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First
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GC=F 14.29%BRK-B 14.29%SHELL.AS 14.29%FLNG 14.29%LNG 14.29%PSHG 14.29%NVDA 14.29%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
BRK-B
Berkshire Hathaway Inc.
Financial Services
14.29%
FLNG
FLEX LNG Ltd
Energy
14.29%
GC=F
Gold
14.29%
LNG
Cheniere Energy, Inc.
Energy
14.29%
NVDA
NVIDIA Corporation
Technology
14.29%
PSHG
Performance Shipping Inc.
Industrials
14.29%
SHELL.AS
Shell plc
Energy
14.29%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First, 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 every 3 months.


100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
491.78%
86.75%
First
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 17, 2019, corresponding to the inception date of FLNG

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-8.25%-6.60%-5.32%3.55%16.80%10.02%
First-16.42%-7.97%-10.80%15.19%41.16%N/A
BRK-B
Berkshire Hathaway Inc.
16.96%6.92%17.04%26.16%21.20%13.97%
SHELL.AS
Shell plc
14.20%6.36%5.77%4.94%16.24%6.77%
FLNG
FLEX LNG Ltd
-3.16%-2.09%-12.90%-8.06%41.56%N/A
LNG
Cheniere Energy, Inc.
2.42%0.04%17.86%40.10%41.21%11.15%
PSHG
Performance Shipping Inc.
-16.13%5.41%-16.58%-22.00%-24.47%-73.71%
NVDA
NVIDIA Corporation
-24.19%-12.23%-17.12%14.46%64.45%69.61%
GC=F
Gold
18.62%7.19%17.38%35.93%11.94%8.74%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-6.34%2.71%-8.29%-5.26%-16.42%
202413.58%15.41%10.72%-2.81%19.81%9.37%-3.17%2.17%0.52%7.11%4.37%-3.18%98.96%
20239.04%10.09%6.19%1.10%10.71%8.14%7.37%3.30%-6.71%-2.86%9.00%2.47%73.24%
2022-10.91%8.13%5.94%-15.37%-11.46%-10.33%10.60%-4.53%-6.39%5.49%14.09%-10.37%-26.89%
20216.83%5.76%-2.02%-2.38%7.66%13.00%-5.63%6.00%3.86%8.79%9.19%-8.87%47.84%
2020-5.02%-7.10%-9.78%11.24%3.40%2.58%9.06%10.73%-1.75%-5.00%74.48%-5.31%74.92%
20194.82%-1.03%-4.84%1.85%3.74%-0.78%4.98%8.64%

Expense Ratio

First 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

The current rank of First is 74, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of First is 7474
Overall Rank
The Sharpe Ratio Rank of First is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of First is 7272
Sortino Ratio Rank
The Omega Ratio Rank of First is 7272
Omega Ratio Rank
The Calmar Ratio Rank of First is 7878
Calmar Ratio Rank
The Martin Ratio Rank of First is 7474
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.


Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.44, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.44
^GSPC: 0.25
The chart of Sortino ratio for Portfolio, currently valued at 0.85, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.85
^GSPC: 0.41
The chart of Omega ratio for Portfolio, currently valued at 1.11, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.11
^GSPC: 1.06
The chart of Calmar ratio for Portfolio, currently valued at 0.76, compared to the broader market0.002.004.006.00
Portfolio: 0.76
^GSPC: 0.30
The chart of Martin ratio for Portfolio, currently valued at 2.03, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.03
^GSPC: 1.15

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BRK-B
Berkshire Hathaway Inc.
2.062.961.403.879.68
SHELL.AS
Shell plc
0.080.221.030.080.17
FLNG
FLEX LNG Ltd
-0.33-0.300.96-0.29-0.83
LNG
Cheniere Energy, Inc.
1.522.071.292.186.11
PSHG
Performance Shipping Inc.
-0.67-0.860.90-0.27-1.15
NVDA
NVIDIA Corporation
0.340.821.110.591.52
GC=F
Gold
2.413.021.424.4611.57

The current First Sharpe ratio is 0.90. 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 0.19 to 0.83, 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 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.44
0.25
First
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

First provided a 2.66% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.66%2.59%2.35%2.19%1.69%1.19%1.09%0.96%0.89%1.25%1.54%3.00%
BRK-B
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%
SHELL.AS
Shell plc
4.03%4.21%3.86%3.56%3.61%5.72%6.43%6.24%5.96%6.55%8.08%5.12%
FLNG
FLEX LNG Ltd
13.93%13.08%11.61%10.71%7.88%2.29%0.92%0.00%0.00%0.00%0.00%0.00%
LNG
Cheniere Energy, Inc.
0.62%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSHG
Performance Shipping Inc.
0.00%0.00%0.00%0.00%0.00%0.22%0.00%0.00%0.00%1.73%1.50%14.15%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
GC=F
Gold
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.48%
-12.17%
First
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the First. 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 was 41.59%, occurring on Sep 26, 2022. Recovery took 202 trading sessions.

The current First drawdown is 4.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.59%Dec 1, 2021238Sep 26, 2022202Jun 13, 2023440
-35.35%Jan 17, 202046Mar 18, 2020105Jul 21, 2020151
-23.51%Jan 7, 202563Apr 3, 2025
-20.48%Jul 11, 202421Aug 7, 202444Oct 8, 202465
-19.69%Feb 17, 202114Mar 8, 202176Jun 7, 202190

Volatility

Volatility Chart

The current First volatility is 11.99%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.99%
7.38%
First
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.

GC=FPSHGNVDAFLNGSHELL.ASBRK-BLNG
GC=F1.00-0.000.010.050.050.000.03
PSHG-0.001.000.120.150.120.120.15
NVDA0.010.121.000.190.120.280.22
FLNG0.050.150.191.000.300.240.29
SHELL.AS0.050.120.120.301.000.310.37
BRK-B0.000.120.280.240.311.000.33
LNG0.030.150.220.290.370.331.00
The correlation results are calculated based on daily price changes starting from Jun 18, 2019
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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