FIN201 (P2)
For case 3
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
FBCV Fidelity Blue Chip Value ETF | Large Cap Blend Equities, Actively Managed | 25% |
Performance
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
Returns
As of May 27, 2023, the FIN201 (P2) returned 2.75% Year-To-Date and 8.51% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 4.45% | 1.14% | 10.64% | 10.64% |
FIN201 (P2) | -3.27% | 2.75% | 1.16% | 1.13% | 8.51% | 8.51% |
Portfolio components: | ||||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | -4.71% | -0.95% | -4.92% | -2.53% | 10.73% | 10.73% |
V Visa Inc. | -3.13% | 8.73% | 5.66% | 6.54% | 5.90% | 5.90% |
FBCV Fidelity Blue Chip Value ETF | -3.13% | -3.57% | -6.25% | -4.67% | 11.73% | 11.73% |
IAU iShares Gold Trust | -2.09% | 6.74% | 10.94% | 4.80% | 4.22% | 4.22% |
Returns over 1 year are annualized |
Asset Correlations Table
IAU | V | FBCV | NOBL | |
---|---|---|---|---|
IAU | 1.00 | 0.09 | 0.12 | 0.14 |
V | 0.09 | 1.00 | 0.63 | 0.61 |
FBCV | 0.12 | 0.63 | 1.00 | 0.91 |
NOBL | 0.14 | 0.61 | 0.91 | 1.00 |
Dividend yield
FIN201 (P2) granted a 1.48% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
FIN201 (P2) | 1.48% | 1.18% | 1.44% | 0.82% | 0.65% | 0.82% | 0.64% | 0.80% | 0.76% | 0.64% | 0.26% | 0.18% |
Portfolio components: | ||||||||||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.36% | 1.95% | 1.94% | 2.23% | 2.03% | 2.59% | 1.95% | 2.43% | 2.35% | 1.90% | 0.37% | 0.00% |
V Visa Inc. | 1.10% | 0.76% | 0.62% | 0.57% | 0.57% | 0.69% | 0.63% | 0.78% | 0.68% | 0.68% | 0.67% | 0.70% |
FBCV Fidelity Blue Chip Value ETF | 2.45% | 2.02% | 3.21% | 0.47% | 0.00% | 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% |
Expense Ratio
The FIN201 (P2) has a high expense ratio of 0.30%, 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 0.03 | ||||
V Visa Inc. | 0.48 | ||||
FBCV Fidelity Blue Chip Value ETF | -0.14 | ||||
IAU iShares Gold Trust | 0.31 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the FIN201 (P2). 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 (P2) is 16.58%, recorded on Sep 30, 2022. It took 84 trading sessions for the portfolio to recover.
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 |
-6.1% | Jun 9, 2020 | 3 | Jun 11, 2020 | 28 | Jul 22, 2020 | 31 |
-6.05% | Feb 2, 2023 | 26 | Mar 10, 2023 | 23 | Apr 13, 2023 | 49 |
Volatility Chart
The current FIN201 (P2) volatility is 2.56%, 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.