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CW8 (msci world) 100%
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


URTH 100%EquityEquity
PositionCategory/SectorWeight
URTH
iShares MSCI World ETF
Large Cap Growth Equities

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CW8 (msci world) 100%, 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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
12.30%
14.78%
CW8 (msci world) 100%
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 12, 2012, corresponding to the inception date of URTH

Returns By Period

As of Jun 15, 2024, the CW8 (msci world) 100% returned 11.09% Year-To-Date and 9.42% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.04%3.47%15.07%24.43%13.22%10.85%
CW8 (msci world) 100%11.77%1.32%12.30%20.60%11.98%9.37%
URTH
iShares MSCI World ETF
11.77%1.32%12.30%20.60%11.98%9.37%

Monthly Returns

The table below presents the monthly returns of CW8 (msci world) 100%, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.89%4.53%3.30%-3.96%4.70%11.77%
20237.10%-2.59%3.24%1.80%-0.99%6.01%3.23%-2.21%-4.40%-2.55%9.11%4.96%23.95%
2022-5.17%-2.91%2.87%-8.38%0.44%-8.59%8.13%-4.58%-9.37%7.47%7.47%-4.67%-17.97%
2021-0.82%2.49%3.69%4.32%1.61%1.57%1.79%2.48%-4.21%5.84%-2.05%4.01%22.27%
2020-1.06%-8.25%-13.09%10.82%5.03%2.62%4.89%6.53%-3.34%-3.00%12.86%3.93%15.78%
20197.72%2.98%1.49%3.72%-5.79%6.34%0.93%-2.20%2.16%2.55%2.80%3.05%28.15%
20185.19%-4.36%-1.70%0.74%0.67%0.15%3.01%1.14%0.75%-7.14%1.13%-7.64%-8.56%
20172.78%2.62%1.02%1.68%2.08%0.40%2.43%0.08%2.11%2.13%1.96%1.57%22.95%
2016-6.11%-0.58%6.77%1.07%0.81%-0.75%4.15%0.33%0.29%-2.12%1.67%2.08%7.31%
2015-2.50%6.68%-1.44%1.78%0.43%-2.71%2.63%-6.57%-3.55%6.96%0.28%-1.76%-0.64%
2014-4.11%5.28%0.36%-0.62%3.18%1.30%-1.64%2.77%-3.21%0.85%1.79%-1.25%4.37%
20134.70%0.64%2.11%2.70%2.60%-4.34%5.82%-1.69%5.62%2.55%2.03%1.58%26.66%

Expense Ratio

CW8 (msci world) 100% has a high expense ratio of 0.24%, 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.


Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CW8 (msci world) 100% is 54, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of CW8 (msci world) 100% is 5454
CW8 (msci world) 100%
The Sharpe Ratio Rank of CW8 (msci world) 100% is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of CW8 (msci world) 100% is 5858Sortino Ratio Rank
The Omega Ratio Rank of CW8 (msci world) 100% is 5757Omega Ratio Rank
The Calmar Ratio Rank of CW8 (msci world) 100% is 5151Calmar Ratio Rank
The Martin Ratio Rank of CW8 (msci world) 100% is 5252Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


CW8 (msci world) 100%
Sharpe ratio
The chart of Sharpe ratio for CW8 (msci world) 100%, currently valued at 1.82, compared to the broader market0.002.004.001.82
Sortino ratio
The chart of Sortino ratio for CW8 (msci world) 100%, currently valued at 2.63, compared to the broader market-2.000.002.004.006.002.63
Omega ratio
The chart of Omega ratio for CW8 (msci world) 100%, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for CW8 (msci world) 100%, currently valued at 1.52, compared to the broader market0.002.004.006.008.0010.001.52
Martin ratio
The chart of Martin ratio for CW8 (msci world) 100%, currently valued at 6.36, compared to the broader market0.0010.0020.0030.0040.0050.006.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market-2.000.002.004.006.003.07
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 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0010.0020.0030.0040.0050.008.12

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
URTH
iShares MSCI World ETF
1.822.631.321.526.36

Sharpe Ratio

The current CW8 (msci world) 100% Sharpe ratio is 1.88. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.39 to 2.34, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of CW8 (msci world) 100% with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
1.82
2.10
CW8 (msci world) 100%
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CW8 (msci world) 100% granted a 1.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
CW8 (msci world) 100%1.55%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%
URTH
iShares MSCI World ETF
1.55%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune00
CW8 (msci world) 100%
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CW8 (msci world) 100%. 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 CW8 (msci world) 100% was 34.01%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current CW8 (msci world) 100% drawdown is 0.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.01%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.05%Jan 5, 2022194Oct 12, 2022298Dec 19, 2023492
-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

Volatility

Volatility Chart

The current CW8 (msci world) 100% volatility is 2.42%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.42%
2.33%
CW8 (msci world) 100%
Benchmark (^GSPC)
Portfolio components