FIN201 (P2)
For case 3
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FBCV Fidelity Blue Chip Value ETF | Large Cap Blend Equities, Actively Managed | 25% |
IAU iShares Gold Trust | Precious Metals, Gold | 25% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | Large Cap Growth Equities, Dividend | 25% |
V Visa Inc. | Financial Services | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FIN201 (P2), 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 Jun 4, 2020, corresponding to the inception date of FBCV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| FIN201 (P2) | 16.48% | 1.05% | 11.05% | 27.40% | N/A | N/A |
| Portfolio components: | ||||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 11.38% | -1.92% | 9.28% | 25.76% | 9.96% | 10.32% |
V Visa Inc. | 8.89% | 2.44% | 5.35% | 21.89% | 10.33% | 17.53% |
FBCV Fidelity Blue Chip Value ETF | 12.30% | -0.83% | 8.70% | 23.46% | N/A | N/A |
IAU iShares Gold Trust | 34.15% | 4.53% | 20.92% | 38.56% | 12.74% | 8.78% |
Monthly Returns
The table below presents the monthly returns of FIN201 (P2), 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 | 0.82% | 2.34% | 4.05% | -2.29% | 1.66% | -1.65% | 4.22% | 3.35% | 1.93% | 16.48% | |||
| 2023 | 5.54% | -4.04% | 2.63% | 2.19% | -4.04% | 4.45% | 2.08% | -0.56% | -4.76% | 0.94% | 5.79% | 2.96% | 13.16% |
| 2022 | -0.64% | -0.27% | 2.33% | -3.55% | -0.14% | -5.46% | 4.02% | -3.54% | -7.63% | 8.98% | 6.31% | -2.29% | -3.13% |
| 2021 | -4.19% | 2.34% | 3.72% | 5.78% | 2.66% | -1.94% | 2.84% | -0.78% | -4.02% | 1.84% | -3.58% | 7.23% | 11.68% |
| 2020 | -0.92% | 4.24% | 4.79% | -3.38% | -2.91% | 8.81% | 3.84% | 14.71% |
Expense Ratio
FIN201 (P2) features an expense ratio of 0.30%, falling within the medium range. 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 (P2) 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 | |
|---|---|---|---|---|---|
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.57 | 3.64 | 1.46 | 2.22 | 12.30 |
V Visa Inc. | 1.51 | 1.96 | 1.28 | 1.92 | 4.88 |
FBCV Fidelity Blue Chip Value ETF | 2.50 | 3.60 | 1.45 | 2.88 | 12.82 |
IAU iShares Gold Trust | 2.68 | 3.61 | 1.46 | 5.53 | 17.31 |
Dividends
Dividend yield
FIN201 (P2) provided a 1.12% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FIN201 (P2) | 1.12% | 1.12% | 1.18% | 1.41% | 0.78% | 0.61% | 0.76% | 0.59% | 0.72% | 0.67% | 0.56% | 0.23% |
| Portfolio components: | ||||||||||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.02% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% | 1.59% | 0.30% |
V Visa Inc. | 0.74% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
FBCV Fidelity Blue Chip Value ETF | 1.70% | 1.68% | 2.01% | 3.13% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 FIN201 (P2). 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 (P2) was 16.58%, occurring on Sep 30, 2022. Recovery took 84 trading sessions.
The current FIN201 (P2) drawdown is 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.58% | Apr 21, 2022 | 113 | Sep 30, 2022 | 84 | Feb 1, 2023 | 197 |
| -7.76% | Sep 3, 2020 | 39 | Oct 28, 2020 | 8 | Nov 9, 2020 | 47 |
| -7.54% | Jul 30, 2021 | 87 | Dec 1, 2021 | 23 | Jan 4, 2022 | 110 |
| -6.89% | Jul 27, 2023 | 48 | Oct 3, 2023 | 37 | Nov 24, 2023 | 85 |
| -6.1% | Jun 9, 2020 | 3 | Jun 11, 2020 | 28 | Jul 22, 2020 | 31 |
Volatility
Volatility Chart
The current FIN201 (P2) volatility is 2.42%, 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
| IAU | V | FBCV | NOBL | |
|---|---|---|---|---|
| IAU | 1.00 | 0.09 | 0.15 | 0.16 |
| V | 0.09 | 1.00 | 0.58 | 0.57 |
| FBCV | 0.15 | 0.58 | 1.00 | 0.90 |
| NOBL | 0.16 | 0.57 | 0.90 | 1.00 |