First Model
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Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Model, 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 Apr 13, 2017, corresponding to the inception date of SDIA.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
First Model | 16.54% | 3.60% | 9.31% | 24.43% | 12.26% | N/A |
Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 27.43% | 3.85% | 11.15% | 27.83% | 17.10% | 12.76% |
IWQU.L iShares MSCI World Quality Factor UCITS | 18.50% | 5.24% | 10.81% | 30.76% | 13.52% | N/A |
VGT Vanguard Information Technology ETF | 19.14% | 2.31% | 11.91% | 34.50% | 22.46% | 20.33% |
PHO Invesco Water Resources ETF | 14.88% | 0.10% | 9.72% | 24.03% | 14.30% | 10.90% |
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 4.16% | 1.50% | 4.14% | 7.96% | 1.89% | N/A |
Monthly Returns
The table below presents the monthly returns of First Model, 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 | 2.50% | 4.00% | 2.45% | -3.47% | 3.61% | 1.84% | 2.11% | 16.54% | |||||
2023 | 3.65% | -1.63% | 2.63% | 2.28% | -0.39% | 4.58% | 2.64% | -0.17% | -3.31% | -1.71% | 6.62% | 3.36% | 19.66% |
2022 | -3.97% | -0.87% | 3.88% | -6.23% | -1.56% | -7.33% | 6.83% | -3.84% | -6.09% | 5.24% | 5.40% | -1.90% | -11.20% |
2021 | -1.17% | 2.50% | 3.15% | 4.34% | 2.08% | 0.34% | 1.95% | 2.10% | -4.20% | 4.45% | -1.21% | 3.84% | 19.30% |
2020 | 0.43% | -6.78% | -7.64% | 6.13% | 2.56% | 0.63% | 4.41% | 6.42% | -1.99% | -2.57% | 8.72% | 2.75% | 12.26% |
2019 | 4.42% | 2.70% | 1.23% | 3.44% | -4.74% | 5.48% | 0.14% | -1.47% | 1.49% | 1.99% | 2.61% | 2.41% | 21.09% |
2018 | 3.63% | -2.17% | -1.79% | -0.04% | 0.83% | -0.75% | 2.85% | 2.44% | 0.83% | -4.82% | 1.52% | -4.65% | -2.52% |
2017 | 1.40% | 1.59% | 0.38% | 1.65% | 0.87% | 1.68% | 1.92% | 2.05% | 1.54% | 13.86% |
Expense Ratio
First Model has an expense ratio of 0.22%, which is considered low compared to other funds. 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 risk-adjusted rank of First Model is 88, placing it in the top 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 2.00 | 2.74 | 1.34 | 2.43 | 7.11 |
IWQU.L iShares MSCI World Quality Factor UCITS | 2.26 | 3.16 | 1.42 | 2.17 | 10.66 |
VGT Vanguard Information Technology ETF | 1.48 | 2.01 | 1.26 | 1.94 | 6.73 |
PHO Invesco Water Resources ETF | 1.42 | 2.04 | 1.25 | 1.29 | 5.05 |
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 3.09 | 5.27 | 1.69 | 2.01 | 28.19 |
Dividends
Dividend yield
First Model granted a 0.06% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
First Model | 0.06% | 0.06% | 0.07% | 0.04% | 0.06% | 0.08% | 0.09% | 0.07% | 0.09% | 0.10% | 0.09% | 0.08% |
Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway 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% |
IWQU.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
PHO Invesco Water Resources ETF | 0.46% | 0.59% | 0.49% | 0.20% | 0.39% | 0.43% | 0.46% | 0.34% | 0.47% | 0.75% | 0.59% | 0.49% |
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Model. 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 First Model was 25.78%, occurring on Mar 23, 2020. Recovery took 100 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-25.78% | Feb 18, 2020 | 25 | Mar 23, 2020 | 100 | Aug 12, 2020 | 125 |
-19.25% | Jan 5, 2022 | 200 | Oct 12, 2022 | 192 | Jul 13, 2023 | 392 |
-12.23% | Sep 24, 2018 | 66 | Dec 24, 2018 | 68 | Apr 1, 2019 | 134 |
-7.06% | Jan 29, 2018 | 10 | Feb 9, 2018 | 139 | Aug 27, 2018 | 149 |
-6.2% | Aug 1, 2023 | 64 | Oct 27, 2023 | 13 | Nov 15, 2023 | 77 |
Volatility
Volatility Chart
The current First Model volatility is 3.55%, 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
SDIA.L | BRK-B | IWQU.L | VGT | PHO | |
---|---|---|---|---|---|
SDIA.L | 1.00 | 0.00 | 0.13 | 0.10 | 0.13 |
BRK-B | 0.00 | 1.00 | 0.43 | 0.48 | 0.63 |
IWQU.L | 0.13 | 0.43 | 1.00 | 0.53 | 0.52 |
VGT | 0.10 | 0.48 | 0.53 | 1.00 | 0.67 |
PHO | 0.13 | 0.63 | 0.52 | 0.67 | 1.00 |