CW8 (msci world) 100%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
URTH iShares MSCI World ETF | Large Cap Growth Equities | 100% |
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
The earliest data available for this chart is Jan 12, 2012, corresponding to the inception date of URTH
Returns By Period
As of Nov 14, 2024, the CW8 (msci world) 100% returned 20.48% Year-To-Date and 10.28% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| CW8 (msci world) 100% | 20.48% | 1.27% | 9.44% | 28.59% | 12.42% | 10.26% |
| Portfolio components: | ||||||
URTH iShares MSCI World ETF | 20.48% | 1.27% | 9.44% | 28.59% | 12.42% | 10.26% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.89% | 4.53% | 3.30% | -3.96% | 4.70% | 2.05% | 1.68% | 2.81% | 1.77% | -2.03% | 20.48% | ||
| 2023 | 7.10% | -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% |
| 2019 | 7.72% | 2.98% | 1.49% | 3.72% | -5.79% | 6.34% | 0.93% | -2.20% | 2.16% | 2.55% | 2.80% | 3.05% | 28.15% |
| 2018 | 5.19% | -4.36% | -1.70% | 0.74% | 0.67% | 0.15% | 3.01% | 1.14% | 0.75% | -7.14% | 1.13% | -7.64% | -8.56% |
| 2017 | 2.78% | 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% |
| 2013 | 4.70% | 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 an expense ratio of 0.24%, 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 CW8 (msci world) 100% is 61, 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.
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 | |
|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 2.67 | 3.62 | 1.49 | 3.83 | 17.10 |
Dividends
Dividend yield
CW8 (msci world) 100% provided a 1.43% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.43% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
| Portfolio components: | ||||||||||||
URTH iShares MSCI World ETF | 1.43% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.19 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.19 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.17 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.09 | $2.26 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $1.84 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.03 | $2.03 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.79 | $1.71 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $2.13 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.76 | $1.81 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $1.66 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $1.57 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $1.64 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.98 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $1.66 |
| 2013 | $0.35 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.73 |
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 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 0.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.01% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -26.05% | Jan 5, 2022 | 194 | Oct 12, 2022 | 298 | Dec 19, 2023 | 492 |
| -18.89% | May 20, 2015 | 184 | Feb 11, 2016 | 212 | Dec 13, 2016 | 396 |
| -18.58% | Jan 29, 2018 | 229 | Dec 24, 2018 | 86 | Apr 30, 2019 | 315 |
| -11.39% | Mar 28, 2012 | 22 | Jun 5, 2012 | 21 | Sep 7, 2012 | 43 |
Volatility
Volatility Chart
The current CW8 (msci world) 100% volatility is 3.24%, 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.