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test1

Last updated Mar 22, 2023

Expense Ratio

0.08%

Dividend Yield

0.65%

Asset Allocation


CSPX.L 33.33%VUAA.L 33.33%SPY 33.33%EquityEquity

Performance

The chart shows the growth of $10,000 invested in test1 in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,636 for a total return of roughly 46.36%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2023FebruaryMarch
46.36%
39.17%
test1
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 22, 2023, the test1 returned 4.44% Year-To-Date and 10.17% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-1.87%4.25%2.64%-10.31%8.77%8.77%
test1-1.63%4.44%3.90%-8.84%10.17%10.17%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
-1.59%4.37%4.13%-8.87%10.00%10.00%
VUAA.L
Vanguard S&P 500 UCITS ETF
-1.62%4.25%4.04%-8.91%10.01%10.01%
SPY
SPDR S&P 500 ETF
-1.68%4.71%3.53%-8.74%10.51%10.51%

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 test1 Sharpe ratio is -0.62. 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
-0.62
-0.59
test1
Benchmark (^GSPC)
Portfolio components

Dividends

test1 granted a 0.65% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.65%0.55%0.41%0.52%0.61%0.73%0.66%0.75%0.78%0.72%0.72%0.88%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-15.40%
-16.55%
test1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the test1. 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 test1 is 33.89%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.89%Feb 20, 202023Mar 23, 202099Aug 11, 2020122
-24.42%Jan 4, 2022201Oct 12, 2022
-8.73%Sep 3, 202016Sep 24, 202032Nov 9, 202048
-5.73%Jul 29, 201914Aug 15, 201925Sep 19, 201939
-5.5%Sep 7, 202120Oct 4, 202115Oct 25, 202135
-4.49%May 17, 201911Jun 3, 20195Jun 10, 201916
-4.4%Feb 16, 202114Mar 5, 20214Mar 11, 202118
-4.2%Sep 20, 20199Oct 2, 201917Oct 25, 201926
-3.67%Nov 23, 20219Dec 3, 202114Dec 23, 202123
-3.5%May 10, 20213May 12, 202120Jun 10, 202123

Volatility Chart

Current test1 volatility is 22.52%. 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
21.00%
22.09%
test1
Benchmark (^GSPC)
Portfolio components