Finance

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Finance

Currency in USD · Last updated May 31, 2025

Asset Allocation

Position	Category/Sector	Target Weight
APO Apollo Global Management, Inc.	Financial Services	9.09%
ARES Ares Management Corporation	Financial Services	9.09%
BLK BlackRock, Inc.	Financial Services	9.09%
BRK-A Berkshire Hathaway Inc	Financial Services	9.09%
DBSDY DBS Group Holdings Ltd ADR	Financial Services	9.09%
JPM JPMorgan Chase & Co.	Financial Services	9.09%
MCO Moody's Corporation	Financial Services	9.09%
NDAQ Nasdaq, Inc.	Financial Services	9.09%
SPGI S&P Global Inc.	Financial Services	9.09%
UBS UBS Group AG	Financial Services	9.09%
V Visa Inc.	Financial Services	9.09%

Benchmark

S&P 500

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Performance

Performance Chart

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The earliest data available for this chart is Nov 21, 2014, corresponding to the inception date of UBS

Returns By Period

As of May 31, 2025, the Finance returned 3.82% Year-To-Date and 19.39% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	6.15%	-2.00%	12.92%	14.19%	10.85%
Finance	3.82%	4.73%	0.44%	27.17%	23.22%	19.39%
Portfolio components:
JPM JPMorgan Chase & Co.	11.38%	7.92%	6.92%	35.52%	25.54%	18.06%
V Visa Inc.	15.94%	5.87%	16.29%	35.59%	14.15%	18.95%
SPGI S&P Global Inc.	3.36%	2.75%	-1.49%	22.53%	10.47%	18.49%
MCO Moody's Corporation	1.64%	5.99%	-3.77%	22.09%	13.33%	17.21%
BLK BlackRock, Inc.	-3.89%	7.18%	-3.20%	31.59%	15.95%	13.26%
ARES Ares Management Corporation	-5.78%	8.50%	-5.14%	18.82%	38.71%	29.27%
APO Apollo Global Management, Inc.	-20.36%	-3.90%	-24.85%	13.43%	25.54%	24.94%
BRK-A Berkshire Hathaway Inc	11.23%	-5.39%	4.61%	22.62%	22.14%	13.43%
NDAQ Nasdaq, Inc.	8.42%	9.62%	1.30%	43.42%	17.82%	19.08%
UBS UBS Group AG	6.84%	5.49%	0.17%	3.73%	28.37%	9.23%
DBSDY DBS Group Holdings Ltd ADR	11.22%	7.97%	12.31%	38.48%	29.25%	15.36%

*Annualized

Monthly Returns

The table below presents the monthly returns of Finance, 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
2025	7.22%	-1.35%	-5.57%	-0.74%	4.73%								3.82%
2024	1.07%	3.04%	3.96%	-3.92%	5.67%	-0.27%	7.50%	3.12%	1.42%	2.07%	9.91%	-3.25%	33.76%
2023	9.52%	-4.14%	-1.46%	2.95%	-1.50%	6.69%	4.61%	1.89%	-3.74%	-3.57%	13.92%	5.55%	33.14%
2022	-3.51%	-4.27%	3.55%	-11.19%	2.59%	-10.44%	11.52%	-2.54%	-10.37%	13.13%	10.98%	-4.84%	-9.18%
2021	-2.92%	6.87%	4.83%	6.63%	3.71%	2.78%	3.01%	2.81%	-3.11%	10.11%	-4.86%	3.86%	38.02%
2020	2.09%	-9.00%	-13.16%	12.69%	8.04%	2.74%	2.87%	4.69%	-3.92%	-3.05%	15.12%	3.33%	20.41%
2019	8.56%	4.53%	-0.08%	9.53%	-6.64%	7.82%	2.07%	-0.03%	0.04%	5.28%	4.67%	4.57%	47.02%
2018	9.02%	0.33%	-3.69%	0.59%	1.46%	-1.47%	3.94%	0.57%	-0.45%	-8.97%	4.01%	-9.59%	-5.64%
2017	5.29%	4.78%	-0.24%	2.67%	1.07%	2.97%	4.22%	0.69%	3.00%	2.21%	4.81%	2.70%	39.83%
2016	-8.17%	1.05%	10.22%	1.45%	1.54%	-4.09%	8.52%	3.78%	-1.67%	-1.94%	5.90%	1.33%	17.74%
2015	-2.28%	6.32%	-0.38%	2.02%	2.56%	-1.91%	2.34%	-7.07%	-4.19%	6.30%	-0.63%	-2.13%	0.06%
2014											0.98%	0.32%	1.30%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Finance has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, Finance is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
JPM JPMorgan Chase & Co.	1.26	1.82	1.26	1.45	4.83
V Visa Inc.	1.63	2.15	1.33	2.38	8.37
SPGI S&P Global Inc.	1.03	1.34	1.19	1.04	3.57
MCO Moody's Corporation	0.84	1.12	1.16	0.77	2.51
BLK BlackRock, Inc.	1.22	1.66	1.24	1.26	3.96
ARES Ares Management Corporation	0.46	0.82	1.12	0.44	1.41
APO Apollo Global Management, Inc.	0.31	0.76	1.11	0.37	1.03
BRK-A Berkshire Hathaway Inc	1.15	1.75	1.24	2.82	6.54
NDAQ Nasdaq, Inc.	1.85	2.31	1.34	1.99	7.47
UBS UBS Group AG	0.13	0.42	1.06	0.18	0.60
DBSDY DBS Group Holdings Ltd ADR	1.78	2.27	1.36	2.02	8.91

