IMIE
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
IMID.L SPDR MSCI ACWI IMI | Global Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IMIE, 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 Aug 10, 2011, corresponding to the inception date of IMID.L
Returns By Period
As of Aug 27, 2024, the IMIE returned 14.46% Year-To-Date and 8.72% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
IMIE | 14.46% | 3.57% | 10.25% | 25.19% | 11.94% | 8.72% |
Portfolio components: | ||||||
IMID.L SPDR MSCI ACWI IMI | 14.46% | 3.57% | 10.25% | 25.19% | 11.94% | 8.72% |
Monthly Returns
The table below presents the monthly returns of IMIE, 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 | 0.51% | 3.16% | 3.67% | -2.85% | 2.42% | 3.27% | 1.57% | 14.46% | |||||
2023 | 7.01% | -2.12% | 2.01% | 1.21% | -1.39% | 6.45% | 3.35% | -2.52% | -3.99% | -4.04% | 9.13% | 5.80% | 21.65% |
2022 | -5.85% | -1.45% | 2.71% | -7.26% | -1.37% | -8.39% | 6.17% | -2.65% | -8.46% | 4.81% | 5.72% | -1.97% | -17.95% |
2021 | 0.33% | 2.00% | 2.97% | 3.99% | 1.45% | 0.71% | 0.94% | 2.30% | -3.42% | 4.30% | -2.46% | 4.14% | 18.29% |
2020 | -1.02% | -9.11% | -12.18% | 9.61% | 3.37% | 3.35% | 5.08% | 6.69% | -2.60% | -2.89% | 12.46% | 5.26% | 16.14% |
2019 | 7.73% | 2.86% | 0.81% | 3.07% | -5.63% | 6.04% | 1.21% | -3.58% | 2.59% | 2.24% | 3.00% | 3.19% | 25.35% |
2018 | 4.92% | -3.30% | -3.04% | 1.63% | -0.19% | -0.07% | 2.48% | 0.57% | 0.79% | -8.05% | 0.73% | -6.82% | -10.60% |
2017 | 2.11% | 3.32% | 1.26% | 1.41% | 1.46% | 0.84% | 2.65% | 0.11% | 2.32% | 1.96% | 1.68% | 2.31% | 23.62% |
2016 | -7.07% | 0.74% | 7.01% | 1.33% | 0.63% | -0.80% | 4.54% | 0.65% | 1.20% | -1.95% | 1.21% | 2.10% | 9.33% |
2015 | -1.87% | 5.54% | -1.11% | 3.01% | -0.31% | -1.84% | 0.70% | -6.51% | -4.45% | 8.00% | -0.59% | -1.64% | -1.93% |
2014 | -4.22% | 5.13% | -0.17% | 0.88% | 2.47% | 2.24% | -1.08% | 1.81% | -2.61% | 0.60% | 1.79% | -1.19% | 5.43% |
2013 | 3.52% | 1.05% | 1.33% | 0.10% | 3.48% | -3.45% | 5.00% | -2.22% | 5.12% | 4.31% | 1.65% | 1.42% | 23.00% |
Expense Ratio
IMIE features an expense ratio of 0.40%, falling within the medium range. 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 IMIE is 58, 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 | |
---|---|---|---|---|---|
IMID.L SPDR MSCI ACWI IMI | 2.07 | 2.96 | 1.39 | 1.75 | 9.52 |
Dividends
Dividend yield
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the IMIE. 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 IMIE was 39.56%, occurring on Mar 12, 2020. Recovery took 106 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-39.56% | Feb 18, 2020 | 18 | Mar 12, 2020 | 106 | Aug 27, 2020 | 124 |
-26.07% | Nov 9, 2021 | 231 | Oct 12, 2022 | 327 | Jan 30, 2024 | 558 |
-19.79% | May 22, 2015 | 185 | Feb 11, 2016 | 210 | Dec 8, 2016 | 395 |
-19.08% | Jan 29, 2018 | 230 | Dec 24, 2018 | 216 | Nov 1, 2019 | 446 |
-10.94% | Mar 28, 2012 | 4 | May 17, 2012 | 6 | Sep 17, 2012 | 10 |
Volatility
Volatility Chart
The current IMIE volatility is 5.21%, 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.