WB
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 90% |
TRSG.L Invesco US Treasury Bond UCITS ETF A | Government Bonds | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WB, 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 Jan 11, 2019, corresponding to the inception date of TRSG.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| WB | 23.67% | 2.58% | 13.33% | 33.53% | 13.71% | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 26.77% | 2.99% | 14.78% | 37.43% | 15.47% | 13.33% |
TRSG.L Invesco US Treasury Bond UCITS ETF A | -1.95% | -1.23% | 0.72% | 1.94% | -2.97% | N/A |
Monthly Returns
The table below presents the monthly returns of WB, 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 | 1.41% | 4.60% | 2.92% | -3.86% | 4.71% | 3.20% | 1.27% | 2.26% | 1.87% | -1.01% | 23.67% | ||
| 2023 | 5.84% | -2.57% | 3.58% | 1.54% | 0.34% | 5.64% | 2.90% | -1.50% | -4.59% | -2.04% | 8.51% | 4.33% | 23.30% |
| 2022 | -4.94% | -2.75% | 3.03% | -8.18% | 0.19% | -7.49% | 8.43% | -3.93% | -8.70% | 7.10% | 5.34% | -5.33% | -17.66% |
| 2021 | -1.03% | 2.27% | 4.01% | 4.82% | 0.63% | 2.09% | 2.31% | 2.66% | -4.37% | 6.34% | -0.62% | 4.11% | 25.25% |
| 2020 | 0.15% | -6.81% | -10.86% | 11.50% | 4.28% | 1.61% | 5.35% | 6.24% | -3.45% | -2.33% | 9.81% | 3.33% | 17.72% |
| 2019 | 1.60% | 2.98% | 1.80% | 3.65% | -5.56% | 6.27% | 1.32% | -1.16% | 1.62% | 2.01% | 3.23% | 2.60% | 21.83% |
Expense Ratio
WB has an expense ratio of 0.09%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of WB is 49, 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 2.76 | 3.69 | 1.52 | 3.95 | 17.89 |
TRSG.L Invesco US Treasury Bond UCITS ETF A | 0.02 | 0.40 | 1.15 | 0.03 | 0.05 |
Dividends
Dividend yield
WB provided a 1.06% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.06% | 1.26% | 1.49% | 1.08% | 1.37% | 1.57% | 1.84% | 1.62% | 1.83% | 1.86% | 1.68% | 1.63% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
TRSG.L Invesco US Treasury Bond UCITS ETF A | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the WB. 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 WB was 29.86%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current WB drawdown is 0.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.86% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 5, 2020 | 118 |
| -23.49% | Jan 4, 2022 | 201 | Oct 12, 2022 | 304 | Dec 18, 2023 | 505 |
| -8.73% | Sep 3, 2020 | 15 | Sep 23, 2020 | 37 | Nov 13, 2020 | 52 |
| -7.32% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -5.73% | May 6, 2019 | 20 | Jun 3, 2019 | 13 | Jun 20, 2019 | 33 |
Volatility
Volatility Chart
The current WB volatility is 3.46%, 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
| SPY | TRSG.L | |
|---|---|---|
| SPY | 1.00 | 0.07 |
| TRSG.L | 0.07 | 1.00 |