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fin

Last updated Mar 2, 2024

Asset Allocation


GOOG 7.69%CAH 7.69%CNA.L 7.69%CBK.DE 7.69%DHI 7.69%FANG 7.69%LEN 7.69%META 7.69%PRX.AS 7.69%PHM 7.69%RHM.DE 7.69%SSAB-B.ST 7.69%UCG.MI 7.69%EquityEquity
PositionCategory/SectorWeight
GOOG
Alphabet Inc.
Communication Services

7.69%

CAH
Cardinal Health, Inc.
Healthcare

7.69%

CNA.L
Centrica plc
Utilities

7.69%

CBK.DE
Commerzbank AG
Financial Services

7.69%

DHI
D.R. Horton, Inc.
Consumer Cyclical

7.69%

FANG
Diamondback Energy, Inc.
Energy

7.69%

LEN
Lennar Corporation
Consumer Cyclical

7.69%

META
Meta Platforms, Inc.
Communication Services

7.69%

PRX.AS
Prosus N.V.
Communication Services

7.69%

PHM
PulteGroup, Inc.
Consumer Cyclical

7.69%

RHM.DE
Rheinmetall AG
Industrials

7.69%

SSAB-B.ST
SSAB AB (publ)
Basic Materials

7.69%

UCG.MI
UniCredit S.p.A.
Financial Services

7.69%

S&P 500

Performance

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


50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
230.92%
70.98%
fin
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 11, 2019, corresponding to the inception date of PRX.AS

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.57%3.48%13.62%26.83%13.14%10.60%
fin11.10%7.19%26.86%54.78%N/AN/A
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%19.35%N/A
CAH
Cardinal Health, Inc.
11.75%8.87%30.01%53.23%22.61%7.62%
CNA.L
Centrica plc
-10.85%-6.06%-16.57%30.44%5.52%-4.03%
CBK.DE
Commerzbank AG
-1.19%1.79%6.27%-3.45%10.96%-0.37%
DHI
D.R. Horton, Inc.
0.53%4.01%27.43%65.78%32.75%21.97%
FANG
Diamondback Energy, Inc.
19.40%23.27%22.32%30.45%16.21%13.05%
LEN
Lennar Corporation
8.70%4.85%34.71%67.58%29.49%15.03%
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%25.40%22.05%
PRX.AS
Prosus N.V.
-1.36%-2.95%-8.51%-13.98%N/AN/A
PHM
PulteGroup, Inc.
7.74%4.94%35.13%103.33%34.63%19.83%
RHM.DE
Rheinmetall AG
46.37%31.00%73.48%78.33%35.73%24.94%
SSAB-B.ST
SSAB AB (publ)
0.69%3.02%38.80%19.65%28.72%13.17%
UCG.MI
UniCredit S.p.A.
23.52%16.46%38.33%75.19%26.65%4.23%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.27%7.71%
2023-3.53%-2.88%0.52%12.77%4.08%

Sharpe Ratio

The current fin Sharpe ratio is 3.68. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.68

The Sharpe ratio of fin 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.91
2.35
fin
Benchmark (^GSPC)
Portfolio components

Dividend yield

fin granted a 1.86% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
fin1.86%2.19%2.22%0.89%2.34%1.53%1.35%0.51%1.15%0.58%0.55%0.85%
GOOG
Alphabet 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%
CAH
Cardinal Health, Inc.
1.77%1.98%2.57%3.80%3.62%3.80%4.24%3.00%2.41%1.68%1.65%1.77%
CNA.L
Centrica plc
0.03%0.02%0.01%0.00%0.08%0.11%0.09%0.09%0.05%0.05%0.06%0.05%
CBK.DE
Commerzbank AG
1.87%1.86%0.00%0.00%3.80%3.63%0.00%0.00%2.76%0.00%0.00%0.00%
DHI
D.R. Horton, Inc.
0.72%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.00%
FANG
Diamondback Energy, Inc.
2.72%5.15%6.55%1.62%3.10%0.73%0.38%0.00%0.00%0.00%0.00%0.00%
LEN
Lennar Corporation
1.01%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRX.AS
Prosus N.V.
0.26%0.26%0.22%0.19%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHM
PulteGroup, Inc.
0.61%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
RHM.DE
Rheinmetall AG
1.00%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%4.01%
SSAB-B.ST
SSAB AB (publ)
10.93%11.29%9.69%0.00%2.86%4.91%4.01%0.00%0.00%0.00%0.00%2.41%
UCG.MI
UniCredit S.p.A.
3.19%4.02%4.05%0.89%8.24%2.07%3.23%0.00%4.39%2.34%2.06%1.67%

Expense Ratio

The fin has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.35
fin
3.91
GOOG
Alphabet Inc.
1.84
CAH
Cardinal Health, Inc.
3.15
CNA.L
Centrica plc
1.14
CBK.DE
Commerzbank AG
0.34
DHI
D.R. Horton, Inc.
2.12
FANG
Diamondback Energy, Inc.
1.65
LEN
Lennar Corporation
2.40
META
Meta Platforms, Inc.
4.84
PRX.AS
Prosus N.V.
-0.21
PHM
PulteGroup, Inc.
3.77
RHM.DE
Rheinmetall AG
2.63
SSAB-B.ST
SSAB AB (publ)
0.70
UCG.MI
UniCredit S.p.A.
2.90

Asset Correlations Table

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

PRX.ASCAHCNA.LFANGRHM.DEMETACBK.DEGOOGSSAB-B.STUCG.MILENDHIPHM
PRX.AS1.000.050.160.100.240.270.280.280.350.270.190.200.21
CAH0.051.000.210.300.200.200.230.230.230.240.260.240.27
CNA.L0.160.211.000.230.290.120.320.140.310.370.160.160.20
FANG0.100.300.231.000.250.160.300.220.290.280.190.190.23
RHM.DE0.240.200.290.251.000.130.300.140.410.340.170.150.20
META0.270.200.120.160.131.000.180.680.170.180.370.370.37
CBK.DE0.280.230.320.300.300.181.000.180.450.700.150.150.18
GOOG0.280.230.140.220.140.680.181.000.210.210.370.380.39
SSAB-B.ST0.350.230.310.290.410.170.450.211.000.450.190.200.24
UCG.MI0.270.240.370.280.340.180.700.210.451.000.180.180.22
LEN0.190.260.160.190.170.370.150.370.190.181.000.910.88
DHI0.200.240.160.190.150.370.150.380.200.180.911.000.88
PHM0.210.270.200.230.200.370.180.390.240.220.880.881.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.08%
-0.12%
fin
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the fin. 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 fin was 46.59%, occurring on Mar 18, 2020. Recovery took 177 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.59%Feb 20, 202020Mar 18, 2020177Nov 23, 2020197
-16.39%Mar 28, 2022131Sep 27, 202240Nov 22, 2022171
-12.35%Jan 17, 202236Mar 7, 202214Mar 25, 202250
-9.25%Aug 1, 202346Oct 3, 202323Nov 3, 202369
-9.04%Jun 8, 202130Jul 19, 202177Nov 3, 2021107

Volatility Chart

The current fin volatility is 3.16%, 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%OctoberNovemberDecember2024FebruaryMarch
3.16%
3.33%
fin
Benchmark (^GSPC)
Portfolio components
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