FINANCIAL
Banks, Financial Institutions, Clearing houses
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGNC AGNC Investment Corp. | Real Estate | 10% |
BARC.L Barclays plc | Financial Services | 18% |
CME CME Group Inc. | Financial Services | 18% |
HSBA.L HSBC Holdings plc | Financial Services | 18% |
MAIN Main Street Capital Corporation | Financial Services | 18% |
NWG NatWest Group plc | Financial Services | 18% |
Performance
Performance Chart
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The earliest data available for this chart is May 15, 2008, corresponding to the inception date of AGNC
Returns By Period
As of May 16, 2025, the FINANCIAL returned 18.52% Year-To-Date and 10.78% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| FINANCIAL | 18.52% | 8.81% | 26.08% | 40.90% | 26.69% | 10.78% |
| Portfolio components: | ||||||
BARC.L Barclays plc | 30.13% | 16.08% | 34.33% | 63.64% | 32.95% | 3.64% |
HSBA.L HSBC Holdings plc | 23.89% | 13.90% | 36.09% | 39.88% | 25.17% | 7.50% |
NWG NatWest Group plc | 35.90% | 8.79% | 38.77% | 66.13% | 45.22% | 6.44% |
MAIN Main Street Capital Corporation | -5.25% | 1.05% | 7.46% | 18.45% | 22.05% | 13.96% |
CME CME Group Inc. | 18.57% | 4.23% | 26.92% | 37.66% | 12.86% | 15.41% |
AGNC AGNC Investment Corp. | 3.60% | 9.41% | 2.91% | 6.65% | 6.43% | 3.90% |
Monthly Returns
The table below presents the monthly returns of FINANCIAL, 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 | 6.43% | 7.71% | -1.76% | 1.60% | 3.59% | 18.52% | |||||||
| 2024 | -0.63% | 5.52% | 6.74% | 5.97% | 3.89% | -1.74% | 7.36% | 1.20% | 2.01% | 1.12% | 6.78% | 1.61% | 47.23% |
| 2023 | 13.85% | -0.23% | -5.78% | 3.33% | -2.60% | 3.39% | 4.58% | -4.00% | 1.48% | -11.01% | 10.64% | 6.42% | 18.86% |
| 2022 | 5.28% | -4.06% | -3.27% | -7.03% | 3.81% | -4.28% | 6.49% | -3.98% | -15.45% | 3.67% | 12.78% | 0.00% | -8.76% |
| 2021 | -3.49% | 15.99% | 6.50% | 2.72% | 4.87% | -5.67% | -0.95% | 1.47% | -0.34% | 8.06% | -4.74% | 4.81% | 30.89% |
| 2020 | -2.43% | -11.38% | -29.99% | 9.10% | 4.47% | 0.10% | -3.18% | 4.82% | -7.40% | 3.64% | 21.43% | 6.74% | -12.81% |
| 2019 | 5.89% | 4.53% | -4.22% | 4.80% | -4.63% | 2.71% | -0.88% | -3.26% | 5.09% | 4.92% | 1.39% | 4.86% | 22.33% |
| 2018 | 2.37% | -2.18% | -0.43% | 1.36% | -1.19% | -2.35% | 1.48% | -2.17% | -1.10% | -1.67% | -0.55% | -3.63% | -9.77% |
| 2017 | 1.92% | 1.98% | 1.86% | 3.18% | -0.04% | 2.20% | 1.88% | -0.88% | 5.06% | -0.27% | 3.01% | 2.11% | 24.21% |
| 2016 | -8.45% | -4.07% | 2.38% | 4.33% | 4.03% | -12.06% | 5.76% | 7.26% | -2.82% | 0.76% | 7.98% | 4.45% | 7.49% |
| 2015 | -4.44% | 5.98% | -3.75% | 4.50% | 1.55% | -0.89% | 1.78% | -6.05% | -4.81% | 2.98% | 0.47% | -3.73% | -7.05% |
| 2014 | -0.75% | 0.59% | -3.72% | 0.44% | 3.51% | -2.14% | 2.16% | 2.38% | -2.23% | 4.34% | 0.33% | -1.95% | 2.66% |
Expense Ratio
FINANCIAL 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 96, FINANCIAL is among the top 4% 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.
