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Portafolio-Growth65.10.25B.V2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Portafolio-Growth65.10.25B.V2

Last updated Sep 21, 2024

sin energy

Asset Allocation

PPFB.DE 10%BTC-USD 25%VWCE.DE 30%XDWT.DE 12%SEC0.DE 9%XAIX.DE 8%2B76.DE 6%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
2B76.DE
iShares Automation & Robotics UCITS ETF		Technology Equities
6%
BTC-USD
Bitcoin
25%
PPFB.DE
iShares Physical Gold ETC		Precious Metals
10%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)		Technology Equities
9%
VWCE.DE
Vanguard FTSE All-World UCITS ETF		Global Equities
30%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		Technology Equities
8%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		Technology Equities
12%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portafolio-Growth65.10.25B.V2, 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
6.44%
8.95%
Portafolio-Growth65.10.25B.V2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 6, 2021, corresponding to the inception date of SEC0.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%2.37%8.95%32.00%13.81%11.08%
Portafolio-Growth65.10.25B.V227.90%1.88%6.44%59.65%N/AN/A
Portfolio components:
VWCE.DE
Vanguard FTSE All-World UCITS ETF		16.45%1.50%8.28%27.31%11.00%N/A
PPFB.DE
iShares Physical Gold ETC		27.06%5.72%21.00%35.91%N/AN/A
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		24.53%-0.59%10.09%45.80%22.11%N/A
BTC-USD
Bitcoin		49.99%4.99%-1.04%138.51%45.48%65.03%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		19.07%1.57%5.40%40.32%18.48%N/A
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)		14.31%-5.51%-3.04%42.63%N/AN/A
2B76.DE
iShares Automation & Robotics UCITS ETF		0.35%-0.24%-3.81%20.04%10.98%N/A

Monthly Returns

The table below presents the monthly returns of Portafolio-Growth65.10.25B.V2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.23%14.21%7.67%-6.25%5.12%2.74%0.27%-1.53%27.90%
202316.84%-1.09%11.14%0.31%1.62%6.29%1.29%-4.33%-2.82%5.60%9.93%7.86%64.11%
2022-9.91%1.96%2.98%-10.32%-5.19%-14.71%9.61%-6.82%-7.53%3.69%1.38%-3.29%-34.14%
20213.91%-4.85%13.77%-1.43%-3.51%6.99%

Expense Ratio

Portafolio-Growth65.10.25B.V2 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.

2B76.DE
iShares Automation & Robotics UCITS ETF
Expense ratio chart for 2B76.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Expense ratio chart for XAIX.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
Expense ratio chart for SEC0.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
Expense ratio chart for XDWT.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWCE.DE: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
PPFB.DE
iShares Physical Gold ETC
Expense ratio chart for PPFB.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 Portafolio-Growth65.10.25B.V2 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 Portafolio-Growth65.10.25B.V2 is 3636
Portafolio-Growth65.10.25B.V2
The Sharpe Ratio Rank of Portafolio-Growth65.10.25B.V2 is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of Portafolio-Growth65.10.25B.V2 is 4242Sortino Ratio Rank
The Omega Ratio Rank of Portafolio-Growth65.10.25B.V2 is 2626Omega Ratio Rank
The Calmar Ratio Rank of Portafolio-Growth65.10.25B.V2 is 2222Calmar Ratio Rank
The Martin Ratio Rank of Portafolio-Growth65.10.25B.V2 is 4444Martin 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.

Portafolio-Growth65.10.25B.V2
Sharpe ratio
The chart of Sharpe ratio for Portafolio-Growth65.10.25B.V2, currently valued at 2.15, compared to the broader market-1.000.001.002.003.004.002.15
Sortino ratio
The chart of Sortino ratio for Portafolio-Growth65.10.25B.V2, currently valued at 2.85, compared to the broader market-2.000.002.004.006.002.85
Omega ratio
The chart of Omega ratio for Portafolio-Growth65.10.25B.V2, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Portafolio-Growth65.10.25B.V2, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.001.30
Martin ratio
The chart of Martin ratio for Portafolio-Growth65.10.25B.V2, currently valued at 11.72, compared to the broader market0.0010.0020.0030.0040.0011.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
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
VWCE.DE
Vanguard FTSE All-World UCITS ETF		2.183.011.400.9913.03
PPFB.DE
iShares Physical Gold ETC		2.903.691.492.9518.63
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		1.692.331.290.887.54
BTC-USD
Bitcoin		1.402.071.210.836.16
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		1.452.021.260.666.60
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)		0.941.401.180.393.04
2B76.DE
iShares Automation & Robotics UCITS ETF		0.190.391.050.020.59

Sharpe Ratio

The current Portafolio-Growth65.10.25B.V2 Sharpe ratio is 2.13. 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 lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Portafolio-Growth65.10.25B.V2 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
2.15
2.32
Portafolio-Growth65.10.25B.V2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Portafolio-Growth65.10.25B.V2 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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.05%
-0.19%
Portafolio-Growth65.10.25B.V2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Portafolio-Growth65.10.25B.V2. 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 Portafolio-Growth65.10.25B.V2 was 43.39%, occurring on Oct 15, 2022. Recovery took 480 trading sessions.

The current Portafolio-Growth65.10.25B.V2 drawdown is 2.16%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.39%Nov 9, 2021341Oct 15, 2022480Feb 7, 2024821
-12.3%Jul 17, 202420Aug 5, 2024———
-10.1%Sep 7, 202123Sep 29, 202116Oct 15, 202139
-7.53%Mar 14, 202449May 1, 202419May 20, 202468
-3.58%Oct 21, 20217Oct 27, 20219Nov 5, 202116

Volatility

Volatility Chart

The current Portafolio-Growth65.10.25B.V2 volatility is 6.48%, 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%AprilMayJuneJulyAugustSeptember
6.48%
4.31%
Portafolio-Growth65.10.25B.V2
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.
PPFB.DEBTC-USDSEC0.DEXDWT.DEVWCE.DE2B76.DEXAIX.DE
PPFB.DE1.000.100.140.110.220.190.16
BTC-USD0.101.000.220.210.250.270.26
SEC0.DE0.140.221.000.850.770.840.83
XDWT.DE0.110.210.851.000.810.830.91
VWCE.DE0.220.250.770.811.000.850.84
2B76.DE0.190.270.840.830.851.000.86
XAIX.DE0.160.260.830.910.840.861.00
The correlation results are calculated based on daily price changes starting from Aug 7, 2021