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Crisis=Opportunity - Portfolio under Construction
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Crisis=Opportunity - Portfolio under Construction

Last updated Sep 20, 2024

Asset Allocation

GLDA.L 60%LYMD.DE 20%EW 10%JNJ 5%WMT 5%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.		Consumer Cyclical
0%
BRK-B
Berkshire Hathaway Inc.		Financial Services
0%
EW
Edwards Lifesciences Corporation		Healthcare
10%
GLDA.L
Amundi Physical Gold ETC (C)		Precious Metals
60%
JNJ
Johnson & Johnson		Healthcare
5%
LYMD.DE
Amundi MSCI India II UCITS ETF EUR Acc		Asia Pacific Equities
20%
MCD
McDonald's Corporation		Consumer Cyclical
0%
NATKY
JSC National Atomic Company Kazatomprom		Energy
0%
WMT
Walmart Inc.		Consumer Defensive
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Crisis=Opportunity - Portfolio under Construction, 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%AprilMayJuneJulyAugustSeptember
12.31%
9.01%
Crisis=Opportunity - Portfolio under Construction
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 6, 2022, corresponding to the inception date of NATKY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.79%2.08%9.01%29.79%13.85%11.12%
Crisis=Opportunity - Portfolio under Construction21.37%2.25%12.30%28.91%N/AN/A
Portfolio components:
GLDA.L
Amundi Physical Gold ETC (C)		24.42%2.36%16.82%32.63%N/AN/A
BRK-B
Berkshire Hathaway Inc.		28.89%2.53%11.10%25.32%17.22%12.71%
AMZN
Amazon.com, Inc.		24.96%6.14%6.58%40.34%16.22%27.95%
MCD
McDonald's Corporation		0.90%3.48%4.93%8.58%9.55%15.03%
NATKY
JSC National Atomic Company Kazatomprom		-6.53%-1.87%-7.87%5.11%N/AN/A
EW
Edwards Lifesciences Corporation		-11.79%-3.06%-28.96%-6.52%-1.69%14.55%
JNJ
Johnson & Johnson		7.62%3.69%7.49%4.37%7.53%7.25%
WMT
Walmart Inc.		49.95%4.70%27.80%44.76%16.72%14.19%
LYMD.DE
Amundi MSCI India II UCITS ETF EUR Acc		23.02%2.76%17.80%35.06%14.03%9.33%

Monthly Returns

The table below presents the monthly returns of Crisis=Opportunity - Portfolio under Construction, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.60%1.74%6.51%1.12%1.78%1.98%0.56%3.84%21.37%
20232.77%-4.58%6.17%2.51%-0.61%1.08%0.79%-1.73%-3.69%3.06%3.15%3.67%12.73%
2022-2.74%-1.20%7.11%0.02%2.94%

Expense Ratio

Crisis=Opportunity - Portfolio under Construction has an expense ratio of 0.24%, 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.

GLDA.L
Amundi Physical Gold ETC (C)
Expense ratio chart for GLDA.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
LYMD.DE
Amundi MSCI India II UCITS ETF EUR Acc
Expense ratio chart for LYMD.DE: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Crisis=Opportunity - Portfolio under Construction is 36, 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.

