Toekomstig portfolio?
Asset Allocation
Position | Category/Sector | Target 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 every 3 months.
The earliest data available for this chart is Jun 14, 2013, corresponding to the inception date of VWRL.AS
Returns By Period
As of Feb 5, 2025, the Toekomstig portfolio? returned 2.77% Year-To-Date and 33.53% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
Toekomstig portfolio? | 4.70% | -0.41% | 72.82% | 125.07% | 56.16% | 62.92% |
Portfolio components: | ||||||
QQQ Invesco QQQ | 2.59% | 1.14% | 19.69% | 23.14% | 18.66% | 18.59% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.94% | 1.44% | 11.69% | 17.98% | 9.94% | 9.26% |
BTC-USD Bitcoin | 4.76% | -0.45% | 74.66% | 129.43% | 58.68% | 83.37% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 9.45% | 4.70% | |||||||||||
2024 | 0.79% | 42.17% | 16.13% | -14.71% | 11.13% | -6.78% | 2.97% | -8.44% | 7.24% | 10.50% | 36.44% | -3.07% | 117.21% |
2023 | 37.77% | -0.03% | 22.20% | 2.68% | -6.44% | 11.67% | -3.71% | -10.78% | 3.49% | 26.89% | 8.84% | 11.79% | 147.86% |
2022 | -16.58% | 11.62% | 5.38% | -17.00% | -15.21% | -36.58% | 17.52% | -13.56% | -3.50% | 5.40% | -14.99% | -3.86% | -63.01% |
2021 | 13.57% | 34.91% | 29.70% | -1.81% | -34.49% | -5.73% | 18.10% | 12.96% | -7.09% | 38.90% | -6.83% | -18.19% | 58.13% |
2020 | 26.58% | -7.93% | -23.53% | 31.96% | 8.90% | -2.56% | 22.10% | 3.75% | -7.39% | 24.73% | 40.01% | 45.13% | 271.12% |
2019 | -5.02% | 9.87% | 5.87% | 25.97% | 50.69% | 24.48% | -6.13% | -4.32% | -12.61% | 10.22% | -15.78% | -4.02% | 82.56% |
2018 | -25.99% | 1.43% | -30.82% | 29.35% | -17.16% | -13.08% | 19.38% | -8.26% | -5.20% | -5.06% | -32.31% | -6.96% | -69.98% |
2017 | 1.97% | 14.64% | -5.30% | 16.91% | 47.63% | 6.27% | 13.30% | 51.31% | -6.67% | 42.64% | 52.42% | 35.77% | 858.99% |
2016 | -10.09% | 7.42% | 1.43% | 2.41% | 9.96% | 12.26% | -1.30% | -3.75% | 3.79% | 6.87% | 3.77% | 16.98% | 58.41% |
2015 | -13.30% | 9.53% | -2.58% | 0.74% | -0.08% | 2.35% | 4.62% | -10.85% | -1.25% | 17.19% | 7.28% | 4.65% | 15.49% |
2014 | 5.08% | -19.96% | -9.60% | -0.85% | 20.81% | 2.59% | -4.62% | -8.30% | -9.91% | -4.49% | 6.64% | -7.47% | -30.62% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Toekomstig portfolio? is 38, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 1.13 | 1.55 | 1.21 | 0.46 | 4.94 |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.13 | 1.59 | 1.20 | 0.41 | 6.44 |
BTC-USD Bitcoin | 1.39 | 2.10 | 1.21 | 1.14 | 6.37 |
Dividends
Dividend yield
Toekomstig portfolio? provided a 0.79% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.79% | 0.81% | 0.94% | 1.16% | 0.74% | 0.85% | 1.05% | 1.26% | 1.11% | 1.20% | 1.21% | 1.39% |
Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.54% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.43% | 1.47% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% |
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.
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 80.26%, occurring on Dec 15, 2018. Recovery took 710 trading sessions.
The current Toekomstig portfolio? drawdown is 3.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-80.26% | Dec 17, 2017 | 364 | Dec 15, 2018 | 710 | Nov 24, 2020 | 1074 |
-75.4% | Nov 9, 2021 | 378 | Nov 21, 2022 | 469 | Mar 4, 2024 | 847 |
-56.87% | Dec 5, 2013 | 406 | Jan 14, 2015 | 719 | Jan 2, 2017 | 1125 |
-51.76% | Apr 14, 2021 | 98 | Jul 20, 2021 | 91 | Oct 19, 2021 | 189 |
-30.94% | Sep 2, 2017 | 13 | Sep 14, 2017 | 28 | Oct 12, 2017 | 41 |
Volatility
Volatility Chart
The current Toekomstig portfolio? volatility is 13.69%, 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 | 0.09 | 0.12 |
VWRL.AS | 0.09 | 1.00 | 0.50 |
QQQ | 0.12 | 0.50 | 1.00 |