Geographic portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | Europe Equities | 15% |
FLIN Franklin FTSE India ETF | Asia Pacific Equities | 40% |
FLTW Franklin FTSE Taiwan ETF | Asia Pacific Equities | 5% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Geographic portfolio, 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 Feb 8, 2018, corresponding to the inception date of FLIN
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Geographic portfolio | 15.65% | -3.02% | 5.44% | 24.91% | 13.43% | N/A |
| Portfolio components: | ||||||
FLIN Franklin FTSE India ETF | 10.51% | -6.76% | 3.14% | 19.99% | 12.04% | N/A |
VOO Vanguard S&P 500 ETF | 26.94% | 2.23% | 13.51% | 35.06% | 15.33% | 13.41% |
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | -1.29% | -8.37% | -10.43% | 8.62% | 9.05% | 8.69% |
FLTW Franklin FTSE Taiwan ETF | 18.59% | -1.23% | 6.89% | 30.62% | 14.40% | N/A |
Monthly Returns
The table below presents the monthly returns of Geographic portfolio, 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 | 1.36% | 3.52% | 2.52% | -1.35% | 4.02% | 3.96% | 1.48% | 1.77% | 0.94% | -3.78% | 15.65% | ||
| 2023 | 3.00% | -2.89% | 2.67% | 2.62% | 0.07% | 5.36% | 2.76% | -1.58% | -1.92% | -2.37% | 8.56% | 5.80% | 23.59% |
| 2022 | -3.46% | -3.54% | 2.35% | -5.45% | -2.15% | -7.53% | 8.38% | -2.38% | -7.92% | 5.57% | 7.18% | -4.39% | -14.07% |
| 2021 | -0.90% | 3.66% | 3.78% | 2.43% | 3.76% | 1.17% | 2.11% | 4.67% | -2.56% | 3.52% | -2.10% | 4.06% | 25.90% |
| 2020 | -1.27% | -7.08% | -17.15% | 12.08% | 3.66% | 4.51% | 7.84% | 4.80% | -0.79% | -2.08% | 10.00% | 6.97% | 19.23% |
| 2019 | 3.57% | 1.65% | 4.16% | 2.28% | -3.54% | 3.54% | -2.26% | -2.22% | 3.11% | 3.22% | 1.43% | 2.88% | 18.90% |
| 2018 | 2.19% | -1.78% | 0.64% | -0.77% | -0.36% | 4.73% | 1.13% | -3.21% | -7.67% | 4.84% | -3.85% | -4.73% |
Expense Ratio
Geographic portfolio has an expense ratio of 0.14%, 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 rank of Geographic portfolio is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
FLIN Franklin FTSE India ETF | 1.35 | 1.76 | 1.27 | 2.00 | 7.72 |
VOO Vanguard S&P 500 ETF | 2.75 | 3.68 | 1.52 | 3.93 | 17.92 |
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | 0.42 | 0.72 | 1.08 | 0.50 | 1.64 |
FLTW Franklin FTSE Taiwan ETF | 1.36 | 1.88 | 1.24 | 1.69 | 5.73 |
Dividends
Dividend yield
Geographic portfolio provided a 1.25% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.25% | 1.02% | 1.13% | 1.52% | 1.00% | 1.26% | 1.24% | 0.71% | 0.81% | 0.84% | 0.74% | 0.73% |
| Portfolio components: | ||||||||||||
FLIN Franklin FTSE India ETF | 1.59% | 0.73% | 0.73% | 2.26% | 0.69% | 0.90% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLTW Franklin FTSE Taiwan ETF | 2.48% | 2.84% | 3.16% | 2.31% | 2.14% | 3.00% | 1.06% | 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 Geographic portfolio. 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 Geographic portfolio was 35.86%, occurring on Mar 23, 2020. Recovery took 101 trading sessions.
The current Geographic portfolio drawdown is 3.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.86% | Jan 21, 2020 | 45 | Mar 23, 2020 | 101 | Aug 12, 2020 | 146 |
| -22.21% | Jan 13, 2022 | 193 | Oct 11, 2022 | 300 | Dec 7, 2023 | 493 |
| -13.94% | Aug 28, 2018 | 85 | Dec 24, 2018 | 72 | Apr 5, 2019 | 157 |
| -8.18% | Jul 5, 2019 | 22 | Aug 5, 2019 | 62 | Oct 30, 2019 | 84 |
| -7.02% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
Volatility
Volatility Chart
The current Geographic portfolio volatility is 2.64%, 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
| CN1G.DE | FLIN | FLTW | VOO | |
|---|---|---|---|---|
| CN1G.DE | 1.00 | 0.42 | 0.45 | 0.50 |
| FLIN | 0.42 | 1.00 | 0.48 | 0.51 |
| FLTW | 0.45 | 0.48 | 1.00 | 0.61 |
| VOO | 0.50 | 0.51 | 0.61 | 1.00 |