Brit empire by population.2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brit empire by population.2, 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 Apr 27, 2012, corresponding to the inception date of FTAL.L
Returns By Period
As of Sep 21, 2024, the Brit empire by population.2 returned 19.99% Year-To-Date and 8.44% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Brit empire by population.2 | 19.98% | 2.47% | 15.16% | 31.74% | 13.03% | 8.60% |
| Portfolio components: | ||||||
FTAL.L SPDR FTSE UK All Share UCITS ETF | 14.05% | -0.22% | 11.77% | 21.23% | 6.86% | 3.77% |
EIRL iShares MSCI Ireland ETF | 14.26% | -0.72% | 1.54% | 28.43% | 12.13% | 8.53% |
EWM iShares MSCI Malaysia ETF | 28.81% | 7.12% | 24.93% | 32.19% | 2.80% | -1.32% |
EWA iShares MSCI-Australia ETF | 11.02% | 2.36% | 11.38% | 27.40% | 7.55% | 5.37% |
VCE.TO Vanguard FTSE Canada Index ETF | 13.49% | 2.51% | 10.20% | 25.30% | 10.44% | 6.22% |
VOO Vanguard S&P 500 ETF | 20.75% | 1.40% | 9.72% | 33.92% | 15.39% | 12.95% |
EZA iShares MSCI South Africa ETF | 17.77% | 1.38% | 28.74% | 28.71% | 4.57% | 1.31% |
INDA iShares MSCI India ETF | 20.34% | 2.91% | 16.34% | 32.06% | 13.04% | 8.03% |
Monthly Returns
The table below presents the monthly returns of Brit empire by population.2, 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 | 1.54% | 2.65% | 1.66% | 0.36% | 2.13% | 4.39% | 2.89% | 1.19% | 19.98% | ||||
| 2023 | 0.74% | -4.77% | 1.85% | 3.80% | 0.23% | 5.27% | 3.04% | -2.28% | -0.79% | -2.32% | 7.06% | 5.78% | 18.23% |
| 2022 | -0.73% | -3.65% | 2.23% | -3.82% | -3.52% | -6.14% | 7.95% | -0.68% | -6.39% | 4.62% | 5.87% | -5.26% | -10.30% |
| 2021 | -2.25% | 4.40% | 3.29% | -0.67% | 6.23% | 0.00% | 1.11% | 6.98% | -1.08% | 1.83% | -2.70% | 3.31% | 21.82% |
| 2020 | -1.90% | -7.22% | -22.39% | 11.81% | 2.49% | 5.00% | 8.65% | 4.71% | 0.01% | -1.21% | 9.63% | 8.79% | 13.94% |
| 2019 | 1.35% | 0.41% | 5.65% | 1.69% | -0.76% | 0.99% | -4.69% | -2.48% | 3.60% | 3.02% | 0.39% | 2.66% | 12.01% |
| 2018 | 3.61% | -6.75% | -0.91% | 1.83% | -2.42% | -0.71% | 5.95% | 0.07% | -6.42% | -7.13% | 7.92% | -1.26% | -7.24% |
| 2017 | 4.82% | 4.06% | 4.64% | 1.84% | 1.47% | -0.68% | 5.79% | -0.39% | -2.26% | 5.69% | -0.24% | 4.12% | 32.47% |
| 2016 | -5.21% | -5.54% | 11.55% | 0.29% | 1.33% | 1.26% | 5.31% | -0.18% | -0.12% | -1.54% | -4.81% | 0.62% | 1.78% |
| 2015 | 4.52% | 4.60% | -3.89% | -4.96% | 2.54% | -0.96% | 2.18% | -8.73% | 0.20% | 1.83% | -2.70% | -0.22% | -6.32% |
| 2014 | -5.27% | 4.36% | 6.55% | 0.24% | 6.03% | 3.93% | -0.26% | 3.89% | -2.72% | 4.28% | 0.64% | -4.65% | 17.38% |
| 2013 | 3.39% | -5.53% | 1.19% | 4.46% | -3.82% | -4.97% | -0.73% | -8.03% | 7.83% | 7.76% | -0.90% | 3.61% | 2.79% |
Expense Ratio
Brit empire by population.2 features an expense ratio of 0.54%, 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 risk-adjusted rank of Brit empire by population.2 is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
