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CW8 (msci world) 100%

Last updated May 27, 2023

Asset Allocation


URTH 100%EquityEquity
PositionCategory/SectorWeight
URTH
iShares MSCI World ETF
Large Cap Growth Equities100%

Performance

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


160.00%170.00%180.00%190.00%200.00%December2023FebruaryMarchAprilMay
196.89%
188.62%
CW8 (msci world) 100%
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the CW8 (msci world) 100% returned 9.76% Year-To-Date and 8.82% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%4.45%1.14%9.36%8.93%
CW8 (msci world) 100%0.10%9.76%5.77%2.67%8.43%8.87%
URTH
iShares MSCI World ETF
0.10%9.76%5.77%2.67%8.43%8.87%

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 CW8 (msci world) 100% Sharpe ratio is 0.33. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
0.33
0.27
CW8 (msci world) 100%
Benchmark (^GSPC)
Portfolio components

Dividend yield

CW8 (msci world) 100% granted a 1.53% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
CW8 (msci world) 100%1.53%1.68%1.52%1.57%2.26%2.47%2.07%2.40%2.69%2.71%1.25%3.26%
URTH
iShares MSCI World ETF
1.53%1.68%1.52%1.57%2.26%2.47%2.07%2.40%2.69%2.71%1.25%3.26%

Expense Ratio

The 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.


0.24%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
URTH
iShares MSCI World ETF
0.33

Drawdowns Chart

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


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%December2023FebruaryMarchAprilMay
-10.45%
-12.32%
CW8 (msci world) 100%
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the CW8 (msci world) 100%. 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 CW8 (msci world) 100% 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

Volatility Chart

The current CW8 (msci world) 100% volatility is 3.56%, 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%7.00%8.00%December2023FebruaryMarchAprilMay
3.56%
3.82%
CW8 (msci world) 100%
Benchmark (^GSPC)
Portfolio components