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
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
Returns
As of Sep 23, 2023, the Toekomstig portfolio? returned 31.94% Year-To-Date and 22.43% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 5.64% | 6.69% |
| Toekomstig portfolio? | -0.35% | 9.10% | 31.94% | 31.24% | 14.98% | 22.36% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -1.54% | 16.25% | 35.00% | 30.79% | 10.14% | 11.68% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | -0.33% | 7.22% | 11.79% | 20.17% | 4.53% | 5.22% |
BTC-USD Bitcoin | 2.20% | -2.06% | 60.63% | 41.36% | 21.44% | 44.14% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BTC-USD | VWRL.AS | QQQ | |
|---|---|---|---|
| BTC-USD | 1.00 | 0.07 | 0.11 |
| VWRL.AS | 0.07 | 1.00 | 0.50 |
| QQQ | 0.11 | 0.50 | 1.00 |
Dividend yield
Toekomstig portfolio? granted a 0.96% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Toekomstig portfolio? | 0.96% | 1.17% | 0.76% | 0.88% | 1.11% | 1.35% | 1.21% | 1.33% | 1.36% | 1.58% | 1.20% | 0.55% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.81% | 2.13% | 1.48% | 1.64% | 2.02% | 2.44% | 2.16% | 2.22% | 2.36% | 2.44% | 1.90% | 0.00% |
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% |
Expense Ratio
The 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.18 | ||||
VWRL.AS Vanguard FTSE All-World UCITS ETF | 0.99 | ||||
BTC-USD Bitcoin | 0.91 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Toekomstig portfolio?. 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 Toekomstig portfolio? is 41.09%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.09% | Nov 9, 2021 | 366 | Nov 9, 2022 | — | — | — |
| -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 Chart
The current Toekomstig portfolio? volatility is 2.34%, 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.