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10yr-H-v6v5.1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

10yr-H-v6v5.1

Last updated Sep 21, 2024

Use Xtrackers MSCI World Information Technology UCITS ETF 1C IE00BM67HT60, XDWT and not Amundi Usar esta config. llegado el momento Amundi MSCI World Information Technology UCITS ETF EUR Acc TECW.L SPDR MSCI World Technology UCITS ETF

Asset Allocation

SXRP.DE 7%LYXD.DE 3%8PSG.DE 10%BTC-USD 10%SWDA.L 45%LYPG.DE 25%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
8PSG.DE
Invesco Physical Gold A		Precious Metals
10%
BTC-USD
Bitcoin
10%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc		Technology Equities
25%
LYXD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Acc		European Government Bonds
3%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities
45%
SXRP.DE
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)		European Government Bonds
7%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 10yr-H-v6v5.1, 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
9.13%
8.95%
10yr-H-v6v5.1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 20, 2012, corresponding to the inception date of 8PSG.DE

Returns By Period

As of Sep 21, 2024, the 10yr-H-v6v5.1 returned 22.85% Year-To-Date and 20.32% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
10yr-H-v6v5.122.85%1.76%9.13%42.73%20.09%20.36%
Portfolio components:
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		17.30%1.74%7.86%29.27%12.76%9.91%
SXRP.DE
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)		2.71%1.10%5.78%11.71%-1.03%-1.17%
LYXD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Acc		2.46%1.03%5.63%13.97%-2.38%-0.76%
BTC-USD
Bitcoin		49.52%4.66%-1.36%137.75%45.41%65.00%
8PSG.DE
Invesco Physical Gold A		27.02%5.74%20.96%35.87%11.31%7.74%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc		24.29%-0.76%9.95%45.14%22.57%19.13%

Monthly Returns

The table below presents the monthly returns of 10yr-H-v6v5.1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.32%7.09%5.07%-3.73%3.93%3.83%0.76%0.63%22.85%
202310.18%-1.93%7.73%1.51%0.93%5.03%2.04%-2.56%-4.10%1.85%8.79%5.82%40.06%
2022-7.34%-0.11%2.81%-8.54%-3.49%-9.80%7.80%-5.05%-7.29%3.98%3.19%-2.82%-25.04%
20210.73%4.65%5.81%3.81%-1.93%0.83%3.95%3.38%-4.42%7.98%-0.74%0.30%26.45%
20204.14%-7.30%-9.07%10.65%4.78%3.31%7.20%6.57%-3.60%-0.29%13.04%12.25%46.47%
20194.97%4.14%2.10%6.01%3.46%11.47%0.88%-1.84%0.10%3.59%0.39%2.39%44.06%
20181.22%-1.71%-4.90%4.27%-1.29%-1.84%3.48%0.42%-0.37%-6.01%-4.13%-4.92%-15.21%
20172.13%4.83%0.28%4.26%11.06%1.68%4.43%8.09%-0.89%7.66%9.75%7.65%79.88%
2016-5.78%3.13%4.42%0.38%2.79%1.97%4.56%-0.19%1.36%0.25%0.13%5.00%19.01%
2015-5.09%5.01%-2.30%1.70%-0.10%-0.98%1.64%-5.75%-2.54%10.01%1.63%1.12%3.39%
2014-1.04%0.62%-1.49%-0.14%5.50%2.20%-1.29%-0.36%-3.45%-1.96%4.08%-2.19%0.09%
20137.99%6.82%40.41%6.13%0.23%-6.59%5.04%3.43%2.03%7.96%63.86%-14.45%170.00%

Expense Ratio

10yr-H-v6v5.1 has an expense ratio of 0.19%, 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.

LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
Expense ratio chart for LYPG.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Expense ratio chart for SWDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
LYXD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Acc
Expense ratio chart for LYXD.DE: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
SXRP.DE
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
Expense ratio chart for SXRP.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
8PSG.DE
Invesco Physical Gold A
Expense ratio chart for 8PSG.DE: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 10yr-H-v6v5.1 is 64, 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 10yr-H-v6v5.1 is 6464
10yr-H-v6v5.1
The Sharpe Ratio Rank of 10yr-H-v6v5.1 is 8181Sharpe Ratio Rank
The Sortino Ratio Rank of 10yr-H-v6v5.1 is 7878Sortino Ratio Rank
The Omega Ratio Rank of 10yr-H-v6v5.1 is 5959Omega Ratio Rank
The Calmar Ratio Rank of 10yr-H-v6v5.1 is 2424Calmar Ratio Rank
The Martin Ratio Rank of 10yr-H-v6v5.1 is 7878Martin 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.

10yr-H-v6v5.1
Sharpe ratio
The chart of Sharpe ratio for 10yr-H-v6v5.1, currently valued at 2.59, compared to the broader market-1.000.001.002.003.004.005.002.59
Sortino ratio
The chart of Sortino ratio for 10yr-H-v6v5.1, currently valued at 3.46, compared to the broader market-2.000.002.004.006.003.46
Omega ratio
The chart of Omega ratio for 10yr-H-v6v5.1, 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 10yr-H-v6v5.1, currently valued at 1.35, compared to the broader market0.002.004.006.008.0010.001.35
Martin ratio
The chart of Martin ratio for 10yr-H-v6v5.1, currently valued at 15.12, compared to the broader market0.0010.0020.0030.0040.0015.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		2.082.881.371.0411.52
SXRP.DE
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)		0.861.271.160.042.91
LYXD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Acc		0.701.031.120.032.55
BTC-USD
Bitcoin		1.382.061.210.826.10
8PSG.DE
Invesco Physical Gold A		2.873.651.492.9418.37
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc		1.682.311.290.877.46

Sharpe Ratio

The current 10yr-H-v6v5.1 Sharpe ratio is 2.59. 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 1.91 to 2.59, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of 10yr-H-v6v5.1 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 Ratio1.002.003.004.005.00AprilMayJuneJulyAugustSeptember
2.59
2.32
10yr-H-v6v5.1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

10yr-H-v6v5.1 doesn't pay dividends

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.26%
-0.19%
10yr-H-v6v5.1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 10yr-H-v6v5.1. 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 10yr-H-v6v5.1 was 32.77%, occurring on Oct 11, 2022. Recovery took 434 trading sessions.

The current 10yr-H-v6v5.1 drawdown is 0.26%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.77%Nov 9, 2021337Oct 11, 2022434Dec 19, 2023771
-28.11%Feb 15, 202033Mar 18, 2020117Jul 13, 2020150
-26.19%Dec 5, 201314Dec 18, 2013994Sep 7, 20161008
-24.69%Dec 17, 2017374Dec 25, 2018177Jun 20, 2019551
-16.94%Apr 11, 20137Apr 17, 2013185Oct 19, 2013192

Volatility

Volatility Chart

The current 10yr-H-v6v5.1 volatility is 4.80%, 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%AprilMayJuneJulyAugustSeptember
4.80%
4.31%
10yr-H-v6v5.1
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.
BTC-USD8PSG.DELYPG.DESWDA.LLYXD.DESXRP.DE
BTC-USD1.000.060.070.090.070.07
8PSG.DE0.061.000.030.070.350.42
LYPG.DE0.070.031.000.660.130.13
SWDA.L0.090.070.661.000.170.21
LYXD.DE0.070.350.130.171.000.70
SXRP.DE0.070.420.130.210.701.00
The correlation results are calculated based on daily price changes starting from Mar 21, 2012