Diversification
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | Government Bonds | 20% |
HEAE.L SPDR MSCI Europe Health Care UCITS ETF | Health & Biotech Equities | 25% |
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 35% |
SPXP.L Invesco S&P 500 UCITS ETF | Large Cap Blend Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Diversification, 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 Apr 4, 2022, corresponding to the inception date of HEAE.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Diversification | 10.15% | 0.89% | 11.37% | 14.58% | N/A | N/A |
| Portfolio components: | ||||||
SPXP.L Invesco S&P 500 UCITS ETF | 14.57% | -0.33% | 11.83% | 20.76% | 13.41% | N/A |
SGLN.L iShares Physical Gold ETC | 14.22% | 2.62% | 17.06% | 21.83% | 9.72% | 8.88% |
HEAE.L SPDR MSCI Europe Health Care UCITS ETF | 12.99% | 0.38% | 11.81% | 14.44% | N/A | N/A |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -4.42% | -0.25% | 0.66% | -3.66% | -4.48% | N/A |
Monthly Returns
The table below presents the monthly returns of Diversification, 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 | -0.01% | 0.45% | 4.77% | -0.35% | 2.43% | 2.02% | 10.15% | ||||||
| 2023 | 4.32% | -4.25% | 6.38% | 2.60% | -1.67% | 0.53% | 1.64% | -1.28% | -4.94% | -0.29% | 5.40% | 4.50% | 12.91% |
| 2022 | -4.79% | -2.67% | -3.40% | 1.76% | -4.65% | -5.64% | 0.42% | 7.01% | 0.66% | -11.34% |
Expense Ratio
Diversification has an expense ratio of 0.07%, 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 Diversification is 38, 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 | |
|---|---|---|---|---|---|
SPXP.L Invesco S&P 500 UCITS ETF | 1.78 | 2.61 | 1.32 | 2.20 | 6.94 |
SGLN.L iShares Physical Gold ETC | 1.55 | 2.23 | 1.28 | 1.95 | 7.86 |
HEAE.L SPDR MSCI Europe Health Care UCITS ETF | 0.63 | 1.12 | 1.18 | 1.15 | 2.75 |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -0.24 | -0.23 | 0.97 | -0.11 | -0.48 |
Dividends
Dividend yield
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 Diversification. 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 Diversification was 19.98%, occurring on Sep 27, 2022. Recovery took 316 trading sessions.
The current Diversification drawdown is 1.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.98% | Apr 11, 2022 | 115 | Sep 27, 2022 | 316 | Dec 27, 2023 | 431 |
| -2.63% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
| -2.59% | Apr 15, 2024 | 9 | Apr 25, 2024 | 10 | May 10, 2024 | 19 |
| -2.5% | May 22, 2024 | 6 | May 30, 2024 | 5 | Jun 6, 2024 | 11 |
| -2.42% | Feb 2, 2024 | 8 | Feb 13, 2024 | 8 | Feb 23, 2024 | 16 |
Volatility
Volatility Chart
The current Diversification volatility is 2.69%, 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
| DTLA.L | SGLN.L | SPXP.L | HEAE.L | |
|---|---|---|---|---|
| DTLA.L | 1.00 | 0.30 | 0.09 | 0.16 |
| SGLN.L | 0.30 | 1.00 | 0.22 | 0.29 |
| SPXP.L | 0.09 | 0.22 | 1.00 | 0.51 |
| HEAE.L | 0.16 | 0.29 | 0.51 | 1.00 |