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Portfolio 90/10 Ireland Funds

Last updated Dec 9, 2023

Asset Allocation


AGGU.L 10%SWRD.L 80.9%EIMI.L 9.1%BondBondEquityEquity
PositionCategory/SectorWeight
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
Global Bonds10%
SWRD.L
SPDR MSCI World UCITS ETF
Large Cap Growth Equities80.9%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
Emerging Markets Equities9.1%

Performance

The chart shows the growth of an initial investment of $10,000 in Portfolio 90/10 Ireland Funds, 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


35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
47.78%
53.09%
Portfolio 90/10 Ireland Funds
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 4, 2019, corresponding to the inception date of SWRD.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Portfolio 90/10 Ireland Funds16.12%4.42%5.04%12.99%N/AN/A
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
4.22%2.42%1.68%1.85%0.76%N/A
SWRD.L
SPDR MSCI World UCITS ETF
18.86%5.48%6.09%15.83%N/AN/A
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
5.73%1.82%-0.62%4.70%3.09%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.17%5.68%3.27%-2.23%-3.77%-3.38%8.63%

Sharpe Ratio

The current Portfolio 90/10 Ireland Funds Sharpe ratio is 1.07. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.07

The Sharpe ratio of Portfolio 90/10 Ireland Funds lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.07
1.16
Portfolio 90/10 Ireland Funds
Benchmark (^GSPC)
Portfolio components

Dividend yield


Portfolio 90/10 Ireland Funds doesn't pay dividends

Expense Ratio

The Portfolio 90/10 Ireland Funds features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.18%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
0.34
SWRD.L
SPDR MSCI World UCITS ETF
1.13
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.30

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AGGU.LSWRD.LEIMI.L
AGGU.L1.000.00-0.03
SWRD.L0.001.000.73
EIMI.L-0.030.731.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-4.41%
-5.31%
Portfolio 90/10 Ireland Funds
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio 90/10 Ireland Funds. 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 Portfolio 90/10 Ireland Funds was 30.71%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.71%Feb 18, 202025Mar 23, 202098Aug 12, 2020123
-24.55%Nov 9, 2021231Oct 12, 2022
-6.29%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-6.21%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-5.71%Feb 16, 202114Mar 5, 202120Apr 6, 202134

Volatility Chart

The current Portfolio 90/10 Ireland Funds volatility is 2.54%, 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%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.54%
2.42%
Portfolio 90/10 Ireland Funds
Benchmark (^GSPC)
Portfolio components
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