FO
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
0700.HK Tencent Holdings Ltd | Communication Services | 16.67% |
GE General Electric Company | Industrials | 16.67% |
LLY Eli Lilly and Company | Healthcare | 16.67% |
MSFT Microsoft Corporation | Technology | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
VIST Vista Oil & Gas, S.A.B. de C.V. | Energy | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FO, 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 26, 2019, corresponding to the inception date of VIST
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
FO | 53.98% | 5.81% | 21.06% | 66.27% | 48.72% | N/A |
Portfolio components: | ||||||
NVDA NVIDIA Corporation | 107.67% | 3.96% | 17.49% | 122.43% | 84.63% | 71.69% |
LLY Eli Lilly and Company | 55.61% | 17.07% | 18.81% | 58.54% | 51.77% | 32.86% |
MSFT Microsoft Corporation | 7.41% | 1.00% | -0.76% | 22.67% | 24.11% | 26.01% |
GE General Electric Company | 58.84% | -0.56% | 20.70% | 81.59% | 29.72% | 4.38% |
0700.HK Tencent Holdings Ltd | 28.48% | 2.83% | 39.93% | 17.75% | 2.46% | 12.30% |
VIST Vista Oil & Gas, S.A.B. de C.V. | 62.72% | 11.60% | 31.24% | 88.61% | 54.16% | N/A |
Monthly Returns
The table below presents the monthly returns of FO, 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 | 7.92% | 14.46% | 9.22% | 3.77% | 9.29% | 3.98% | -3.23% | 7.43% | 53.98% | ||||
2023 | 11.72% | 3.89% | 13.85% | 3.38% | 7.72% | 9.29% | 4.28% | 3.10% | -2.25% | -2.28% | 12.02% | -0.91% | 83.33% |
2022 | -2.24% | 4.31% | 4.09% | -10.77% | 2.74% | -9.36% | 8.66% | -2.62% | -10.25% | 11.15% | 14.77% | 0.00% | 6.86% |
2021 | 7.36% | 4.13% | -3.10% | 3.94% | 9.79% | 9.46% | 0.51% | 4.36% | -3.72% | 14.14% | -1.36% | 0.67% | 54.88% |
2020 | 2.74% | -3.66% | -12.92% | 12.38% | 3.77% | 8.89% | 2.62% | 3.46% | -5.18% | 0.11% | 15.07% | 3.39% | 31.22% |
2019 | 0.39% | -15.58% | 4.73% | 4.04% | 8.40% | 12.00% | 12.10% |
Expense Ratio
FO has an expense ratio of 0.00%, indicating no management fees are charged. 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 risk-adjusted rank of FO is 97, placing it in the top 3% 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 | |
---|---|---|---|---|---|
NVDA NVIDIA Corporation | 2.64 | 3.06 | 1.39 | 4.97 | 16.55 |
LLY Eli Lilly and Company | 1.92 | 2.68 | 1.36 | 3.08 | 11.43 |
MSFT Microsoft Corporation | 1.15 | 1.60 | 1.21 | 1.46 | 4.62 |
GE General Electric Company | 2.68 | 3.51 | 1.46 | 8.07 | 22.26 |
0700.HK Tencent Holdings Ltd | 0.62 | 1.06 | 1.13 | 0.29 | 2.23 |
VIST Vista Oil & Gas, S.A.B. de C.V. | 1.81 | 2.59 | 1.31 | 3.49 | 10.31 |
Dividends
Dividend yield
FO granted a 0.44% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
FO | 0.44% | 0.57% | 0.59% | 0.44% | 0.56% | 0.67% | 1.54% | 1.59% | 1.46% | 1.51% | 1.78% | 1.90% |
Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
MSFT Microsoft Corporation | 0.75% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GE General Electric Company | 0.43% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.88% | 4.81% | 2.94% | 2.95% | 3.52% | 2.81% |
0700.HK Tencent Holdings Ltd | 0.91% | 1.63% | 0.93% | 0.32% | 0.20% | 0.25% | 0.27% | 0.14% | 0.23% | 0.22% | 0.20% | 0.19% |
VIST Vista Oil & Gas, S.A.B. de C.V. | 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 FO. 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 FO was 35.12%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.
The current FO drawdown is 7.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.12% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 8, 2020 | 99 |
-24.09% | Apr 5, 2022 | 124 | Sep 26, 2022 | 73 | Jan 9, 2023 | 197 |
-18.7% | Jul 31, 2019 | 21 | Aug 28, 2019 | 63 | Nov 25, 2019 | 84 |
-13.65% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-11.41% | Nov 10, 2021 | 57 | Jan 27, 2022 | 38 | Mar 22, 2022 | 95 |
Volatility
Volatility Chart
The current FO volatility is 6.22%, 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
0700.HK | VIST | LLY | GE | NVDA | MSFT | |
---|---|---|---|---|---|---|
0700.HK | 1.00 | 0.08 | 0.03 | 0.07 | 0.13 | 0.13 |
VIST | 0.08 | 1.00 | 0.08 | 0.28 | 0.20 | 0.17 |
LLY | 0.03 | 0.08 | 1.00 | 0.19 | 0.24 | 0.34 |
GE | 0.07 | 0.28 | 0.19 | 1.00 | 0.30 | 0.27 |
NVDA | 0.13 | 0.20 | 0.24 | 0.30 | 1.00 | 0.67 |
MSFT | 0.13 | 0.17 | 0.34 | 0.27 | 0.67 | 1.00 |