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Finance Sharpe ratios as of May 31, 2025 (values are recalculated daily):

1-Year: 1.27
5-Year: 1.18
10-Year: 0.92
All Time: 0.93

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.60 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Finance compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Finance provided a 1.62% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.62%	1.71%	1.96%	2.16%	1.59%	2.68%	2.54%	3.54%	2.36%	3.08%	3.41%	2.51%
Portfolio components:
JPM JPMorgan Chase & Co.	1.91%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
V Visa Inc.	0.63%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
SPGI S&P Global Inc.	0.73%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%	1.35%
MCO Moody's Corporation	0.75%	0.72%	0.79%	1.00%	0.63%	0.77%	0.84%	1.26%	1.03%	1.57%	1.36%	1.17%
BLK BlackRock, Inc.	2.09%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.06%	1.95%	2.41%	2.56%	2.16%
ARES Ares Management Corporation	2.36%	2.10%	2.59%	3.57%	2.31%	3.40%	3.59%	7.50%	6.30%	4.32%	6.81%	2.45%
APO Apollo Global Management, Inc.	1.45%	1.10%	1.81%	2.51%	2.90%	4.72%	4.23%	7.86%	5.53%	6.46%	12.91%	13.19%
BRK-A Berkshire Hathaway Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NDAQ Nasdaq, Inc.	1.15%	1.22%	1.48%	1.27%	1.00%	1.46%	1.73%	2.08%	1.90%	1.80%	1.55%	1.21%
UBS UBS Group AG	1.41%	3.46%	1.78%	2.68%	2.07%	10.34%	5.48%	5.24%	3.30%	9.41%	4.11%	0.00%
DBSDY DBS Group Holdings Ltd ADR	5.30%	4.92%	6.76%	5.24%	3.11%	2.62%	5.68%	7.54%	2.44%	3.72%	3.73%	2.98%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Finance. 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 Finance was 39.81%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.

The current Finance drawdown is 3.40%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-39.81%	Feb 20, 2020	23	Mar 23, 2020	109	Aug 26, 2020	132
-25.91%	Nov 9, 2021	233	Oct 12, 2022	180	Jul 3, 2023	413
-23.07%	Jul 21, 2015	143	Feb 11, 2016	128	Aug 15, 2016	271
-22.2%	Sep 24, 2018	64	Dec 24, 2018	79	Apr 18, 2019	143
-19.92%	Jan 31, 2025	47	Apr 8, 2025	—	—	—

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	DBSDY	ARES	UBS	APO	NDAQ	V	BRK-A	JPM	SPGI	MCO	BLK	Portfolio
^GSPC	1.00	0.47	0.52	0.58	0.60	0.60	0.69	0.66	0.65	0.68	0.71	0.75	0.85
DBSDY	0.47	1.00	0.27	0.40	0.34	0.27	0.34	0.33	0.37	0.32	0.34	0.39	0.53
ARES	0.52	0.27	1.00	0.37	0.50	0.39	0.34	0.35	0.39	0.39	0.42	0.46	0.64
UBS	0.58	0.40	0.37	1.00	0.45	0.36	0.41	0.51	0.59	0.41	0.42	0.56	0.69
APO	0.60	0.34	0.50	0.45	1.00	0.41	0.42	0.43	0.48	0.44	0.47	0.51	0.72
NDAQ	0.60	0.27	0.39	0.36	0.41	1.00	0.47	0.49	0.44	0.58	0.59	0.55	0.67
V	0.69	0.34	0.34	0.41	0.42	0.47	1.00	0.51	0.48	0.59	0.60	0.54	0.69
BRK-A	0.66	0.33	0.35	0.51	0.43	0.49	0.51	1.00	0.69	0.50	0.52	0.63	0.71
JPM	0.65	0.37	0.39	0.59	0.48	0.44	0.48	0.69	1.00	0.45	0.47	0.64	0.73
SPGI	0.68	0.32	0.39	0.41	0.44	0.58	0.59	0.50	0.45	1.00	0.82	0.60	0.74
MCO	0.71	0.34	0.42	0.42	0.47	0.59	0.60	0.52	0.47	0.82	1.00	0.63	0.77
BLK	0.75	0.39	0.46	0.56	0.51	0.55	0.54	0.63	0.64	0.60	0.63	1.00	0.81
Portfolio	0.85	0.53	0.64	0.69	0.72	0.67	0.69	0.71	0.73	0.74	0.77	0.81	1.00

The correlation results are calculated based on daily price changes starting from Nov 24, 2014

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

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Factor Model

Finance

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

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