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Denari VR Oficial
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Denari VR Oficial

Last updated Sep 14, 2024

Asset Allocation

VWRA.L 40%CSP1.L 10%CNX1.L 10%IWFQ.L 9%IWFV.L 9%SMH 5%MSFT 4%GOOGL 4%AMZN 3%NVDA 3%AAPL 3%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
3%
AMZN
Amazon.com, Inc.		Consumer Cyclical
3%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		Large Cap Growth Equities
10%
CSP1.L
iShares Core S&P 500 UCITS ETF		Large Cap Blend Equities
10%
GOOGL
Alphabet Inc.		Communication Services
4%
IWFQ.L
iShares MSCI World Quality Factor UCITS		Global Equities
9%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		Global Equities
9%
MSFT
Microsoft Corporation		Technology
4%
NVDA
NVIDIA Corporation		Technology
3%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
5%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating		Global Equities
40%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Denari VR Oficial, 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

0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.02%
9.39%
Denari VR Oficial
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 25, 2019, corresponding to the inception date of VWRA.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.10%1.42%10.08%26.58%13.42%10.87%
Denari VR Oficial19.52%0.59%9.02%29.68%17.69%N/A
Portfolio components:
CSP1.L
iShares Core S&P 500 UCITS ETF		18.55%1.23%9.47%27.43%14.61%14.91%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		15.08%-0.60%7.56%27.85%19.81%19.94%
IWFQ.L
iShares MSCI World Quality Factor UCITS		17.36%0.83%7.45%27.76%12.78%N/A
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		7.20%1.50%2.93%12.57%7.37%N/A
SMH
VanEck Vectors Semiconductor ETF		35.48%-3.97%8.53%62.34%33.48%28.25%
MSFT
Microsoft Corporation		15.13%2.90%3.55%31.37%26.02%26.89%
GOOGL
Alphabet Inc.		13.00%-3.25%6.89%14.88%20.24%18.02%
AMZN
Amazon.com, Inc.		21.69%4.42%5.97%31.70%14.93%27.60%
NVDA
NVIDIA Corporation		140.55%-4.39%34.67%171.38%90.20%74.60%
AAPL
Apple Inc		12.62%-4.44%24.66%24.06%31.27%25.39%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating		14.84%1.63%8.16%22.96%11.04%N/A

Monthly Returns

The table below presents the monthly returns of Denari VR Oficial, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.11%4.97%3.92%-2.71%4.52%5.09%-0.13%0.87%19.52%
20238.73%-1.34%5.81%1.51%3.61%5.88%3.89%-1.51%-4.60%-2.79%9.56%5.32%38.41%
2022-6.86%-1.76%3.35%-9.79%-1.42%-8.83%8.67%-4.34%-9.25%3.87%6.66%-4.45%-23.45%
20210.54%2.53%2.61%5.11%1.15%3.24%1.68%3.40%-4.38%5.96%1.00%3.08%28.76%
20200.50%-7.85%-9.23%10.82%4.37%4.61%5.20%8.82%-3.77%-2.69%11.40%4.60%27.07%
2019-0.47%-2.96%2.68%3.68%3.68%4.15%11.02%

Expense Ratio

Denari VR Oficial has an expense ratio of 0.20%, 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.

CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Expense ratio chart for CNX1.L: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: 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%
IWFQ.L
iShares MSCI World Quality Factor UCITS
Expense ratio chart for IWFQ.L: 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%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF
Expense ratio chart for IWFV.L: 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%
CSP1.L
iShares Core S&P 500 UCITS ETF
Expense ratio chart for CSP1.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
Expense ratio chart for VWRA.L: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Denari VR Oficial is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Denari VR Oficial is 8989
Denari VR Oficial
The Sharpe Ratio Rank of Denari VR Oficial is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of Denari VR Oficial is 8888Sortino Ratio Rank
The Omega Ratio Rank of Denari VR Oficial is 9292Omega Ratio Rank
The Calmar Ratio Rank of Denari VR Oficial is 8888Calmar Ratio Rank
The Martin Ratio Rank of Denari VR Oficial is 8787Martin 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.

