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First Portfolio

Last updated Jul 25, 2024

Asset Allocation

HTUS 3.03%500P.L 3.03%5ESG.DE 3.03%AUSF 3.03%C071.DE 3.03%CJP.TO 3.03%CSY2.DE 3.03%DBJP 3.03%DXJ 3.03%DXJS 3.03%FLXU.DE 3.03%FMIL 3.03%FRIN.L 3.03%HEDJ 3.03%HEWJ 3.03%IITU.L 3.03%IUIT.L 3.03%IUQF.L 3.03%JURE.L 3.03%LYPG.DE 3.03%MLPR 3.03%QDVE.DE 3.03%SMGB.L 3.03%SPEP.L 3.03%SXLK.AS 3.03%URNM 3.03%USCP.DE 3.03%VUSA.DE 3.03%WTCH.AS 3.03%XDWT.DE 3.03%XLKQ.L 3.03%XSTC.L 3.03%YCS 3.03%AlternativesAlternativesEquityEquity
PositionCategory/SectorWeight
500P.L
Franklin S&P 500 Paris Aligned Climate UCITS ETF		Large Cap Blend Equities

3.03%

5ESG.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis		Large Cap Blend Equities

3.03%

AUSF
Global X Adaptive U.S. Factor ETF		All Cap Equities

3.03%

C071.DE
Lyxor STOXX Europe 600 Media UCITS ETF Dist		Communications Equities

3.03%

CJP.TO
iShares Japan Fundamental Index ETF (CAD-Hedged)		Japan Equities

3.03%

CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD		Large Cap Blend Equities

3.03%

DBJP
Xtrackers MSCI Japan Hedged Equity ETF		Japan Equities

3.03%

DXJ
WisdomTree Japan Hedged Equity Fund		Japan Equities

3.03%

DXJS
WisdomTree Japan Hedged SmallCap Equity Fund		Japan Equities

3.03%

FLXU.DE
Franklin U.S. Equity UCITS ETF		Large Cap Blend Equities

3.03%

FMIL
Fidelity New Millennium ETF		Large Cap Blend Equities, Actively Managed

3.03%

FRIN.L
Franklin FTSE India UCITS ETF		Asia Pacific Equities

3.03%

HEDJ
WisdomTree Europe Hedged Equity Fund		Europe Equities

3.03%

HEWJ
iShares Currency Hedged MSCI Japan ETF		Japan Equities

3.03%

HTUS
Hull Tactical US ETF		Long-Short, Actively Managed

3.03%

IITU.L
iShares S&P 500 USD Information Technology Sector UCITS		Technology Equities

3.03%

IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities

3.03%

IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)		Large Cap Blend Equities

3.03%

JURE.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)		Large Cap Blend Equities

