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IE Global Model Portfolio III
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GSLC.L 7.14%CSX5.L 7.14%IIND.L 7.14%TUR 7.14%IUCM.L 7.14%UIFS.L 7.14%IUHC.L 7.14%IUIT.L 7.14%SPX4.L 7.14%SPX5.L 7.14%SMGB.L 7.14%VWRL.AS 7.14%VGER.DE 7.14%XAIX.DE 7.14%EquityEquity
PositionCategory/SectorWeight
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
Europe Equities

7.14%

GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)
Large Cap Blend Equities

7.14%

IIND.L
iShares MSCI India UCITS ETF USD (Acc)
Asia Pacific Equities

7.14%

IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
Communications Equities

7.14%

IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
Health & Biotech Equities

7.14%

IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

7.14%

SMGB.L
VanEck Semiconductor UCITS ETF
Technology Equities

7.14%

SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF
Mid Cap Blend Equities

7.14%

SPX5.L
SPDR S&P 500 UCITS ETF
Large Cap Blend Equities

7.14%

TUR
iShares MSCI Turkey ETF
Emerging Markets Equities

7.14%

UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
Financials Equities

7.14%

VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
Europe Equities

7.14%

VWRL.AS
Vanguard FTSE All-World UCITS ETF
Global Equities

7.14%

XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Technology Equities

7.14%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IE Global Model Portfolio III, 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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
22.34%
19.38%
IE Global Model Portfolio III
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 4, 2022, corresponding to the inception date of SPX4.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
IE Global Model Portfolio III7.76%-2.63%22.34%28.02%N/AN/A
GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)
6.46%-3.43%20.68%23.98%N/AN/A
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
8.33%-0.94%26.08%13.99%10.61%8.00%
IIND.L
iShares MSCI India UCITS ETF USD (Acc)
6.42%1.76%20.91%33.09%11.96%N/A
TUR
iShares MSCI Turkey ETF
18.59%5.57%6.88%18.81%14.29%0.02%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
14.19%-0.27%22.74%47.03%11.28%N/A
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
8.59%-2.21%28.01%24.95%11.11%N/A
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
3.67%-2.99%11.06%6.16%11.59%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
6.14%-6.81%24.38%42.27%21.92%N/A
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF
2.72%-4.17%21.34%16.43%N/AN/A
SPX5.L
SPDR S&P 500 UCITS ETF
5.53%-4.33%19.31%23.17%13.93%15.88%
SMGB.L
VanEck Semiconductor UCITS ETF
10.98%-10.05%39.95%59.00%N/AN/A
VWRL.AS
Vanguard FTSE All-World UCITS ETF
5.19%-2.61%18.38%17.90%10.28%10.96%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
3.57%-1.09%21.42%8.19%5.71%N/A
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
7.35%-4.97%27.25%50.17%16.63%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.02%4.46%3.17%
2023-3.58%-3.98%9.78%5.44%

Expense Ratio

The IE Global Model Portfolio III has a high expense ratio of 0.25%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for IIND.L: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for TUR: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for SMGB.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for XAIX.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SPX4.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VWRL.AS: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for IUCM.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for UIFS.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IUHC.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for GSLC.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for CSX5.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VGER.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SPX5.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

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.


IE Global Model Portfolio III
Sharpe ratio
The chart of Sharpe ratio for IE Global Model Portfolio III, currently valued at 2.63, compared to the broader market-1.000.001.002.003.004.005.002.63
Sortino ratio
The chart of Sortino ratio for IE Global Model Portfolio III, currently valued at 3.84, compared to the broader market0.002.004.006.003.84
Omega ratio
The chart of Omega ratio for IE Global Model Portfolio III, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for IE Global Model Portfolio III, currently valued at 3.33, compared to the broader market0.002.004.006.008.003.33
Martin ratio
The chart of Martin ratio for IE Global Model Portfolio III, currently valued at 12.03, compared to the broader market0.0010.0020.0030.0040.0050.0012.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)
2.273.271.432.699.12
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
1.101.671.191.203.14
IIND.L
iShares MSCI India UCITS ETF USD (Acc)
2.443.311.442.6115.18
TUR
iShares MSCI Turkey ETF
1.021.551.191.343.61
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
2.663.571.482.3921.40
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
2.233.111.411.829.16
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
0.701.071.120.642.36
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
2.132.961.373.509.76
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF
0.601.101.241.062.31
SPX5.L
SPDR S&P 500 UCITS ETF
2.183.221.402.508.42
SMGB.L
VanEck Semiconductor UCITS ETF
2.203.091.373.9710.71
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.842.711.331.865.97
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
0.671.081.120.641.72
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
2.943.911.503.8516.27

