%15.80%
NVDA
NVIDIA Corporation
40.35%166.54%139.47%107.23%44.69%54.93%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

ICLNNVDAESGU
ICLN1.000.460.60
NVDA0.461.000.63
ESGU0.600.631.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FIN201 (P1) Sharpe ratio is 1.30. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00December2023FebruaryMarchAprilMay
1.30
0.27
FIN201 (P1)
Benchmark (^GSPC)
Portfolio components

Dividend yield

FIN201 (P1) granted a 0.99% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
FIN201 (P1)0.99%0.86%0.78%0.59%1.02%1.76%1.64%1.57%1.31%1.69%1.52%1.79%
ESGU
iShares ESG MSCI USA ETF
1.96%1.59%1.09%1.31%1.38%1.93%1.97%0.00%0.00%0.00%0.00%0.00%
ICLN
iShares Global Clean Energy ETF
0.96%0.89%1.20%0.35%1.40%2.89%2.66%4.26%2.69%3.29%2.52%4.69%
NVDA
NVIDIA Corporation
0.05%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%

Expense Ratio

The 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.


0.15%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ESGU
iShares ESG MSCI USA ETF
0.30
ICLN
iShares Global Clean Energy ETF
-0.09
NVDA
NVIDIA Corporation
2.15

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay0
-12.32%
FIN201 (P1)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the FIN201 (P1). 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 FIN201 (P1) is 41.83%, recorded on Oct 14, 2022. It took 154 trading sessions for the portfolio to recover.


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
-18.73%Feb 12, 202116Mar 8, 202171Jun 17, 202187
-11.1%Sep 3, 20203Sep 8, 202019Oct 5, 202022

Volatility Chart

The current FIN201 (P1) volatility is 10.17%, 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%12.00%December2023FebruaryMarchAprilMay
10.17%
3.82%
FIN201 (P1)
Benchmark (^GSPC)
Portfolio components