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 | |
|---|---|---|---|---|---|
BARC.L Barclays plc | 1.78 | 2.34 | 1.31 | 1.44 | 13.62 |
HSBA.L HSBC Holdings plc | 1.56 | 2.01 | 1.32 | 1.92 | 9.17 |
NWG NatWest Group plc | 1.95 | 2.67 | 1.37 | 0.81 | 17.67 |
MAIN Main Street Capital Corporation | 0.86 | 1.40 | 1.21 | 0.98 | 3.33 |
CME CME Group Inc. | 2.05 | 2.57 | 1.35 | 2.42 | 9.11 |
AGNC AGNC Investment Corp. | 0.31 | 0.61 | 1.08 | 0.28 | 1.10 |
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Dividends
Dividend yield
FINANCIAL provided a 5.91% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.91% | 6.07% | 7.62% | 7.22% | 3.95% | 4.40% | 6.52% | 4.94% | 4.29% | 4.89% | 5.69% | 4.91% |
| Portfolio components: | ||||||||||||
BARC.L Barclays plc | 2.61% | 3.06% | 5.01% | 3.94% | 1.60% | 4.09% | 3.90% | 2.99% | 1.48% | 2.01% | 2.97% | 2.67% |
HSBA.L HSBC Holdings plc | 5.78% | 6.10% | 6.80% | 4.11% | 3.54% | 0.00% | 6.79% | 5.83% | 5.18% | 5.79% | 6.12% | 4.88% |
NWG NatWest Group plc | 4.07% | 4.37% | 9.24% | 11.32% | 2.73% | 4.58% | 9.76% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% |
MAIN Main Street Capital Corporation | 7.71% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% |
CME CME Group Inc. | 3.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
AGNC AGNC Investment Corp. | 15.86% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% | 11.96% |
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 FINANCIAL. 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 FINANCIAL was 68.89%, occurring on Mar 9, 2009. Recovery took 502 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.89% | May 20, 2008 | 207 | Mar 9, 2009 | 502 | Feb 17, 2011 | 709 |
| -48.41% | Dec 17, 2019 | 68 | Mar 23, 2020 | 250 | Mar 12, 2021 | 318 |
| -35.5% | Feb 18, 2011 | 197 | Nov 23, 2011 | 231 | Oct 16, 2012 | 428 |
| -32% | Feb 10, 2022 | 174 | Oct 12, 2022 | 348 | Feb 20, 2024 | 522 |
| -28.51% | Jul 17, 2015 | 243 | Jun 27, 2016 | 165 | Feb 15, 2017 | 408 |
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 6 assets, with an effective number of assets of 5.81, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | AGNC | CME | MAIN | HSBA.L | BARC.L | NWG | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.43 | 0.48 | 0.48 | 0.42 | 0.39 | 0.54 | 0.64 |
| AGNC | 0.43 | 1.00 | 0.20 | 0.33 | 0.20 | 0.19 | 0.27 | 0.38 |
| CME | 0.48 | 0.20 | 1.00 | 0.25 | 0.24 | 0.22 | 0.31 | 0.49 |
| MAIN | 0.48 | 0.33 | 0.25 | 1.00 | 0.26 | 0.25 | 0.31 | 0.51 |
| HSBA.L | 0.42 | 0.20 | 0.24 | 0.26 | 1.00 | 0.66 | 0.53 | 0.72 |
| BARC.L | 0.39 | 0.19 | 0.22 | 0.25 | 0.66 | 1.00 | 0.63 | 0.79 |
| NWG | 0.54 | 0.27 | 0.31 | 0.31 | 0.53 | 0.63 | 1.00 | 0.83 |
| Portfolio | 0.64 | 0.38 | 0.49 | 0.51 | 0.72 | 0.79 | 0.83 | 1.00 |