Findings Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Findings 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 Apr 4, 2022, corresponding to the inception date of GXLK.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% |
Findings Portfolio | 19.95% | 3.19% | 11.68% | 32.94% | N/A | N/A |
Portfolio components: | ||||||
F500.DE Amundi S&P 500 ESG UCITS ETF Acc | 19.31% | 3.22% | 12.70% | 29.22% | 16.25% | N/A |
6AQQ.DE Amundi Nasdaq 100 UCITS ETF EUR | 16.08% | 2.99% | 9.05% | 30.84% | 21.12% | 20.09% |
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | 18.53% | 3.25% | 10.68% | 28.73% | N/A | N/A |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 20.46% | 3.62% | 12.56% | 31.41% | N/A | N/A |
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 17.36% | 3.20% | 11.03% | 27.37% | 14.71% | 13.90% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 22.43% | 3.47% | 13.46% | 33.97% | N/A | N/A |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 27.35% | 2.87% | 16.23% | 45.81% | 24.90% | N/A |
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) | 19.35% | 3.67% | 10.25% | 31.02% | 14.12% | N/A |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 24.06% | 3.34% | 13.38% | 41.04% | 22.96% | 22.08% |
GXLK.L SPDR S&P US Technology Select Sector UCITS ETF | 14.93% | 2.26% | 8.37% | 32.81% | N/A | N/A |
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 18.71% | 3.04% | 9.68% | 30.94% | 15.69% | N/A |
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 13.96% | 3.05% | 8.14% | 24.98% | 12.88% | N/A |
VUSA.L Vanguard S&P 500 UCITS ETF | 17.73% | 2.34% | 10.94% | 29.20% | 14.49% | 15.74% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 18.45% | 4.94% | 10.87% | 29.14% | 13.79% | N/A |
XLKQ.L Invesco US Technology Sector UCITS ETF | 30.21% | 2.79% | 17.15% | 49.93% | 25.75% | 24.19% |
ZPA5.DE Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc | 19.68% | 2.93% | 11.47% | 30.65% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Findings 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 | 2.45% | 4.88% | 2.96% | -3.45% | 4.01% | 7.03% | -0.88% | 19.95% | |||||
2023 | 7.44% | -0.92% | 5.54% | 1.27% | 4.24% | 6.06% | 3.04% | -0.87% | -5.31% | -2.65% | 10.58% | 5.48% | 38.13% |
2022 | -8.53% | -2.82% | -8.37% | 8.96% | -4.10% | -8.44% | 5.07% | 4.45% | -4.11% | -17.98% |
Expense Ratio
Findings Portfolio has an expense ratio of 0.17%, 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 Findings Portfolio is 57, 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.
Dividends
Dividend yield
Findings Portfolio granted a 0.45% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Findings Portfolio | 0.45% | 0.42% | 0.52% | 0.39% | 0.39% | 0.21% | 0.30% | 0.26% | 0.28% | 0.24% | 0.20% | 0.18% |
Portfolio components: | ||||||||||||
F500.DE Amundi S&P 500 ESG 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% |
6AQQ.DE Amundi Nasdaq 100 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSY2.DE CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.79% | 1.04% | 1.23% | 0.79% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 0.88% | 0.00% | 1.12% | 0.95% | 1.31% | 1.14% | 1.81% | 1.64% | 1.87% | 2.03% | 1.17% | 1.31% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.46% | 0.60% | 0.80% | 0.46% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IITU.L iShares S&P 500 USD Information Technology Sector 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% |
IUQF.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (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% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR 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% |
GXLK.L SPDR S&P US Technology Select Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.72% | 0.85% | 0.79% | 0.78% | 0.98% | 0.78% | 1.27% | 0.93% | 1.00% | 0.00% | 0.00% | 0.00% |
UET5.DE UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist | 3.28% | 2.96% | 3.06% | 2.17% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.L Vanguard S&P 500 UCITS ETF | 1.08% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.00% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZPA5.DE Amundi S&P 500 Climate Net Zero Ambition PAB 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 Findings 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 Findings Portfolio was 24.40%, occurring on Oct 11, 2022. Recovery took 171 trading sessions.
