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Findings Portfolio

Last updated Aug 27, 2024

Asset Allocation

F500.DE 6.25%6AQQ.DE 6.25%CSY2.DE 6.25%D6RP.DE 6.25%LYYB.DE 6.25%D6RQ.DE 6.25%IITU.L 6.25%IUQF.L 6.25%LYPG.DE 6.25%GXLK.L 6.25%UC99.L 6.25%UET5.DE 6.25%VUSA.L 6.25%XDEQ.DE 6.25%XLKQ.L 6.25%ZPA5.DE 6.25%EquityEquity
PositionCategory/SectorWeight
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR		Large Cap Growth Equities
6.25%
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD		Large Cap Blend Equities
6.25%
D6RP.DE
Deka MSCI World Climate Change ESG UCITS ETF		Global Equities
6.25%
D6RQ.DE
Deka MSCI USA Climate Change ESG UCITS ETF		Large Cap Blend Equities
6.25%
F500.DE
Amundi S&P 500 ESG UCITS ETF Acc		Large Cap Blend Equities
6.25%
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF		Technology Equities
6.25%
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS		Technology Equities
6.25%
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)		Large Cap Blend Equities
6.25%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc		Technology Equities
6.25%
LYYB.DE
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist		Large Cap Blend Equities
6.25%
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis		Large Cap Blend Equities
6.25%
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist		Europe Equities
6.25%
VUSA.L
Vanguard S&P 500 UCITS ETF		Large Cap Blend Equities
6.25%
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C		Global Equities
6.25%
XLKQ.L
Invesco US Technology Sector UCITS ETF		Technology Equities
6.25%
ZPA5.DE
Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc		Large Cap Blend Equities
6.25%

S&P 500

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

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
35.89%
22.57%
Findings Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 4, 2022, corresponding to the inception date of GXLK.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.76%2.89%10.80%27.49%14.28%10.89%
Findings Portfolio19.95%3.19%11.68%32.94%N/AN/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/AN/A
D6RP.DE
Deka MSCI World Climate Change ESG UCITS ETF		20.46%3.62%12.56%31.41%N/AN/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/AN/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/AN/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/AN/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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.45%4.88%2.96%-3.45%4.01%7.03%-0.88%19.95%
20237.44%-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.

LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
Expense ratio chart for LYPG.DE: 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%
D6RP.DE
Deka MSCI World Climate Change ESG UCITS ETF
Expense ratio chart for D6RP.DE: current value at 0.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.26%
D6RQ.DE
Deka MSCI USA Climate Change ESG UCITS ETF
Expense ratio chart for D6RQ.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
Expense ratio chart for UC99.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
Expense ratio chart for XDEQ.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
Expense ratio chart for 6AQQ.DE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)
Expense ratio chart for IUQF.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%
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
Expense ratio chart for IITU.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF
Expense ratio chart for GXLK.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
XLKQ.L
Invesco US Technology Sector UCITS ETF
Expense ratio chart for XLKQ.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
F500.DE
Amundi S&P 500 ESG UCITS ETF Acc
Expense ratio chart for F500.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD
Expense ratio chart for CSY2.DE: 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%
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
Expense ratio chart for UET5.DE: 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%
LYYB.DE
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist
Expense ratio chart for LYYB.DE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
VUSA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUSA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
ZPA5.DE
Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc
Expense ratio chart for ZPA5.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.

The Risk-Adjusted Performance Rank of Findings Portfolio is 5757
Findings Portfolio
The Sharpe Ratio Rank of Findings Portfolio is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of Findings Portfolio is 5151Sortino Ratio Rank
The Omega Ratio Rank of Findings Portfolio is 5959Omega Ratio Rank
The Calmar Ratio Rank of Findings Portfolio is 7979Calmar Ratio Rank
The Martin Ratio Rank of Findings Portfolio is 4646Martin 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.

