EGE
WARNING: This is the portfolio of a europoor.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
^GSPC S&P 500 | 35% | |
BTC-USD Bitcoin | 5% | |
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 10% |
GC=F Gold | 20% | |
IAK iShares U.S. Insurance ETF | Financials Equities | 5% |
IEV iShares Europe ETF | Europe Equities | 15% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in EGE, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Nov 7, 2024, the EGE returned 22.31% Year-To-Date and 13.25% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.30% | 4.09% | 14.29% | 35.42% | 13.95% | 11.33% |
| EGE | 22.31% | 1.65% | 10.76% | 32.13% | 14.10% | 13.25% |
| Portfolio components: | ||||||
GC=F Gold | 29.31% | 0.83% | 15.27% | 35.59% | 12.78% | 8.59% |
^GSPC S&P 500 | 24.30% | 4.09% | 14.29% | 35.42% | 13.89% | 11.30% |
IEV iShares Europe ETF | 5.23% | -4.17% | -1.04% | 17.71% | 6.56% | 5.14% |
EEM iShares MSCI Emerging Markets ETF | 12.16% | -5.43% | 6.67% | 18.74% | 2.81% | 3.05% |
BTC-USD Bitcoin | 78.96% | 21.53% | 23.62% | 113.41% | 53.71% | 70.53% |
IAK iShares U.S. Insurance ETF | 32.39% | 4.07% | 14.21% | 40.05% | 15.30% | 12.51% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.24% | -0.17% | 2.92% | 5.06% | 1.19% | 1.17% |
Monthly Returns
The table below presents the monthly returns of EGE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.24% | 4.96% | 4.89% | -2.22% | 3.83% | 0.65% | 2.26% | 2.04% | 2.92% | -0.37% | 22.31% | ||
| 2023 | 7.96% | -3.11% | 4.88% | 1.35% | -1.72% | 3.78% | 2.19% | -2.37% | -3.22% | 1.25% | 6.70% | 3.79% | 22.77% |
| 2022 | -3.45% | -0.56% | 1.58% | -5.90% | -0.73% | -7.16% | 4.41% | -4.32% | -6.65% | 4.50% | 6.11% | -2.16% | -14.42% |
| 2021 | -0.22% | 2.66% | 4.52% | 3.34% | 1.05% | -1.22% | 1.79% | 2.37% | -4.08% | 6.12% | -2.39% | 2.15% | 16.79% |
| 2020 | 1.23% | -5.63% | -10.10% | 9.46% | 3.93% | 2.23% | 7.03% | 3.40% | -3.27% | -0.48% | 9.18% | 8.12% | 25.62% |
| 2019 | 5.46% | 1.99% | 0.86% | 3.97% | 0.38% | 8.53% | 0.07% | -0.05% | 0.16% | 2.43% | -0.04% | 2.96% | 29.76% |
| 2018 | 2.66% | -3.47% | -2.05% | 1.45% | -1.40% | -1.95% | 3.01% | -0.47% | -0.45% | -4.24% | -0.91% | -3.81% | -11.31% |
| 2017 | 2.76% | 3.55% | 0.40% | 2.42% | 6.11% | 0.95% | 3.11% | 4.38% | -0.18% | 3.71% | 5.35% | 4.74% | 44.10% |
| 2016 | -2.99% | 2.38% | 4.17% | 2.14% | -0.03% | 3.46% | 2.15% | -0.65% | 0.63% | -0.95% | -0.61% | 3.05% | 13.24% |
| 2015 | -1.49% | 3.03% | -1.29% | 0.81% | 0.17% | -1.15% | -0.16% | -4.80% | -2.22% | 6.97% | -0.42% | -0.72% | -1.72% |
| 2014 | -2.02% | 2.51% | -0.70% | 0.71% | 2.52% | 2.32% | -2.17% | 0.99% | -3.85% | -0.54% | 1.71% | -1.79% | -0.57% |
| 2013 | 4.97% | 2.70% | 22.19% | 2.22% | -0.73% | -5.09% | 4.67% | 1.01% | 1.23% | 5.87% | 32.66% | -9.35% | 72.89% |
Expense Ratio
EGE has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EGE is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GC=F Gold | 3.05 | 3.69 | 1.51 | 3.21 | 20.13 |
^GSPC S&P 500 | 1.88 | 2.55 | 1.34 | 0.85 | 11.10 |
IEV iShares Europe ETF | 0.40 | 0.64 | 1.07 | 0.11 | 1.91 |
EEM iShares MSCI Emerging Markets ETF | 1.21 | 1.78 | 1.22 | 0.19 | 5.98 |
BTC-USD Bitcoin | 0.67 | 1.30 | 1.13 | 0.47 | 2.72 |
IAK iShares U.S. Insurance ETF | 1.80 | 2.46 | 1.33 | 1.34 | 10.59 |
SHY iShares 1-3 Year Treasury Bond ETF | 2.73 | 4.33 | 1.57 | 0.77 | 15.59 |
Dividends
Dividend yield
EGE provided a 1.12% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.12% | 1.05% | 0.92% | 0.76% | 0.61% | 1.04% | 1.03% | 0.73% | 0.81% | 0.80% | 0.91% | 0.64% |
| Portfolio components: | ||||||||||||
GC=F Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
^GSPC S&P 500 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEV iShares Europe ETF | 2.93% | 2.77% | 3.06% | 2.81% | 1.76% | 3.06% | 3.43% | 2.39% | 3.08% | 2.81% | 3.79% | 2.33% |
EEM iShares MSCI Emerging Markets ETF | 2.32% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% | 2.06% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAK iShares U.S. Insurance ETF | 1.21% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% | 1.57% | 1.14% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.87% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.72% | 0.54% | 0.36% | 0.26% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the EGE. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the EGE was 39.19%, occurring on Oct 3, 2011. Recovery took 542 trading sessions.
The current EGE drawdown is 0.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.19% | Jun 10, 2011 | 116 | Oct 3, 2011 | 542 | Mar 28, 2013 | 658 |
| -24.78% | Feb 13, 2020 | 38 | Mar 21, 2020 | 122 | Jul 21, 2020 | 160 |
| -23.29% | Nov 15, 2021 | 335 | Oct 15, 2022 | 424 | Dec 13, 2023 | 759 |
| -18.43% | Dec 19, 2017 | 372 | Dec 25, 2018 | 176 | Jun 19, 2019 | 548 |
| -17.31% | Nov 30, 2013 | 669 | Sep 29, 2015 | 343 | Sep 6, 2016 | 1012 |
Volatility
Volatility Chart
The current EGE volatility is 2.51%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| GC=F | BTC-USD | SHY | IAK | EEM | IEV | ^GSPC | |
|---|---|---|---|---|---|---|---|
| GC=F | 1.00 | 0.02 | 0.11 | -0.00 | 0.07 | 0.05 | 0.02 |
| BTC-USD | 0.02 | 1.00 | 0.00 | 0.06 | 0.08 | 0.10 | 0.10 |
| SHY | 0.11 | 0.00 | 1.00 | -0.21 | -0.07 | -0.07 | -0.13 |
| IAK | -0.00 | 0.06 | -0.21 | 1.00 | 0.47 | 0.58 | 0.67 |
| EEM | 0.07 | 0.08 | -0.07 | 0.47 | 1.00 | 0.71 | 0.67 |
| IEV | 0.05 | 0.10 | -0.07 | 0.58 | 0.71 | 1.00 | 0.73 |
| ^GSPC | 0.02 | 0.10 | -0.13 | 0.67 | 0.67 | 0.73 | 1.00 |