The current Findings Portfolio drawdown is 2.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-24.4% | Apr 5, 2022 | 134 | Oct 11, 2022 | 171 | Jun 13, 2023 | 305 |
-10.14% | Jul 16, 2024 | 15 | Aug 5, 2024 | — | — | — |
-10.06% | Jul 20, 2023 | 72 | Oct 27, 2023 | 14 | Nov 16, 2023 | 86 |
-7.25% | Mar 22, 2024 | 20 | Apr 22, 2024 | 18 | May 16, 2024 | 38 |
-2.56% | Dec 29, 2023 | 5 | Jan 5, 2024 | 9 | Jan 18, 2024 | 14 |
Volatility
Volatility Chart
The current Findings Portfolio volatility is 5.79%, 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
UET5.DE | GXLK.L | IITU.L | XLKQ.L | CSY2.DE | UC99.L | IUQF.L | VUSA.L | LYPG.DE | ZPA5.DE | XDEQ.DE | 6AQQ.DE | LYYB.DE | D6RQ.DE | D6RP.DE | F500.DE | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
UET5.DE | 1.00 | 0.60 | 0.60 | 0.61 | 0.72 | 0.66 | 0.68 | 0.71 | 0.69 | 0.75 | 0.84 | 0.69 | 0.78 | 0.72 | 0.81 | 0.76 |
GXLK.L | 0.60 | 1.00 | 0.98 | 0.98 | 0.80 | 0.91 | 0.88 | 0.87 | 0.92 | 0.81 | 0.80 | 0.89 | 0.81 | 0.85 | 0.83 | 0.83 |
IITU.L | 0.60 | 0.98 | 1.00 | 0.99 | 0.79 | 0.91 | 0.89 | 0.88 | 0.94 | 0.82 | 0.80 | 0.90 | 0.81 | 0.86 | 0.84 | 0.83 |
XLKQ.L | 0.61 | 0.98 | 0.99 | 1.00 | 0.80 | 0.91 | 0.89 | 0.88 | 0.94 | 0.82 | 0.81 | 0.90 | 0.82 | 0.87 | 0.85 | 0.84 |
CSY2.DE | 0.72 | 0.80 | 0.79 | 0.80 | 1.00 | 0.84 | 0.85 | 0.87 | 0.87 | 0.93 | 0.92 | 0.90 | 0.93 | 0.93 | 0.93 | 0.94 |
UC99.L | 0.66 | 0.91 | 0.91 | 0.91 | 0.84 | 1.00 | 0.96 | 0.94 | 0.86 | 0.86 | 0.87 | 0.86 | 0.87 | 0.86 | 0.86 | 0.87 |
IUQF.L | 0.68 | 0.88 | 0.89 | 0.89 | 0.85 | 0.96 | 1.00 | 0.97 | 0.84 | 0.88 | 0.90 | 0.85 | 0.88 | 0.86 | 0.87 | 0.89 |
VUSA.L | 0.71 | 0.87 | 0.88 | 0.88 | 0.87 | 0.94 | 0.97 | 1.00 | 0.84 | 0.90 | 0.90 | 0.86 | 0.91 | 0.88 | 0.89 | 0.92 |
LYPG.DE | 0.69 | 0.92 | 0.94 | 0.94 | 0.87 | 0.86 | 0.84 | 0.84 | 1.00 | 0.90 | 0.88 | 0.96 | 0.89 | 0.94 | 0.92 | 0.91 |
ZPA5.DE | 0.75 | 0.81 | 0.82 | 0.82 | 0.93 | 0.86 | 0.88 | 0.90 | 0.90 | 1.00 | 0.94 | 0.93 | 0.96 | 0.94 | 0.95 | 0.97 |
XDEQ.DE | 0.84 | 0.80 | 0.80 | 0.81 | 0.92 | 0.87 | 0.90 | 0.90 | 0.88 | 0.94 | 1.00 | 0.90 | 0.96 | 0.92 | 0.96 | 0.96 |
6AQQ.DE | 0.69 | 0.89 | 0.90 | 0.90 | 0.90 | 0.86 | 0.85 | 0.86 | 0.96 | 0.93 | 0.90 | 1.00 | 0.92 | 0.95 | 0.94 | 0.93 |
LYYB.DE | 0.78 | 0.81 | 0.81 | 0.82 | 0.93 | 0.87 | 0.88 | 0.91 | 0.89 | 0.96 | 0.96 | 0.92 | 1.00 | 0.95 | 0.96 | 0.98 |
D6RQ.DE | 0.72 | 0.85 | 0.86 | 0.87 | 0.93 | 0.86 | 0.86 | 0.88 | 0.94 | 0.94 | 0.92 | 0.95 | 0.95 | 1.00 | 0.97 | 0.96 |
D6RP.DE | 0.81 | 0.83 | 0.84 | 0.85 | 0.93 | 0.86 | 0.87 | 0.89 | 0.92 | 0.95 | 0.96 | 0.94 | 0.96 | 0.97 | 1.00 | 0.96 |
F500.DE | 0.76 | 0.83 | 0.83 | 0.84 | 0.94 | 0.87 | 0.89 | 0.92 | 0.91 | 0.97 | 0.96 | 0.93 | 0.98 | 0.96 | 0.96 | 1.00 |