Foresight Financial Profile Picture Investment Adviser

Foresight Financial

Foresight Financial

Lower Volatility Returns

The Lower Volatility Returns portfolio attempts to beat the S&P 500 over the long term while taking on less risk. It takes a rules-based approach to making investment decisions and seeks to own multiple asset classes within a concentrated strategy.

Risk score

Risk Score 3
3
8.1%

Best 30 days

-4.6%

Worst 30 days

Performance

  • 0.5%
    30 day
  • 2.2%
    90 day
  • 11.0%
    365 day
    May 02, 2013
Monthly vs S&P500
Foresight Financial - Lower Volatility Returns Monthly vs S&P500
-10.3% 12 months
  • $10,000 investment min
  • Margin account required
  • 1% fee

Replicability

100.0%
  • Replicable

Top 5 Holdings View all

22.5%
21.1%
20.8%
8.2%
6.9%

Portfolio commentary

  1. Small-cap stocks still in the driver's seat

    13 March 2014

    Smaller companies continue to outpace the S&P 500.

  2. Why an ETF portfolio manager is favoring small-caps 31 January 2014
  3. Emerging market stocks and debt look attractive in 2014 23 January 2014
  4. Everyone hates emerging markets - time to buy? 27 November 2013

show more


Performance detail

  • Manager (net of fees)

Performance

Covestor inception May 02, 2013

as of August 28, 2014 Manager (net of fees) S&P 500
Past 30 days 0.5% 1.6%
Past 90 days 2.2% 4.3%
Past 365 days 11.0% 24.7%
Since Covestor inception (Annualized) 10.8% 20.9%
2014 (YTD) 3.3% 9.5%

Risk metrics

Last 365 days

as of August 28, 2014 Manager (net of fees) S&P 500
Best 30 days 7.1% 7.9%
Worst 30 days -4.4% -4.8%
Volatility 9.9% 10.2%
Sharpe Ratio 1.10 2.41
Sortino Ratio 1.53 3.28
Maximum Drawdown -6.0% -5.7%
Value-at-risk (95%, 1 week) -2.3% -2.4%
vs. S&P 500
Information Ratio - 3.49
Alpha -9.3%
Beta 0.89
R-Squared 0.85
  • $10,000 investment min
  • Margin account required
  • 1% fee

Latest transactions View all

Average trades per month 9.6
Executed Symbol Security Replicable Type Price
08/14/14 FNDC Schwab Fundamental International Small Cap Company index Yes Sell $28.39
08/14/14 IWN iShares Russell 2000 Value ETF Yes Sell $98.22
08/13/14 IWD iShares Russell 1000 Value ETF Yes Buy $99.83
08/13/14 EWL iShares MSCI Switzerland Capped ETF Yes Buy $32.90
08/12/14 EWU iShares MSCI United Kingdom ETF Yes Buy $20.16
08/12/14 TLT iShares 20+ Year Treasury Bond ETF Yes Sell $115.26
07/09/14 TUR iShares MSCI Turkey ETF Yes Buy $56.23
07/09/14 EWU iShares MSCI United Kingdom ETF Yes Buy $20.80

Important Information

  1. Past performance is no guarantee of future results.
  2. Performance of the portfolio manager's account is calculated by Covestor on a daily time-weighted basis, including cash, dividends and earnings distributions and broker commissions. Manager returns include trades and positions that fail Covestor's trading rules, as a result, actual client returns will differ. Covestor advisory fees are simulated and applied retro-actively to present the portfolio return "net-of-fees".
  3. Average client returns are calculated by Covestor and are composed of the average, time-weighted returns of all active client investments (some of which may contain investment restrictions) to the underlying portfolio. These daily average returns are then linked together for the timeframe presented. These returns include cash, dividends, earnings distributions, brokerage commissions and Covestor advisory fees.
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The investment minimum is the minimum investment required to follow a particular portfolio. The minimum amount is determined by Covestor, based on the characteristics of the underlying portfolio. It should not be considered as specific investment advice for your investment situation.
  5. The performance charts are provided for informational purposes only, and should not be used as the basis for making an investment decision. Variables such as corporate actions or foreign exchange may affect daily performance displays. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors to provide these returns. Neither Covestor nor any of its data or content providers shall be liable for any errors in this information or any actions taken by you in reliance upon this information.
  6. Benchmark returns have been calculated by Covestor using a time-weighted calculation of daily index valuations. Benchmarks presented are total return and therefore inclusive of cash, dividends and earnings distributions but not transaction costs. More
  7. Leverage indicates the level of margin utilized and is calculated by dividing gross exposure by portfolio net liquidation value.
  8. All Portfolio Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of Covestor has been provided by the Portfolio Manager. Covestor makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Covestor. Transaction history is available upon request. Portfolio classifications are provided by Covestor, and are intended to serve as a general guide.
  9. Transactions that are marked as "Replicable" passed Covestor's trading rules and were eligible for replication at the time of execution, subject to individual client constraints. Eligibility for replication may change over time. Actual client investment trade activity may vary.
  10. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index.