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Geofun
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Geofun

Last updated Sep 21, 2024

Asset Allocation

CN1.L 25%EPOL 25%FLIN 25%VOO 25%EquityEquity
PositionCategory/SectorWeight
BDOIX
iShares MSCI Total International Index Fund		Foreign Large Cap Equities
0%
CN1.L
Amundi MSCI Nordic UCITS ETF EUR (C)		Europe Equities
25%
EPOL
iShares MSCI Poland ETF		Europe Equities
25%
FLIN
Franklin FTSE India ETF		Asia Pacific Equities
25%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Geofun, 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

70.00%80.00%90.00%100.00%110.00%120.00%AprilMayJuneJulyAugustSeptember
84.27%
120.94%
Geofun
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLIN

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%2.37%8.95%32.00%13.81%11.08%
Geofun12.53%0.16%8.19%32.39%13.23%N/A
Portfolio components:
CN1.L
Amundi MSCI Nordic UCITS ETF EUR (C)		0.47%0.00%0.00%15.91%13.65%N/A
EPOL
iShares MSCI Poland ETF		7.33%-3.90%5.20%41.85%5.27%0.40%
BDOIX
iShares MSCI Total International Index Fund		10.89%-0.10%6.33%20.09%6.52%4.51%
FLIN
Franklin FTSE India ETF		22.22%3.10%18.12%35.22%14.68%N/A
VOO
Vanguard S&P 500 ETF		20.75%1.40%9.72%33.92%15.51%13.11%

Monthly Returns

The table below presents the monthly returns of Geofun, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.27%3.43%1.42%-0.59%3.43%2.00%0.44%1.46%12.53%
20233.96%-3.14%1.53%5.76%-2.10%11.49%4.29%-3.28%-4.22%2.15%9.25%6.22%35.16%
2022-4.22%-5.91%3.48%-8.16%-0.63%-8.52%6.06%-5.67%-9.48%8.51%11.40%-0.75%-15.41%
2021-1.04%2.18%2.18%4.50%6.67%-0.71%2.34%4.45%-3.52%4.56%-5.36%4.28%21.67%
2020-2.04%-8.97%-17.08%10.48%6.16%3.59%7.39%4.71%-2.97%-5.86%14.11%7.10%12.77%
20194.39%0.48%2.12%2.07%-3.96%4.76%-3.52%-3.52%2.36%3.92%-0.02%3.16%12.34%
20181.69%-2.51%0.20%-2.96%-1.22%6.46%0.29%-2.00%-8.43%4.81%-2.82%-7.08%

Expense Ratio

Geofun has an expense ratio of 0.27%, 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.

EPOL
iShares MSCI Poland ETF
Expense ratio chart for EPOL: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
CN1.L
Amundi MSCI Nordic UCITS ETF EUR (C)
Expense ratio chart for CN1.L: 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%
FLIN
Franklin FTSE India ETF
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
BDOIX
iShares MSCI Total International Index Fund
Expense ratio chart for BDOIX: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Geofun is 88, placing it in the top 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Geofun is 8888
Geofun
The Sharpe Ratio Rank of Geofun is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of Geofun is 8888Sortino Ratio Rank
The Omega Ratio Rank of Geofun is 8888Omega Ratio Rank
The Calmar Ratio Rank of Geofun is 8484Calmar Ratio Rank
The Martin Ratio Rank of Geofun is 9191Martin 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.

Geofun
Sharpe ratio
The chart of Sharpe ratio for Geofun, currently valued at 2.77, compared to the broader market-1.000.001.002.003.004.005.002.77
Sortino ratio
The chart of Sortino ratio for Geofun, currently valued at 3.90, compared to the broader market-2.000.002.004.006.003.90
Omega ratio
The chart of Omega ratio for Geofun, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.801.51
Calmar ratio
The chart of Calmar ratio for Geofun, currently valued at 3.40, compared to the broader market0.002.004.006.008.0010.003.40
Martin ratio
The chart of Martin ratio for Geofun, currently valued at 19.48, compared to the broader market0.0010.0020.0030.0040.0019.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CN1.L
Amundi MSCI Nordic UCITS ETF EUR (C)		1.682.961.671.5711.04
EPOL
iShares MSCI Poland ETF		1.622.341.281.168.70
BDOIX
iShares MSCI Total International Index Fund		1.492.101.260.978.71
FLIN
Franklin FTSE India ETF		2.412.951.483.9521.63
VOO
Vanguard S&P 500 ETF		2.673.571.492.8916.62

Sharpe Ratio

The current Geofun Sharpe ratio is 2.77. 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 1.91 to 2.59, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Geofun 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 Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.77
2.32
Geofun
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Geofun granted a 1.81% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Geofun1.81%1.26%1.27%1.21%0.92%1.32%1.10%0.91%1.04%1.16%1.32%1.28%
Portfolio components:
CN1.L
Amundi MSCI Nordic UCITS ETF EUR (C)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EPOL
iShares MSCI Poland ETF		4.54%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%3.44%3.28%
BDOIX
iShares MSCI Total International Index Fund		2.84%2.99%2.91%3.07%2.00%3.08%3.33%2.73%3.57%3.94%14.07%2.40%
FLIN
Franklin FTSE India ETF		1.44%0.73%0.73%2.26%0.68%0.90%0.92%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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%AprilMayJuneJulyAugustSeptember
-0.34%
-0.19%
Geofun
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Geofun. 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 Geofun was 37.00%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.

The current Geofun drawdown is 0.34%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37%Jan 21, 202045Mar 23, 2020112Aug 28, 2020157
-32.49%Nov 9, 2021240Oct 11, 2022196Jul 18, 2023436
-14.82%Feb 16, 2018180Oct 29, 2018302Jan 2, 2020482
-10.11%Aug 31, 202045Oct 30, 20206Nov 9, 202051
-9.49%Jul 26, 202350Oct 3, 202330Nov 14, 202380

Volatility

Volatility Chart

The current Geofun volatility is 2.81%, 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%AprilMayJuneJulyAugustSeptember
2.81%
4.31%
Geofun
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.
FLINCN1.LEPOLVOOBDOIX
FLIN1.000.420.520.510.60
CN1.L0.421.000.500.480.65
EPOL0.520.501.000.570.71
VOO0.510.480.571.000.80
BDOIX0.600.650.710.801.00
The correlation results are calculated based on daily price changes starting from Feb 9, 2018