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Finance
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Risk-Adjusted Performance
Dividends
Drawdowns
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Asset Allocation


MA 25%GS 25%SPGI 25%V 8.4%MS 8.3%BLK 8.3%EquityEquity
PositionCategory/SectorWeight
BLK
BlackRock, Inc.
Financial Services

8.30%

GS
The Goldman Sachs Group, Inc.
Financial Services

25%

MA
Mastercard Inc
Financial Services

25%

MS
Morgan Stanley
Financial Services

8.30%

SPGI
S&P Global Inc.
Financial Services

25%

V
Visa Inc.
Financial Services

8.40%

S&P 500

Performance

Performance Chart

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


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
27.25%
19.37%
Finance
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V

Returns By Period

As of Apr 24, 2024, the Finance returned 3.54% Year-To-Date and 18.52% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Finance3.54%-0.99%27.25%22.08%16.54%18.52%
V
Visa Inc.
5.48%-3.23%17.28%18.69%12.02%19.49%
MA
Mastercard Inc
8.83%-3.78%19.97%24.23%14.17%21.47%
GS
The Goldman Sachs Group, Inc.
10.69%4.22%43.90%27.17%18.97%12.51%
MS
Morgan Stanley
1.53%1.97%33.92%8.16%18.38%14.77%
SPGI
S&P Global Inc.
-5.99%-1.40%19.28%19.96%14.56%19.90%
BLK
BlackRock, Inc.
-4.98%-7.06%26.80%16.87%13.00%12.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.28%1.50%2.91%
2023-4.40%-5.11%14.34%7.71%

Expense Ratio

The Finance 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

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.


Finance
Sharpe ratio
The chart of Sharpe ratio for Finance, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.005.001.45
Sortino ratio
The chart of Sortino ratio for Finance, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Omega ratio
The chart of Omega ratio for Finance, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for Finance, currently valued at 1.23, compared to the broader market0.002.004.006.008.001.23
Martin ratio
The chart of Martin ratio for Finance, currently valued at 4.51, compared to the broader market0.0010.0020.0030.0040.0050.004.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
V
Visa Inc.
1.241.731.221.706.14
MA
Mastercard Inc
1.471.961.271.916.99
GS
The Goldman Sachs Group, Inc.
1.272.031.231.014.45
MS
Morgan Stanley
0.280.581.070.220.73
SPGI
S&P Global Inc.
0.911.301.190.662.42
BLK
BlackRock, Inc.
0.761.221.140.452.10

Sharpe Ratio

The current Finance Sharpe ratio is 1.45. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.45

The Sharpe ratio of Finance lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.45
1.92
Finance
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Finance granted a 1.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Finance1.56%1.57%1.62%1.09%1.17%1.25%1.44%1.03%1.19%1.26%1.06%0.99%
V
Visa Inc.
0.71%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
MA
Mastercard Inc
0.53%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
GS
The Goldman Sachs Group, Inc.
2.54%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%
MS
Morgan Stanley
3.55%3.49%3.47%2.14%2.04%2.54%2.77%1.72%1.66%1.73%0.90%0.64%
SPGI
S&P Global Inc.
0.87%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
BLK
BlackRock, Inc.
2.62%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.79%
-3.50%
Finance
Benchmark (^GSPC)
Portfolio components

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 61.77%, occurring on Nov 20, 2008. Recovery took 801 trading sessions.

The current Finance drawdown is 2.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.77%Jun 6, 2008118Nov 20, 2008801Jan 27, 2012919
-41.19%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-28.66%Jan 5, 2022194Oct 12, 2022294Dec 13, 2023488
-25.74%Sep 21, 201865Dec 24, 201878Apr 17, 2019143
-23.47%Jul 23, 2015141Feb 11, 2016139Aug 30, 2016280

Volatility

Volatility Chart

The current Finance volatility is 3.86%, 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%7.00%NovemberDecember2024FebruaryMarchApril
3.86%
3.58%
Finance
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.

SPGIVMAGSMSBLK
SPGI1.000.530.530.470.480.56
V0.531.000.800.470.460.53
MA0.530.801.000.480.490.55
GS0.470.470.481.000.810.62
MS0.480.460.490.811.000.64
BLK0.560.530.550.620.641.00