Portfolio Competition

PORIX Fund

USD 56.33 0.25 0.45%

Portfolio 21 Global competes with Portfolio, T Rowe, Global Stock, Global Stock, and Global Stock; as well as few others. The fund is listed under World Large-Stock Blend category and is part of Trillium Mutual Funds family. Analyzing Portfolio competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Portfolio to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Portfolio Correlation with its peers.

Portfolio vs Franklin International Correlation

Very weak diversification

The correlation between Portfolio 21 Global and FILRX is 0.45 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Portfolio 21 Global and FILRX in the same portfolio, assuming nothing else is changed.

Moving together with Portfolio Mutual Fund

0.77	PORTX	Portfolio 21 Global	Pair Corr
0.93	CWGIX	Capital World Growth	Pair Corr
0.94	CWGFX	Capital World Growth	Pair Corr
0.94	CWGCX	Capital World Growth	Pair Corr

Moving against Portfolio Mutual Fund

0.31

CISGX

Touchstone Sands Capital

Pair Corr

Specify up to 10 symbols:

Hype

Prediction

Low	Estimated	High
53.76	56.08	58.40

Details

Intrinsic

Valuation

Low	Real	High
50.47	59.43	61.75

Details

Naive

Forecast

Low	Next	High
54.12	56.44	58.76

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
45.76	53.47	61.19

Details

Portfolio Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Portfolio and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Portfolio and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Portfolio 21 Global does not affect the price movement of the other competitor.

	PORTX	RPGAX	ARYVX	VLEOX	DGLCX	DGLRX	DGLAX	SGLYX	FNGAX	FILRX
PORTX		0.85	0.0	0.0	0.73	0.74	0.73	0.77	0.68	0.78	PORTX
RPGAX	0.85		0.0	0.0	0.91	0.91	0.92	0.96	0.52	0.56	RPGAX
ARYVX	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	0.0	ARYVX
VLEOX	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	VLEOX
DGLCX	0.73	0.91	0.0	0.0		1.0	0.97	0.93	0.38	0.42	DGLCX
DGLRX	0.74	0.91	0.0	0.0	1.0		0.97	0.93	0.39	0.43	DGLRX
DGLAX	0.73	0.92	0.0	0.0	0.97	0.97		0.95	0.4	0.43	DGLAX
SGLYX	0.77	0.96	0.0	0.0	0.93	0.93	0.95		0.4	0.46	SGLYX
FNGAX	0.68	0.52	0.0	0.0	0.38	0.39	0.4	0.4		0.91	FNGAX
FILRX	0.78	0.56	0.0	0.0	0.42	0.43	0.43	0.46	0.91		FILRX
	PORTX	RPGAX	ARYVX	VLEOX	DGLCX	DGLRX	DGLAX	SGLYX	FNGAX	FILRX

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High positive correlations

DGLRX	+ 1.0	DGLCX
DGLAX	+ 0.97	DGLCX
DGLAX	+ 0.97	DGLRX
SGLYX	+ 0.96	RPGAX
SGLYX	+ 0.95	DGLAX
SGLYX	+ 0.93	DGLCX

High negative correlations

FILRX	- 0.0	VLEOX
FNGAX	- 0.0	VLEOX
SGLYX	- 0.0	VLEOX
DGLAX	- 0.0	VLEOX
DGLRX	- 0.0	VLEOX
DGLCX	- 0.0	VLEOX

Risk-Adjusted Indicators

There is a big difference between Portfolio Mutual Fund performing well and Portfolio Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Portfolio's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PORTX	0.52	0.04	(0.02)	0.44	0.64	(0.52)	1.09	(1.09)	3.15
RPGAX	0.39	0.13	0.14	8.27	0.00	(0.47)	0.74	(0.67)	5.00
ARYVX	0.45	(0.04)	0.00	(0.04)	0.00	0.00	0.89	(1.24)	2.89
VLEOX	0.85	0.12	0.12	0.22	0.70	(0.98)	1.75	(1.37)	6.80
DGLCX	1.54	0.78	0.89	(8.07)	0.00	(1.91)	1.29	(1.12)	49.44
DGLRX	1.28	0.62	0.68	(10.89)	0.00	(1.58)	1.31	(1.11)	38.51
DGLAX	1.31	0.70	0.71	(0.71)	0.00	(1.53)	1.29	(1.16)	40.25
SGLYX	0.46	0.15	0.18	1.81	0.00	(0.66)	0.84	(0.62)	9.22
FNGAX	0.72	0.01	(0.05)	(0.97)	0.95	(0.74)	1.28	(1.78)	3.80
FILRX	0.70	0.01	(0.05)	0.11	0.92	(0.75)	1.33	(1.81)	3.81

