Portfolio 90/10 Ireland Funds
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | Global Bonds | 10% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | Emerging Markets Equities | 9.10% |
SWRD.L SPDR MSCI World UCITS ETF | Large Cap Growth Equities | 80.90% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 4, 2019, corresponding to the inception date of SWRD.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| Portfolio 90/10 Ireland Funds | 2.46% | 9.92% | 0.80% | 11.49% | 13.25% | N/A |
| Portfolio components: | ||||||
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 1.03% | 0.54% | 1.36% | 5.40% | -0.15% | N/A |
SWRD.L SPDR MSCI World UCITS ETF | 1.98% | 10.94% | 0.29% | 12.36% | 15.40% | N/A |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 8.17% | 11.77% | 4.50% | 9.88% | 8.54% | 3.65% |
Monthly Returns
The table below presents the monthly returns of Portfolio 90/10 Ireland Funds, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.27% | -2.07% | -3.37% | 0.76% | 4.05% | 2.46% | |||||||
| 2024 | 0.81% | 2.93% | 3.35% | -2.67% | 2.50% | 3.47% | 1.19% | 1.67% | 2.42% | -1.66% | 3.50% | -1.83% | 16.56% |
| 2023 | 6.30% | -2.06% | 2.47% | 1.48% | -1.17% | 5.68% | 3.27% | -2.23% | -3.77% | -3.38% | 8.63% | 5.21% | 21.32% |
| 2022 | -4.83% | -1.91% | 2.47% | -6.90% | -1.37% | -7.55% | 6.01% | -2.66% | -7.97% | 4.24% | 5.04% | -2.00% | -17.26% |
| 2021 | -0.01% | 2.10% | 2.32% | 3.76% | 1.63% | 1.07% | 1.17% | 2.07% | -3.27% | 3.97% | -1.76% | 3.35% | 17.40% |
| 2020 | -0.58% | -8.24% | -10.07% | 8.63% | 3.21% | 3.27% | 4.71% | 6.01% | -2.48% | -2.73% | 10.96% | 4.19% | 15.62% |
| 2019 | 1.19% | 2.78% | -4.68% | 5.72% | 1.03% | -2.81% | 2.41% | 2.04% | 2.60% | 2.72% | 13.32% |
Expense Ratio
Portfolio 90/10 Ireland Funds has an expense ratio of 0.12%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio 90/10 Ireland Funds is 54, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 1.24 | 1.77 | 1.22 | 0.62 | 5.44 |
SWRD.L SPDR MSCI World UCITS ETF | 0.75 | 1.08 | 1.16 | 0.73 | 3.12 |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.54 | 0.81 | 1.11 | 0.40 | 1.53 |
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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.
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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.
The current Portfolio 90/10 Ireland Funds drawdown is 3.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.71% | Feb 18, 2020 | 25 | Mar 23, 2020 | 98 | Aug 12, 2020 | 123 |
| -24.55% | Nov 9, 2021 | 232 | Oct 12, 2022 | 323 | Jan 24, 2024 | 555 |
| -14.9% | Feb 18, 2025 | 37 | Apr 9, 2025 | — | — | — |
| -6.8% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.29% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
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 3 assets, with an effective number of assets of 1.49, 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
| ^GSPC | AGGU.L | EIMI.L | SWRD.L | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.04 | 0.47 | 0.59 | 0.59 |
| AGGU.L | 0.04 | 1.00 | -0.01 | 0.03 | 0.06 |
| EIMI.L | 0.47 | -0.01 | 1.00 | 0.73 | 0.78 |
| SWRD.L | 0.59 | 0.03 | 0.73 | 1.00 | 1.00 |
| Portfolio | 0.59 | 0.06 | 0.78 | 1.00 | 1.00 |