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(no name)

Last updated Mar 21, 2023

Expense Ratio

0.24%

Dividend Yield

1.63%

Asset Allocation


URTH 100%EquityEquity
PositionCategory/SectorWeight
URTH
iShares MSCI World 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 $27,924 for a total return of roughly 179.24%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
10.95%
7.43%
(no name)
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the (no name) returned 3.23% Year-To-Date and 8.73% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%7.79%8.70%
(no name)-3.51%3.23%5.18%-9.58%6.93%8.73%
URTH
iShares MSCI World ETF
-3.51%3.23%5.18%-9.58%6.93%8.73%

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 -0.38. 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
-0.38
-0.45
(no name)
Benchmark (^GSPC)
Portfolio components

Dividends

(no name) granted a 1.63% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.63%1.68%1.52%1.57%2.26%2.47%2.07%2.40%2.69%2.71%1.25%3.26%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-15.77%
-17.62%
(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 34.01%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.01%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.05%Jan 5, 2022194Oct 12, 2022
-18.89%May 20, 2015184Feb 11, 2016212Dec 13, 2016396
-18.58%Jan 29, 2018229Dec 24, 201886Apr 30, 2019315
-11.39%Mar 28, 201222Jun 5, 201221Sep 7, 201243
-10.77%May 22, 201317Jun 24, 201312Jul 18, 201329
-9.32%Jul 7, 201473Oct 16, 201483Feb 17, 2015156
-8.1%Sep 3, 202041Oct 30, 20206Nov 9, 202047
-7%Sep 17, 201218Nov 14, 201213Dec 20, 201231
-6.85%Aug 12, 20139Aug 27, 201312Sep 18, 201321

Volatility Chart

Current (no name) volatility is 21.05%. 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.


15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
21.05%
20.82%
(no name)
Benchmark (^GSPC)
Portfolio components