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Toekomstig portfolio?
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 20%QQQ 40%VWRL.AS 40%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
16.62%
15.83%
Toekomstig portfolio?
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 14, 2013, corresponding to the inception date of VWRL.AS

Returns By Period

As of Oct 30, 2024, the Toekomstig portfolio? returned 32.04% Year-To-Date and 31.64% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Toekomstig portfolio?32.04%3.08%16.62%55.30%28.19%31.64%
QQQ
Invesco QQQ
22.66%2.76%18.15%44.21%21.26%18.26%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
18.63%-0.45%12.59%35.78%11.51%9.23%
BTC-USD
Bitcoin
72.06%10.79%19.93%110.77%51.21%71.74%

Monthly Returns

The table below presents the monthly returns of Toekomstig portfolio?, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.36%12.27%5.77%-5.92%5.70%2.78%0.50%-0.78%3.59%32.04%
202314.97%-1.12%10.29%1.39%1.42%7.11%2.09%-3.65%-3.03%3.55%9.52%6.88%59.67%
2022-9.15%-0.42%3.99%-11.65%-4.12%-13.31%11.09%-6.23%-8.20%4.41%1.63%-5.61%-33.82%
20213.14%8.92%10.24%3.62%-6.50%2.28%5.21%5.51%-5.40%13.21%-1.72%-2.70%39.52%
20206.89%-7.53%-13.04%16.37%6.01%3.04%9.56%7.65%-4.95%3.20%19.06%17.21%76.39%
20194.89%4.32%3.27%9.63%9.10%15.90%-0.07%-2.68%-0.83%4.91%-1.07%1.90%59.78%
2018-0.37%-1.82%-8.04%7.35%-2.64%-2.68%6.55%0.13%-1.05%-7.43%-7.18%-7.38%-23.12%
20173.22%7.09%-0.61%7.12%19.13%2.73%6.12%14.47%-2.25%12.85%17.31%12.57%154.85%
2016-8.28%3.15%4.23%0.52%5.97%4.90%3.16%-0.91%2.31%1.80%1.96%7.93%29.09%
2015-8.15%7.95%-2.26%1.45%0.17%0.55%3.83%-9.30%-1.95%14.21%4.61%2.24%11.69%
2014-0.34%-3.43%-3.75%-0.14%10.36%2.37%-1.70%-0.85%-4.27%-1.40%4.78%-4.42%-3.71%
2013-1.81%6.54%4.57%3.41%14.14%120.96%-20.97%125.46%

Expense Ratio

Toekomstig portfolio? has an expense ratio of 0.17%, 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.


Expense ratio chart for VWRL.AS: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Toekomstig portfolio? is 13, indicating that it is in the bottom 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Toekomstig portfolio? is 1313
Combined Rank
The Sharpe Ratio Rank of Toekomstig portfolio? is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of Toekomstig portfolio? is 1313Sortino Ratio Rank
The Omega Ratio Rank of Toekomstig portfolio? is 1010Omega Ratio Rank
The Calmar Ratio Rank of Toekomstig portfolio? is 99Calmar Ratio Rank
The Martin Ratio Rank of Toekomstig portfolio? is 1818Martin 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.


Toekomstig portfolio?
Sharpe ratio
The chart of Sharpe ratio for Toekomstig portfolio?, currently valued at 1.89, compared to the broader market0.002.004.006.001.89
Sortino ratio
The chart of Sortino ratio for Toekomstig portfolio?, currently valued at 2.55, compared to the broader market-2.000.002.004.006.002.55
Omega ratio
The chart of Omega ratio for Toekomstig portfolio?, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.802.001.29
Calmar ratio
The chart of Calmar ratio for Toekomstig portfolio?, currently valued at 1.01, compared to the broader market0.005.0010.001.01
Martin ratio
The chart of Martin ratio for Toekomstig portfolio?, currently valued at 10.47, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.47
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
1.441.961.260.596.08
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.952.741.360.8211.38
BTC-USD
Bitcoin
1.121.811.180.984.65

Sharpe Ratio

The current Toekomstig portfolio? Sharpe ratio is 1.89. 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 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Toekomstig portfolio? 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 Ratio1.002.003.004.005.00MayJuneJulyAugustSeptemberOctober
1.89
3.43
Toekomstig portfolio?
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Toekomstig portfolio? provided a 0.83% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Toekomstig portfolio?0.83%0.94%1.16%0.74%0.85%1.05%1.26%1.11%1.20%1.21%1.38%1.03%
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
1.48%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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober0
-0.54%
Toekomstig portfolio?
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.11%Nov 9, 2021366Nov 9, 2022455Feb 7, 2024821
-38.19%Dec 17, 2017374Dec 25, 2018181Jun 24, 2019555
-36.34%Dec 5, 201314Dec 18, 20131065Nov 17, 20161079
-33.41%Feb 13, 202033Mar 16, 2020121Jul 15, 2020154
-11.42%Jul 17, 202420Aug 5, 202452Sep 26, 202472

Volatility

Volatility Chart

The current Toekomstig portfolio? volatility is 3.63%, 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%MayJuneJulyAugustSeptemberOctober
3.63%
2.71%
Toekomstig portfolio?
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BTC-USDVWRL.ASQQQ
BTC-USD1.000.090.12
VWRL.AS0.091.000.50
QQQ0.120.501.00
The correlation results are calculated based on daily price changes starting from Jun 15, 2013