fin
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CAH Cardinal Health, Inc. | Healthcare | 7.69% |
CBK.DE Commerzbank AG | Financial Services | 7.69% |
CNA.L Centrica plc | Utilities | 7.69% |
DHI D.R. Horton, Inc. | Consumer Cyclical | 7.69% |
FANG Diamondback Energy, Inc. | Energy | 7.69% |
GOOG Alphabet Inc. | Communication Services | 7.69% |
LEN Lennar Corporation | Consumer Cyclical | 7.69% |
META Meta Platforms, Inc. | Communication Services | 7.69% |
PHM PulteGroup, Inc. | Consumer Cyclical | 7.69% |
PRX.AS Prosus N.V. | Communication Services | 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% |
Performance
Performance Chart
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
The earliest data available for this chart is Sep 11, 2019, corresponding to the inception date of PRX.AS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| fin | 22.11% | 2.68% | 19.65% | 37.29% | N/A | N/A |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.16% |
CAH Cardinal Health, Inc. | -2.93% | -3.65% | -7.43% | 7.01% | 20.31% | 5.98% |
CNA.L Centrica plc | -5.72% | -4.75% | -3.46% | -0.15% | 11.90% | -3.64% |
CBK.DE Commerzbank AG | 42.85% | 9.36% | 45.89% | 42.22% | 21.08% | 4.83% |
DHI D.R. Horton, Inc. | 14.11% | 23.08% | 23.43% | 37.10% | 32.62% | 24.60% |
FANG Diamondback Energy, Inc. | 32.31% | 1.44% | 31.33% | 46.05% | 19.26% | 11.31% |
LEN Lennar Corporation | 16.08% | 15.40% | 16.22% | 37.96% | 30.89% | 17.53% |
META Meta Platforms, Inc. | 28.36% | -11.64% | 15.27% | 45.76% | 17.91% | 19.79% |
PRX.AS Prosus N.V. | 15.67% | -4.92% | 12.28% | -1.36% | N/A | N/A |
PHM PulteGroup, Inc. | 21.53% | 13.58% | 19.33% | 50.57% | 33.02% | 22.70% |
RHM.DE Rheinmetall AG | 63.18% | -2.33% | 50.24% | 85.51% | 37.88% | 28.56% |
SSAB-B.ST SSAB AB (publ) | -27.87% | -3.52% | -21.98% | -6.64% | 24.64% | 5.97% |
UCG.MI UniCredit S.p.A. | 60.40% | 11.06% | 50.13% | 75.42% | 34.14% | 6.21% |
Monthly Returns
The table below presents the monthly returns of fin, 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 | 2.27% | 7.58% | 8.46% | -3.30% | 6.15% | -3.29% | 22.11% | ||||||
| 2023 | 16.89% | 0.35% | 5.09% | 7.25% | -2.68% | 11.39% | 5.69% | -3.53% | -2.88% | 0.52% | 12.77% | 4.07% | 67.43% |
| 2022 | -0.94% | -0.87% | 2.76% | -5.93% | 6.14% | -9.01% | 5.62% | -2.72% | -6.54% | 6.21% | 14.46% | 0.54% | 7.60% |
| 2021 | 5.99% | 3.63% | 8.55% | 6.02% | 1.70% | -2.41% | -0.34% | 0.75% | -3.65% | 5.89% | -2.00% | 9.55% | 37.99% |
| 2020 | -0.61% | -7.40% | -27.93% | 18.25% | 10.68% | 3.67% | 11.40% | 4.60% | -6.33% | -6.87% | 17.97% | 3.67% | 11.89% |
| 2019 | -2.44% | 2.42% | 2.76% | 4.53% | 7.33% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of fin is 92, placing it in the top 8% 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 | |
|---|---|---|---|---|---|
GOOG Alphabet Inc. | 1.16 | 1.61 | 1.23 | 1.74 | 6.80 |
CAH Cardinal Health, Inc. | 0.26 | 0.50 | 1.07 | 0.30 | 0.67 |
CNA.L Centrica plc | -0.13 | 0.00 | 1.00 | -0.14 | -0.23 |
CBK.DE Commerzbank AG | 1.34 | 1.99 | 1.25 | 1.83 | 5.75 |
DHI D.R. Horton, Inc. | 1.24 | 1.82 | 1.24 | 1.80 | 4.17 |
FANG Diamondback Energy, Inc. | 1.84 | 2.76 | 1.34 | 3.52 | 8.36 |
LEN Lennar Corporation | 1.34 | 1.88 | 1.25 | 1.86 | 5.12 |
META Meta Platforms, Inc. | 1.24 | 2.00 | 1.26 | 1.74 | 7.41 |
PRX.AS Prosus N.V. | -0.04 | 0.17 | 1.02 | -0.02 | -0.11 |
