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
The chart shows the growth of an initial investment of $10,000 in FINANCIAL, 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 every 3 months.
The earliest data available for this chart is May 15, 2008, corresponding to the inception date of AGNC
Returns By Period
As of Apr 15, 2025, the FINANCIAL returned 7.19% Year-To-Date and 10.16% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| FINANCIAL | 7.19% | -4.86% | 16.93% | 42.45% | 25.22% | 10.16% |
| Portfolio components: | ||||||
BARC.L Barclays plc | 8.21% | -6.45% | 18.68% | 61.41% | 30.36% | 2.50% |
HSBA.L HSBC Holdings plc | 6.68% | -9.64% | 21.14% | 33.80% | 20.53% | 6.73% |
NWG NatWest Group plc | 21.36% | 1.27% | 32.57% | 82.10% | 41.72% | 5.79% |
MAIN Main Street Capital Corporation | -7.23% | -4.64% | 8.07% | 23.09% | 25.17% | 13.71% |
CME CME Group Inc. | 14.11% | 1.94% | 21.38% | 33.78% | 11.28% | 15.59% |
AGNC AGNC Investment Corp. | -4.98% | -16.53% | -13.01% | 7.12% | 6.19% | 2.73% |
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% | 7.70% | -1.77% | -4.82% | 7.19% | ||||||||
| 2024 | -0.63% | 5.52% | 6.74% | 5.96% | 3.90% | -1.75% | 7.36% | 1.21% | 2.01% | 1.11% | 6.79% | 1.61% | 47.23% |
| 2023 | 13.84% | -0.23% | -5.78% | 3.33% | -2.59% | 3.38% | 4.58% | -4.00% | 1.48% | -11.01% | 10.64% | 6.42% | 18.86% |
| 2022 | 5.29% | -4.06% | -3.26% | -7.04% | 3.82% | -4.29% | 6.49% | -3.98% | -15.45% | 3.67% | 12.78% | 0.00% | -8.76% |
| 2021 | -3.49% | 15.99% | 6.50% | 2.71% | 4.87% | -5.67% | -0.95% | 1.47% | -0.34% | 8.06% | -4.73% | 4.80% | 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 | 2.36% | -2.18% | -0.42% | 1.36% | -1.19% | -2.35% | 1.48% | -2.17% | -1.10% | -1.68% | -0.55% | -3.63% | -9.77% |
| 2017 | 1.92% | 1.98% | 1.88% | 3.18% | -0.05% | 2.20% | 1.88% | -0.88% | 5.05% | -0.27% | 3.01% | 2.11% | 24.21% |
| 2016 | -8.45% | -4.07% | 2.38% | 4.32% | 4.02% | -12.05% | 5.76% | 7.25% | -2.82% | 0.76% | 7.97% | 4.45% | 7.50% |
| 2015 | -4.44% | 5.98% | -3.75% | 4.50% | 1.55% | -0.89% | 1.77% | -6.05% | -4.81% | 2.97% | 0.47% | -3.73% | -7.05% |
| 2014 | -0.74% | 0.58% | -3.72% | 0.45% | 3.51% | -2.13% | 2.16% | 2.38% | -2.23% | 4.34% | 0.33% | -1.96% | 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 97, FINANCIAL is among the top 3% 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 | 1.62 | 2.15 | 1.29 | 1.18 | 12.45 |
HSBA.L HSBC Holdings plc | 1.30 | 1.64 | 1.26 | 1.47 | 7.49 |
NWG NatWest Group plc | 2.30 | 2.81 | 1.39 | 0.86 | 18.14 |
MAIN Main Street Capital Corporation | 0.93 | 1.35 | 1.20 | 0.92 | 4.09 |
CME CME Group Inc. | 1.64 | 2.21 | 1.29 | 1.91 | 6.56 |
AGNC AGNC Investment Corp. | 0.30 | 0.52 | 1.07 | 0.22 | 1.15 |
Dividends
Dividend yield
FINANCIAL provided a 6.41% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.41% | 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 | 3.11% | 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 | 6.66% | 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 | 4.56% | 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 | 7.81% | 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. | 3.98% | 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. | 17.06% | 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.
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.
The current FINANCIAL drawdown is 7.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.89% | May 20, 2008 | 207 | Mar 9, 2009 | 502 | Feb 17, 2011 | 709 |
| -48.4% | 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 | 349 | Feb 20, 2024 | 523 |
| -28.51% | Jul 17, 2015 | 243 | Jun 27, 2016 | 165 | Feb 15, 2017 | 408 |
Volatility
Volatility Chart
The current FINANCIAL volatility is 10.47%, 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
| AGNC | CME | MAIN | HSBA.L | BARC.L | NWG | |
|---|---|---|---|---|---|---|
| AGNC | 1.00 | 0.20 | 0.32 | 0.20 | 0.19 | 0.27 |
| CME | 0.20 | 1.00 | 0.25 | 0.24 | 0.22 | 0.31 |
| MAIN | 0.32 | 0.25 | 1.00 | 0.26 | 0.25 | 0.31 |
| HSBA.L | 0.20 | 0.24 | 0.26 | 1.00 | 0.66 | 0.53 |
| BARC.L | 0.19 | 0.22 | 0.25 | 0.66 | 1.00 | 0.63 |
| NWG | 0.27 | 0.31 | 0.31 | 0.53 | 0.63 | 1.00 |