Banking
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BAC Bank of America Corporation | Financial Services | 14.29% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | Financial Services | 14.29% |
CRIN.DE UniCredit SpA | Financial Services | 14.29% |
GS The Goldman Sachs Group, Inc. | Financial Services | 14.29% |
IES.DE Intesa Sanpaolo S.p.A | Financial Services | 14.29% |
JPM JPMorgan Chase & Co. | Financial Services | 14.29% |
MS Morgan Stanley | Financial Services | 14.29% |
Performance
Performance Chart
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The earliest data available for this chart is May 24, 1999, corresponding to the inception date of CRIN.DE
Returns By Period
As of Jun 1, 2025, the Banking returned 26.88% Year-To-Date and 15.15% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 5.49% | -2.00% | 12.02% | 14.19% | 10.85% |
| Banking | 26.88% | 9.28% | 24.48% | 43.95% | 35.35% | 15.15% |
| Portfolio components: | ||||||
BAC Bank of America Corporation | 1.04% | 9.86% | -6.01% | 13.08% | 15.68% | 12.55% |
GS The Goldman Sachs Group, Inc. | 5.91% | 8.96% | 0.14% | 34.29% | 28.07% | 13.53% |
JPM JPMorgan Chase & Co. | 11.38% | 6.93% | 6.92% | 33.31% | 25.54% | 18.06% |
CRIN.DE UniCredit SpA | 65.09% | 11.20% | 73.38% | 71.83% | 57.02% | 10.50% |
IES.DE Intesa Sanpaolo S.p.A | 43.40% | 9.13% | 50.19% | 54.14% | 36.57% | 13.74% |
MS Morgan Stanley | 3.34% | 9.65% | -1.29% | 35.04% | 27.75% | 15.95% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 60.73% | 9.22% | 65.32% | 47.63% | 44.78% | 10.00% |
Monthly Returns
The table below presents the monthly returns of Banking , 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 11.35% | 5.27% | -2.99% | 1.45% | 9.97% | 26.88% | |||||||
| 2024 | 2.11% | 4.81% | 11.78% | -1.00% | 6.70% | -2.96% | 7.42% | 1.72% | 0.04% | 3.43% | 5.39% | -1.89% | 43.37% |
| 2023 | 15.01% | 2.13% | -8.73% | 5.66% | -6.21% | 9.57% | 8.87% | -6.02% | -2.10% | -3.01% | 14.10% | 6.66% | 37.63% |
| 2022 | 3.09% | -9.24% | -6.26% | -9.06% | 9.98% | -14.65% | 4.98% | -0.44% | -4.66% | 15.40% | 12.92% | -3.91% | -6.59% |
| 2021 | -2.34% | 16.42% | 3.09% | 4.30% | 10.18% | -2.70% | -0.01% | 6.19% | -0.74% | 6.18% | -10.63% | 6.75% | 39.92% |
| 2020 | -3.97% | -9.96% | -28.67% | 9.54% | 8.23% | 5.15% | 0.80% | 3.43% | -7.15% | -3.00% | 32.28% | 6.29% | 1.51% |
| 2019 | 9.60% | 4.26% | -3.62% | 10.82% | -13.01% | 7.17% | 1.65% | -6.05% | 5.99% | 5.93% | 4.82% | 5.08% | 34.35% |
| 2018 | 10.96% | -3.27% | -3.64% | 0.32% | -9.16% | -2.17% | 7.33% | -7.86% | -0.93% | -6.88% | -0.96% | -10.56% | -25.48% |
| 2017 | -2.03% | 3.91% | 3.63% | 2.45% | -0.42% | 7.10% | 4.25% | -0.77% | 4.66% | 0.91% | 1.92% | 0.75% | 29.30% |
| 2016 | -16.08% | -6.26% | 4.16% | 6.53% | -2.51% | -12.99% | 8.12% | 8.19% | -4.28% | 8.61% | 8.29% | 10.34% | 7.58% |
| 2015 | -9.96% | 11.05% | 0.69% | 2.64% | 3.31% | 1.61% | 1.21% | -6.99% | -5.74% | 4.36% | -0.06% | -4.78% | -4.40% |
| 2014 | -0.11% | 3.41% | 5.80% | -3.07% | 0.58% | 0.11% | -1.17% | 2.50% | 1.97% | -1.60% | 0.30% | -0.63% | 8.05% |