Denari VR Oficial
Sharpe ratio
The chart of Sharpe ratio for Denari VR Oficial, currently valued at 2.56, compared to the broader market-1.000.001.002.003.004.002.56
Sortino ratio
The chart of Sortino ratio for Denari VR Oficial, currently valued at 3.42, compared to the broader market-2.000.002.004.003.42
Omega ratio
The chart of Omega ratio for Denari VR Oficial, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for Denari VR Oficial, currently valued at 3.34, compared to the broader market0.002.004.006.008.003.34
Martin ratio
The chart of Martin ratio for Denari VR Oficial, currently valued at 13.33, compared to the broader market0.0010.0020.0030.0013.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0010.0020.0030.0010.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSP1.L
iShares Core S&P 500 UCITS ETF		2.483.431.452.6313.84
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		1.822.441.332.278.17
IWFQ.L
iShares MSCI World Quality Factor UCITS		2.463.471.442.4913.27
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		1.101.591.211.335.82
SMH
VanEck Vectors Semiconductor ETF		2.022.531.342.748.64
MSFT
Microsoft Corporation		1.882.441.322.387.30
GOOGL
Alphabet Inc.		0.761.141.160.962.81
AMZN
Amazon.com, Inc.		1.532.131.281.207.71
NVDA
NVIDIA Corporation		3.633.731.496.8922.07
AAPL
Apple Inc		1.101.691.211.463.44
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating		2.193.141.411.8913.68

Sharpe Ratio

The current Denari VR Oficial Sharpe ratio is 2.58. 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 1.68 to 2.31, 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 Denari VR Oficial 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 Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.56
1.96
Denari VR Oficial
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Denari VR Oficial granted a 0.07% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Denari VR Oficial0.07%0.08%0.18%0.09%0.13%0.39%0.32%0.27%0.25%0.40%0.32%0.38%
Portfolio components:
CSP1.L
iShares Core S&P 500 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%
CNX1.L
iShares NASDAQ 100 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%
IWFQ.L
iShares MSCI World Quality Factor UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWFV.L
iShares Edge MSCI World Value Factor 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%
SMH
VanEck Vectors Semiconductor ETF		0.44%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOGL
Alphabet Inc.		0.25%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%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
AAPL
Apple Inc		0.45%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD 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%

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
-2.75%
-0.60%
Denari VR Oficial
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Denari VR Oficial. 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 Denari VR Oficial was 31.60%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current Denari VR Oficial drawdown is 2.62%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.6%Feb 20, 202023Mar 23, 202078Jul 13, 2020101
-29.41%Jan 4, 2022200Oct 11, 2022204Jul 28, 2023404
-9.99%Jul 11, 202418Aug 5, 2024———
-9.71%Jul 31, 202364Oct 26, 202317Nov 20, 202381
-9.04%Sep 3, 202013Sep 21, 202035Nov 9, 202048

Volatility

Volatility Chart

The current Denari VR Oficial volatility is 4.13%, 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
4.13%
4.09%
Denari VR Oficial
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.
IWFV.LAMZNAAPLGOOGLNVDAMSFTVWRA.LSMHCSP1.LIWFQ.LCNX1.L
IWFV.L1.000.250.320.320.320.290.810.450.800.820.63
AMZN0.251.000.620.670.610.700.360.610.410.390.50
AAPL0.320.621.000.640.590.690.400.640.440.430.50
GOOGL0.320.670.641.000.590.750.400.630.450.450.50
NVDA0.320.610.590.591.000.670.410.850.440.450.51
MSFT0.290.700.690.750.671.000.390.700.470.460.52
VWRA.L0.810.360.400.400.410.391.000.490.890.900.83
SMH0.450.610.640.630.850.700.491.000.510.530.54
CSP1.L0.800.410.440.450.440.470.890.511.000.970.90
IWFQ.L0.820.390.430.450.450.460.900.530.971.000.88
CNX1.L0.630.500.500.500.510.520.830.540.900.881.00
The correlation results are calculated based on daily price changes starting from Jul 26, 2019