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Fineco
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Risk-Adjusted Performance
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Fineco

Currency in USD · Last updated May 29, 2025

Asset Allocation

TIT.MI 10%ENEL.MI 10%HER.MI 10%BAMI.MI 10%ISP.MI 10%XDWT.DE 10%CSSPX.MI 10%ICGA.DE 10%QDV5.DE 10%ILTY.MI 10%EquityEquity
PositionCategory/SectorTarget Weight
BAMI.MI
Banco Bpm SpA		Financial Services
10%
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)		Large Cap Blend Equities
10%
ENEL.MI
Enel SpA		Utilities
10%
HER.MI
Hera S.p.A		Utilities
10%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc		China Equities
10%
ILTY.MI
illimity Bank S.p.A.		Financial Services
10%
ISP.MI
Intesa Sanpaolo SpA		Financial Services
10%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		Asia Pacific Equities
10%
TIT.MI
Telecom Italia S.p.A.		Communication Services
10%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		Technology Equities
10%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 25, 2019, corresponding to the inception date of ICGA.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.12%6.51%-1.84%10.98%14.10%10.82%
Fineco25.33%5.88%28.74%28.79%17.68%N/A
Portfolio components:
TIT.MI
Telecom Italia S.p.A.		67.03%10.08%73.79%57.68%4.14%-9.72%
ENEL.MI
Enel SpA		29.82%4.75%30.69%32.95%9.62%11.45%
HER.MI
Hera S.p.A		36.08%3.96%30.50%40.36%8.99%9.95%
BAMI.MI
Banco Bpm SpA		48.06%6.79%62.57%80.21%66.34%3.51%
ISP.MI
Intesa Sanpaolo SpA		40.10%5.20%49.04%50.47%35.66%12.81%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		-1.78%11.91%1.15%10.83%19.88%N/A
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)		-0.47%6.76%-1.57%12.08%15.80%12.15%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc		12.31%2.27%14.73%21.46%-0.12%N/A
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		3.36%1.38%-0.86%1.32%18.11%N/A
ILTY.MI
illimity Bank S.p.A.		22.61%5.31%39.37%-19.76%-10.71%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Fineco, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.14%3.33%4.52%5.06%6.06%25.33%
2024-0.45%1.06%3.36%1.85%5.82%-2.14%3.13%2.78%4.08%-5.07%-1.01%1.60%15.49%
202312.12%-2.44%0.93%3.08%-2.93%7.10%4.87%-2.74%-4.79%-2.59%10.78%3.54%28.37%
2022-0.87%-4.25%-5.33%-4.14%1.11%-11.89%-2.00%-5.25%-8.75%5.13%13.40%-0.60%-22.95%
2021-1.76%4.83%4.87%2.50%5.26%-1.26%-1.48%3.48%-4.22%1.60%-0.88%2.37%15.84%
2020-3.25%-2.27%-20.47%1.80%6.94%8.09%5.62%7.50%-3.23%-6.10%18.43%3.05%11.43%
20190.28%-0.70%-0.17%3.68%3.53%3.47%2.62%13.29%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Fineco has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, Fineco is among the top 9% 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.

The Risk-Adjusted Performance Rank of Fineco is 9191
Overall Rank
The Sharpe Ratio Rank of Fineco is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of Fineco is 8989
Sortino Ratio Rank
The Omega Ratio Rank of Fineco is 9191
Omega Ratio Rank
The Calmar Ratio Rank of Fineco is 9393
Calmar Ratio Rank
The Martin Ratio Rank of Fineco is 9191
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TIT.MI
Telecom Italia S.p.A.		1.522.271.300.997.22
ENEL.MI
Enel SpA		1.542.111.321.475.56
HER.MI
Hera S.p.A		1.682.181.322.586.70
BAMI.MI
Banco Bpm SpA		2.383.171.423.8614.00
ISP.MI
Intesa Sanpaolo SpA		1.772.431.332.5610.28
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		0.390.741.100.431.42
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)		0.651.061.150.652.63
ICGA.DE
iShares MSCI China UCITS ETF USD Acc		0.681.211.160.422.14
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		0.060.291.040.100.20
ILTY.MI
illimity Bank S.p.A.		-0.53-0.530.94-0.23-0.70

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fineco Sharpe ratios as of May 29, 2025 (values are recalculated daily):

  • 1-Year: 1.51
  • 5-Year: 0.89
  • All Time: 0.61

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.52 to 1.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Fineco compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Fineco provided a 2.55% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.55%3.85%2.71%2.54%2.18%2.44%1.49%1.85%1.26%1.66%0.83%1.02%
Portfolio components:
TIT.MI
Telecom Italia S.p.A.		0.00%0.00%0.00%0.00%2.30%2.65%0.00%0.00%0.00%0.00%0.00%0.00%
ENEL.MI
Enel SpA		5.35%6.24%5.94%7.55%5.08%3.96%3.96%4.42%3.12%1.91%2.31%3.52%
HER.MI
Hera S.p.A		3.23%4.08%4.21%4.76%3.00%3.36%2.56%3.57%3.09%4.11%3.67%4.63%
BAMI.MI
Banco Bpm SpA		9.91%12.29%4.81%5.70%2.27%4.42%0.00%0.00%0.00%4.86%0.00%0.00%
ISP.MI
Intesa Sanpaolo SpA		7.04%8.34%8.86%7.35%9.12%10.04%8.39%10.46%6.43%5.77%2.27%2.06%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILTY.MI
illimity Bank S.p.A.		0.00%7.57%3.30%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Fineco. 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 Fineco was 40.68%, occurring on Oct 12, 2022. Recovery took 393 trading sessions.

The current Fineco drawdown is 1.73%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.68%Jun 15, 2021343Oct 12, 2022393Apr 26, 2024736
-36.86%Feb 20, 202023Mar 23, 2020169Nov 18, 2020192
-12.66%Mar 20, 202515Apr 9, 20258Apr 23, 202523
-9.01%Jul 5, 201930Aug 15, 201941Oct 11, 201971
-9%Sep 30, 202433Nov 13, 202456Feb 6, 202589
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCTIT.MIICGA.DEHER.MIQDV5.DEILTY.MIBAMI.MIENEL.MIXDWT.DEISP.MICSSPX.MIPortfolio
^GSPC1.000.230.340.290.410.320.310.370.580.380.620.51
TIT.MI0.231.000.260.350.280.390.430.380.260.490.340.63
ICGA.DE0.340.261.000.240.410.310.300.310.470.390.470.58
HER.MI0.290.350.241.000.330.390.330.680.290.440.380.61
QDV5.DE0.410.280.410.331.000.350.320.390.490.410.540.59
ILTY.MI0.320.390.310.390.351.000.530.400.350.590.430.69
BAMI.MI0.310.430.300.330.320.531.000.390.310.770.410.73
ENEL.MI0.370.380.310.680.390.400.391.000.380.520.460.67
XDWT.DE0.580.260.470.290.490.350.310.381.000.400.890.63
ISP.MI0.380.490.390.440.410.590.770.520.401.000.520.81
CSSPX.MI0.620.340.470.380.540.430.410.460.890.521.000.73
Portfolio0.510.630.580.610.590.690.730.670.630.810.731.00
The correlation results are calculated based on daily price changes starting from Jun 26, 2019
Go to the full Correlations tool for more customization options