The Risk-Adjusted Performance Rank of Crisis=Opportunity - Portfolio under Construction is 3636
Crisis=Opportunity - Portfolio under Construction
The Sharpe Ratio Rank of Crisis=Opportunity - Portfolio under Construction is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of Crisis=Opportunity - Portfolio under Construction is 1111Sortino Ratio Rank
The Omega Ratio Rank of Crisis=Opportunity - Portfolio under Construction is 7676Omega Ratio Rank
The Calmar Ratio Rank of Crisis=Opportunity - Portfolio under Construction is 6969Calmar Ratio Rank
The Martin Ratio Rank of Crisis=Opportunity - Portfolio under Construction is 1313Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Crisis=Opportunity - Portfolio under Construction
Sharpe ratio
The chart of Sharpe ratio for Crisis=Opportunity - Portfolio under Construction, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.09
Sortino ratio
The chart of Sortino ratio for Crisis=Opportunity - Portfolio under Construction, currently valued at 1.68, compared to the broader market-2.000.002.004.006.001.68
Omega ratio
The chart of Omega ratio for Crisis=Opportunity - Portfolio under Construction, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for Crisis=Opportunity - Portfolio under Construction, currently valued at 2.45, compared to the broader market0.002.004.006.008.002.45
Martin ratio
The chart of Martin ratio for Crisis=Opportunity - Portfolio under Construction, currently valued at 5.46, compared to the broader market0.0010.0020.0030.005.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.00, compared to the broader market-2.000.002.004.006.003.00
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.02, compared to the broader market0.002.004.006.008.002.02
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 13.08, compared to the broader market0.0010.0020.0030.0013.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLDA.L
Amundi Physical Gold ETC (C)		0.791.471.391.833.33
BRK-B
Berkshire Hathaway Inc.		2.172.901.372.7511.60
AMZN
Amazon.com, Inc.		1.822.461.332.609.03
MCD
McDonald's Corporation		0.781.201.150.771.70
NATKY
JSC National Atomic Company Kazatomprom		-0.060.201.04-0.13-0.23
EW
Edwards Lifesciences Corporation		-0.090.171.04-0.10-0.28
JNJ
Johnson & Johnson		0.550.901.110.481.58
WMT
Walmart Inc.		2.483.371.534.2512.62
LYMD.DE
Amundi MSCI India II UCITS ETF EUR Acc		2.443.021.495.4921.44

Sharpe Ratio

The current Crisis=Opportunity - Portfolio under Construction Sharpe ratio is 1.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.88 to 2.55, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Crisis=Opportunity - Portfolio under Construction with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.09
2.23
Crisis=Opportunity - Portfolio under Construction
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Crisis=Opportunity - Portfolio under Construction granted a 0.20% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Crisis=Opportunity - Portfolio under Construction0.20%0.22%0.20%0.20%0.20%0.22%0.25%0.22%0.28%0.30%0.24%0.26%
Portfolio components:
GLDA.L
Amundi Physical Gold ETC (C)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCD
McDonald's Corporation		2.27%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
NATKY
JSC National Atomic Company Kazatomprom		7.16%4.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EW
Edwards Lifesciences Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
Johnson & Johnson		2.95%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
WMT
Walmart Inc.		1.04%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
LYMD.DE
Amundi MSCI India II 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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.37%
0
Crisis=Opportunity - Portfolio under Construction
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Crisis=Opportunity - Portfolio under Construction. 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 Crisis=Opportunity - Portfolio under Construction was 13.56%, occurring on Feb 29, 2024. Recovery took 97 trading sessions.

The current Crisis=Opportunity - Portfolio under Construction drawdown is 0.37%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.56%Feb 28, 20242Feb 29, 202497Jul 16, 202499
-13.06%Nov 17, 20232Nov 20, 202362Feb 16, 202464
-7.71%Jul 27, 202348Oct 2, 202333Nov 16, 202381
-7.47%Sep 13, 202238Nov 3, 202219Nov 30, 202257
-5.98%Jan 23, 202325Feb 24, 202325Mar 31, 202350

Volatility

Volatility Chart

The current Crisis=Opportunity - Portfolio under Construction volatility is 2.32%, 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%4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
2.32%
4.31%
Crisis=Opportunity - Portfolio under Construction
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.
NATKYGLDA.LLYMD.DEAMZNJNJWMTMCDEWBRK-B
NATKY1.000.070.050.070.010.050.01-0.020.04
GLDA.L0.071.000.280.130.120.130.140.190.09
LYMD.DE0.050.281.000.270.130.080.120.210.24
AMZN0.070.130.271.000.070.270.170.340.31
JNJ0.010.120.130.071.000.300.410.270.40
WMT0.050.130.080.270.301.000.340.270.39
MCD0.010.140.120.170.410.341.000.250.43
EW-0.020.190.210.340.270.270.251.000.32
BRK-B0.040.090.240.310.400.390.430.321.00
The correlation results are calculated based on daily price changes starting from Sep 7, 2022