Toekomstig portfolio?
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 20% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 40% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | Global Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Toekomstig portfolio?, 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 14, 2013, corresponding to the inception date of VWRL.AS
Returns By Period
As of Apr 30, 2024, the Toekomstig portfolio? returned 15.55% Year-To-Date and 30.27% 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 | 7.26% | -2.63% | 22.78% | 22.71% | 11.87% | 10.55% |
| Toekomstig portfolio? | 15.55% | -3.53% | 35.91% | 45.14% | 31.08% | 30.27% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 5.81% | -2.54% | 24.40% | 35.06% | 18.83% | 18.31% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 6.14% | -2.11% | 21.47% | 18.97% | 9.64% | 8.26% |
BTC-USD Bitcoin | 51.05% | -8.33% | 85.03% | 118.12% | 63.87% | 64.15% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.36% | 12.27% | 5.77% | |||||||||
| 2023 | -3.03% | 3.55% | 9.52% | 6.88% |
Expense Ratio
Toekomstig portfolio? features an expense ratio of 0.17%, falling within the medium range. 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 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.84 | 2.54 | 1.31 | 0.68 | 10.84 |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 2.24 | 3.32 | 1.41 | 0.49 | 9.28 |
BTC-USD Bitcoin | 5.29 | 4.69 | 1.54 | 2.71 | 44.78 |
Dividends
Dividend yield
Toekomstig portfolio? granted a 0.87% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Toekomstig portfolio? | 0.87% | 0.94% | 1.16% | 0.74% | 0.85% | 1.05% | 1.26% | 1.11% | 1.20% | 1.21% | 1.38% | 1.03% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.57% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% | 1.57% |
BTC-USD Bitcoin | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Toekomstig portfolio?. 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 Toekomstig portfolio? was 41.11%, occurring on Nov 9, 2022. Recovery took 455 trading sessions.
The current Toekomstig portfolio? drawdown is 4.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.11% | Nov 9, 2021 | 366 | Nov 9, 2022 | 455 | Feb 7, 2024 | 821 |
| -38.17% | Dec 17, 2017 | 374 | Dec 25, 2018 | 181 | Jun 24, 2019 | 555 |
| -36.34% | Dec 5, 2013 | 14 | Dec 18, 2013 | 1065 | Nov 17, 2016 | 1079 |
| -33.43% | Feb 15, 2020 | 31 | Mar 16, 2020 | 121 | Jul 15, 2020 | 152 |
| -11.3% | Apr 17, 2021 | 33 | May 19, 2021 | 80 | Aug 7, 2021 | 113 |
Volatility
Volatility Chart
The current Toekomstig portfolio? volatility is 4.45%, 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
| BTC-USD | VWRL.AS | QQQ | |
|---|---|---|---|
| BTC-USD | 1.00 | 0.08 | 0.11 |
| VWRL.AS | 0.08 | 1.00 | 0.50 |
| QQQ | 0.11 | 0.50 | 1.00 |