Expense Ratio
Banking has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 93, Banking is among the top 7% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
BAC Bank of America Corporation | 0.58 | 0.79 | 1.12 | 0.47 | 1.40 |
GS The Goldman Sachs Group, Inc. | 1.04 | 1.58 | 1.23 | 1.13 | 3.66 |
JPM JPMorgan Chase & Co. | 1.24 | 1.81 | 1.27 | 1.44 | 4.80 |
CRIN.DE UniCredit SpA | 1.95 | 2.58 | 1.36 | 0.91 | 10.10 |
IES.DE Intesa Sanpaolo S.p.A | 1.88 | 2.50 | 1.34 | 2.65 | 10.88 |
MS Morgan Stanley | 1.03 | 1.59 | 1.23 | 1.23 | 3.85 |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 1.46 | 2.09 | 1.29 | 2.61 | 7.55 |
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Dividends
Dividend yield
Banking provided a 3.63% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.63% | 4.59% | 4.24% | 4.19% | 3.13% | 4.41% | 3.46% | 4.69% | 2.34% | 3.18% | 2.25% | 2.14% |
| Portfolio components: | ||||||||||||
BAC Bank of America Corporation | 2.31% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% |
GS The Goldman Sachs Group, Inc. | 2.00% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% |
JPM JPMorgan Chase & Co. | 1.91% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
CRIN.DE UniCredit SpA | 4.25% | 7.08% | 4.02% | 4.04% | 0.88% | 8.19% | 2.07% | 3.25% | 0.00% | 4.35% | 2.32% | 1.87% |
IES.DE Intesa Sanpaolo S.p.A | 6.94% | 8.32% | 8.84% | 7.31% | 10.33% | 10.02% | 8.35% | 14.49% | 6.42% | 5.83% | 2.26% | 2.05% |
MS Morgan Stanley | 2.89% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 5.11% | 7.71% | 5.51% | 6.29% | 2.80% | 3.50% | 5.23% | 5.71% | 3.89% | 6.07% | 4.31% | 5.85% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Banking . 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 Banking was 75.96%, occurring on Mar 9, 2009. Recovery took 2282 trading sessions.
The current Banking drawdown is 1.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.96% | May 8, 2007 | 474 | Mar 9, 2009 | 2282 | Jan 10, 2018 | 2756 |
| -50.2% | Jan 30, 2018 | 554 | Mar 23, 2020 | 232 | Feb 15, 2021 | 786 |
| -37.65% | Feb 11, 2022 | 109 | Jul 14, 2022 | 258 | Jul 13, 2023 | 367 |
| -18.59% | Mar 26, 2025 | 9 | Apr 7, 2025 | 22 | May 8, 2025 | 31 |
| -13.28% | Aug 1, 2023 | 64 | Oct 27, 2023 | 15 | Nov 17, 2023 | 79 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | IES.DE | CRIN.DE | BBVA | BAC | GS | MS | JPM | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.27 | 0.34 | 0.60 | 0.64 | 0.68 | 0.68 | 0.69 | 0.70 |
| IES.DE | 0.27 | 1.00 | 0.62 | 0.44 | 0.27 | 0.28 | 0.27 | 0.28 | 0.62 |
| CRIN.DE | 0.34 | 0.62 | 1.00 | 0.55 | 0.35 | 0.34 | 0.35 | 0.34 | 0.69 |
| BBVA | 0.60 | 0.44 | 0.55 | 1.00 | 0.53 | 0.52 | 0.53 | 0.56 | 0.77 |
| BAC | 0.64 | 0.27 | 0.35 | 0.53 | 1.00 | 0.70 | 0.72 | 0.79 | 0.77 |
| GS | 0.68 | 0.28 | 0.34 | 0.52 | 0.70 | 1.00 | 0.80 | 0.74 | 0.77 |
| MS | 0.68 | 0.27 | 0.35 | 0.53 | 0.72 | 0.80 | 1.00 | 0.73 | 0.78 |
| JPM | 0.69 | 0.28 | 0.34 | 0.56 | 0.79 | 0.74 | 0.73 | 1.00 | 0.78 |
| Portfolio | 0.70 | 0.62 | 0.69 | 0.77 | 0.77 | 0.77 | 0.78 | 0.78 | 1.00 |