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Suntzy gets lucky

Last updated Dec 9, 2023

Asset Allocation


USTY.L 7%XGLE.L 7%IDTP.L 5%TLH 5%VECA.L 1%SGLP.L 5.1%UC15.L 3%SMH 10%VOO 10%DBJP 7%AIAI.L 6.5%XDWH.L 6.5%ENGE.L 6.5%S600.L 6.4%BATG.DE 5.5%SUSW.L 4.5%LEML.L 4%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
Government Bonds7%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
European Government Bonds7%
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
Inflation-Protected Bonds5%
TLH
iShares 10-20 Year Treasury Bond ETF
Government Bonds5%
VECA.L
Vanguard EUR Corporate Bond UCITS ETF Accumulating
European Corporate Bonds1%
SGLP.L
Invesco Physical Gold A
Precious Metals5.1%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
Commodities3%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities10%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities10%
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
Japan Equities7%
AIAI.L
L&G Artificial Intelligence UCITS ETF
Technology Equities6.5%
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C
Health & Biotech Equities6.5%
ENGE.L
SPDR MSCI Europe Energy UCITS ETF
Energy Equities6.5%
S600.L
Invesco STOXX Europe 600 UCITS ETF
Europe Equities6.4%
BATG.DE
L&G Battery Value-Chain UCITS ETF
Japan Equities5.5%
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)
Global Equities4.5%
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
Emerging Markets Equities4%

Performance

The chart shows the growth of an initial investment of $10,000 in Suntzy gets lucky, 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%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
5.60%
0.47%
Suntzy gets lucky
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Suntzy gets lucky17.24%4.45%4.55%14.62%N/AN/A
SGLP.L
Invesco Physical Gold A
5.77%0.51%2.44%9.25%10.15%7.35%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
-6.21%-5.72%2.53%-2.40%10.03%3.85%
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
-0.80%-0.44%-1.79%-0.54%2.13%4.26%
BATG.DE
L&G Battery Value-Chain UCITS ETF
11.47%5.17%0.43%9.45%24.70%N/A
AIAI.L
L&G Artificial Intelligence UCITS ETF
49.38%10.76%11.21%40.89%N/AN/A
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C
-0.84%2.61%-0.34%-2.52%8.54%N/A
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)
18.35%5.81%4.76%12.94%13.28%N/A
SMH
VanEck Vectors Semiconductor ETF
60.13%7.30%10.65%49.87%33.30%26.46%
VOO
Vanguard S&P 500 ETF
21.81%5.29%7.89%18.08%13.75%11.91%
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
-2.10%0.09%0.27%-2.58%0.98%N/A
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
4.43%2.96%2.41%-1.04%-1.56%0.87%
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
1.47%1.04%-0.58%-0.92%2.50%2.05%
VECA.L
Vanguard EUR Corporate Bond UCITS ETF Accumulating
2.14%0.87%4.07%2.44%N/AN/A
TLH
iShares 10-20 Year Treasury Bond ETF
-0.84%4.46%-4.14%-6.34%-2.13%0.56%
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
34.85%1.58%7.67%27.65%12.72%9.19%
ENGE.L
SPDR MSCI Europe Energy UCITS ETF
4.72%-0.87%10.28%7.66%N/AN/A
S600.L
Invesco STOXX Europe 600 UCITS ETF
9.94%4.90%3.77%10.74%8.27%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.47%3.93%2.77%-1.87%-3.15%-1.98%7.35%

Sharpe Ratio

The current Suntzy gets lucky Sharpe ratio is 1.70. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.70

The Sharpe ratio of Suntzy gets lucky 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.70
1.56
Suntzy gets lucky
Benchmark (^GSPC)
Portfolio components

Dividend yield

Suntzy gets lucky granted a 1.04% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Suntzy gets lucky1.04%0.71%0.55%0.78%1.28%1.05%0.70%0.54%1.16%1.26%0.74%1.18%
SGLP.L
Invesco Physical Gold A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-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%
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BATG.DE
L&G Battery Value-Chain 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%
AIAI.L
L&G Artificial Intelligence 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%
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUSW.L
iShares MSCI World SRI 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%
SMH
VanEck Vectors Semiconductor ETF
1.48%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%7.44%
VOO
Vanguard S&P 500 ETF
1.47%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%2.18%
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
2.83%1.56%1.31%2.49%2.78%1.22%0.00%0.00%0.00%0.00%0.00%0.00%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDTP.L
iShares $ TIPS 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%
VECA.L
Vanguard EUR Corporate Bond UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLH
iShares 10-20 Year Treasury Bond ETF
3.98%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%2.12%2.41%2.22%
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
5.03%0.80%2.30%2.53%2.56%3.87%2.07%1.13%5.95%10.53%1.84%1.55%
ENGE.L
SPDR MSCI Europe Energy 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%
S600.L
Invesco STOXX Europe 600 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%

Expense Ratio

The Suntzy gets lucky 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.


