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First Model
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First Model

Last updated Oct 30, 2024

Just playing

Asset Allocation

SDIA.L 25%IWQU.L 45%BRK-B 20%VGT 5%PHO 5%BondBondEquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.		Financial Services
20%
IWQU.L
iShares MSCI World Quality Factor UCITS		Global Equities
45%
PHO
Invesco Water Resources ETF		Water Equities
5%
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (Acc)		Corporate Bonds
25%
VGT
Vanguard Information Technology ETF		Technology Equities
5%

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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
11.16%
15.83%
First Model
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 13, 2017, corresponding to the inception date of SDIA.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
First Model17.18%-0.46%11.16%29.71%11.62%N/A
Portfolio components:
BRK-B
Berkshire Hathaway Inc.		27.47%-0.62%14.59%34.74%16.06%12.52%
IWQU.L
iShares MSCI World Quality Factor UCITS		19.14%-0.62%12.65%36.74%12.61%10.63%
VGT
Vanguard Information Technology ETF		26.76%4.34%23.72%51.83%22.74%21.01%
PHO
Invesco Water Resources ETF		13.48%-2.35%7.46%38.09%13.57%10.85%
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (Acc)		4.38%-0.61%4.01%7.96%1.83%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.50%4.00%2.45%-3.47%3.61%1.84%2.11%3.45%0.16%17.18%
20233.65%-1.64%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%
20200.43%-6.78%-7.64%6.13%2.56%0.63%4.41%6.42%-1.99%-2.57%8.72%2.75%12.26%
20194.42%2.70%1.23%3.44%-4.74%5.48%0.14%-1.47%1.49%1.99%2.61%2.41%21.09%
20183.63%-2.17%-1.79%-0.04%0.83%-0.75%2.85%2.44%0.83%-4.82%1.52%-4.65%-2.52%
20171.40%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.

PHO
Invesco Water Resources ETF
Expense ratio chart for PHO: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
IWQU.L
iShares MSCI World Quality Factor UCITS
Expense ratio chart for IWQU.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (Acc)
Expense ratio chart for SDIA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of First Model is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of First Model is 7676
Combined Rank
The Sharpe Ratio Rank of First Model is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of First Model is 8181Sortino Ratio Rank
The Omega Ratio Rank of First Model is 8383Omega Ratio Rank
The Calmar Ratio Rank of First Model is 8585Calmar Ratio Rank
The Martin Ratio Rank of First Model is 5959Martin 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.

First Model
Sharpe ratio
The chart of Sharpe ratio for First Model, currently valued at 3.36, compared to the broader market0.002.004.006.003.36
Sortino ratio
The chart of Sortino ratio for First Model, currently valued at 4.74, compared to the broader market-2.000.002.004.006.004.74
Omega ratio
The chart of Omega ratio for First Model, currently valued at 1.66, compared to the broader market0.801.001.201.401.601.802.001.66
Calmar ratio
The chart of Calmar ratio for First Model, currently valued at 4.78, compared to the broader market0.005.0010.004.78
Martin ratio
The chart of Martin ratio for First Model, currently valued at 19.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BRK-B
Berkshire Hathaway Inc.		2.403.221.424.3511.36
IWQU.L
iShares MSCI World Quality Factor UCITS		2.683.831.503.9815.73
VGT
Vanguard Information Technology ETF		2.102.691.382.8210.20
PHO
Invesco Water Resources ETF		2.102.981.372.4111.35
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (Acc)		3.165.401.732.6326.35

Sharpe Ratio

The current First Model Sharpe ratio is 3.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of First Model with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00MayJuneJulyAugustSeptemberOctober
3.36
3.43
First Model
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

First Model provided a 0.05% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
First Model0.05%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		0.61%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		0.47%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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.17%
-0.54%
First Model
Benchmark (^GSPC)
Portfolio components

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.

The current First Model drawdown is 1.17%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.78%Feb 18, 202025Mar 23, 2020100Aug 12, 2020125
-19.25%Jan 5, 2022200Oct 12, 2022192Jul 13, 2023392
-12.23%Sep 24, 201866Dec 24, 201868Apr 1, 2019134
-7.06%Jan 29, 201810Feb 9, 2018139Aug 27, 2018149
-6.2%Aug 1, 202364Oct 27, 202313Nov 15, 202377

Volatility

Volatility Chart

The current First Model volatility is 1.35%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.35%
2.71%
First Model
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SDIA.LBRK-BIWQU.LVGTPHO
SDIA.L1.00-0.000.130.100.13
BRK-B-0.001.000.420.470.63
IWQU.L0.130.421.000.530.52
VGT0.100.470.531.000.66
PHO0.130.630.520.661.00
The correlation results are calculated based on daily price changes starting from Apr 17, 2017