FTAL.L SPDR FTSE UK All Share UCITS ETF | 1.75 | 2.61 | 1.31 | 1.73 | 10.71 |
EIRL iShares MSCI Ireland ETF | 1.73 | 2.51 | 1.31 | 1.78 | 9.64 |
EWM iShares MSCI Malaysia ETF | 2.97 | 4.13 | 1.60 | 0.89 | 24.36 |
EWA iShares MSCI-Australia ETF | 1.64 | 2.30 | 1.28 | 1.55 | 9.66 |
VCE.TO Vanguard FTSE Canada Index ETF | 1.92 | 2.74 | 1.34 | 1.41 | 13.63 |
VOO Vanguard S&P 500 ETF | 2.80 | 3.74 | 1.52 | 3.00 | 17.39 |
EZA iShares MSCI South Africa ETF | 1.26 | 1.89 | 1.22 | 0.89 | 6.08 |
INDA iShares MSCI India ETF | 2.39 | 2.95 | 1.48 | 2.80 | 21.18 |
Dividends
Dividend yield
Brit empire by population.2 granted a 0.44% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Brit empire by population.2 | 0.44% | 0.60% | 0.56% | 5.02% | 0.72% | 1.55% | 1.32% | 1.29% | 1.28% | 1.80% | 0.99% | 0.82% |
| Portfolio components: | ||||||||||||
FTAL.L SPDR FTSE UK All Share UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EIRL iShares MSCI Ireland ETF | 1.42% | 1.00% | 1.13% | 0.82% | 0.50% | 2.11% | 1.52% | 1.44% | 1.34% | 1.70% | 2.26% | 1.65% |
EWM iShares MSCI Malaysia ETF | 2.73% | 3.47% | 3.00% | 6.48% | 1.89% | 2.91% | 3.84% | 5.58% | 5.97% | 37.54% | 4.03% | 3.03% |
EWA iShares MSCI-Australia ETF | 3.61% | 3.72% | 5.28% | 5.08% | 2.02% | 3.97% | 6.11% | 4.44% | 4.03% | 5.48% | 4.92% | 4.68% |
VCE.TO Vanguard FTSE Canada Index ETF | 3.64% | 3.23% | 3.29% | 2.67% | 3.00% | 3.08% | 3.28% | 2.63% | 2.70% | 3.05% | 2.55% | 2.83% |
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% |
EZA iShares MSCI South Africa ETF | 2.34% | 2.84% | 3.90% | 2.05% | 5.51% | 12.27% | 3.81% | 1.55% | 4.10% | 3.03% | 2.20% | 2.44% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
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 Brit empire by population.2. 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 Brit empire by population.2 was 41.50%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.5% | Jan 20, 2020 | 46 | Mar 23, 2020 | 164 | Nov 9, 2020 | 210 |
| -25.4% | Mar 4, 2015 | 244 | Feb 11, 2016 | 297 | Apr 6, 2017 | 541 |
| -21.18% | May 9, 2013 | 80 | Aug 28, 2013 | 136 | Mar 10, 2014 | 216 |
| -19.93% | Jan 29, 2018 | 192 | Oct 24, 2018 | 313 | Jan 13, 2020 | 505 |
| -19.85% | Jan 13, 2022 | 111 | Jun 17, 2022 | 386 | Dec 14, 2023 | 497 |
Volatility
Volatility Chart
The current Brit empire by population.2 volatility is 2.91%, 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
| FTAL.L | INDA | EWM | EIRL | EZA | VOO | VCE.TO | EWA | |
|---|---|---|---|---|---|---|---|---|
| FTAL.L | 1.00 | 0.42 | 0.41 | 0.57 | 0.49 | 0.47 | 0.57 | 0.57 |
| INDA | 0.42 | 1.00 | 0.51 | 0.48 | 0.55 | 0.55 | 0.50 | 0.53 |
| EWM | 0.41 | 0.51 | 1.00 | 0.44 | 0.61 | 0.53 | 0.53 | 0.56 |
| EIRL | 0.57 | 0.48 | 0.44 | 1.00 | 0.50 | 0.63 | 0.58 | 0.60 |
| EZA | 0.49 | 0.55 | 0.61 | 0.50 | 1.00 | 0.56 | 0.60 | 0.65 |
| VOO | 0.47 | 0.55 | 0.53 | 0.63 | 0.56 | 1.00 | 0.71 | 0.71 |
| VCE.TO | 0.57 | 0.50 | 0.53 | 0.58 | 0.60 | 0.71 | 1.00 | 0.73 |
| EWA | 0.57 | 0.53 | 0.56 | 0.60 | 0.65 | 0.71 | 0.73 | 1.00 |