New thought 2.75
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FRIN.L Franklin FTSE India UCITS ETF | Asia Pacific Equities | 10% |
LCJP.L Amundi MSCI Japan UCITS ETF Acc | Japan Equities | 20% |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF | Large Cap Blend Equities | 25% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | Global Equities | 45% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in New thought 2.75, 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 Jun 28, 2019, corresponding to the inception date of FRIN.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| New thought 2.75 | 11.74% | -0.45% | 9.42% | 18.01% | 10.55% | N/A |
| Portfolio components: | ||||||
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 12.12% | -2.14% | 10.12% | 19.46% | 11.84% | N/A |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF | 12.72% | 0.72% | 9.38% | 16.06% | 9.53% | 13.65% |
LCJP.L Amundi MSCI Japan UCITS ETF Acc | 6.63% | 0.80% | 4.64% | 10.24% | 6.40% | N/A |
FRIN.L Franklin FTSE India UCITS ETF | 17.02% | 1.79% | 15.11% | 31.52% | 13.73% | N/A |
Monthly Returns
The table below presents the monthly returns of New thought 2.75, 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 | 2.63% | 3.72% | 2.94% | -2.71% | 2.57% | 3.35% | 11.74% | ||||||
| 2023 | 3.71% | -3.65% | 3.65% | 2.23% | -0.23% | 5.13% | 2.55% | -1.35% | -3.33% | -2.24% | 7.50% | 5.00% | 19.85% |
| 2022 | -6.54% | -1.61% | 3.04% | -5.88% | -2.39% | -7.12% | 6.35% | -2.93% | -7.16% | 4.21% | 6.81% | -2.16% | -15.59% |
| 2021 | -1.56% | 1.95% | 3.73% | 2.69% | 2.38% | 0.97% | 2.17% | 2.78% | -2.93% | 3.42% | -0.84% | 3.83% | 19.94% |
| 2020 | -0.80% | -9.05% | -10.32% | 8.62% | 3.84% | 2.04% | 2.74% | 7.14% | -1.36% | -2.77% | 9.95% | 4.51% | 12.97% |
| 2019 | 0.42% | -2.10% | 3.06% | 2.41% | 2.64% | 2.75% | 9.43% |
Expense Ratio
New thought 2.75 has an expense ratio of 0.21%, 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 New thought 2.75 is 68, 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 | |
|---|---|---|---|---|---|
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 1.59 | 2.38 | 1.29 | 1.56 | 6.69 |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF | 1.65 | 2.43 | 1.30 | 1.21 | 5.76 |
LCJP.L Amundi MSCI Japan UCITS ETF Acc | 0.68 | 1.05 | 1.12 | 0.54 | 2.27 |
FRIN.L Franklin FTSE India UCITS ETF | 2.12 | 2.72 | 1.40 | 4.15 | 17.05 |
Dividends
Dividend yield
New thought 2.75 granted a 0.00% dividend yield in the last twelve months.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the New thought 2.75. 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 New thought 2.75 was 31.58%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.
The current New thought 2.75 drawdown is 3.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.58% | Feb 12, 2020 | 29 | Mar 23, 2020 | 112 | Sep 2, 2020 | 141 |
| -24.26% | Jan 4, 2022 | 194 | Oct 11, 2022 | 301 | Dec 19, 2023 | 495 |
| -6.62% | Sep 7, 2021 | 20 | Oct 4, 2021 | 24 | Nov 5, 2021 | 44 |
| -5.89% | Jul 5, 2019 | 30 | Aug 15, 2019 | 20 | Sep 13, 2019 | 50 |
| -5.87% | Mar 22, 2024 | 23 | Apr 25, 2024 | 27 | Jun 5, 2024 | 50 |
Volatility
Volatility Chart
The current New thought 2.75 volatility is 2.69%, 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
| FRIN.L | LCJP.L | MVUS.L | XDEQ.L | |
|---|---|---|---|---|
| FRIN.L | 1.00 | 0.50 | 0.50 | 0.55 |
| LCJP.L | 0.50 | 1.00 | 0.59 | 0.70 |
| MVUS.L | 0.50 | 0.59 | 1.00 | 0.88 |
| XDEQ.L | 0.55 | 0.70 | 0.88 | 1.00 |