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FinTech

Last updated Mar 2, 2024

Asset Allocation


SQ 20%PYPL 20%V 15%MA 15%ADYEN.AS 10%FI 10%FIS 5%GPN 5%EquityEquity
PositionCategory/SectorWeight
SQ
Square, Inc.
Technology

20%

PYPL
PayPal Holdings, Inc.
Financial Services

20%

V
Visa Inc.
Financial Services

15%

MA
Mastercard Inc
Financial Services

15%

ADYEN.AS
Adyen N.V.
Technology

10%

FI
Fiserv Inc.
Technology

10%

FIS
Fidelity National Information Services, Inc.
Technology

5%

GPN
Global Payments Inc.
Industrials

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in FinTech, 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


30.00%40.00%50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
91.13%
85.08%
FinTech
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 13, 2018, corresponding to the inception date of ADYEN.AS

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
FinTech7.96%6.16%25.74%14.93%9.73%N/A
SQ
Square, Inc.
2.46%16.75%36.24%-2.02%1.05%N/A
PYPL
PayPal Holdings, Inc.
-1.42%-3.01%-4.77%-20.64%-8.70%N/A
V
Visa Inc.
8.96%2.35%14.58%27.53%14.30%18.37%
MA
Mastercard Inc
11.93%3.48%15.04%32.65%16.47%20.54%
ADYEN.AS
Adyen N.V.
23.36%22.39%86.17%6.51%16.82%N/A
FI
Fiserv Inc.
13.18%3.76%22.42%27.14%11.69%20.44%
FIS
Fidelity National Information Services, Inc.
15.22%11.11%24.36%12.24%-6.44%3.73%
GPN
Global Payments Inc.
2.43%-4.70%0.99%16.36%0.64%14.22%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.62%8.39%
2023-14.28%-8.99%-6.41%26.72%9.25%

Sharpe Ratio

The current FinTech Sharpe ratio is 1.05. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.05

The Sharpe ratio of FinTech is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.05
2.44
FinTech
Benchmark (^GSPC)
Portfolio components

Dividend yield

FinTech granted a 0.37% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FinTech0.37%0.40%0.39%0.27%0.22%0.21%0.24%0.45%0.80%1.07%1.02%0.37%
SQ
Square, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PYPL
PayPal Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.69%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
ADYEN.AS
Adyen N.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%
FI
Fiserv Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.06%5.08%7.87%7.61%1.52%
FIS
Fidelity National Information Services, Inc.
3.01%3.46%2.77%1.43%0.99%1.01%1.25%1.23%1.37%1.72%1.54%1.64%
GPN
Global Payments Inc.
0.77%0.79%1.01%0.66%0.36%0.12%0.04%0.04%0.06%0.06%0.10%0.12%

Expense Ratio

The FinTech 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
FinTech
1.05
SQ
Square, Inc.
0.23
PYPL
PayPal Holdings, Inc.
-0.46
V
Visa Inc.
2.19
MA
Mastercard Inc
2.35
ADYEN.AS
Adyen N.V.
0.18
FI
Fiserv Inc.
1.86
FIS
Fidelity National Information Services, Inc.
0.79
GPN
Global Payments Inc.
1.08

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

ADYEN.ASSQPYPLFISFIVGPNMA
ADYEN.AS1.000.400.390.290.280.310.330.31
SQ0.401.000.690.420.450.480.500.50
PYPL0.390.691.000.480.510.560.550.58
FIS0.290.420.481.000.690.600.720.63
FI0.280.450.510.691.000.650.700.66
V0.310.480.560.600.651.000.670.88
GPN0.330.500.550.720.700.671.000.69
MA0.310.500.580.630.660.880.691.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-35.25%
0
FinTech
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FinTech. 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 FinTech was 57.50%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current FinTech drawdown is 35.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.5%Jul 26, 2021587Oct 27, 2023
-38.83%Feb 20, 202023Mar 23, 202048May 29, 202071
-26.08%Oct 1, 201861Dec 24, 201855Mar 13, 2019116
-13.94%Oct 14, 202013Oct 30, 202016Nov 23, 202029
-13.62%Jul 29, 201963Oct 23, 201953Jan 8, 2020116

Volatility Chart

The current FinTech volatility is 5.80%, 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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
5.80%
3.47%
FinTech
Benchmark (^GSPC)
Portfolio components
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