3.03%

LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc		Technology Equities

3.03%

MLPR

3.03%

QDVE.DE

3.03%

SMGB.L

3.03%

SPEP.L

3.03%

SXLK.AS

3.03%

URNM

3.03%

USCP.DE

3.03%

VUSA.DE

3.03%

WTCH.AS

3.03%

XDWT.DE

3.03%

XLKQ.L

3.03%

XSTC.L

3.03%

YCS

3.03%

S&P 500

Performance

Performance Chart

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

40.00%60.00%80.00%100.00%FebruaryMarchAprilMayJuneJuly
90.20%
47.25%
First Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 31, 2020, corresponding to the inception date of 500P.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
First Portfolio 16.85%-2.24%11.51%27.90%N/AN/A
Portfolio components:
500P.L
Franklin S&P 500 Paris Aligned Climate UCITS ETF		15.78%-0.33%12.12%22.94%N/AN/A
5ESG.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis		15.41%-0.18%12.47%20.76%N/AN/A
AUSF
Global X Adaptive U.S. Factor ETF		12.48%4.58%9.50%28.99%13.37%N/A
C071.DE
Lyxor STOXX Europe 600 Media UCITS ETF Dist		7.30%0.00%2.90%15.13%N/AN/A
CJP.TO
iShares Japan Fundamental Index ETF (CAD-Hedged)		16.32%-3.83%9.63%24.20%16.01%9.32%
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD		14.87%-0.97%11.75%22.13%N/AN/A
DBJP
Xtrackers MSCI Japan Hedged Equity ETF		19.33%-3.58%11.08%27.53%16.57%10.97%
DXJ
WisdomTree Japan Hedged Equity Fund		23.08%-3.20%14.25%33.12%20.26%12.13%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund		14.65%-2.42%10.29%28.77%15.34%11.70%
FLXU.DE
Franklin U.S. Equity UCITS ETF		9.90%1.86%8.50%13.87%14.71%N/A
FMIL
Fidelity New Millennium ETF		18.15%-2.38%14.72%25.79%N/AN/A
FRIN.L
Franklin FTSE India UCITS ETF		17.02%1.79%15.11%31.52%12.88%N/A
HEDJ
WisdomTree Europe Hedged Equity Fund		6.12%-2.44%5.21%9.93%8.65%8.37%
HEWJ
iShares Currency Hedged MSCI Japan ETF		19.19%-3.37%11.40%27.54%16.38%10.98%
HTUS
Hull Tactical US ETF		14.87%-0.69%11.81%22.91%14.71%N/A
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS		23.64%-3.60%16.47%33.94%23.50%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		23.88%-3.31%16.67%33.45%24.49%N/A
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)		14.57%-1.74%11.46%22.05%12.92%N/A
JURE.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)		15.13%-0.57%12.07%21.81%14.41%N/A
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc		20.04%-3.52%13.26%29.43%21.43%22.51%
MLPR
23.49%0.11%15.62%40.66%N/AN/A
QDVE.DE
24.09%-3.45%16.73%33.59%N/AN/A
SMGB.L
23.71%-8.13%15.55%40.00%N/AN/A
SPEP.L
15.30%-0.26%12.34%21.21%N/AN/A
SXLK.AS
13.34%-4.07%7.02%22.60%N/AN/A
URNM
-7.17%-9.93%-15.26%40.81%N/AN/A
USCP.DE
6.76%1.10%7.31%11.36%N/AN/A
VUSA.DE
14.76%-0.22%11.94%20.42%N/AN/A
WTCH.AS
21.05%-3.47%13.31%30.00%N/AN/A
XDWT.DE
19.96%-3.67%13.22%29.79%N/AN/A
XLKQ.L
26.66%-3.37%18.57%38.54%N/AN/A
XSTC.L
21.81%-3.34%15.06%32.40%N/AN/A
YCS
27.35%-7.49%14.61%37.90%N/AN/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.09%4.71%3.50%-2.30%3.71%5.40%16.85%
20237.32%-0.41%4.20%1.38%3.72%6.85%3.05%-0.41%-2.26%-1.78%9.07%3.98%39.82%
2022-5.85%-1.38%4.02%-6.04%-1.54%-7.21%9.13%-2.27%-7.80%6.30%3.63%-4.98%-14.66%
20210.11%3.98%4.14%3.49%1.71%2.77%1.29%3.00%-1.87%4.90%-0.13%4.44%31.33%
20203.87%3.87%

Expense Ratio

First Portfolio features an expense ratio of 0.37%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

HTUS
Hull Tactical US ETF
Expense ratio chart for HTUS: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
CJP.TO
iShares Japan Fundamental Index ETF (CAD-Hedged)
Expense ratio chart for CJP.TO: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
FMIL
Fidelity New Millennium ETF
Expense ratio chart for FMIL: 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%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund
Expense ratio chart for DXJS: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
HEDJ
WisdomTree Europe Hedged Equity Fund
Expense ratio chart for HEDJ: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
HEWJ
iShares Currency Hedged MSCI Japan ETF
Expense ratio chart for HEWJ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
DXJ
WisdomTree Japan Hedged Equity Fund
Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
Expense ratio chart for DBJP: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
C071.DE
Lyxor STOXX Europe 600 Media UCITS ETF Dist
Expense ratio chart for C071.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
Expense ratio chart for LYPG.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
AUSF
Global X Adaptive U.S. Factor ETF
Expense ratio chart for AUSF: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
FLXU.DE
Franklin U.S. Equity UCITS ETF
Expense ratio chart for FLXU.DE: 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%
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)
Expense ratio chart for IUQF.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
JURE.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)
Expense ratio chart for JURE.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
FRIN.L
Franklin FTSE India UCITS ETF
Expense ratio chart for FRIN.L: 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%
5ESG.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis
Expense ratio chart for 5ESG.DE: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
Expense ratio chart for IITU.L: 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%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: 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%
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD
Expense ratio chart for CSY2.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
500P.L
Franklin S&P 500 Paris Aligned Climate UCITS ETF
Expense ratio chart for 500P.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of First Portfolio is 93, placing it in the top 7% 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 First Portfolio is 9393
First Portfolio
The Sharpe Ratio Rank of First Portfolio is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of First Portfolio is 9393Sortino Ratio Rank
The Omega Ratio Rank of First Portfolio is 9494Omega Ratio Rank
The Calmar Ratio Rank of First Portfolio is 9494Calmar Ratio Rank
The Martin Ratio Rank of First Portfolio is 9292Martin 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.