0.55%
0.00%2.15%
0.49%
0.00%2.15%
0.46%
0.00%2.15%
0.35%
0.00%2.15%
0.34%
0.00%2.15%
0.25%
0.00%2.15%
0.20%
0.00%2.15%
0.19%
0.00%2.15%
0.18%
0.00%2.15%
0.15%
0.00%2.15%
0.12%
0.00%2.15%
0.09%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SGLP.L
Invesco Physical Gold A
0.80
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
-0.19
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
-0.04
BATG.DE
L&G Battery Value-Chain UCITS ETF
0.79
AIAI.L
L&G Artificial Intelligence UCITS ETF
1.61
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C
-0.17
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)
1.27
SMH
VanEck Vectors Semiconductor ETF
1.90
VOO
Vanguard S&P 500 ETF
1.40
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
-0.27
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
-0.13
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
-0.14
VECA.L
Vanguard EUR Corporate Bond UCITS ETF Accumulating
0.37
TLH
iShares 10-20 Year Treasury Bond ETF
-0.45
DBJP
Xtrackers MSCI Japan Hedged Equity ETF
1.56
ENGE.L
SPDR MSCI Europe Energy UCITS ETF
0.34
S600.L
Invesco STOXX Europe 600 UCITS ETF
0.81

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TLHUSTY.LDBJPIDTP.LUC15.LSGLP.LBATG.DEENGE.LXDWH.LAIAI.LSMHLEML.LVOOXGLE.LSUSW.LVECA.LS600.L
TLH1.000.62-0.060.560.020.310.12-0.060.130.110.100.080.130.570.140.440.16
USTY.L0.621.000.020.550.140.520.13-0.000.01-0.020.200.160.230.620.070.600.16
DBJP-0.060.021.00-0.010.210.010.420.330.260.410.600.370.670.080.480.180.46
IDTP.L0.560.55-0.011.000.170.380.200.110.230.260.190.210.210.580.240.460.25
UC15.L0.020.140.210.171.000.380.240.640.220.230.250.470.290.230.350.380.45
SGLP.L0.310.520.010.380.381.000.210.230.150.140.150.310.170.560.220.600.35
BATG.DE0.120.130.420.200.240.211.000.280.240.360.310.410.300.270.460.320.43
ENGE.L-0.06-0.000.330.110.640.230.281.000.270.280.320.480.350.220.430.360.56
XDWH.L0.130.010.260.230.220.150.240.271.000.510.230.350.400.330.700.400.66
AIAI.L0.11-0.020.410.260.230.140.360.280.511.000.550.540.530.290.760.390.64
SMH0.100.200.600.190.250.150.310.320.230.551.000.510.830.320.570.420.54
LEML.L0.080.160.370.210.470.310.410.480.350.540.511.000.480.340.580.460.63
VOO0.130.230.670.210.290.170.300.350.400.530.830.481.000.330.640.440.60
XGLE.L0.570.620.080.580.230.560.270.220.330.290.320.340.331.000.440.880.52
SUSW.L0.140.070.480.240.350.220.460.430.700.760.570.580.640.441.000.540.85
VECA.L0.440.600.180.460.380.600.320.360.400.390.420.460.440.880.541.000.69
S600.L0.160.160.460.250.450.350.430.560.660.640.540.630.600.520.850.691.00

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%JulyAugustSeptemberOctoberNovemberDecember
-0.39%
0
Suntzy gets lucky
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Suntzy gets lucky. 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 Suntzy gets lucky was 18.38%, occurring on Oct 14, 2022. Recovery took 163 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.38%Apr 5, 2022138Oct 14, 2022163Jun 2, 2023301
-7.51%Aug 1, 202364Oct 27, 202323Nov 29, 202387
-2.58%Jun 19, 202314Jul 6, 20235Jul 13, 202319
-1%Jul 20, 20231Jul 20, 20237Jul 31, 20238
-0.78%Dec 4, 20231Dec 4, 2023

Volatility Chart

The current Suntzy gets lucky volatility is 2.41%, 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%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.41%
2.42%
Suntzy gets lucky
Benchmark (^GSPC)
Portfolio components
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