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AGGRESSIVE WORLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CNX1.L 25%SMGB.L 25%IJPH.L 20%ESIT.L 15%VERG.L 15%EquityEquity
PositionCategory/SectorWeight
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Large Cap Growth Equities

25%

ESIT.L
iShares MSCI Europe Information Technology Sector UCITS ETF
Technology Equities

15%

IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF
Japan Equities

20%

SMGB.L
VanEck Semiconductor UCITS ETF
Technology Equities

25%

VERG.L
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating
Europe Equities

15%

S&P 500

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


10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2024FebruaryMarchApril
51.65%
35.47%
AGGRESSIVE WORLD
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 3, 2020, corresponding to the inception date of SMGB.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
AGGRESSIVE WORLD6.04%-7.52%27.18%33.85%N/AN/A
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
2.06%-6.47%18.34%32.92%19.11%21.18%
SMGB.L
VanEck Semiconductor UCITS ETF
10.30%-10.60%39.46%55.96%N/AN/A
IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF
12.17%-6.24%25.37%39.10%13.69%10.20%
ESIT.L
iShares MSCI Europe Information Technology Sector UCITS ETF
1.70%-9.27%30.97%19.67%N/AN/A
VERG.L
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating
1.25%-3.85%18.71%7.24%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.49%6.14%3.35%
2023-5.29%-2.80%12.37%7.00%

Expense Ratio

The AGGRESSIVE WORLD has a high expense ratio of 0.35%, 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.


0.50%1.00%1.50%2.00%0.64%
0.50%1.00%1.50%2.00%0.36%
0.50%1.00%1.50%2.00%0.35%

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.


AGGRESSIVE WORLD
Sharpe ratio
The chart of Sharpe ratio for AGGRESSIVE WORLD, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.002.03
Sortino ratio
The chart of Sortino ratio for AGGRESSIVE WORLD, currently valued at 2.92, compared to the broader market-2.000.002.004.006.002.92
Omega ratio
The chart of Omega ratio for AGGRESSIVE WORLD, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for AGGRESSIVE WORLD, currently valued at 2.14, compared to the broader market0.002.004.006.008.002.14
Martin ratio
The chart of Martin ratio for AGGRESSIVE WORLD, currently valued at 8.15, compared to the broader market0.0010.0020.0030.0040.008.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
2.072.921.361.499.11
SMGB.L
VanEck Semiconductor UCITS ETF
2.022.891.342.3410.15
IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF
2.263.141.384.0012.83
ESIT.L
iShares MSCI Europe Information Technology Sector UCITS ETF
1.011.571.180.682.69
VERG.L
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating
0.590.961.110.491.69

Sharpe Ratio

The current AGGRESSIVE WORLD Sharpe ratio is 2.03. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.03

The Sharpe ratio of AGGRESSIVE WORLD lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.03
1.66
AGGRESSIVE WORLD
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AGGRESSIVE WORLD granted a 0.00% dividend yield in the last twelve months.


TTM20232022
AGGRESSIVE WORLD0.00%0.00%0.11%
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.86%
-5.46%
AGGRESSIVE WORLD
Benchmark (^GSPC)
Portfolio components

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 8.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.16%Nov 22, 2021222Oct 11, 2022193Jul 19, 2023415
-11.96%Jul 20, 202370Oct 26, 202317Nov 20, 202387
-10.03%Feb 16, 202114Mar 5, 202125Apr 13, 202139
-8.94%Sep 7, 202120Oct 4, 202123Nov 4, 202143
-8.86%Mar 22, 202419Apr 19, 2024

Volatility

Volatility Chart

The current AGGRESSIVE WORLD volatility is 5.50%, 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%7.00%NovemberDecember2024FebruaryMarchApril
5.50%
3.15%
AGGRESSIVE WORLD
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.

IJPH.LVERG.LSMGB.LCNX1.LESIT.L
IJPH.L1.000.720.600.610.65
VERG.L0.721.000.670.700.84
SMGB.L0.600.671.000.850.83
CNX1.L0.610.700.851.000.80
ESIT.L0.650.840.830.801.00