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(no name)

Last updated Mar 18, 2023

Expense Ratio

0.32%

Dividend Yield

1.76%

Asset Allocation


ACWI 100%EquityEquity
PositionCategory/SectorWeight
ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities100%

Performance

The chart shows the growth of $10,000 invested in (no name) in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,156 for a total return of roughly 131.56%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
9.49%
6.48%
(no name)
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the (no name) returned 1.99% Year-To-Date and 7.73% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%7.32%9.71%
(no name)-5.71%1.99%2.94%-9.09%5.29%7.73%
ACWI
iShares MSCI ACWI ETF
-5.71%1.99%2.94%-9.09%5.29%7.73%

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 (no name) Sharpe ratio is -0.42. 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.


-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.42
-0.43
(no name)
Benchmark (^GSPC)
Portfolio components

Dividends

(no name) granted a 1.76% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.76%1.79%1.74%1.48%2.45%2.42%2.14%2.46%2.94%2.66%2.28%2.76%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-17.20%
-18.34%
(no name)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the (no name). 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 (no name) is 56.00%, recorded on Mar 9, 2009. It took 983 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56%May 19, 2008204Mar 9, 2009983Feb 1, 20131187
-33.52%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.42%Jan 4, 2022195Oct 12, 2022
-19.49%Jan 29, 2018229Dec 24, 2018145Jul 24, 2019374
-19.43%May 22, 2015183Feb 11, 2016226Jan 4, 2017409
-9.19%Sep 8, 201429Oct 16, 201486Feb 20, 2015115
-8.88%May 22, 201323Jun 24, 201354Sep 10, 201377
-7.51%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.66%Jan 2, 201422Feb 3, 201417Feb 27, 201439
-6.53%Jul 25, 201915Aug 14, 201950Oct 24, 201965

Volatility Chart

Current (no name) volatility is 20.07%. 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
20.07%
21.17%
(no name)
Benchmark (^GSPC)
Portfolio components