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

From March 1, 2017 to February 28, 2018

PLMIX: PIMCO Emerging Markets Currency Fund Institutional Class

1 Year Return: 7.87%

Beta: 1.79

Sharpe Ratio: 1.64

Sortino Ratio: 15.98

Jensen's Alpha: 5.06%

Standard Deviation (Annualized): 3.96%

EAIIX: Eaton Vance Diversified Currency Income Fund Class A

1 Year Return: 5.20%

Beta: 2

Sharpe Ratio: 0.79

Sortino Ratio: 12.65

Jensen's Alpha: 2.21%

Standard Deviation (Annualized): 5.09%

FDPIX: ProFunds Falling U.S. Dollar Fund Investor Class

1 Year Return: 8.67%

Beta: 1.77

Sharpe Ratio: 1.34

Sortino Ratio: 7.80

Jensen's Alpha: 5.91%

Standard Deviation (Annualized): 5.45%

Freevestor Signal Portfolios vs. Equity Indices

From March 1, 2017 to February 28, 2018

S&P 500

1 Year Return: 14.82%

Standard Deviation (Annualized): 7.32%

NASDAQ 100

1 Year Return: 28.78%

Standard Deviation (Annualized): 9.76%

DAX - GDAXI

Expected Return (Annualized): 5.08%

Standard Deviation (Annualized): 10.78%

Freevestor Signal Portfolios vs. Popular Equity Mutual Funds

From March 1, 2017 to February 28, 2018

TPLGX: T. Rowe Price Institutional Large Cap Core Growth Fund

1 Year Return: 34.98%

Beta: 0.76

Sharpe Ratio: 1.56

Sortino Ratio: 16.59

Jensen's Alpha: 20.26%

Standard Deviation (Annualized): 10.72%

DXQLX: Direxion Monthly NASDAQ-100 Bull 2X Fund Investor Class

1 Year Return: 51.82%

Beta: 1.66

Sharpe Ratio: 1.46

Sortino Ratio: 10.50

Jensen's Alpha: 20.58%

Standard Deviation (Annualized): 20.86%

FDGRX: Fidelity® Growth Company

1 Year Return: 35.45%

Beta: 0.64

Sharpe Ratio: 0.46

Sortino Ratio: 9.51

Jensen's Alpha: 22.47%

Standard Deviation (Annualized): 10.43%

Freevestor Signal Portfolios vs. Term Deposit Rates

From March 1, 2017 to February 28, 2018

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%

March 2018 Returns for Sample Portfolio vs. Other Options

Holding/PortfolioMarch 2018 Return1 Year Return April 1, 2017 to March 31, 2018
Freevestor Sample Portfolio5.30%72.33%
RDPIX-0.53%-10.28%
EAIIX0.48%0.67%
ICPHX1.20%-6.05%
FDPIX0.39%8.64%
MABFX0.34%-0.44%
LDMAX0.82%4.49%
PLMIX0.83%6.88%
S&P 500-2.64%11.83%
NASDAQ 100-3.99%21.23%
RUSSELL 20001.12%10.35%
DOW 30-3.34%17.09%
NIKKEI 225-2.78%13.46%
GQEFX-3.42%8.48%
TPLGX-3.04%29.00%
DXQLX-8.23%34.23%
FDGRX-2.51%29.43%
JMUEX-2.76%3.68%
*All returns are past 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 March 1, 2017 through the close of February 28, 2018.  Metric benchmarks vary based on the comparisons.  Each currency mutual fund was compared to a benchmark of currency mutual funds for the purposes of calculating metrics (beta).  The mutual funds in the benchmark are:  RDPIX, EAIIX, ICPHX, FDPIX, MABFX, LDMAX and PLMIX.   The sample porfolio was designed to have a zero beta with respect to the S&P 500, 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.