Full actions
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33% |
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 33% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | Europe Equities | 26% |
IWM iShares Russell 2000 ETF | Small Cap Growth Equities | 8% |
Performance
The chart shows the growth of an initial investment of $10,000 in Full actions, 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 Oct 3, 2023, the Full actions returned 6.17% Year-To-Date and 6.34% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 7.93% | 9.51% |
| Full actions | -5.41% | -0.86% | 6.17% | 16.51% | 4.92% | 6.34% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -4.95% | 5.40% | 13.09% | 18.48% | 9.74% | 11.50% |
IWM iShares Russell 2000 ETF | -8.36% | 0.01% | 0.95% | 4.45% | 2.52% | 6.76% |
EEM iShares MSCI Emerging Markets ETF | -4.72% | -3.75% | 0.41% | 8.99% | 0.55% | 1.40% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | -5.94% | -5.31% | 6.32% | 26.90% | 4.44% | 5.28% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.70% | 1.17% | -2.06% | 5.53% | 4.27% | -4.17% | -4.33% |
Dividend yield
Full actions granted a 2.21% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Full actions | 2.21% | 2.33% | 1.81% | 1.67% | 2.55% | 2.61% | 2.28% | 2.46% | 2.73% | 1.74% | 1.66% | 1.75% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.59% | 1.71% | 1.28% | 1.61% | 2.00% | 2.23% | 1.97% | 2.27% | 2.42% | 2.18% | 2.20% | 2.66% |
IWM iShares Russell 2000 ETF | 1.61% | 1.50% | 0.96% | 1.08% | 1.32% | 1.49% | 1.36% | 1.50% | 1.71% | 1.42% | 1.40% | 2.31% |
EEM iShares MSCI Emerging Markets ETF | 2.37% | 2.52% | 2.06% | 1.53% | 2.95% | 2.45% | 2.11% | 2.15% | 2.89% | 2.65% | 2.49% | 2.08% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 3.00% | 3.13% | 2.42% | 2.13% | 3.13% | 3.65% | 3.19% | 3.39% | 3.24% | 0.14% | 0.00% | 0.00% |
Expense Ratio
The Full actions has a high expense ratio of 0.28%, 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.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.17 | ||||
IWM iShares Russell 2000 ETF | 0.30 | ||||
EEM iShares MSCI Emerging Markets ETF | 0.57 | ||||
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 1.42 |
Asset Correlations Table
| VERX.AS | EEM | IWM | VOO | |
|---|---|---|---|---|
| VERX.AS | 1.00 | 0.58 | 0.48 | 0.53 |
| EEM | 0.58 | 1.00 | 0.63 | 0.70 |
| IWM | 0.48 | 0.63 | 1.00 | 0.83 |
| VOO | 0.53 | 0.70 | 0.83 | 1.00 |
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 Full actions. 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 Full actions is 34.00%, recorded on Mar 23, 2020. It took 110 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34% | Jan 21, 2020 | 45 | Mar 23, 2020 | 110 | Aug 25, 2020 | 155 |
| -29% | Nov 15, 2021 | 237 | Oct 12, 2022 | — | — | — |
| -22.64% | Apr 28, 2015 | 206 | Feb 11, 2016 | 259 | Feb 10, 2017 | 465 |
| -20.98% | Jan 29, 2018 | 235 | Dec 24, 2018 | 250 | Dec 12, 2019 | 485 |
| -6.89% | Nov 28, 2014 | 12 | Dec 15, 2014 | 47 | Feb 20, 2015 | 59 |
Volatility Chart
The current Full actions volatility is 2.86%, 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.