AGGRESSIVE WORLD
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AGGRESSIVE WORLD, 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 Dec 3, 2020, corresponding to the inception date of SMGB.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| AGGRESSIVE WORLD | 19.95% | -0.36% | 16.43% | 32.20% | N/A | N/A |
| Portfolio components: | ||||||
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 17.91% | 0.64% | 14.81% | 29.10% | 19.83% | 21.42% |
SMGB.L VanEck Semiconductor UCITS ETF | 29.75% | -6.58% | 22.44% | 50.84% | N/A | N/A |
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 25.76% | 6.40% | 17.62% | 33.16% | 16.23% | 10.11% |
ESIT.L iShares MSCI Europe Information Technology Sector UCITS ETF | 11.97% | -1.42% | 12.09% | 25.05% | N/A | N/A |
VERG.L Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating | 7.07% | 1.36% | 10.89% | 11.40% | 7.70% | N/A |
Monthly Returns
The table below presents the monthly returns of AGGRESSIVE WORLD, 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 | 3.49% | 6.14% | 3.35% | -3.21% | 4.51% | 5.56% | 19.95% | ||||||
| 2023 | 11.57% | -1.00% | 7.89% | -0.29% | 7.00% | 6.22% | 3.02% | -2.71% | -5.29% | -2.80% | 12.37% | 7.00% | 49.80% |
| 2022 | -10.37% | -1.70% | 1.95% | -10.21% | -0.89% | -10.57% | 9.22% | -6.46% | -9.47% | 4.20% | 10.49% | -4.91% | -27.62% |
| 2021 | 1.38% | 2.62% | 2.11% | 3.19% | 2.19% | 2.17% | 1.65% | 3.41% | -3.93% | 4.42% | 1.20% | 3.54% | 26.48% |
| 2020 | 4.28% | 4.28% |
Expense Ratio
AGGRESSIVE WORLD features an expense ratio of 0.35%, falling within the medium range. 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 AGGRESSIVE WORLD is 72, 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 | |
|---|---|---|---|---|---|
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 1.82 | 2.55 | 1.32 | 2.11 | 8.70 |
SMGB.L VanEck Semiconductor UCITS ETF | 1.88 | 2.57 | 1.31 | 3.42 | 8.38 |
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 1.95 | 2.73 | 1.33 | 3.32 | 9.86 |
ESIT.L iShares MSCI Europe Information Technology Sector UCITS ETF | 1.13 | 1.73 | 1.20 | 0.80 | 3.66 |
VERG.L Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating | 0.88 | 1.38 | 1.16 | 0.72 | 2.53 |
Dividends
Dividend yield
AGGRESSIVE WORLD granted a 0.00% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | |
|---|---|---|---|
| AGGRESSIVE WORLD | 0.00% | 0.00% | 0.11% |
| Portfolio components: | |||
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
SMGB.L VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.44% |
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 0.00% | 0.00% | 0.00% |
ESIT.L iShares MSCI Europe Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% |
VERG.L Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the AGGRESSIVE WORLD. 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 AGGRESSIVE WORLD was 37.16%, occurring on Oct 11, 2022. Recovery took 193 trading sessions.
The current AGGRESSIVE WORLD drawdown is 5.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.16% | Nov 22, 2021 | 222 | Oct 11, 2022 | 193 | Jul 19, 2023 | 415 |
| -11.96% | Jul 20, 2023 | 70 | Oct 26, 2023 | 17 | Nov 20, 2023 | 87 |
| -10.03% | Feb 16, 2021 | 14 | Mar 5, 2021 | 25 | Apr 13, 2021 | 39 |
| -9.31% | Mar 22, 2024 | 20 | Apr 22, 2024 | 22 | May 23, 2024 | 42 |
| -8.94% | Sep 7, 2021 | 20 | Oct 4, 2021 | 23 | Nov 4, 2021 | 43 |
Volatility
Volatility Chart
The current AGGRESSIVE WORLD volatility is 4.91%, 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
| IJPH.L | VERG.L | CNX1.L | SMGB.L | ESIT.L | |
|---|---|---|---|---|---|
| IJPH.L | 1.00 | 0.70 | 0.60 | 0.59 | 0.64 |
| VERG.L | 0.70 | 1.00 | 0.68 | 0.66 | 0.84 |
| CNX1.L | 0.60 | 0.68 | 1.00 | 0.85 | 0.80 |
| SMGB.L | 0.59 | 0.66 | 0.85 | 1.00 | 0.83 |
| ESIT.L | 0.64 | 0.84 | 0.80 | 0.83 | 1.00 |