Portfolio Competitive Analysis

The better you understand Portfolio competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Portfolio's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Portfolio's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	PORIX	PORTX	RPGAX	ARYVX	VLEOX	DGLCX	DGLRX	DGLAX	SGLYX	FNGAX
	0.45 56.33 Portfolio	0.44 56.73 Portfolio	0.31 16.35 RPGAX	0.37 13.65 Global	1.05 63.15 Value	0.27 14.83 Global	0.28 17.77 Global	0.53 17.14 Global	0.28 10.67 Simt	0.39 17.88 Franklin
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Somewhat reliable	Somewhat reliable	Somewhat reliable	Not too volatile	Very steady
Market Performance (90 Days Performance)	Good	Soft	Good	Weakest	Good	Fair	Fair	Fair	Good	Weakest
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Under Valued	Fairly Valued	Over Valued	Fairly Valued	Under Valued	Fairly Valued	Over Valued	Over Valued	Over Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Buy	Strong Sell	Strong Sell	Sell	Strong Buy	Sell	Sell	Strong Sell	Strong Sell	Strong Sell
Net Asset	893.89 M	893.89 M	834.5 M	784.45 M	819.8 M	694.41 M	1.32 B	694.41 M	1.42 B	727.68 M
Minimum Initial Investment	100 K	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Price To Book	2.56	2.55	1.94	1.59	3.24	3.19	3.42	2.8	N/A	2.79
Five Year Return	6.73	7.21	6.19	5.48	6.56	5.81	6.56	6.69	8.64	-2.47
One Year Return	16.22	18.6	16.23	10.53	7.46	9.15	7.6	10.14	13.97	8.07
Last Dividend Paid	0.21	0.07	0.04	0.08	N/A	N/A	0.14	0.08	N/A	N/A
Price To Earning	17.36	17.66	17.81	22.86	23.43	21.01	21.83	18.91	N/A	20.42
Price To Sales	1.69	1.67	1.44	5.7	1.48	2.66	2.85	2.28	N/A	1.86
Cash Position Weight	2.34	1.32	7.51	2.1	1.04	0.31	0.31	0.31	1.61	3.44
Equity Positions Weight	97.66	98.68	56.74	97.9	98.96	99.69	99.69	99.69	98.39	96.56
Three Year Return	12.57	12.91	12.24	7.88	14.25	10.34	11.15	11.3	11.34	6.02
Annual Yield	0.0062	0.0037	0.0261	0.0303	N/A	N/A	0.0032	2.0E-4	0.0123	0.0032
Year To Date Return	0.0544	1.91	2.19	3.81	5.9	3.06	2.32	3.12	0.95	3.07
Bond Positions Weight	N/A	N/A	12.33	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Ten Year Return	8.97	8.67	N/A	N/A	12.97	9.29	10.47	10.13	8.69	8.66
Daily Balance Of Power	9.2 T	9.2 T	9.2 T	9.2 T	0	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T
Day Typical Price	56.33	56.73	16.35	13.65	63.15	14.83	17.77	17.14	10.67	17.88
Period Momentum Indicator	0.25	0.25	0.05	0.05	(0.67)	0.04	0.05	0.09	0.03	0.07
Rate Of Daily Change	1.0	1.0	1.0	1.0	0.99	1.0	1.0	1.01	1.0	1.0
Day Median Price	56.33	56.73	16.35	13.65	63.15	14.83	17.77	17.14	10.67	17.88
Price Action Indicator	0.13	0.13	0.025	0.025	(0.34)	0.02	0.025	0.045	0.015	0.035
Coefficient Of Variation	659.02	1099.7	461.08	(8,284)	633.29	749.87	729.23	735.43	685.27	3848.05
Mean Deviation	0.7878	0.5187	0.3862	0.4501	0.853	1.54	1.28	1.31	0.4625	0.7159
Jensen Alpha	0.3248	0.0427	0.1271	(0.04)	0.121	0.7842	0.6213	0.7013	0.146	0.0148
Total Risk Alpha	0.1195	(0.01)	0.0687	(0.08)	0.0657	0.2262	0.1903	0.1937	0.0483	(0.07)
Sortino Ratio	0.3514	(0.02)	0.1357	N/A	0.1151	0.8859	0.6799	0.7142	0.1818	(0.05)
