Finance
Finance section
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V
Returns By Period
As of Jul 25, 2024, the Finance returned 11.01% Year-To-Date and 18.32% of annualized return in the last 10 years.
| 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% |
| Finance | 11.47% | 3.16% | 11.38% | 22.70% | 15.96% | 18.43% |
| Portfolio components: | ||||||
V Visa Inc. | -2.18% | -7.26% | -4.95% | 9.07% | 7.43% | 17.74% |
MA Mastercard Inc | 1.17% | -4.89% | -1.76% | 9.54% | 9.41% | 19.72% |
GS The Goldman Sachs Group, Inc. | 29.14% | 7.86% | 31.87% | 42.86% | 20.21% | 13.04% |
MS Morgan Stanley | 13.18% | 6.88% | 20.30% | 16.25% | 21.64% | 15.20% |
SPGI S&P Global Inc. | 10.18% | 7.80% | 8.68% | 23.22% | 15.65% | 20.87% |
BLK BlackRock, Inc. | 4.37% | 6.23% | 7.62% | 17.84% | 14.79% | 13.15% |
Monthly Returns
The table below presents the monthly returns of Finance, 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 | 1.28% | 1.50% | 2.91% | -2.89% | 3.50% | 0.34% | 11.47% | ||||||
| 2023 | 9.08% | -5.38% | -1.53% | 4.30% | -3.17% | 5.62% | 3.51% | -1.67% | -4.40% | -5.11% | 14.34% | 7.71% | 23.28% |
| 2022 | -2.97% | -7.02% | 1.28% | -5.87% | 0.83% | -8.54% | 11.55% | -4.01% | -12.27% | 12.85% | 10.29% | -5.83% | -12.68% |
| 2021 | -4.32% | 10.53% | 3.46% | 8.31% | 0.87% | 3.15% | 3.07% | 1.83% | -5.03% | 5.55% | -6.05% | 5.72% | 28.85% |
| 2020 | 5.38% | -10.94% | -15.06% | 16.57% | 9.37% | 1.06% | 3.25% | 8.05% | -3.77% | -7.93% | 17.21% | 5.69% | 25.75% |
| 2019 | 12.16% | 3.98% | 2.13% | 7.86% | -6.46% | 8.26% | 4.94% | -0.47% | -1.82% | 3.94% | 4.67% | 2.92% | 49.38% |
| 2018 | 8.19% | 1.85% | -1.80% | -1.29% | 2.07% | 0.38% | 2.63% | 3.14% | -2.29% | -6.19% | -3.16% | -8.40% | -5.81% |
| 2017 | 3.09% | 6.58% | -1.55% | 1.32% | 2.51% | 2.09% | 4.13% | 1.20% | 4.45% | 3.14% | 3.39% | 1.95% | 37.28% |
| 2016 | -10.60% | -1.58% | 7.53% | 5.03% | 0.86% | -6.08% | 9.28% | 4.01% | 0.55% | 2.98% | 6.82% | 1.44% | 20.05% |
| 2015 | -5.47% | 10.87% | -1.56% | 2.94% | 2.46% | -0.55% | 1.81% | -6.43% | -6.26% | 9.16% | 2.04% | -2.14% | 5.35% |
| 2014 | -6.03% | 3.34% | -2.39% | -2.65% | 4.43% | 1.23% | -0.11% | 3.26% | 1.03% | 7.57% | 3.00% | 0.07% | 12.71% |
| 2013 | 9.83% | -4.00% | 4.27% | 1.71% | 6.11% | -3.04% | 9.29% | -4.40% | 8.49% | 5.39% | 5.84% | 6.10% | 54.33% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Finance is 33, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
V Visa Inc. | 0.49 | 0.74 | 1.09 | 0.57 | 1.68 |
MA Mastercard Inc | 0.50 | 0.73 | 1.10 | 0.61 | 1.50 |
GS The Goldman Sachs Group, Inc. | 2.03 | 2.99 | 1.35 | 1.54 | 7.48 |
MS Morgan Stanley | 0.61 | 0.99 | 1.13 | 0.45 | 1.59 |
SPGI S&P Global Inc. | 0.72 | 1.04 | 1.16 | 0.51 | 1.74 |
BLK BlackRock, Inc. | 0.78 | 1.24 | 1.15 | 0.43 | 2.06 |
Dividends
Dividend yield
Finance granted a 1.43% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Finance | 1.43% | 1.57% | 1.62% | 1.09% | 1.17% | 1.25% | 1.44% | 1.03% | 1.19% | 1.26% | 1.06% | 0.99% |
| Portfolio components: | ||||||||||||
V Visa Inc. | 0.79% | 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 | 0.59% | 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. | 2.24% | 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 | 3.28% | 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. | 0.75% | 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. | 2.41% | 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.
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 3.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.77% | Jun 6, 2008 | 118 | Nov 20, 2008 | 801 | Jan 27, 2012 | 919 |
| -41.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -28.66% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -25.74% | Sep 21, 2018 | 65 | Dec 24, 2018 | 78 | Apr 17, 2019 | 143 |
| -23.47% | Jul 23, 2015 | 141 | Feb 11, 2016 | 139 | Aug 30, 2016 | 280 |
Volatility
Volatility Chart
The current Finance volatility is 4.30%, 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
| SPGI | V | MA | GS | MS | BLK | |
|---|---|---|---|---|---|---|
| SPGI | 1.00 | 0.53 | 0.53 | 0.47 | 0.48 | 0.56 |
| V | 0.53 | 1.00 | 0.80 | 0.46 | 0.46 | 0.53 |
| MA | 0.53 | 0.80 | 1.00 | 0.47 | 0.48 | 0.55 |
| GS | 0.47 | 0.46 | 0.47 | 1.00 | 0.81 | 0.62 |
| MS | 0.48 | 0.46 | 0.48 | 0.81 | 1.00 | 0.64 |
| BLK | 0.56 | 0.53 | 0.55 | 0.62 | 0.64 | 1.00 |