Findings Portfolio
Sharpe ratio
The chart of Sharpe ratio for Findings Portfolio, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for Findings Portfolio, currently valued at 2.89, compared to the broader market-2.000.002.004.002.89
Omega ratio
The chart of Omega ratio for Findings Portfolio, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for Findings Portfolio, currently valued at 2.86, compared to the broader market0.002.004.006.008.002.86
Martin ratio
The chart of Martin ratio for Findings Portfolio, currently valued at 9.07, compared to the broader market0.005.0010.0015.0020.0025.0030.009.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.09, compared to the broader market-2.000.002.004.003.09
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.00, compared to the broader market0.002.004.006.008.002.00
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.55, compared to the broader market0.005.0010.0015.0020.0025.0030.0010.55
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
F500.DE
Amundi S&P 500 ESG UCITS ETF Acc		2.303.211.432.7610.01
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR		1.692.311.312.137.72
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD		2.042.861.372.859.18
D6RP.DE
Deka MSCI World Climate Change ESG UCITS ETF		2.092.891.382.428.97
LYYB.DE
Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist		2.072.901.392.418.73
D6RQ.DE
Deka MSCI USA Climate Change ESG UCITS ETF		2.062.801.382.629.01
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS		1.892.491.332.578.31
IUQF.L
iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc)		2.042.891.373.299.19
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc		1.882.521.332.418.18
GXLK.L
SPDR S&P US Technology Select Sector UCITS ETF		0.721.261.251.342.66
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis		1.792.491.322.617.02
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist		1.692.411.292.198.32
VUSA.L
Vanguard S&P 500 UCITS ETF		2.082.901.392.639.19
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C		2.313.271.423.1410.50
XLKQ.L
Invesco US Technology Sector UCITS ETF		2.052.681.352.829.13
ZPA5.DE
Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc		2.273.181.432.7710.59

Sharpe Ratio

The current Findings Portfolio Sharpe ratio is 2.10. 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 1.79 to 2.40, 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 Findings Portfolio 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 Ratio1.502.002.503.003.50MarchAprilMayJuneJulyAugust
2.10
2.28
Findings Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Findings Portfolio granted a 0.45% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Findings Portfolio0.45%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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MarchAprilMayJuneJulyAugust
-2.20%
-0.89%
Findings Portfolio
Benchmark (^GSPC)
Portfolio components

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, 2022134Oct 11, 2022171Jun 13, 2023305
-10.14%Jul 16, 202415Aug 5, 2024———
-10.06%Jul 20, 202372Oct 27, 202314Nov 16, 202386
-7.25%Mar 22, 202420Apr 22, 202418May 16, 202438
-2.56%Dec 29, 20235Jan 5, 20249Jan 18, 202414

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.

2.00%3.00%4.00%5.00%6.00%7.00%MarchAprilMayJuneJulyAugust
5.79%
5.88%
Findings Portfolio
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.
UET5.DEGXLK.LIITU.LXLKQ.LCSY2.DEUC99.LIUQF.LVUSA.LLYPG.DEZPA5.DEXDEQ.DE6AQQ.DELYYB.DED6RQ.DED6RP.DEF500.DE
UET5.DE1.000.600.600.610.720.660.680.710.690.750.840.690.780.720.810.76
GXLK.L0.601.000.980.980.800.910.880.870.920.810.800.890.810.850.830.83
IITU.L0.600.981.000.990.790.910.890.880.940.820.800.900.810.860.840.83
XLKQ.L0.610.980.991.000.800.910.890.880.940.820.810.900.820.870.850.84
CSY2.DE0.720.800.790.801.000.840.850.870.870.930.920.900.930.930.930.94
UC99.L0.660.910.910.910.841.000.960.940.860.860.870.860.870.860.860.87
IUQF.L0.680.880.890.890.850.961.000.970.840.880.900.850.880.860.870.89
VUSA.L0.710.870.880.880.870.940.971.000.840.900.900.860.910.880.890.92
LYPG.DE0.690.920.940.940.870.860.840.841.000.900.880.960.890.940.920.91
ZPA5.DE0.750.810.820.820.930.860.880.900.901.000.940.930.960.940.950.97
XDEQ.DE0.840.800.800.810.920.870.900.900.880.941.000.900.960.920.960.96
6AQQ.DE0.690.890.900.900.900.860.850.860.960.930.901.000.920.950.940.93
LYYB.DE0.780.810.810.820.930.870.880.910.890.960.960.921.000.950.960.98
D6RQ.DE0.720.850.860.870.930.860.860.880.940.940.920.950.951.000.970.96
D6RP.DE0.810.830.840.850.930.860.870.890.920.950.960.940.960.971.000.96
F500.DE0.760.830.830.840.940.870.890.920.910.970.960.930.980.960.961.00
The correlation results are calculated based on daily price changes starting from Apr 5, 2022