PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
ARBOR FICFIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ARBOR FICFIA

Last updated Oct 15, 2024

Asset Allocation

INTR 13%MSFT 9%V 6%AMZN 6%SPGI 6%META 5%TSM 5%ORCL 5%MCO 5%MA 5%BKNG 5%HLT 5%NDAQ 4%BN 4%TMO 3%GOOG 3%TSLA 3%NVDA 2%ACN 2%AZO 2%ROP 1%BRK-A 1%EquityEquity
PositionCategory/SectorWeight
ACN
Accenture plc		Technology
2%
AMZN
Amazon.com, Inc.		Consumer Cyclical
6%
AZO
AutoZone, Inc.		Consumer Cyclical
2%
BKNG
Booking Holdings Inc.		Consumer Cyclical
5%
BN
Brookfield Corp		Financial Services
4%
BRK-A
Berkshire Hathaway Inc		Financial Services
1%
GOOG
Alphabet Inc.		Communication Services
3%
HLT
Hilton Worldwide Holdings Inc.		Consumer Cyclical
5%
INTR
Inter & Co. Inc. Class A Common Shares		Financial Services
13%
MA
Mastercard Inc		Financial Services
5%
MCO
Moody's Corporation		Financial Services
5%
META
Meta Platforms, Inc.		Communication Services
5%
MSFT
Microsoft Corporation		Technology
9%
NDAQ
Nasdaq, Inc.		Financial Services
4%
NVDA
NVIDIA Corporation		Technology
2%
ORCL
Oracle Corporation		Technology
5%
ROP
Roper Technologies, Inc.		Industrials
1%
SPGI
S&P Global Inc.		Financial Services
6%
TMO
Thermo Fisher Scientific Inc.		Healthcare
3%
TSLA
Tesla, Inc.		Consumer Cyclical
3%
TSM
5%
V
6%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ARBOR FICFIA, 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%20.00%MayJuneJulyAugustSeptemberOctober
20.92%
15.76%
ARBOR FICFIA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 23, 2022, corresponding to the inception date of INTR

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.85%4.16%15.77%35.40%14.46%12.04%
ARBOR FICFIA29.54%1.86%20.92%49.75%N/AN/A
Portfolio components:
MSFT
Microsoft Corporation		12.07%-2.66%1.70%28.85%25.69%27.45%
V
8.43%-2.32%3.86%19.03%N/AN/A
AMZN
Amazon.com, Inc.		23.43%0.56%2.13%44.49%16.16%28.67%
INTR
Inter & Co. Inc. Class A Common Shares		17.20%-10.00%27.06%50.49%N/AN/A
SPGI
S&P Global Inc.		20.47%1.55%29.31%46.23%16.95%22.13%
META
Meta Platforms, Inc.		67.31%12.65%18.26%88.18%25.68%22.87%
TSM
86.84%11.43%38.09%115.80%N/AN/A
ORCL
Oracle Corporation		69.09%8.94%47.66%64.69%27.87%18.49%
MCO
Moody's Corporation		23.52%0.52%28.85%52.31%18.24%19.32%
ROP
Roper Technologies, Inc.		2.15%0.50%5.13%11.86%11.19%15.10%
MA
Mastercard Inc		19.48%2.83%10.50%28.03%13.41%22.44%
BKNG
Booking Holdings Inc.		22.03%9.28%23.87%46.73%16.43%14.97%
HLT
Hilton Worldwide Holdings Inc.		30.86%9.66%16.47%59.02%21.24%18.33%
NVDA
NVIDIA Corporation		178.87%15.93%60.57%203.80%95.94%78.96%
NDAQ
Nasdaq, Inc.		26.21%-0.59%21.46%49.22%19.10%20.46%
BN
Brookfield Corp		35.01%9.11%38.66%68.71%14.79%14.57%
TMO
Thermo Fisher Scientific Inc.		13.98%-1.21%8.37%25.38%16.90%18.73%
GOOG
Alphabet Inc.		18.33%5.04%6.67%20.33%21.89%20.73%
TSLA
Tesla, Inc.		-11.80%-4.83%35.72%-12.73%66.40%30.71%
ACN
Accenture plc		5.57%4.72%17.37%22.74%16.09%18.89%
AZO
AutoZone, Inc.		21.95%0.95%8.59%23.52%23.37%20.10%
BRK-A
Berkshire Hathaway Inc		26.24%1.97%13.32%31.05%16.95%12.83%

