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A quiet trip..
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

A quiet trip..

Currency in USD · Last updated May 18, 2025

Asset Allocation

CRPA.L 14%VWOB 14%IUS5.DE 7%IAU 15%VWCE.DE 50%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
CRPA.L
iShares Global Corporate Bond UCITS ETF USD (Acc)		Global Corporate Bonds
14%
IAU
iShares Gold Trust		Precious Metals, Gold
15%
IUS5.DE
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)		Inflation-Protected Bonds
7%
VWCE.DE
Vanguard FTSE All-World UCITS ETF		Global Equities
50%
VWOB
Vanguard Emerging Markets Government Bond ETF		Emerging Markets Bonds
14%

Performance

Performance Chart

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

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.79%1.49%12.35%15.12%10.89%
A quiet trip..7.23%4.89%7.45%12.82%9.13%N/A
Portfolio components:
IAU
iShares Gold Trust		21.59%-3.88%24.46%31.76%12.37%9.94%
IUS5.DE
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)		4.74%-0.18%2.86%2.65%-0.79%0.62%
CRPA.L
iShares Global Corporate Bond UCITS ETF USD (Acc)		3.55%0.23%3.38%5.84%0.68%N/A
VWOB
Vanguard Emerging Markets Government Bond ETF		3.51%2.19%3.00%6.99%2.12%2.92%
VWCE.DE
Vanguard FTSE All-World UCITS ETF		5.23%10.75%5.36%12.25%13.73%N/A
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.28%-0.18%-0.07%1.51%2.54%7.23%
2024-0.28%1.78%3.50%-1.74%2.37%1.78%2.23%1.89%2.73%-1.01%1.61%-2.31%13.09%
20235.43%-3.21%3.56%1.10%-1.17%3.07%2.39%-1.85%-3.81%-1.01%6.71%4.33%15.96%
2022-3.98%-1.12%0.88%-5.90%-1.24%-6.00%4.21%-3.44%-6.81%1.93%7.03%-1.27%-15.48%
2021-1.12%-0.65%1.05%3.11%2.30%-0.31%1.34%1.19%-3.13%2.59%-1.22%2.58%7.81%
20200.24%-4.52%-8.09%6.24%3.54%3.24%5.69%2.86%-2.26%-1.38%6.18%4.14%15.74%
20190.08%0.38%0.29%1.62%0.74%3.03%6.26%

Expense Ratio

A quiet trip.. has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

IAU
iShares Gold Trust
VWCE.DE
Vanguard FTSE All-World UCITS ETF
IUS5.DE
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
CRPA.L
iShares Global Corporate Bond UCITS ETF USD (Acc)
VWOB
Vanguard Emerging Markets Government Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, A quiet trip.. is among the top 15% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of A quiet trip.. is 8585
Overall Rank
The Sharpe Ratio Rank of A quiet trip.. is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of A quiet trip.. is 8383
Sortino Ratio Rank
The Omega Ratio Rank of A quiet trip.. is 8484
Omega Ratio Rank
The Calmar Ratio Rank of A quiet trip.. is 8686
Calmar Ratio Rank
The Martin Ratio Rank of A quiet trip.. is 9090
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IAU
iShares Gold Trust		1.882.831.374.4812.39
IUS5.DE
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)		0.280.601.080.140.86
CRPA.L
iShares Global Corporate Bond UCITS ETF USD (Acc)		0.961.611.200.452.83
VWOB
Vanguard Emerging Markets Government Bond ETF		0.941.531.210.745.03
VWCE.DE
Vanguard FTSE All-World UCITS ETF		0.691.111.160.733.36

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

A quiet trip.. Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 1.24
  • 5-Year: 0.94
  • All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.57 to 1.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of A quiet trip.. compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

A quiet trip.. provided a 0.88% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.88%0.85%0.77%0.74%0.57%0.58%0.64%0.63%0.65%0.66%0.69%0.63%
Portfolio components:
IAU
iShares Gold Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUS5.DE
iShares Global Inflation Linked Government Bond 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%
CRPA.L
iShares Global Corporate Bond 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%
VWOB
Vanguard Emerging Markets Government Bond ETF		6.29%6.08%5.50%5.31%4.04%4.18%4.58%4.53%4.61%4.71%4.93%4.49%
VWCE.DE
Vanguard FTSE All-World 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%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the A quiet trip... 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 A quiet trip.. was 23.23%, occurring on Oct 14, 2022. Recovery took 357 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.23%Nov 9, 2021243Oct 14, 2022357Mar 4, 2024600
-22.75%Feb 20, 202023Mar 23, 202081Jul 15, 2020104
-8.15%Feb 21, 202534Apr 9, 202516May 2, 202550
-5.17%Sep 3, 202016Sep 24, 202032Nov 9, 202048
-4.96%Feb 16, 202114Mar 5, 202128Apr 15, 202142

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 3.16, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.
^GSPCIAUIUS5.DECRPA.LVWCE.DEVWOBPortfolio
^GSPC1.000.080.150.220.630.510.61
IAU0.081.000.350.320.140.310.42
IUS5.DE0.150.351.000.550.260.420.44
CRPA.L0.220.320.551.000.280.550.48
VWCE.DE0.630.140.260.281.000.400.92
VWOB0.510.310.420.550.401.000.58
Portfolio0.610.420.440.480.920.581.00
The correlation results are calculated based on daily price changes starting from Jul 26, 2019