Future oriented geo climate
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | Europe Equities | 10% |
CNYA iShares MSCI China A ETF | China Equities | 10% |
ECH iShares MSCI Chile ETF | Foreign Large Cap Equities | 10% |
ENZL iShares MSCI New Zealand ETF | Asia Pacific Equities | 10% |
EWC iShares MSCI Canada ETF | Canada Equities | 10% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Future oriented geo climate, 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 15, 2016, corresponding to the inception date of CNYA
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% |
| Future oriented geo climate | 11.89% | -2.15% | 4.92% | 19.90% | 9.38% | N/A |
| Portfolio components: | ||||||
EWC iShares MSCI Canada ETF | 15.96% | 1.27% | 11.06% | 26.05% | 9.36% | 5.62% |
ENZL iShares MSCI New Zealand ETF | -1.86% | -3.61% | 4.83% | 8.25% | -0.07% | 4.73% |
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | -1.29% | -8.37% | -10.43% | 8.62% | 9.05% | 8.69% |
CNYA iShares MSCI China A ETF | 16.96% | 1.59% | 11.66% | 12.74% | 2.87% | N/A |
INDA iShares MSCI India ETF | 9.14% | -7.07% | 1.80% | 18.17% | 10.54% | 6.59% |
VOO Vanguard S&P 500 ETF | 26.94% | 2.23% | 13.51% | 35.06% | 15.33% | 13.41% |
ECH iShares MSCI Chile ETF | -8.68% | -5.88% | -11.29% | 0.52% | -1.38% | -2.09% |
Monthly Returns
The table below presents the monthly returns of Future oriented geo climate, 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 | -1.51% | 3.51% | 2.11% | -1.42% | 3.72% | 0.76% | 1.62% | 2.28% | 3.18% | -3.80% | 11.89% | ||
| 2023 | 5.34% | -3.76% | 2.20% | 1.78% | -2.08% | 4.94% | 3.40% | -4.03% | -2.87% | -3.64% | 8.38% | 5.05% | 14.58% |
| 2022 | -3.03% | -1.77% | 2.70% | -7.56% | 1.08% | -7.12% | 6.81% | -2.49% | -9.23% | 4.57% | 8.18% | -2.96% | -11.90% |
| 2021 | -0.85% | 2.08% | 3.16% | 2.04% | 2.26% | 0.28% | 0.23% | 3.75% | -3.24% | 3.45% | -2.30% | 2.68% | 14.07% |
| 2020 | -2.76% | -6.03% | -16.10% | 11.19% | 2.95% | 5.16% | 7.80% | 4.27% | -2.69% | -1.14% | 10.80% | 6.56% | 17.81% |
| 2019 | 6.82% | 2.67% | 2.56% | 1.93% | -4.99% | 5.22% | -1.77% | -2.69% | 2.48% | 1.37% | 0.68% | 4.54% | 19.80% |
| 2018 | 4.98% | -5.01% | -1.12% | 0.20% | -0.47% | -1.55% | 3.57% | -0.72% | -1.00% | -7.56% | 3.67% | -4.67% | -9.98% |
| 2017 | 4.36% | 2.39% | 2.27% | 0.86% | 1.77% | 1.46% | 4.36% | 0.76% | 0.77% | 2.68% | -0.86% | 4.07% | 27.77% |
| 2016 | 1.59% | 4.53% | -0.25% | 0.08% | -1.42% | -0.73% | -0.01% | 3.72% |
Expense Ratio
Future oriented geo climate features an expense ratio of 0.39%, falling within the medium range. 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 Future oriented geo climate is 24, indicating that it is in the bottom 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
EWC iShares MSCI Canada ETF | 1.90 | 2.62 | 1.34 | 2.00 | 13.02 |
ENZL iShares MSCI New Zealand ETF | 0.56 | 0.94 | 1.11 | 0.28 | 1.97 |
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | 0.42 | 0.72 | 1.08 | 0.50 | 1.64 |
CNYA iShares MSCI China A ETF | 0.45 | 0.87 | 1.14 | 0.29 | 1.56 |
INDA iShares MSCI India ETF | 1.27 | 1.68 | 1.25 | 1.78 | 6.94 |
VOO Vanguard S&P 500 ETF | 2.75 | 3.68 | 1.52 | 3.93 | 17.92 |
ECH iShares MSCI Chile ETF | -0.13 | -0.04 | 1.00 | -0.06 | -0.32 |
Dividends
Dividend yield
Future oriented geo climate provided a 1.57% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.57% | 1.90% | 1.85% | 2.75% | 1.21% | 1.68% | 2.06% | 1.56% | 1.76% | 1.74% | 1.59% | 1.40% |
| Portfolio components: | ||||||||||||
EWC iShares MSCI Canada ETF | 1.98% | 2.27% | 2.34% | 1.85% | 2.09% | 2.16% | 2.65% | 1.97% | 1.75% | 2.34% | 2.15% | 2.37% |
ENZL iShares MSCI New Zealand ETF | 2.82% | 3.00% | 1.62% | 2.46% | 1.66% | 3.35% | 3.60% | 3.69% | 4.78% | 4.29% | 5.15% | 3.95% |
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% |
CNYA iShares MSCI China A ETF | 3.68% | 4.23% | 2.69% | 1.11% | 1.05% | 1.21% | 3.92% | 0.98% | 1.38% | 0.00% | 0.00% | 0.00% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% | 0.40% |
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% |
ECH iShares MSCI Chile ETF | 3.48% | 4.76% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% | 1.74% | 1.42% |
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 Future oriented geo climate. 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 Future oriented geo climate was 35.77%, occurring on Mar 23, 2020. Recovery took 105 trading sessions.
The current Future oriented geo climate drawdown is 3.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.77% | Jan 21, 2020 | 45 | Mar 23, 2020 | 105 | Aug 18, 2020 | 150 |
| -22.21% | Nov 9, 2021 | 240 | Oct 12, 2022 | 352 | Feb 22, 2024 | 592 |
| -18.21% | Jan 29, 2018 | 234 | Dec 24, 2018 | 252 | Dec 17, 2019 | 486 |
| -6.9% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
| -6.52% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current Future oriented geo climate volatility is 3.02%, 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
| CNYA | ENZL | ECH | CN1G.DE | INDA | VOO | EWC | |
|---|---|---|---|---|---|---|---|
| CNYA | 1.00 | 0.34 | 0.35 | 0.33 | 0.34 | 0.39 | 0.40 |
| ENZL | 0.34 | 1.00 | 0.40 | 0.41 | 0.41 | 0.52 | 0.55 |
| ECH | 0.35 | 0.40 | 1.00 | 0.43 | 0.42 | 0.47 | 0.55 |
| CN1G.DE | 0.33 | 0.41 | 0.43 | 1.00 | 0.42 | 0.48 | 0.56 |
| INDA | 0.34 | 0.41 | 0.42 | 0.42 | 1.00 | 0.54 | 0.51 |
| VOO | 0.39 | 0.52 | 0.47 | 0.48 | 0.54 | 1.00 | 0.74 |
| EWC | 0.40 | 0.55 | 0.55 | 0.56 | 0.51 | 0.74 | 1.00 |