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Popular Assets

Last updated Nov 13, 2024

Asset Allocation

SSAC.L 16.67%SMEA.L 16.67%EIMI.L 16.67%CSPX.L 16.67%CNDX.L 16.67%CIND.L 16.67%EquityEquity
PositionCategory/SectorWeight
CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc		Large Cap Blend Equities
16.67%
CNDX.L
iShares NASDAQ 100 UCITS ETF		Large Cap Blend Equities
16.67%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		Large Cap Growth Equities
16.67%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		Emerging Markets Equities
16.67%
SMEA.L
iShares Core MSCI Europe UCITS ETF EUR (Acc)		Europe Equities
16.67%
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)		Global Equities
16.67%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Popular Assets , 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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.08%
12.73%
Popular Assets
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 9, 2014, corresponding to the inception date of EIMI.L

Returns By Period

As of Nov 13, 2024, the Popular Assets returned 16.77% Year-To-Date and 10.23% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Popular Assets 16.77%-0.69%7.08%24.81%11.70%10.23%
Portfolio components:
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)		19.10%-0.11%8.38%26.98%11.22%9.17%
SMEA.L
iShares Core MSCI Europe UCITS ETF EUR (Acc)		2.86%-7.10%-6.03%10.97%6.22%5.15%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		9.15%-5.70%0.99%14.52%4.02%3.66%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		26.30%2.43%13.79%34.56%15.46%13.02%
CNDX.L
iShares NASDAQ 100 UCITS ETF		25.03%3.30%14.05%33.84%20.96%18.14%
CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc		18.14%2.64%11.45%27.95%11.14%11.33%

Monthly Returns

The table below presents the monthly returns of Popular Assets , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.46%2.98%2.99%-2.58%2.64%3.77%1.11%1.44%2.76%-2.02%16.77%
20236.80%-2.44%3.58%1.76%-0.60%5.66%3.79%-2.66%-3.93%-3.30%9.35%5.42%24.76%
2022-5.61%-2.42%2.25%-7.08%-1.58%-7.92%6.07%-2.97%-8.59%4.54%6.71%-2.35%-18.73%
20210.20%1.81%2.82%3.98%1.72%1.39%0.63%2.34%-3.81%4.29%-1.71%3.93%18.69%
2020-1.03%-8.70%-10.73%9.08%3.52%4.67%5.24%7.44%-3.19%-3.27%11.76%5.23%18.73%
20197.47%2.82%1.37%3.28%-5.89%6.24%1.03%-3.43%2.32%2.70%2.92%3.77%26.66%
20185.92%-3.35%-3.24%1.43%0.03%-0.34%2.93%0.73%0.73%-7.47%0.85%-6.01%-8.25%
20172.28%3.57%1.89%1.90%2.41%0.24%3.36%0.84%1.32%3.09%1.83%2.34%28.09%
2016-7.06%0.77%7.26%-0.18%0.65%-0.70%4.94%0.75%0.94%-1.41%0.59%2.56%8.79%
2015-2.15%5.43%-1.70%3.01%-0.45%-2.50%0.87%-6.45%-3.70%8.71%-0.82%-1.67%-2.31%
20140.22%-0.66%2.55%-2.33%0.43%2.52%-1.44%1.18%

Expense Ratio

Popular Assets has an expense ratio of 0.20%, 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.

CNDX.L
iShares NASDAQ 100 UCITS ETF
Expense ratio chart for CNDX.L: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc
Expense ratio chart for CIND.L: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
Expense ratio chart for SSAC.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
Expense ratio chart for EIMI.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
SMEA.L
iShares Core MSCI Europe UCITS ETF EUR (Acc)
Expense ratio chart for SMEA.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Popular Assets is 33, 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.

The Risk-Adjusted Performance Rank of Popular Assets is 3333
Combined Rank
The Sharpe Ratio Rank of Popular Assets is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of Popular Assets is 3131Sortino Ratio Rank
The Omega Ratio Rank of Popular Assets is 2828Omega Ratio Rank
The Calmar Ratio Rank of Popular Assets is 4545Calmar Ratio Rank
The Martin Ratio Rank of Popular Assets is 3636Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Popular Assets
Sharpe ratio
The chart of Sharpe ratio for Popular Assets , currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for Popular Assets , currently valued at 3.17, compared to the broader market-2.000.002.004.006.003.17
Omega ratio
The chart of Omega ratio for Popular Assets , currently valued at 1.40, compared to the broader market0.801.001.201.401.601.802.001.40
Calmar ratio
The chart of Calmar ratio for Popular Assets , currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for Popular Assets , currently valued at 13.66, compared to the broader market0.0010.0020.0030.0040.0050.0060.0013.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)		2.473.451.463.4615.39
SMEA.L
iShares Core MSCI Europe UCITS ETF EUR (Acc)		0.881.291.151.144.16
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		0.861.341.160.504.61
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		2.994.151.574.4619.19
CNDX.L
iShares NASDAQ 100 UCITS ETF		2.032.751.372.699.45
CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc		2.593.671.475.0914.07

Sharpe Ratio

The current Popular Assets Sharpe ratio is 2.24. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.98, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Popular Assets with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.24
2.90
Popular Assets
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Popular Assets provided a 0.00% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.00%0.01%0.01%0.00%0.01%0.01%0.01%0.05%0.03%0.03%0.03%0.03%
Portfolio components:
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMEA.L
iShares Core MSCI Europe UCITS ETF EUR (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CNDX.L
iShares NASDAQ 100 UCITS ETF		0.02%0.05%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%0.19%0.16%
CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.18%
-0.29%
Popular Assets
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Popular Assets . 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 Popular Assets was 33.21%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Popular Assets drawdown is 1.18%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.21%Feb 18, 202025Mar 23, 202097Aug 11, 2020122
-26.85%Dec 31, 2021195Oct 11, 2022301Dec 19, 2023496
-19.23%May 22, 2015185Feb 11, 2016213Dec 13, 2016398
-17.44%Jan 29, 2018231Dec 24, 2018130Jul 3, 2019361
-8.99%Sep 5, 201429Oct 15, 201430Nov 26, 201459

Volatility

Volatility Chart

The current Popular Assets volatility is 3.09%, 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.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.09%
3.86%
Popular Assets
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
EIMI.LSMEA.LCNDX.LCIND.LCSPX.LSSAC.L
EIMI.L1.000.690.650.610.680.75
SMEA.L0.691.000.620.700.720.88
CNDX.L0.650.621.000.740.900.80
CIND.L0.610.700.741.000.900.82
CSPX.L0.680.720.900.901.000.88
SSAC.L0.750.880.800.820.881.00
The correlation results are calculated based on daily price changes starting from Jun 10, 2014