Downside Variance	0.54	0.5506	0.1942	N/A	0.8612	0.641	0.6523	0.6403	0.2105	0.9907
Standard Deviation	2.22	0.6647	0.6369	0.6309	1.17	5.91	4.58	4.78	1.11	0.918
Kurtosis	54.51	0.277	20.83	1.02	5.41	63.94	62.49	62.86	47.86	0.1869
Potential Upside	1.11	1.09	0.7373	0.8922	1.75	1.29	1.31	1.29	0.8359	1.28
Treynor Ratio	12.19	0.4432	8.27	(0.04)	0.221	(8.07)	(10.89)	(0.71)	1.81	(0.97)
Maximum Drawdown	19.12	3.15	5.0	2.89	6.8	49.44	38.51	40.25	9.22	3.8
Variance	4.92	0.4418	0.4056	0.3981	1.38	34.88	20.94	22.84	1.23	0.8427
Market Risk Adjusted Performance	12.2	0.4532	8.28	(0.03)	0.231	(8.06)	(10.88)	(0.70)	1.82	(0.96)
Risk Adjusted Performance	0.1178	0.0656	0.1573	(0.01)	0.1194	0.1064	0.1088	0.108	0.1102	0.0211
Skewness	7.04	(0.50)	3.39	(0.62)	1.43	7.94	7.8	7.84	6.41	(0.44)
Semi Deviation	0.1051	0.6441	0.0	N/A	0.6997	0.0	0.0	0.0	0.0	0.9509
Information Ratio	0.1164	(0.03)	0.0939	(0.14)	0.0911	0.1201	0.12	0.1196	0.0752	(0.06)
Value At Risk	(1.08)	(1.09)	(0.67)	(1.24)	(1.37)	(1.12)	(1.11)	(1.16)	(0.62)	(1.78)
Expected Short fall	(0.99)	(0.52)	(0.47)	N/A	(0.98)	(1.91)	(1.58)	(1.53)	(0.66)	(0.74)
Downside Deviation	0.7349	0.742	0.4407	N/A	0.928	0.8006	0.8076	0.8002	0.4588	0.9953
Semi Variance	0.011	0.4148	(0.02)	N/A	0.4895	(0.43)	(0.27)	(0.31)	(0.04)	0.9042

Portfolio Competition Performance Charts

Five steps to successful analysis of Portfolio Competition

Portfolio's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Portfolio 21 Global in relation to its competition. Portfolio's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Portfolio in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Portfolio's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Portfolio 21 Global, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Portfolio position

In addition to having Portfolio in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Banks

Large and small money and credit banks and credit services. The Banks theme has 39 constituents at this time.

You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Banks Theme or any other thematic opportunities.

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Portfolio financial ratios help investors to determine whether Portfolio Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Portfolio with respect to the benefits of owning Portfolio security.

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Portfolio Competition

Portfolio vs Franklin International Correlation

Very weak diversification

Moving together with Portfolio Mutual Fund

Moving against Portfolio Mutual Fund

Specify up to 10 symbols:

Portfolio Competition Correlation Matrix

High positive correlations

High negative correlations

Risk-Adjusted Indicators

Portfolio Competitive Analysis

Portfolio Competition Performance Charts

Five steps to successful analysis of Portfolio Competition

Complement your Portfolio position

Did You Try This Idea?

Run Banks Thematic Idea Now

Banks

Other Information on Investing in Portfolio Mutual Fund

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