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Portfolio 80/20 Ireland Funds

Last updated Mar 18, 2023

Expense Ratio

0.12%

Dividend Yield

0.00%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Portfolio 80/20 Ireland Funds in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,726 for a total return of roughly 27.26%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
8.68%
6.91%
Portfolio 80/20 Ireland Funds
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the Portfolio 80/20 Ireland Funds returned 2.36% Year-To-Date and 6.14% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.11%-10.42%6.94%6.94%
Portfolio 80/20 Ireland Funds-3.70%2.36%2.50%-6.98%6.14%6.14%
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
1.53%2.88%1.43%-4.28%0.09%0.09%
SWRD.L
SPDR MSCI World UCITS ETF
-4.87%2.51%2.92%-7.49%8.03%8.03%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
-5.96%-0.77%0.11%-11.79%0.52%0.52%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Portfolio 80/20 Ireland Funds Sharpe ratio is -0.43. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.43
-0.45
Portfolio 80/20 Ireland Funds
Benchmark (^GSPC)
Portfolio components

Dividends


Portfolio 80/20 Ireland Funds doesn't pay dividends

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-15.02%
-18.86%
Portfolio 80/20 Ireland Funds
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Portfolio 80/20 Ireland Funds. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Portfolio 80/20 Ireland Funds is 27.53%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.53%Feb 20, 202023Mar 23, 202097Aug 11, 2020120
-23.34%Nov 9, 2021231Oct 12, 2022
-5.61%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-5.6%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-5.23%Feb 16, 202114Mar 5, 202120Apr 6, 202134
-5.09%Sep 7, 202120Oct 4, 202123Nov 4, 202143
-4.78%Jul 5, 201930Aug 15, 201924Sep 19, 201954
-4.51%May 2, 201920May 31, 201914Jun 20, 201934
-3.11%Sep 20, 201910Oct 3, 201913Oct 22, 201923
-2.76%Jan 22, 20216Jan 29, 20215Feb 5, 202111

Volatility Chart

Current Portfolio 80/20 Ireland Funds volatility is 11.05%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
16.23%
21.17%
Portfolio 80/20 Ireland Funds
Benchmark (^GSPC)
Portfolio components