First Portfolio
Sharpe ratio
The chart of Sharpe ratio for First Portfolio , currently valued at 2.66, compared to the broader market-1.000.001.002.003.004.002.66
Sortino ratio
The chart of Sortino ratio for First Portfolio , currently valued at 3.70, compared to the broader market-2.000.002.004.006.003.70
Omega ratio
The chart of Omega ratio for First Portfolio , currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for First Portfolio , currently valued at 4.87, compared to the broader market0.002.004.006.008.004.87
Martin ratio
The chart of Martin ratio for First Portfolio , currently valued at 16.08, compared to the broader market0.0010.0020.0030.0040.0016.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
500P.L
Franklin S&P 500 Paris Aligned Climate UCITS ETF		2.022.971.371.799.25
5ESG.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis		2.163.141.402.389.98
AUSF
Global X Adaptive U.S. Factor ETF		2.383.591.444.0711.91
C071.DE
Lyxor STOXX Europe 600 Media UCITS ETF Dist		1.862.701.432.5811.97
CJP.TO
iShares Japan Fundamental Index ETF (CAD-Hedged)		1.502.131.252.417.43
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD		1.992.891.361.909.76
DBJP
Xtrackers MSCI Japan Hedged Equity ETF		1.952.731.333.0411.13
DXJ
WisdomTree Japan Hedged Equity Fund		2.202.981.373.8212.97
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund		2.062.851.353.9215.48
FLXU.DE
Franklin U.S. Equity UCITS ETF		1.652.521.301.826.53
FMIL
Fidelity New Millennium ETF		2.133.001.372.8110.78
FRIN.L
Franklin FTSE India UCITS ETF		2.242.881.434.3518.44
HEDJ
WisdomTree Europe Hedged Equity Fund		1.041.511.181.174.61
HEWJ
iShares Currency Hedged MSCI Japan ETF		1.952.701.333.0611.28
HTUS
Hull Tactical US ETF		1.732.491.321.707.51
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS		1.852.501.323.189.95
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		1.902.571.333.2610.60
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)		1.872.741.342.228.62
JURE.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)		1.982.901.362.119.37
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc		1.802.471.322.469.36
MLPR
2.212.931.374.3814.36
QDVE.DE
1.982.701.343.3410.61
SMGB.L
1.612.241.282.948.35
SPEP.L
0.481.081.321.031.97
SXLK.AS
1.462.041.261.327.61
URNM
0.961.551.181.263.66
USCP.DE
1.161.731.211.094.09
VUSA.DE
2.133.101.391.959.70
WTCH.AS
1.842.491.322.589.52
XDWT.DE
1.822.511.322.599.42
XLKQ.L
2.062.761.353.6711.23
XSTC.L
1.782.421.302.969.41
YCS
1.682.131.322.548.37

Sharpe Ratio

The current First Portfolio Sharpe ratio is 2.72. 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 1.24 to 1.94, 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 First Portfolio 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 Ratio1.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
2.66
1.58
First Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

