DARE TO COMPARE

 

How well does a Freevestor Sample Portfolio compare against different kinds of Mutual Funds and Term Deposits?

FREEVESTOR'S SAMPLE SIGNAL PORTFOLIO FEATURES 7 SIGNALS WITH DIFFERENT WEIGHTINGS.

Freevestor Signal Portfolios vs. Currency Mutual Funds

PLMIX: PIMCO Emerging Markets Currency Fund Institutional Class
Based on data starting from October 2016

Expected Return (Annualized): 6.22%

Beta: 2.36

Sharpe Ratio: 0.87

Sortino Ratio: 3.27

Jensen's Alpha: 2.02%

Standard Deviation (Annualized): 5.49%

EAIIX: Eaton Vance Diversified Currency Income Fund Class A
Based on data starting from October 2016

Expected Return (Annualized): 3.96%

Beta: 1.86

Sharpe Ratio: 0.53

Sortino Ratio: 5

Jensen's Alpha: 0.77%

Standard Deviation (Annualized): 4.78%

FDPIX: ProFunds Falling U.S. Dollar Fund Investor Class
Based on data starting from October 2016

Expected Return (Annualized): 2.72%

Beta: 1.67

Sharpe Ratio: 0.20

Sortino Ratio: 1.07

Jensen's Alpha: -0.08%

Standard Deviation (Annualized): 6.52%

Freevestor Signal Portfolios vs. Equity Indices

S&P 500
Based on data starting from October 2016

Expected Return (Annualized): 20.15%

Standard Deviation (Annualized): 5.87%

NASDAQ 100
Based on data starting from October 2016

Expected Return (Annualized): 27.30%

Standard Deviation (Annualized): 9.30%

DAX - GDAXI
Based on data starting from October 2016

Expected Return (Annualized): 17.59%

Standard Deviation (Annualized): 9.62%

Freevestor Signal Portfolios vs. Popular Equity Mutual Funds

TPLGX: T. Rowe Price Institutional Large Cap Core Growth Fund
Based on data starting from October 2016

Expected Return (Annualized): 30.33%

Beta: 1.10

Sharpe Ratio: 1.03

Sortino Ratio: 11.73

Jensen's Alpha: 8.20%

Standard Deviation (Annualized): 9.86%

DXQLX: Direxion Monthly NASDAQ-100 Bull 2X Fund Investor Class
Based on data starting from October 2016

Expected Return (Annualized): 49.09%

Beta: 2.11

Sharpe Ratio: 1.47

Sortino Ratio: 8.92

Jensen's Alpha: 5.90%

Standard Deviation (Annualized): 19.67%

FDGRX: Fidelity® Growth Company
Based on data starting from October 2016

Expected Return (Annualized): 25.22%

Beta: 1.34

Sharpe Ratio: 0.46

Sortino Ratio: 2.30

Jensen's Alpha: -1.93%

Standard Deviation (Annualized): 11.02%

Freevestor Signal Portfolios vs. Term Deposit Rates

HSBC Bermuda: 12 Month Term Deposit
Deposit of $500,000+

Yield: 1.74%

Renault Bank (Austria): 12 Month Term Deposit
No Deposit Specification

Yield: 0.80%

CKV Bank (Belgium): 12 Month Term Deposit
No Deposit Specification

Yield: 1.00%

FP MARKETS
$5,000
MINIMUM DEPOSIT RECOMMENDED

Spreads as low as ZERO

Fast STP/ECN Execution

Fast Sign-Up Process

ORBEX
$5,000
MINIMUM RECOMMENDED DEPOSIT

Multi-Device Solutions

Free VPS

Fast STP/ECN Execution

*All returns are expected returns, which are based on transactions that were not made by Freevestor.  Portfolio metrics are based on past results and all comparisons are based on the same time period from October 1, 2016 through the close of January 31, 2018.  Metric benchmarks vary based on the comparisons.  This sample portfolio was compared to a benchmark of currency mutual funds for the same time period on the basis of an even weight distribution among the seven currency mutual funds included in the benchmark.  These mutual funds are:  RDPIX, EAIIX, ICPHX, FDPIX, MABFX, LDMAX and PLMIX.  The portfolio weights changed when compared to indices, equity mutual funds and term deposits, but the signals included remained the same due to the benchmark being changed to S&P 500 returns.  The sample porfolio was designed to have a zero beta, which means that there is theoretically zero systematic risk.  The metrics and results may not necessarily reflect the future.  A signal's deposit load could reduce both the expected return and standard deviation associated with the signal portfolio , which could change comparisons.  Each signal's deposit load and the amount deposited into each sub-account would impact the results and metrics.  Each investor has a different objective in mind and the sample portfolio may not be reflective of the desires of all clientele or prospective clientele.  Please review Freevestor's Terms of Use for further information.