PHM PulteGroup, Inc. | 1.74 | 2.41 | 1.31 | 2.90 | 7.19 |
RHM.DE Rheinmetall AG | 2.65 | 3.19 | 1.42 | 4.50 | 11.93 |
SSAB-B.ST SSAB AB (publ) | -0.15 | 0.00 | 1.00 | -0.13 | -0.30 |
UCG.MI UniCredit S.p.A. | 2.79 | 3.38 | 1.46 | 5.93 | 20.84 |
Dividends
Dividend yield
fin granted a 2.07% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| fin | 2.07% | 2.19% | 2.22% | 0.89% | 2.34% | 1.53% | 1.35% | 0.51% | 1.15% | 0.58% | 0.55% | 0.90% |
| Portfolio components: | ||||||||||||
GOOG Alphabet Inc. | 0.12% | 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. | 2.07% | 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 | 2.30% | 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. | 0.67% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
FANG Diamondback Energy, Inc. | 4.63% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LEN Lennar Corporation | 1.09% | 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. | 0.22% | 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. | 0.22% | 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 | 1.21% | 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) | 9.06% | 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. | 4.74% | 4.02% | 4.05% | 0.89% | 8.24% | 2.07% | 3.23% | 0.00% | 4.39% | 2.34% | 2.06% | 1.67% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current fin drawdown is 1.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.59% | Feb 20, 2020 | 20 | Mar 18, 2020 | 177 | Nov 23, 2020 | 197 |
| -16.4% | Mar 28, 2022 | 131 | Sep 27, 2022 | 40 | Nov 22, 2022 | 171 |
| -12.35% | Jan 17, 2022 | 36 | Mar 7, 2022 | 14 | Mar 25, 2022 | 50 |
| -9.25% | Aug 1, 2023 | 46 | Oct 3, 2023 | 23 | Nov 3, 2023 | 69 |
| -9.04% | Jun 8, 2021 | 30 | Jul 19, 2021 | 77 | Nov 3, 2021 | 107 |
Volatility
Volatility Chart
The current fin volatility is 4.58%, 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
| CAH | CNA.L | PRX.AS | FANG | RHM.DE | META | GOOG | CBK.DE | SSAB-B.ST | UCG.MI | LEN | DHI | PHM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CAH | 1.00 | 0.20 | 0.04 | 0.29 | 0.18 | 0.17 | 0.20 | 0.23 | 0.23 | 0.24 | 0.24 | 0.23 | 0.26 |
| CNA.L | 0.20 | 1.00 | 0.15 | 0.22 | 0.28 | 0.12 | 0.14 | 0.31 | 0.29 | 0.35 | 0.15 | 0.15 | 0.19 |
| PRX.AS | 0.04 | 0.15 | 1.00 | 0.10 | 0.24 | 0.27 | 0.28 | 0.28 | 0.35 | 0.28 | 0.20 | 0.21 | 0.22 |
| FANG | 0.29 | 0.22 | 0.10 | 1.00 | 0.26 | 0.15 | 0.22 | 0.30 | 0.28 | 0.28 | 0.18 | 0.19 | 0.23 |
| RHM.DE | 0.18 | 0.28 | 0.24 | 0.26 | 1.00 | 0.13 | 0.13 | 0.30 | 0.39 | 0.35 | 0.17 | 0.15 | 0.21 |
| META | 0.17 | 0.12 | 0.27 | 0.15 | 0.13 | 1.00 | 0.66 | 0.17 | 0.16 | 0.18 | 0.36 | 0.36 | 0.36 |
| GOOG | 0.20 | 0.14 | 0.28 | 0.22 | 0.13 | 0.66 | 1.00 | 0.18 | 0.19 | 0.21 | 0.35 | 0.36 | 0.36 |
| CBK.DE | 0.23 | 0.31 | 0.28 | 0.30 | 0.30 | 0.17 | 0.18 | 1.00 | 0.44 | 0.70 | 0.15 | 0.15 | 0.18 |
| SSAB-B.ST | 0.23 | 0.29 | 0.35 | 0.28 | 0.39 | 0.16 | 0.19 | 0.44 | 1.00 | 0.44 | 0.20 | 0.21 | 0.24 |
| UCG.MI | 0.24 | 0.35 | 0.28 | 0.28 | 0.35 | 0.18 | 0.21 | 0.70 | 0.44 | 1.00 | 0.18 | 0.19 | 0.22 |
| LEN | 0.24 | 0.15 | 0.20 | 0.18 | 0.17 | 0.36 | 0.35 | 0.15 | 0.20 | 0.18 | 1.00 | 0.91 | 0.88 |
| DHI | 0.23 | 0.15 | 0.21 | 0.19 | 0.15 | 0.36 | 0.36 | 0.15 | 0.21 | 0.19 | 0.91 | 1.00 | 0.88 |
| PHM | 0.26 | 0.19 | 0.22 | 0.23 | 0.21 | 0.36 | 0.36 | 0.18 | 0.24 | 0.22 | 0.88 | 0.88 | 1.00 |