final

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

final

Currency in USD · Last updated May 15, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AIBG.L AIB Group plc	Financial Services	7.69%
AVGO Broadcom Inc.	Technology	7.69%
BPE.MI BPER Banca SpA	Financial Services	7.69%
CCH.L Coca Cola HBC AG	Consumer Defensive	7.69%
CNA.L Centrica plc	Utilities	7.69%
FTI TechnipFMC plc	Energy	7.69%
GOOG Alphabet Inc	Communication Services	7.69%
IMG.TO IAMGOLD Corporation	Basic Materials	7.69%
KRN.DE Krones AG	Industrials	7.69%
META Meta Platforms, Inc.	Communication Services	7.69%
NVDA NVIDIA Corporation	Technology	7.69%
RHM.DE Rheinmetall AG	Industrials	7.69%
SMCI Super Micro Computer, Inc.	Technology	7.69%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 23, 2017, corresponding to the inception date of AIBG.L

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.19%	9.00%	-1.55%	12.31%	15.59%	10.78%
final	32.62%	14.64%	40.91%	46.55%	53.50%	N/A
Portfolio components:
AIBG.L AIB Group plc	30.42%	13.99%	32.88%	35.82%	41.58%	N/A
AVGO Broadcom Inc.	0.42%	30.14%	34.49%	70.26%	57.13%	37.22%
BPE.MI BPER Banca SpA	39.55%	22.04%	40.84%	74.78%	47.52%	7.16%
CCH.L Coca Cola HBC AG	47.62%	5.45%	41.86%	51.62%	20.82%	13.15%
CNA.L Centrica plc	18.52%	3.98%	31.60%	16.59%	36.28%	-2.34%
FTI TechnipFMC plc	8.97%	24.08%	11.87%	18.81%	45.48%	N/A
GOOG Alphabet Inc	-12.31%	3.31%	-7.37%	-2.52%	19.03%	20.22%
IMG.TO IAMGOLD Corporation	18.37%	-15.99%	22.44%	37.72%	9.34%	11.92%
KRN.DE Krones AG	29.67%	21.03%	31.65%	19.41%	24.05%	5.61%
META Meta Platforms, Inc.	12.71%	24.06%	13.88%	40.25%	25.04%	23.54%
NVDA NVIDIA Corporation	0.79%	22.25%	-7.46%	48.19%	71.80%	74.86%
RHM.DE Rheinmetall AG	179.76%	9.60%	195.63%	220.70%	92.43%	44.41%
SMCI Super Micro Computer, Inc.	47.64%	35.87%	121.35%	-45.28%	78.25%	29.90%

*Annualized

Monthly Returns

The table below presents the monthly returns of final, 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
2025	6.28%	7.11%	0.98%	5.22%	9.64%								32.62%
2024	10.60%	17.90%	12.03%	-0.13%	7.70%	0.67%	2.83%	0.12%	0.34%	-2.33%	4.82%	2.60%	71.64%
2023	11.90%	6.18%	6.69%	5.46%	11.83%	8.16%	9.50%	-2.95%	-3.82%	0.36%	7.21%	3.02%	83.21%
2022	-4.21%	1.30%	5.45%	-8.01%	6.82%	-12.22%	7.13%	-4.73%	-6.84%	10.70%	21.18%	1.86%	14.67%
2021	-1.38%	5.01%	3.24%	5.56%	5.71%	-2.26%	-1.72%	3.93%	-2.96%	5.61%	-0.20%	5.64%	28.69%
2020	-3.98%	-10.16%	-22.88%	14.94%	3.41%	3.65%	9.89%	3.37%	-8.68%	-6.83%	23.55%	8.60%	6.28%
2019	8.79%	3.56%	3.46%	4.25%	-13.14%	9.43%	-4.49%	-4.04%	2.63%	4.80%	3.93%	6.68%	26.23%
2018	7.62%	-5.25%	-1.70%	0.94%	4.51%	-0.57%	-0.08%	-5.16%	-1.27%	-14.13%	-3.05%	-3.42%	-20.91%
2017						-0.98%	6.03%	3.15%	0.82%	-1.14%	1.95%	2.16%	12.42%

Expense Ratio

final 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

With an overall rank of 94, final is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AIBG.L AIB Group plc	0.97	1.38	1.17	0.84	3.70
AVGO Broadcom Inc.	1.09	1.84	1.25	1.67	4.61
BPE.MI BPER Banca SpA	1.96	2.45	1.33	2.99	11.03
CCH.L Coca Cola HBC AG	2.16	2.81	1.39	3.92	10.38
CNA.L Centrica plc	0.57	0.59	1.09	0.33	0.97
FTI TechnipFMC plc	0.44	1.02	1.15	0.85	2.43
GOOG Alphabet Inc	-0.08	-0.06	0.99	-0.20	-0.43
IMG.TO IAMGOLD Corporation	0.63	1.55	1.20	1.03	5.32
KRN.DE Krones AG	0.70	1.18	1.16	0.92	2.38
META Meta Platforms, Inc.	1.07	1.73	1.23	1.21	3.77
NVDA NVIDIA Corporation	0.79	1.30	1.17	1.15	2.84
RHM.DE Rheinmetall AG	4.57	4.96	1.68	12.13	28.62
SMCI Super Micro Computer, Inc.	-0.39	-0.03	1.00	-0.57	-0.93