First Portfolio granted a 0.97% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
First Portfolio 0.97%1.11%2.56%1.31%0.95%0.65%0.95%0.63%0.44%0.93%1.17%0.19%
Portfolio components:
500P.L
Franklin S&P 500 Paris Aligned Climate 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%
5ESG.DE
UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AUSF
Global X Adaptive U.S. Factor ETF		1.86%1.83%1.99%2.22%2.95%4.02%1.46%0.00%0.00%0.00%0.00%0.00%
C071.DE
Lyxor STOXX Europe 600 Media UCITS ETF Dist		0.00%0.00%2.18%1.52%1.86%2.43%2.58%0.98%0.00%0.00%0.00%0.00%
CJP.TO
iShares Japan Fundamental Index ETF (CAD-Hedged)		1.38%1.24%1.96%0.00%1.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBJP
Xtrackers MSCI Japan Hedged Equity ETF		3.16%5.21%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%10.53%1.84%
DXJ
WisdomTree Japan Hedged Equity Fund		2.27%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
DXJS
WisdomTree Japan Hedged SmallCap Equity Fund		2.04%2.71%2.63%2.96%3.04%2.16%2.06%1.53%1.66%3.99%8.65%0.21%
FLXU.DE
Franklin U.S. Equity 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%
FMIL
Fidelity New Millennium ETF		0.58%0.57%1.43%1.68%0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FRIN.L
Franklin FTSE India 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%
HEDJ
WisdomTree Europe Hedged Equity Fund		3.03%3.31%2.83%2.08%2.65%1.82%2.73%2.27%2.97%9.44%5.83%1.85%
HEWJ
iShares Currency Hedged MSCI Japan ETF		1.95%2.02%47.68%2.03%1.20%2.77%1.37%1.21%1.88%3.25%2.15%0.00%
HTUS
Hull Tactical US ETF		1.03%1.18%7.86%7.20%3.77%0.92%10.57%8.29%3.02%0.00%0.00%0.00%
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUIT.L
iShares S&P 500 Information Technology Sector 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%
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JURE.L
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLPR
9.66%10.08%10.07%10.69%4.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDVE.DE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMGB.L
0.00%0.00%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPEP.L
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SXLK.AS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URNM
3.91%3.63%0.00%6.70%2.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USCP.DE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.DE
1.17%1.35%1.53%1.21%1.65%2.34%3.76%2.26%1.78%2.00%0.00%0.00%
WTCH.AS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDWT.DE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLKQ.L
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSTC.L
0.00%0.01%0.01%0.01%0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
YCS
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.

-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.62%
-4.73%
First Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the First Portfolio . 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 First Portfolio was 19.96%, occurring on Oct 11, 2022. Recovery took 161 trading sessions.

The current First Portfolio drawdown is 4.74%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.96%Jan 5, 2022199Oct 11, 2022161May 26, 2023360
-6.05%Sep 6, 202338Oct 27, 202310Nov 10, 202348
-5.62%Jul 17, 20247Jul 25, 2024———
-5.27%Mar 22, 202420Apr 19, 202418May 15, 202438
-5.06%Sep 7, 202120Oct 4, 202110Oct 18, 202130

