FinTech

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

FinTech

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
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%
MA Mastercard Inc	Financial Services	15%
PYPL PayPal Holdings, Inc.	Financial Services	20%
SQ Square, Inc.	Technology	20%
V Visa Inc.	Financial Services	15%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

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

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 By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
FinTech	-4.77%	-2.81%	-3.66%	-0.43%	3.44%	N/A
Portfolio components:
SQ Square, Inc.	-20.39%	-2.70%	-5.22%	-18.73%	-5.39%	N/A
PYPL PayPal Holdings, Inc.	-6.82%	-1.79%	-7.38%	-20.56%	-12.80%	N/A
V Visa Inc.	-2.18%	-7.26%	-4.95%	9.07%	7.22%	17.69%
MA Mastercard Inc	1.17%	-4.89%	-1.76%	9.54%	9.14%	19.66%
ADYEN.AS Adyen N.V.	-11.46%	-5.80%	-9.52%	-35.12%	7.36%	N/A
FI Fiserv Inc.	17.44%	4.18%	10.38%	26.31%	8.58%	20.08%
FIS Fidelity National Information Services, Inc.	25.26%	-0.64%	18.48%	25.69%	-9.23%	4.59%
GPN Global Payments Inc.	-21.90%	3.76%	-25.92%	-7.73%	-9.44%	11.12%

Monthly Returns

The table below presents the monthly returns of FinTech, 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	-0.62%	8.33%	5.40%	-8.09%	-3.77%	-3.19%							-4.77%
2023	14.15%	-5.03%	-1.06%	0.63%	-6.94%	7.77%	8.90%	-14.28%	-8.99%	-6.41%	26.72%	9.25%	19.13%
2022	-5.88%	-10.26%	2.29%	-12.17%	-3.39%	-14.58%	17.74%	-4.51%	-12.70%	9.18%	3.39%	-5.85%	-34.67%
2021	-7.16%	10.24%	-1.43%	7.69%	-4.85%	4.68%	3.19%	0.62%	-7.22%	-3.18%	-12.13%	0.60%	-10.79%
2020	8.76%	-2.50%	-18.56%	17.97%	17.80%	9.09%	10.12%	10.01%	-0.62%	-8.52%	20.76%	6.29%	85.07%
2019	14.17%	8.57%	2.04%	3.91%	-3.57%	6.25%	4.41%	-4.65%	-3.80%	1.99%	7.06%	-0.59%	39.96%
2018						-1.46%	3.02%	14.81%	4.76%	-12.15%	-1.46%	-6.84%	-1.53%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current rank of FinTech is 3, indicating that it is in the bottom 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.

FinTech

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

FinTech

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SQ Square, Inc.	-0.33	-0.17	0.98	-0.19	-0.88
PYPL PayPal Holdings, Inc.	-0.33	-0.25	0.97	-0.13	-1.20
V Visa Inc.	0.50	0.74	1.10	0.57	1.65
MA Mastercard Inc	0.66	0.93	1.13	0.79	1.93
ADYEN.AS Adyen N.V.	-0.48	-0.29	0.95	-0.42	-0.96
FI Fiserv Inc.	1.50	2.24	1.28	1.57	5.00
FIS Fidelity National Information Services, Inc.	1.50	2.29	1.26	0.50	6.42
GPN Global Payments Inc.	-0.72	-0.86	0.89	-0.32	-1.18

Sharpe Ratio

The current FinTech Sharpe ratio is 0.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of FinTech with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

FinTech

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

FinTech granted a 0.38% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
FinTech	0.38%	0.44%	0.39%	0.27%	0.22%	0.21%	0.24%	0.45%	0.80%	1.07%	1.02%	0.37%
Portfolio components:
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.	0.79%	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	0.59%	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.	2.36%	4.33%	2.77%	1.43%	0.99%	1.01%	1.25%	1.23%	1.37%	1.72%	1.54%	1.64%
GPN Global Payments Inc.	1.01%	0.79%	1.01%	0.66%	0.36%	0.12%	0.04%	0.04%	0.06%	0.06%	0.10%	0.12%

Drawdowns

Drawdowns Chart

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

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 57.49%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current FinTech drawdown is 42.22%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-57.49%	Jul 26, 2021	587	Oct 27, 2023	—	—	—
-38.83%	Feb 20, 2020	23	Mar 23, 2020	48	May 29, 2020	71
-26.08%	Oct 1, 2018	61	Dec 24, 2018	55	Mar 13, 2019	116
-13.94%	Oct 14, 2020	13	Oct 30, 2020	16	Nov 23, 2020	29
-13.62%	Jul 29, 2019	63	Oct 23, 2019	53	Jan 8, 2020	116

Volatility

Volatility Chart

The current FinTech volatility is 5.87%, 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.

FinTech

Benchmark (^GSPC)

Portfolio components

Diversification

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.AS	SQ	PYPL	FIS	FI	V	GPN	MA
ADYEN.AS	1.00	0.40	0.38	0.29	0.28	0.30	0.32	0.31
SQ	0.40	1.00	0.68	0.41	0.44	0.48	0.51	0.49
PYPL	0.38	0.68	1.00	0.47	0.50	0.55	0.55	0.57
FIS	0.29	0.41	0.47	1.00	0.68	0.59	0.70	0.61
FI	0.28	0.44	0.50	0.68	1.00	0.64	0.69	0.66
V	0.30	0.48	0.55	0.59	0.64	1.00	0.65	0.88
GPN	0.32	0.51	0.55	0.70	0.69	0.65	1.00	0.68
MA	0.31	0.49	0.57	0.61	0.66	0.88	0.68	1.00

The correlation results are calculated based on daily price changes starting from Jun 14, 2018