Monthly Returns

The table below presents the monthly returns of ARBOR FICFIA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.58%6.60%2.86%-5.55%6.18%5.52%2.34%4.12%2.34%29.54%
202313.95%-4.77%3.91%2.09%9.06%9.62%5.78%0.55%-4.57%-0.19%13.33%4.67%65.39%
2022-6.57%16.19%-0.11%-13.61%2.53%6.44%-6.77%-4.67%

Expense Ratio

ARBOR FICFIA has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ARBOR FICFIA is 82, placing it in the top 18% 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 ARBOR FICFIA is 8282
Combined Rank
The Sharpe Ratio Rank of ARBOR FICFIA is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of ARBOR FICFIA is 7979Sortino Ratio Rank
The Omega Ratio Rank of ARBOR FICFIA is 7171Omega Ratio Rank
The Calmar Ratio Rank of ARBOR FICFIA is 9393Calmar Ratio Rank
The Martin Ratio Rank of ARBOR FICFIA is 8282Martin 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.

ARBOR FICFIA
Sharpe ratio
The chart of Sharpe ratio for ARBOR FICFIA, currently valued at 3.07, compared to the broader market0.002.004.006.003.07
Sortino ratio
The chart of Sortino ratio for ARBOR FICFIA, currently valued at 4.14, compared to the broader market-2.000.002.004.006.004.14
Omega ratio
The chart of Omega ratio for ARBOR FICFIA, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.802.001.52
Calmar ratio
The chart of Calmar ratio for ARBOR FICFIA, currently valued at 5.44, compared to the broader market0.002.004.006.008.0010.0012.005.44
Martin ratio
The chart of Martin ratio for ARBOR FICFIA, currently valued at 20.11, compared to the broader market0.0010.0020.0030.0040.0050.0020.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market-2.000.002.004.006.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.002.004.006.008.0010.0012.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0010.0020.0030.0040.0050.0016.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		1.411.911.241.784.89
V
1.221.601.231.563.96
AMZN
Amazon.com, Inc.		1.492.111.272.147.19
INTR
Inter & Co. Inc. Class A Common Shares		1.211.821.212.385.37
SPGI
S&P Global Inc.		2.653.541.492.289.95
META
Meta Platforms, Inc.		2.273.161.434.4913.78
TSM
2.923.511.454.9316.01
ORCL
Oracle Corporation		1.892.711.403.0911.22
MCO
Moody's Corporation		2.552.991.463.1315.16
ROP
Roper Technologies, Inc.		0.630.891.131.022.78
MA
Mastercard Inc		1.672.141.322.185.57
BKNG
Booking Holdings Inc.		1.601.941.302.136.47
HLT
Hilton Worldwide Holdings Inc.		2.973.821.484.8414.33
NVDA
NVIDIA Corporation		3.733.791.497.1822.11
NDAQ
Nasdaq, Inc.		2.473.421.451.6414.79
BN
Brookfield Corp		2.423.101.402.1015.67
TMO
Thermo Fisher Scientific Inc.		1.201.751.220.895.71
GOOG
Alphabet Inc.		0.681.031.150.852.25
TSLA
Tesla, Inc.		-0.28-0.041.00-0.28-0.66
ACN
Accenture plc		0.951.391.190.811.66
AZO
AutoZone, Inc.		1.111.571.201.503.54
BRK-A
Berkshire Hathaway Inc		2.182.911.372.8911.43

Sharpe Ratio

The current ARBOR FICFIA Sharpe ratio is 3.07. 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 2.24 to 3.01, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of ARBOR FICFIA 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 Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.07
2.78
ARBOR FICFIA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ARBOR FICFIA granted a 0.55% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
ARBOR FICFIA0.55%0.54%0.67%0.44%0.53%0.71%0.87%0.77%0.92%0.89%0.78%0.80%
Portfolio components:
MSFT
Microsoft Corporation		0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
V
0.74%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
AMZN
Amazon.com, 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%
INTR
Inter & Co. Inc. Class A Common Shares		0.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPGI
S&P Global Inc.		0.69%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
META
Meta Platforms, Inc.		0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSM
1.14%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
ORCL
Oracle Corporation		0.91%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
MCO
Moody's Corporation		0.69%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%1.15%
ROP
Roper Technologies, Inc.		0.54%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%0.36%
MA
Mastercard Inc		0.52%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
BKNG
Booking Holdings Inc.		0.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HLT
Hilton Worldwide Holdings Inc.		0.25%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
NDAQ
Nasdaq, Inc.		1.27%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%1.21%1.31%
BN
Brookfield Corp		0.58%0.87%1.88%0.86%1.16%1.45%1.56%1.68%1.56%1.98%1.76%1.88%
TMO
Thermo Fisher Scientific Inc.		0.25%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
GOOG
Alphabet Inc.		0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
Tesla, 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%
ACN
Accenture plc		1.47%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%
AZO
AutoZone, 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%
BRK-A
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%

