Future Singapore No Bond
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
INDY iShares India 50 ETF | Asia Pacific Equities | 14.60% |
QUAL iShares Edge MSCI USA Quality Factor ETF | Large Cap Growth Equities | 55.30% |
VHT Vanguard Health Care ETF | Health & Biotech Equities | 6.70% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 23.40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Future Singapore No Bond, 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 Jul 18, 2013, corresponding to the inception date of QUAL
Returns By Period
As of Dec 4, 2024, the Future Singapore No Bond returned 24.77% Year-To-Date and 12.89% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| Future Singapore No Bond | 24.77% | 4.89% | 10.43% | 30.27% | 15.21% | 12.89% |
| Portfolio components: | ||||||
INDY iShares India 50 ETF | 7.91% | 0.98% | 3.62% | 11.50% | 9.41% | 6.73% |
VUG Vanguard Growth ETF | 33.95% | 7.79% | 15.17% | 39.90% | 19.44% | 15.82% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 27.36% | 5.16% | 11.03% | 33.28% | 15.13% | 13.29% |
VHT Vanguard Health Care ETF | 9.13% | 0.13% | 2.41% | 14.21% | 9.09% | 9.27% |
Monthly Returns
The table below presents the monthly returns of Future Singapore No Bond, 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 | 1.97% | 5.68% | 2.14% | -3.78% | 4.86% | 4.25% | 0.46% | 2.87% | 1.36% | -2.03% | 4.41% | 24.77% | |
| 2023 | 6.33% | -2.61% | 4.75% | 1.96% | 1.42% | 6.18% | 3.29% | -0.91% | -4.34% | -1.86% | 8.65% | 4.90% | 30.43% |
| 2022 | -6.41% | -4.19% | 3.66% | -8.42% | -1.22% | -7.80% | 9.54% | -4.35% | -8.76% | 6.64% | 6.58% | -5.98% | -20.81% |
| 2021 | -1.91% | 2.57% | 3.67% | 4.11% | 1.32% | 3.47% | 2.90% | 3.93% | -5.06% | 6.53% | -0.99% | 3.14% | 25.72% |
| 2020 | -0.22% | -7.47% | -12.91% | 12.91% | 5.15% | 2.23% | 5.97% | 7.05% | -3.00% | -2.21% | 10.88% | 4.63% | 21.83% |
| 2019 | 6.93% | 3.32% | 3.45% | 3.13% | -5.00% | 5.73% | 0.40% | -1.75% | 1.78% | 2.50% | 3.87% | 2.82% | 30.13% |
| 2018 | 5.27% | -3.74% | -1.64% | -0.32% | 2.42% | 0.27% | 3.99% | 3.38% | -0.35% | -7.84% | 2.72% | -7.10% | -3.87% |
| 2017 | 2.65% | 4.64% | 1.23% | 1.31% | 1.99% | 0.34% | 2.13% | 0.46% | 1.26% | 3.13% | 2.57% | 1.44% | 25.68% |
| 2016 | -5.33% | -1.08% | 7.47% | -0.12% | 1.80% | 0.44% | 3.93% | -0.27% | -0.03% | -2.29% | 1.06% | 1.34% | 6.57% |
| 2015 | -0.03% | 5.46% | -2.53% | -0.35% | 2.06% | -1.60% | 2.94% | -6.55% | -1.58% | 7.37% | -0.01% | -1.47% | 2.99% |
| 2014 | -3.81% | 5.10% | 0.86% | 0.25% | 3.60% | 1.73% | -0.77% | 4.45% | -1.17% | 3.44% | 2.31% | -1.18% | 15.41% |
| 2013 | -0.85% | -3.52% | 4.96% | 5.44% | 2.86% | 2.65% | 11.78% |
Expense Ratio
Future Singapore No Bond has an expense ratio of 0.24%, 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 Future Singapore No Bond is 66, 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 | |
|---|---|---|---|---|---|
INDY iShares India 50 ETF | 1.01 | 1.41 | 1.20 | 1.34 | 4.21 |
VUG Vanguard Growth ETF | 2.32 | 3.00 | 1.42 | 3.02 | 11.93 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 2.58 | 3.53 | 1.47 | 4.26 | 16.13 |
VHT Vanguard Health Care ETF | 1.28 | 1.80 | 1.23 | 1.54 | 4.93 |
Dividends
Dividend yield
Future Singapore No Bond provided a 0.79% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.79% | 0.96% | 1.68% | 1.89% | 1.02% | 1.32% | 1.59% | 1.37% | 1.58% | 1.37% | 1.17% | 0.81% |
| Portfolio components: | ||||||||||||
INDY iShares India 50 ETF | 0.30% | 0.39% | 3.75% | 7.12% | 0.08% | 0.58% | 0.59% | 0.27% | 0.48% | 0.57% | 0.52% | 0.77% |
VUG Vanguard Growth ETF | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 0.97% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
VHT Vanguard Health Care ETF | 1.42% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
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 Singapore No Bond. 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 Singapore No Bond was 34.20%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -26.7% | Dec 28, 2021 | 202 | Oct 14, 2022 | 291 | Dec 12, 2023 | 493 |
| -17.95% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -13.99% | Jul 21, 2015 | 143 | Feb 11, 2016 | 102 | Jul 8, 2016 | 245 |
| -9.87% | Jan 29, 2018 | 9 | Feb 8, 2018 | 124 | Aug 7, 2018 | 133 |
Volatility
Volatility Chart
The current Future Singapore No Bond volatility is 3.14%, 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
| INDY | VHT | VUG | QUAL | |
|---|---|---|---|---|
| INDY | 1.00 | 0.45 | 0.51 | 0.53 |
| VHT | 0.45 | 1.00 | 0.71 | 0.75 |
| VUG | 0.51 | 0.71 | 1.00 | 0.92 |
| QUAL | 0.53 | 0.75 | 0.92 | 1.00 |