Current strategy
03-04-2023
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
^AW01 FTSE All World | 50% | |
IRBO iShares Robotics and Artificial Intelligence Multisector ETF | Robotics, Technology Equities | 25% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current strategy, 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
The earliest data available for this chart is Jun 28, 2018, corresponding to the inception date of IRBO
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.24% | 2.35% | 10.30% | 24.34% | 13.87% | 10.83% |
Current strategy | 8.24% | 1.29% | 4.79% | 14.40% | 9.97% | N/A |
Portfolio components: | ||||||
^AW01 FTSE All World | 13.63% | 2.84% | 9.04% | 20.70% | 9.74% | 6.49% |
IRBO iShares Robotics and Artificial Intelligence Multisector ETF | -8.35% | -4.46% | -6.14% | -0.82% | 6.19% | N/A |
XLV Health Care Select Sector SPDR Fund | 15.09% | 3.83% | 7.50% | 17.34% | 12.90% | 11.13% |
Monthly Returns
The table below presents the monthly returns of Current strategy, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.42% | 3.96% | 2.28% | -4.39% | 3.36% | 1.34% | 1.73% | 8.24% | |||||
2023 | 7.28% | -2.64% | 3.35% | -0.27% | -0.55% | 5.80% | 3.25% | -3.47% | -4.05% | -3.82% | 9.33% | 4.89% | 19.47% |
2022 | -6.93% | -2.55% | 1.82% | -8.80% | 0.13% | -7.15% | 5.94% | -4.08% | -8.88% | 5.80% | 7.51% | -3.49% | -20.41% |
2021 | 2.53% | 2.06% | 0.38% | 3.22% | 0.91% | 2.28% | 0.65% | 2.42% | -4.71% | 5.28% | -2.83% | 3.46% | 16.34% |
2020 | -1.23% | -6.87% | -11.18% | 12.19% | 4.79% | 2.75% | 5.52% | 5.59% | -3.11% | -1.82% | 11.54% | 4.77% | 22.23% |
2019 | 8.42% | 3.44% | 0.51% | 2.17% | -6.60% | 7.17% | -0.16% | -2.19% | 1.13% | 3.27% | 3.16% | 3.70% | 25.79% |
2018 | 0.52% | 3.09% | 2.95% | 0.77% | -8.99% | 3.22% | -8.01% | -7.10% |
Expense Ratio
Current strategy has an expense ratio of 0.15%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Current strategy is 15, indicating that it is in the bottom 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
---|---|---|---|---|---|
^AW01 FTSE All World | 2.06 | 2.77 | 1.39 | 1.28 | 8.61 |
IRBO iShares Robotics and Artificial Intelligence Multisector ETF | 0.08 | 0.24 | 1.03 | 0.04 | 0.31 |
XLV Health Care Select Sector SPDR Fund | 1.80 | 2.48 | 1.34 | 1.65 | 7.91 |
Dividends
Dividend yield
Current strategy granted a 0.57% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Current strategy | 0.57% | 0.62% | 0.55% | 0.94% | 0.50% | 0.71% | 0.48% | 0.37% | 0.40% | 0.36% | 0.33% | 0.38% |
Portfolio components: | ||||||||||||
^AW01 FTSE All World | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IRBO iShares Robotics and Artificial Intelligence Multisector ETF | 0.85% | 0.88% | 0.75% | 2.41% | 0.53% | 0.69% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLV Health Care Select Sector SPDR Fund | 1.43% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Current strategy. 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 Current strategy was 31.64%, occurring on Mar 23, 2020. Recovery took 85 trading sessions.
The current Current strategy drawdown is 1.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.64% | Feb 13, 2020 | 28 | Mar 23, 2020 | 85 | Jul 20, 2020 | 113 |
-29.24% | Nov 9, 2021 | 242 | Oct 12, 2022 | 451 | Jul 4, 2024 | 693 |
-18.1% | Sep 27, 2018 | 64 | Dec 25, 2018 | 134 | Jul 1, 2019 | 198 |
-8.14% | Feb 17, 2021 | 14 | Mar 8, 2021 | 70 | Jun 14, 2021 | 84 |
-8.13% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current Current strategy volatility is 4.87%, 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.
Diversification
Asset Correlations Table
XLV | IRBO | ^AW01 | |
---|---|---|---|
XLV | 1.00 | 0.51 | 0.66 |
IRBO | 0.51 | 1.00 | 0.83 |
^AW01 | 0.66 | 0.83 | 1.00 |