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

final Sharpe ratios as of May 15, 2025 (values are recalculated daily):

1-Year: 1.89
5-Year: 2.26
All Time: 1.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of final compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

final provided a 38.89% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	38.89%	25.38%	31.31%	9.02%	0.70%	30.14%	117.01%	69.67%	68.00%	40.23%	42.71%	48.05%
Portfolio components:
AIBG.L AIB Group plc	5.65%	4.99%	158.10%	1.18%	0.00%	368.11%	392.13%	0.00%	0.00%	0.00%	0.00%	0.00%
AVGO Broadcom Inc.	0.96%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
BPE.MI BPER Banca SpA	3.77%	4.89%	3.97%	3.13%	2.19%	2.69%	2.90%	3.27%	1.43%	1.98%	0.28%	0.00%
CCH.L Coca Cola HBC AG	2.08%	2.90%	2.85%	3.06%	2.13%	2.20%	6.57%	1.86%	1.54%	1.92%	2.12%	2.43%
CNA.L Centrica plc	489.25%	312.13%	236.76%	103.61%	0.00%	7.51%	1,108.62%	889.55%	874.00%	513.88%	548.83%	615.77%
FTI TechnipFMC plc	0.64%	0.69%	0.50%	0.00%	0.00%	1.43%	2.51%	2.75%	2.09%	0.00%	0.00%	0.00%
GOOG Alphabet Inc	0.48%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IMG.TO IAMGOLD Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
KRN.DE Krones AG	1.52%	1.83%	1.57%	1.33%	0.06%	1.14%	2.52%	2.52%	1.35%	1.67%	1.13%	2.48%
META Meta Platforms, Inc.	0.31%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
RHM.DE Rheinmetall AG	0.87%	0.93%	1.50%	1.77%	2.41%	5.54%	2.05%	2.20%	1.37%	1.72%	0.49%	1.10%
SMCI Super Micro Computer, 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%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the final. 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 final was 50.25%, occurring on Mar 18, 2020. Recovery took 230 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-50.25%	Jun 15, 2018	454	Mar 18, 2020	230	Feb 8, 2021	684
-21.37%	Mar 30, 2022	128	Sep 26, 2022	36	Nov 15, 2022	164
-14.63%	Mar 18, 2025	15	Apr 7, 2025	14	Apr 28, 2025	29
-13.1%	Jul 11, 2024	20	Aug 7, 2024	52	Oct 18, 2024	72
-11.42%	Jan 13, 2022	38	Mar 7, 2022	13	Mar 24, 2022	51

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	IMG.TO	CNA.L	AIBG.L	CCH.L	RHM.DE	BPE.MI	FTI	SMCI	KRN.DE	META	GOOG	NVDA	AVGO	Portfolio
^GSPC	1.00	0.17	0.21	0.24	0.29	0.27	0.27	0.39	0.45	0.36	0.63	0.72	0.67	0.68	0.74
IMG.TO	0.17	1.00	0.11	0.08	0.16	0.11	0.08	0.16	0.12	0.14	0.12	0.12	0.11	0.13	0.36
CNA.L	0.21	0.11	1.00	0.27	0.30	0.21	0.25	0.18	0.13	0.22	0.09	0.12	0.07	0.12	0.37
AIBG.L	0.24	0.08	0.27	1.00	0.23	0.22	0.39	0.21	0.12	0.30	0.12	0.13	0.13	0.15	0.45
CCH.L	0.29	0.16	0.30	0.23	1.00	0.25	0.27	0.15	0.15	0.34	0.13	0.15	0.13	0.17	0.41
RHM.DE	0.27	0.11	0.21	0.22	0.25	1.00	0.30	0.25	0.15	0.37	0.15	0.15	0.16	0.19	0.45
BPE.MI	0.27	0.08	0.25	0.39	0.27	0.30	1.00	0.26	0.13	0.35	0.14	0.19	0.16	0.17	0.47
FTI	0.39	0.16	0.18	0.21	0.15	0.25	0.26	1.00	0.24	0.24	0.18	0.22	0.22	0.27	0.50
SMCI	0.45	0.12	0.13	0.12	0.15	0.15	0.13	0.24	1.00	0.23	0.33	0.32	0.42	0.41	0.58
KRN.DE	0.36	0.14	0.22	0.30	0.34	0.37	0.35	0.24	0.23	1.00	0.22	0.22	0.24	0.26	0.53
META	0.63	0.12	0.09	0.12	0.13	0.15	0.14	0.18	0.33	0.22	1.00	0.66	0.56	0.51	0.56
GOOG	0.72	0.12	0.12	0.13	0.15	0.15	0.19	0.22	0.32	0.22	0.66	1.00	0.57	0.51	0.57
NVDA	0.67	0.11	0.07	0.13	0.13	0.16	0.16	0.22	0.42	0.24	0.56	0.57	1.00	0.65	0.63
AVGO	0.68	0.13	0.12	0.15	0.17	0.19	0.17	0.27	0.41	0.26	0.51	0.51	0.65	1.00	0.64
Portfolio	0.74	0.36	0.37	0.45	0.41	0.45	0.47	0.50	0.58	0.53	0.56	0.57	0.63	0.64	1.00

The correlation results are calculated based on daily price changes starting from Jun 26, 2017

Performance Analysis

Risk Analysis

Optimization

Factor Model

final

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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