test1
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | Large Cap Growth Equities | 33.33% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 33.33% |
VUAA.L Vanguard S&P 500 UCITS ETF | Large Cap Growth Equities | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is May 16, 2019, corresponding to the inception date of VUAA.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% |
test1 | -1.22% | 10.09% | -2.58% | 12.80% | 16.63% | N/A |
Portfolio components: | ||||||
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | -1.67% | 10.56% | -2.85% | 12.55% | 16.47% | 12.23% |
VUAA.L Vanguard S&P 500 UCITS ETF | -1.76% | 10.55% | -2.87% | 12.49% | 16.44% | N/A |
SPY SPDR S&P 500 ETF | -0.23% | 9.19% | -2.01% | 13.36% | 16.98% | 12.59% |
Monthly Returns
The table below presents the monthly returns of test1, 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 | 2.96% | -2.85% | -5.57% | -0.73% | 5.34% | -1.22% | |||||||
2024 | 1.93% | 4.45% | 3.45% | -3.47% | 3.46% | 4.97% | 0.81% | 1.63% | 2.46% | -0.37% | 5.62% | -1.89% | 25.14% |
2023 | 5.89% | -1.76% | 3.00% | 1.69% | 0.53% | 6.59% | 3.30% | -1.36% | -4.59% | -2.84% | 9.13% | 5.12% | 26.53% |
2022 | -6.00% | -2.15% | 4.51% | -8.19% | -1.52% | -8.13% | 8.63% | -3.12% | -8.29% | 6.53% | 3.41% | -4.01% | -18.51% |
2021 | -0.29% | 2.79% | 4.17% | 5.19% | 0.79% | 2.09% | 2.48% | 3.07% | -4.17% | 6.19% | -0.33% | 4.30% | 29.14% |
2020 | 0.39% | -9.21% | -10.33% | 11.24% | 3.94% | 2.07% | 5.67% | 7.57% | -3.42% | -2.96% | 10.54% | 3.79% | 17.87% |
2019 | -4.15% | 6.37% | 2.47% | -2.59% | 2.09% | 1.92% | 3.90% | 2.68% | 12.97% |
Expense Ratio
test1 has an expense ratio of 0.08%, 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 test1 is 35, 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 | |
---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.71 | 0.94 | 1.14 | 0.58 | 2.26 |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.71 | 0.95 | 1.14 | 0.59 | 2.25 |
SPY SPDR S&P 500 ETF | 0.65 | 0.95 | 1.14 | 0.61 | 2.37 |
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Dividends
Dividend yield
test1 provided a 0.41% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.41% | 0.40% | 0.47% | 0.55% | 0.40% | 0.51% | 0.58% | 0.68% | 0.60% | 0.68% | 0.69% | 0.62% |
Portfolio components: | ||||||||||||
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.23% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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 test1. 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 test1 was 33.89%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current test1 drawdown is 7.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 11, 2020 | 122 |
-24.33% | Dec 31, 2021 | 203 | Oct 12, 2022 | 301 | Dec 13, 2023 | 504 |
-18.12% | Feb 20, 2025 | 33 | Apr 7, 2025 | — | — | — |
-8.73% | Sep 3, 2020 | 16 | Sep 24, 2020 | 32 | Nov 9, 2020 | 48 |
-7.86% | Jul 17, 2024 | 14 | Aug 5, 2024 | 20 | Sep 2, 2024 | 34 |
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 3.00, 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 | SPY | VUAA.L | CSPX.L | Portfolio | |
---|---|---|---|---|---|
^GSPC | 1.00 | 1.00 | 0.58 | 0.58 | 0.80 |
SPY | 1.00 | 1.00 | 0.57 | 0.57 | 0.80 |
VUAA.L | 0.58 | 0.57 | 1.00 | 0.99 | 0.93 |
CSPX.L | 0.58 | 0.57 | 0.99 | 1.00 | 0.93 |
Portfolio | 0.80 | 0.80 | 0.93 | 0.93 | 1.00 |