PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIN201 (P2)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IAU 25%NOBL 25%V 25%FBCV 25%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
11.05%
15.83%
FIN201 (P2)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2020, corresponding to the inception date of FBCV

Returns By Period


Year-To-Date1 month6 months1 year5 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/AN/A
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/AN/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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.82%2.34%4.05%-2.29%1.66%-1.65%4.22%3.35%1.93%16.48%
20235.54%-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.


Expense ratio chart for NOBL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for FBCV: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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.


The Risk-Adjusted Performance Rank of FIN201 (P2) is 6666
Combined Rank
The Sharpe Ratio Rank of FIN201 (P2) is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of FIN201 (P2) is 6565Sortino Ratio Rank
The Omega Ratio Rank of FIN201 (P2) is 6060Omega Ratio Rank
The Calmar Ratio Rank of FIN201 (P2) is 9191Calmar Ratio Rank
The Martin Ratio Rank of FIN201 (P2) is 5353Martin 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 (P2)
Sharpe ratio
The chart of Sharpe ratio for FIN201 (P2), currently valued at 3.13, compared to the broader market0.002.004.006.003.13
Sortino ratio
The chart of Sortino ratio for FIN201 (P2), currently valued at 4.35, compared to the broader market-2.000.002.004.006.004.35
Omega ratio
The chart of Omega ratio for FIN201 (P2), currently valued at 1.57, compared to the broader market0.801.001.201.401.601.802.001.57
Calmar ratio
The chart of Calmar ratio for FIN201 (P2), currently valued at 5.62, compared to the broader market0.005.0010.005.62
Martin ratio
The chart of Martin ratio for FIN201 (P2), currently valued at 18.89, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.89
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.573.641.462.2212.30
V
Visa Inc.
1.511.961.281.924.88
FBCV
Fidelity Blue Chip Value ETF
2.503.601.452.8812.82
IAU
iShares Gold Trust
2.683.611.465.5317.31

Sharpe Ratio

The current FIN201 (P2) Sharpe ratio is 3.13. 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 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of FIN201 (P2) 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 Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.13
3.43
FIN201 (P2)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FIN201 (P2) provided a 1.12% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
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%
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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.65%
-0.54%
FIN201 (P2)
Benchmark (^GSPC)
Portfolio components

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, 2022113Sep 30, 202284Feb 1, 2023197
-7.76%Sep 3, 202039Oct 28, 20208Nov 9, 202047
-7.54%Jul 30, 202187Dec 1, 202123Jan 4, 2022110
-6.89%Jul 27, 202348Oct 3, 202337Nov 24, 202385
-6.1%Jun 9, 20203Jun 11, 202028Jul 22, 202031

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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.42%
2.71%
FIN201 (P2)
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.

IAUVFBCVNOBL
IAU1.000.090.150.16
V0.091.000.580.57
FBCV0.150.581.000.90
NOBL0.160.570.901.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2020