Volatility

Volatility Chart

The current First Portfolio volatility is 3.97%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.97%
3.80%
First Portfolio
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.
YCSMLPRURNMDXJSFRIN.LAUSFDXJDBJPHEWJCJP.TOC071.DEHEDJHTUSFMILFLXU.DESMGB.LSXLK.ASIUIT.LUSCP.DEIITU.LXSTC.LXLKQ.LCSY2.DEQDVE.DEWTCH.ASXDWT.DESPEP.LLYPG.DEIUQF.L500P.LJURE.LVUSA.DE5ESG.DE
YCS1.000.01-0.090.22-0.14-0.040.230.220.220.07-0.160.02-0.02-0.00-0.07-0.10-0.08-0.05-0.11-0.07-0.07-0.07-0.06-0.07-0.10-0.09-0.08-0.10-0.09-0.08-0.08-0.09-0.09
MLPR0.011.000.480.340.300.600.440.410.420.470.250.420.390.620.330.240.220.190.340.220.220.220.310.210.220.220.340.230.330.310.350.350.34
URNM-0.090.481.000.320.330.410.400.410.420.450.300.390.360.500.270.310.270.250.340.280.290.280.320.290.310.320.340.320.330.320.330.350.35
DXJS0.220.340.321.000.300.450.800.790.790.680.270.480.380.470.300.280.290.280.320.280.280.290.330.300.310.310.310.320.320.310.320.340.34
FRIN.L-0.140.300.330.301.000.350.320.350.350.410.420.420.340.390.350.440.400.400.440.460.460.460.440.410.430.430.510.430.500.510.520.460.45
AUSF-0.040.600.410.450.351.000.550.560.560.560.400.630.610.820.510.340.360.300.530.340.340.340.460.350.350.360.470.360.480.470.490.510.50
DXJ0.230.440.400.800.320.551.000.960.960.810.330.580.450.600.340.350.340.320.400.340.330.340.390.350.360.370.380.370.380.390.390.410.41
DBJP0.220.410.410.790.350.560.961.000.990.800.360.620.500.620.370.400.410.390.440.400.390.400.440.420.430.430.430.430.430.430.440.460.46
HEWJ0.220.420.420.790.350.560.960.991.000.810.360.620.500.620.370.400.410.380.440.390.390.400.440.410.420.430.420.430.430.430.430.460.46
CJP.TO0.070.470.450.680.410.560.810.800.811.000.420.550.490.610.440.420.400.380.510.400.400.400.470.420.440.440.480.440.480.480.490.520.51
C071.DE-0.160.250.300.270.420.400.330.360.360.421.000.540.440.430.530.530.540.550.670.540.550.550.630.580.590.600.610.610.600.620.620.670.66
HEDJ0.020.420.390.480.420.630.580.620.620.550.541.000.600.690.480.470.470.450.560.460.460.470.530.480.500.500.510.500.520.530.530.560.56
HTUS-0.020.390.360.380.340.610.450.500.500.490.440.601.000.690.520.510.580.550.610.580.580.580.600.590.590.590.620.590.610.630.630.640.64
FMIL-0.000.620.500.470.390.820.600.620.620.610.430.690.691.000.500.480.490.450.570.480.480.490.550.490.500.500.570.500.570.570.580.590.59
FLXU.DE-0.070.330.270.300.350.510.340.370.370.440.530.480.520.501.000.570.620.590.800.590.590.600.750.640.630.640.720.640.730.720.740.800.79
SMGB.L-0.100.240.310.280.440.340.350.400.400.420.530.470.510.480.571.000.810.850.670.870.870.880.740.840.840.850.780.850.800.790.790.760.76
SXLK.AS-0.080.220.270.290.400.360.340.410.410.400.540.470.580.490.620.811.000.880.750.880.880.880.810.920.920.910.780.920.790.800.790.830.84
IUIT.L-0.050.190.250.280.400.300.320.390.380.380.550.450.550.450.590.850.881.000.740.960.960.960.810.950.940.940.830.940.830.850.840.830.85
USCP.DE-0.110.340.340.320.440.530.400.440.440.510.670.560.610.570.800.670.750.741.000.730.730.740.890.790.790.800.850.800.840.870.870.940.94
IITU.L-0.070.220.280.280.460.340.340.400.390.400.540.460.580.480.590.870.880.960.731.000.990.990.800.940.930.940.890.940.890.900.890.830.84
XSTC.L-0.070.220.290.280.460.340.330.390.390.400.550.460.580.480.590.870.880.960.730.991.000.990.810.940.940.940.890.940.890.900.890.830.84
XLKQ.L-0.070.220.280.290.460.340.340.400.400.400.550.470.580.490.600.880.880.960.740.990.991.000.810.940.930.940.890.940.890.900.890.830.84
CSY2.DE-0.060.310.320.330.440.460.390.440.440.470.630.530.600.550.750.740.810.810.890.800.810.811.000.860.850.860.860.870.860.880.880.940.94
QDVE.DE-0.070.210.290.300.410.350.350.420.410.420.580.480.590.490.640.840.920.950.790.940.940.940.861.000.980.990.830.990.830.840.840.880.90
WTCH.AS-0.100.220.310.310.430.350.360.430.420.440.590.500.590.500.630.840.920.940.790.930.940.930.850.981.000.980.830.990.830.840.840.880.89
XDWT.DE-0.090.220.320.310.430.360.370.430.430.440.600.500.590.500.640.850.910.940.800.940.940.940.860.990.981.000.830.990.840.850.840.890.90
SPEP.L-0.080.340.340.310.510.470.380.430.420.480.610.510.620.570.720.780.780.830.850.890.890.890.860.830.830.831.000.830.950.970.980.900.91
LYPG.DE-0.100.230.320.320.430.360.370.430.430.440.610.500.590.500.640.850.920.940.800.940.940.940.870.990.990.990.831.000.840.850.840.890.91
IUQF.L-0.090.330.330.320.500.480.380.430.430.480.600.520.610.570.730.800.790.830.840.890.890.890.860.830.830.840.950.841.000.960.970.900.89
500P.L-0.080.310.320.310.510.470.390.430.430.480.620.530.630.570.720.790.800.850.870.900.900.900.880.840.840.850.970.850.961.000.980.910.91
JURE.L-0.080.350.330.320.520.490.390.440.430.490.620.530.630.580.740.790.790.840.870.890.890.890.880.840.840.840.980.840.970.981.000.920.92
VUSA.DE-0.090.350.350.340.460.510.410.460.460.520.670.560.640.590.800.760.830.830.940.830.830.830.940.880.880.890.900.890.900.910.921.000.99
5ESG.DE-0.090.340.350.340.450.500.410.460.460.510.660.560.640.590.790.760.840.850.940.840.840.840.940.900.890.900.910.910.890.910.920.991.00
The correlation results are calculated based on daily price changes starting from Dec 4, 2020