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ETF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SGLN.L 10%QQQ 80%SMH 10%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities

10%

QQQ
Invesco QQQ
Large Cap Blend Equities

80%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


200.00%300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2024FebruaryMarchApril
745.16%
289.86%
ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 12, 2011, corresponding to the inception date of SGLN.L

Returns By Period

As of Apr 13, 2024, the ETF returned 10.08% Year-To-Date and 18.42% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
ETF10.08%1.15%23.84%40.40%20.20%18.31%
QQQ
Invesco QQQ
7.16%-0.07%20.44%38.49%19.09%18.26%
SMH
VanEck Vectors Semiconductor ETF
26.20%0.56%49.62%76.14%33.54%28.51%
SGLN.L
iShares Physical Gold ETC
16.76%11.25%25.31%20.61%12.92%6.02%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.99%5.67%2.48%
2023-5.24%-1.32%10.32%5.59%

Expense Ratio

The ETF has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

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.


ETF
Sharpe ratio
The chart of Sharpe ratio for ETF, currently valued at 2.71, compared to the broader market0.002.004.002.71
Sortino ratio
The chart of Sortino ratio for ETF, currently valued at 3.77, compared to the broader market-2.000.002.004.006.003.77
Omega ratio
The chart of Omega ratio for ETF, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.801.47
Calmar ratio
The chart of Calmar ratio for ETF, currently valued at 2.13, compared to the broader market0.002.004.006.008.0010.0012.002.13
Martin ratio
The chart of Martin ratio for ETF, currently valued at 13.27, compared to the broader market0.0010.0020.0030.0040.0050.0013.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
2.473.411.431.7612.61
SMH
VanEck Vectors Semiconductor ETF
2.803.801.463.3915.39
SGLN.L
iShares Physical Gold ETC
1.662.581.301.714.52

Sharpe Ratio

The current ETF Sharpe ratio is 2.71. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.71

The Sharpe ratio of ETF is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.71
2.15
ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF granted a 0.53% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF0.53%0.55%0.88%0.44%0.58%1.20%1.10%0.95%1.01%1.22%1.36%1.12%
QQQ
Invesco QQQ
0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.25%
-2.49%
ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF. 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 ETF was 33.78%, occurring on Oct 14, 2022. Recovery took 282 trading sessions.

The current ETF drawdown is 1.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.78%Nov 22, 2021234Oct 14, 2022282Nov 20, 2023516
-26.84%Feb 20, 202018Mar 16, 202054Jun 2, 202072
-20%Aug 30, 201883Dec 24, 201861Mar 21, 2019144
-13.29%Dec 7, 201545Feb 9, 2016106Jul 8, 2016151
-13.22%Jul 27, 201118Aug 19, 201149Oct 27, 201167

Volatility

Volatility Chart

The current ETF volatility is 3.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.61%
3.24%
ETF
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SGLN.LSMHQQQ
SGLN.L1.000.020.04
SMH0.021.000.82
QQQ0.040.821.00