Sharpe Ratio

The current IE Global Model Portfolio III Sharpe ratio is 2.63. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.63

The Sharpe ratio of IE Global Model Portfolio III is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.63
1.92
IE Global Model Portfolio III
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IE Global Model Portfolio III granted a 0.64% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IE Global Model Portfolio III0.64%0.74%0.71%0.61%0.48%0.66%0.70%0.51%0.45%0.48%0.37%0.39%
GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS 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%
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 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%
IIND.L
iShares MSCI India 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%
TUR
iShares MSCI Turkey ETF
3.74%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%1.63%2.34%
IUCM.L
iShares S&P 500 Communication Sector 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%
UIFS.L
iShares S&P 500 Financials Sector 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%
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUIT.L
iShares S&P 500 Information Technology Sector 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%
SPX4.L
SPDR S&P 400 US Mid Cap 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%
SPX5.L
SPDR S&P 500 UCITS ETF
1.14%1.21%1.39%0.97%1.40%1.48%3.45%2.62%1.49%1.68%1.43%1.56%
SMGB.L
VanEck Semiconductor UCITS ETF
0.00%0.00%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.58%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%1.57%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
2.57%2.96%4.07%1.86%2.93%2.55%0.00%0.00%0.00%0.00%0.00%0.00%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data 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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.37%
-3.50%
IE Global Model Portfolio III
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IE Global Model Portfolio III. 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 IE Global Model Portfolio III was 21.05%, occurring on Oct 11, 2022. Recovery took 156 trading sessions.

The current IE Global Model Portfolio III drawdown is 3.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.05%Apr 5, 2022135Oct 11, 2022156May 19, 2023291
-8.89%Aug 1, 202364Oct 27, 202314Nov 16, 202378
-4.65%Mar 22, 202420Apr 19, 2024
-2.54%Jun 19, 20235Jun 23, 20236Jul 3, 202311
-2.18%May 23, 20232May 24, 20232May 26, 20234

Volatility

Volatility Chart

The current IE Global Model Portfolio III volatility is 2.82%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.82%
3.58%
IE Global Model Portfolio III
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.

TURIIND.LIUHC.LIUCM.LUIFS.LSMGB.LIUIT.LVGER.DESPX4.LCSX5.LXAIX.DEGSLC.LSPX5.LVWRL.AS
TUR1.000.190.050.160.140.160.150.200.140.190.160.150.160.18
IIND.L0.191.000.340.300.490.420.360.480.490.500.440.420.540.53
IUHC.L0.050.341.000.440.580.350.470.500.530.530.470.650.620.61
IUCM.L0.160.300.441.000.520.660.770.600.580.610.800.780.740.73
UIFS.L0.140.490.580.521.000.510.510.650.820.680.600.720.800.75
SMGB.L0.160.420.350.660.511.000.860.650.660.670.850.750.780.76
IUIT.L0.150.360.470.770.510.861.000.640.620.650.890.850.820.79
VGER.DE0.200.480.500.600.650.650.641.000.710.950.730.720.720.86
SPX4.L0.140.490.530.580.820.660.620.711.000.730.690.800.840.81
CSX5.L0.190.500.530.610.680.670.650.950.731.000.710.750.750.85
XAIX.DE0.160.440.470.800.600.850.890.730.690.711.000.830.850.89
GSLC.L0.150.420.650.780.720.750.850.720.800.750.831.000.890.87
SPX5.L0.160.540.620.740.800.780.820.720.840.750.850.891.000.90
VWRL.AS0.180.530.610.730.750.760.790.860.810.850.890.870.901.00