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
-0.51%
0
ARBOR FICFIA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ARBOR FICFIA. 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 ARBOR FICFIA was 22.20%, occurring on Oct 14, 2022. Recovery took 147 trading sessions.

The current ARBOR FICFIA drawdown is 0.51%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.2%Aug 17, 202242Oct 14, 2022147May 17, 2023189
-9.26%Jun 27, 20224Jun 30, 202214Jul 21, 202218
-9.12%Sep 15, 202313Oct 3, 202328Nov 10, 202341
-8.94%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-7.3%Mar 22, 202420Apr 19, 202418May 15, 202438

Volatility

Volatility Chart

The current ARBOR FICFIA volatility is 3.73%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.73%
2.86%
ARBOR FICFIA
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.
INTRAZOTSLATMOTSMNVDANDAQBRK-AMETABKNGHLTORCLVGOOGAMZNROPACNBNMAMSFTSPGIMCO
INTR1.000.090.200.140.140.130.200.220.140.200.190.170.150.160.170.160.150.250.160.140.190.20
AZO0.091.000.090.240.100.120.260.300.120.200.300.260.340.110.110.330.260.220.350.200.260.29
TSLA0.200.091.000.270.410.430.310.280.340.400.350.320.300.380.430.250.310.440.320.390.370.36
TMO0.140.240.271.000.350.280.480.440.280.330.340.380.430.340.320.520.480.510.470.400.530.51
TSM0.140.100.410.351.000.680.290.250.480.470.440.440.350.430.460.350.420.500.380.530.390.40
NVDA0.130.120.430.280.681.000.290.260.550.470.400.470.330.490.550.350.460.440.370.610.420.42
NDAQ0.200.260.310.480.290.291.000.490.290.360.380.400.380.420.360.520.510.490.440.450.620.63
BRK-A0.220.300.280.440.250.260.491.000.340.400.500.370.510.400.360.520.480.510.560.380.510.53
META0.140.120.340.280.480.550.290.341.000.450.390.430.390.600.600.390.440.450.420.620.450.47
BKNG0.200.200.400.330.470.470.360.400.451.000.640.410.390.440.480.370.410.510.460.460.400.43
HLT0.190.300.350.340.440.400.380.500.390.641.000.400.440.360.410.450.400.550.480.390.430.46
ORCL0.170.260.320.380.440.470.400.370.430.410.401.000.410.460.480.530.490.430.460.580.490.48
V0.150.340.300.430.350.330.380.510.390.390.440.411.000.410.390.510.500.440.840.460.530.54
GOOG0.160.110.380.340.430.490.420.400.600.440.360.460.411.000.650.410.470.440.450.700.470.49
AMZN0.170.110.430.320.460.550.360.360.600.480.410.480.390.651.000.400.490.460.430.700.450.48
ROP0.160.330.250.520.350.350.520.520.390.370.450.530.510.410.401.000.570.480.550.520.620.61
ACN0.150.260.310.480.420.460.510.480.440.410.400.490.500.470.490.571.000.530.560.560.590.58
BN0.250.220.440.510.500.440.490.510.450.510.550.430.440.440.460.480.531.000.490.450.600.61
MA0.160.350.320.470.380.370.440.560.420.460.480.460.840.450.430.550.560.491.000.500.570.59
MSFT0.140.200.390.400.530.610.450.380.620.460.390.580.460.700.700.520.560.450.501.000.560.59
SPGI0.190.260.370.530.390.420.620.510.450.400.430.490.530.470.450.620.590.600.570.561.000.86
MCO0.200.290.360.510.400.420.630.530.470.430.460.480.540.490.480.610.580.610.590.590.861.00
The correlation results are calculated based on daily price changes starting from Jun 24, 2022