The Russell Top 200 Managed Portfolio seeks to invest in the top 200 large-capitalization U.S. equities.
Factsheet
All performance information is of the Portfolio Manager account, net of the current management fee.
Client account performance could differ. A client invested when a higher management fee applied experienced lower returns than displayed here.
This information was calculated up to May 26, 2022.
Performance, composition and volatility could vary significantly from that of the benchmark(s), which are provided for illustrative purposes only.
Last 30 days | -3.2% |
Last 90 days | -8.3% |
Last 365 days | -3.7% |
Since inception (annualized) | 11.6% |
2022 (YTD) | -15.8% |
2021 | 26.7% |
2020 | 21.2% |
2019 | 30.5% |
2018 | -3.5% |
Volatility | 18.1% |
Sharpe ratio | -0.26 |
Sortino ratio | -0.35 |
Maximum drawdown | -19.7% |
Value-at-risk (95%, 1 week) | -4.2% |
The portfolio targets 200 long positions based on the Russell Top 200 Index. The Russell Top 200® Index is a market capitalization weighted index of the largest 200 companies in the Russell 3000 Index.
Sell decisions are based exclusively upon the quarterly rebalance and reconstitution of the Russell Top 200® Index as provided by the Frank Russell Company pursuant to a licensing agreement.
The Interactive Advisors FTSE Russell Index Tracking Portfolios are designed to follow certain predefined rules so that the portfolio can track a specified basket of underlying investments, which corresponds to the reference index. These portfolios aim to track the performance of the underlying basket (index), and typically represent a form of passive investing.
Interactive Advisors constructs and manages these portfolios based on data provided pursuant to licensing agreements with FTSE International Limited ("FTSE") and the Frank Russell Company ("Russell").
The goal of these portfolios is to allow investors to track the performance of certain specified portions of the US Stock market as represented by the reference index.
Past performance is no guarantee of future results, and all investments, including those in this portfolio, involve the risk of loss, including loss of principal and a reduction in earnings.
This portfolio was launched on Interactive Advisors on December 12, 2017 and opened to client investments on January 16, 2018. Interactive Advisors constructs and manages this portfolio based on data obtained pursuant to a licensing agreement with the Frank Russell Company or FTSE International Limited (“FTSE”) and remits a portion of the management fees charged to clients for investments in this portfolio to Russell or FTSE. All performance information on this page is actual performance of the Interactive Advisors proprietary account and presented “net of fees”. The actual performance chart is provided for informational purposes only, and should not be used as the basis for making an investment decision. Actual client returns will differ.
Clients’ investments in this portfolio are made up of whole and fractional holdings of stocks and/or other securities. By investing in this portfolio, clients are not investing in ETFs, mutual funds or the underlying index. Investing clients own the individual whole and fractional shares of the stocks or securities composing the portfolio based on the reference index.
This portfolio has been developed solely by Interactive Advisors. This portfolio is not in any way sponsored, endorsed, sold, promoted or recommended by FTSE International Limited (“FTSE”), the Frank Russell Company (“Russell”) or the London Stock Exchange Group companies.
Additional information on the risks, conflicts of interest, applicable brokerage commissions, fractional shares, and limitations on investments and divestments associated with this portfolio can be found here and on the Forms and Agreements page.
FTSE and Russell do not provide any investment advice or recommendation in relation to any index to Interactive Advisors or its clients. The indices that Interactive Advisors' portfolios seek to track are calculated by FTSE and Russell. The index names are trademarks of FTSE and Russell and have been licensed for use by Interactive Advisors.
Under the governing licensing agreements, FTSE or Russell may alter, amend, terminate or change the indexes, change the composition or method of calculation of any index or the data, suspend or interrupt providing data to Interactive Advisors and have no obligation to take the needs of Interactive Advisors or its clients into account when determining, modifying or terminating any of the indexes. FTSE, Russell and Interactive Advisors may also terminate the governing licensing agreements upon one-month written notice. Interactive Advisors will notify all affected clients of any such termination as soon as possible to allow them to identify suitable alternative investments on the Interactive Advisors platform or elsewhere. Those considering investing in this portfolio should bear these limitations in mind when deciding whether to invest in this portfolio which may become unavailable in the future.
Returns for the reference index corresponding to this portfolio for time periods preceding December 12, 2017 (this portfolio’s launch date) inclusive (gross) of management fees and commissions may be viewed on the index provider’s website. These index returns do not reflect the results of actual trading of investable assets or have any relation to the performance of this portfolio after its December 12, 2017 launch date. An index cannot be invested in directly and index returns are provided for informational and illustrative purposes only. Indexes are unmanaged. Because index returns do not reflect the deduction of any management fees, transaction costs or expenses or relate to the performance of this portfolio, clients should carefully review these index returns and bear in mind that any investments tracking an index, such as those in this portfolio, will be lower than these returns by the amount of management fees, transaction costs and other expenses that they will have to pay for investments in this portfolio. Please refer to the index provider’s website for complete details on the index this portfolio seeks to track.
There is no guarantee or assurance that the methodology used to create the reference index underlying this portfolio will result in this portfolio or client investments in this portfolio achieving high or even positive returns. The index upon which this portfolio is based may underperform and could lose value while other indices could increase in value. While Interactive Advisors aims to track the reference index for this portfolio as closely as possible and mimic the performance of each index, it makes no guarantee that it will succeed in doing so, or that it will achieve the same performance for clients as the account managing each portfolio has achieved. Those considering investments in this portfolio should note that there may be similar offerings in the marketplace (i.e., portfolios or investments seeking to track the same index), which may charge lower management fees.