Growth 2.77
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | Technology Equities | 15% |
IWFQ.L iShares MSCI World Quality Factor UCITS | Global Equities | 60% |
MINV.L iShares Edge MSCI World Minimum Volatility UCITS ETF | Global Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Growth 2.77, 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 Nov 23, 2015, corresponding to the inception date of IITU.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| Growth 2.77 | 21.57% | 0.51% | 11.46% | 30.56% | 13.08% | N/A |
| Portfolio components: | ||||||
MINV.L iShares Edge MSCI World Minimum Volatility UCITS ETF | 15.78% | 0.54% | 10.70% | 21.95% | 6.18% | 9.87% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 35.26% | 1.86% | 19.95% | 45.11% | 25.46% | N/A |
IWFQ.L iShares MSCI World Quality Factor UCITS | 20.45% | 0.15% | 9.48% | 30.41% | 12.76% | 12.86% |
Monthly Returns
The table below presents the monthly returns of Growth 2.77, 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 | 2.29% | 3.89% | 2.87% | -3.65% | 4.12% | 4.45% | 0.59% | 2.86% | 1.14% | -1.40% | 21.57% | ||
| 2023 | 4.57% | -2.25% | 4.68% | 2.24% | 0.70% | 4.78% | 2.80% | -0.99% | -4.42% | -1.89% | 8.32% | 4.87% | 25.14% |
| 2022 | -7.86% | -1.88% | 4.31% | -6.86% | -2.81% | -7.25% | 6.66% | -3.75% | -7.58% | 4.77% | 6.27% | -2.55% | -18.49% |
| 2021 | -1.43% | 1.18% | 3.85% | 4.35% | 1.76% | 2.22% | 2.94% | 2.48% | -5.14% | 5.48% | 0.12% | 3.81% | 23.35% |
| 2020 | 0.95% | -9.28% | -8.32% | 8.43% | 3.71% | 2.44% | 3.31% | 7.54% | -2.58% | -3.74% | 9.67% | 4.22% | 15.19% |
| 2019 | 6.22% | 4.93% | 2.44% | 2.92% | -4.40% | 5.88% | 1.55% | -2.03% | 2.11% | 2.35% | 3.28% | 3.14% | 31.73% |
| 2018 | 3.66% | -2.38% | -2.22% | 1.47% | 1.66% | -0.05% | 2.59% | 2.03% | 0.65% | -6.28% | -0.01% | -6.17% | -5.49% |
| 2017 | 1.10% | 3.74% | 1.99% | 1.24% | 2.68% | -0.21% | 2.10% | 0.83% | 0.95% | 3.22% | 2.45% | 1.46% | 23.74% |
| 2016 | -4.60% | 1.45% | 5.95% | -0.90% | 1.20% | 0.58% | 3.59% | -0.14% | 0.22% | -2.05% | 0.54% | 1.82% | 7.53% |
| 2015 | -0.26% | -1.23% | -1.49% |
Expense Ratio
Growth 2.77 features an expense ratio of 0.29%, 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 Growth 2.77 is 70, 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 | |
|---|---|---|---|---|---|
MINV.L iShares Edge MSCI World Minimum Volatility UCITS ETF | 2.87 | 4.16 | 1.52 | 2.84 | 16.86 |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 2.20 | 2.86 | 1.38 | 3.10 | 10.31 |
IWFQ.L iShares MSCI World Quality Factor UCITS | 2.68 | 3.84 | 1.49 | 4.30 | 15.51 |
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 Growth 2.77. 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 Growth 2.77 was 31.14%, occurring on Mar 23, 2020. Recovery took 101 trading sessions.
The current Growth 2.77 drawdown is 0.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.14% | Feb 18, 2020 | 25 | Mar 23, 2020 | 101 | Aug 17, 2020 | 126 |
| -26.93% | Jan 4, 2022 | 194 | Oct 11, 2022 | 297 | Dec 13, 2023 | 491 |
| -15.12% | Oct 2, 2018 | 60 | Dec 24, 2018 | 58 | Mar 19, 2019 | 118 |
| -11.26% | Dec 3, 2015 | 32 | Jan 20, 2016 | 47 | Mar 29, 2016 | 79 |
| -8.75% | Jan 29, 2018 | 10 | Feb 9, 2018 | 111 | Jul 20, 2018 | 121 |
Volatility
Volatility Chart
The current Growth 2.77 volatility is 2.79%, 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.
Diversification
Asset Correlations Table
| MINV.L | IITU.L | IWFQ.L | |
|---|---|---|---|
| MINV.L | 1.00 | 0.64 | 0.83 |
| IITU.L | 0.64 | 1.00 | 0.86 |
| IWFQ.L | 0.83 | 0.86 | 1.00 |