Full actions
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 33% |
IWM iShares Russell 2000 ETF | Small Cap Growth Equities | 8% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | Europe Equities | 26% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 17, 2014, corresponding to the inception date of VERX.AS
Returns By Period
As of May 11, 2025, the Full actions returned 5.30% Year-To-Date and 7.28% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Full actions | 5.30% | 9.99% | 1.53% | 9.29% | 11.68% | 7.28% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.38% | 12.08% |
IWM iShares Russell 2000 ETF | -8.92% | 10.51% | -15.23% | -0.59% | 9.91% | 6.31% |
EEM iShares MSCI Emerging Markets ETF | 7.39% | 10.94% | 2.28% | 8.20% | 6.31% | 2.76% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 18.48% | 11.70% | 14.27% | 10.93% | 13.38% | 6.45% |
Monthly Returns
The table below presents the monthly returns of Full actions, 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 | 3.67% | 0.58% | -1.88% | 0.73% | 2.18% | 5.30% | |||||||
| 2024 | -1.37% | 4.13% | 3.24% | -2.80% | 4.21% | 1.31% | 1.93% | 1.95% | 2.79% | -2.91% | 1.41% | -2.72% | 11.33% |
| 2023 | 8.31% | -3.81% | 2.70% | 1.17% | -2.06% | 5.53% | 4.27% | -4.17% | -4.33% | -3.21% | 9.13% | 5.06% | 18.70% |
| 2022 | -4.08% | -3.47% | 0.11% | -7.28% | 0.50% | -7.84% | 5.16% | -3.77% | -9.84% | 4.82% | 10.30% | -3.36% | -18.84% |
| 2021 | 0.66% | 2.10% | 2.23% | 3.55% | 1.98% | 0.91% | -1.00% | 2.13% | -4.53% | 4.25% | -3.07% | 3.66% | 13.20% |
| 2020 | -2.72% | -6.79% | -14.54% | 9.13% | 4.58% | 4.36% | 5.99% | 4.91% | -2.56% | -1.73% | 12.29% | 5.62% | 16.55% |
| 2019 | 8.35% | 1.79% | 1.00% | 3.49% | -6.44% | 6.74% | -0.95% | -2.58% | 1.98% | 3.20% | 1.83% | 4.61% | 24.54% |
| 2018 | 6.44% | -4.91% | -0.91% | -0.22% | -0.64% | -1.22% | 3.62% | -0.53% | -0.18% | -8.16% | 2.23% | -6.05% | -10.87% |
| 2017 | 3.49% | 2.14% | 2.59% | 2.24% | 2.43% | 0.78% | 3.55% | 0.82% | 1.91% | 2.06% | 1.14% | 1.70% | 27.82% |
| 2016 | -5.70% | -0.93% | 8.93% | 0.96% | -0.61% | 0.35% | 4.70% | 0.65% | 1.11% | -1.69% | -0.48% | 2.30% | 9.27% |
| 2015 | -1.59% | 5.33% | -1.06% | 3.24% | -1.10% | -2.39% | -0.57% | -7.09% | -3.45% | 6.99% | -0.64% | -2.74% | -5.74% |
| 2014 | 4.75% | 1.74% | -2.11% | 4.33% |
Expense Ratio
Full actions has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Full actions is 34, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.51 | 0.72 | 1.11 | 0.43 | 1.65 |
IWM iShares Russell 2000 ETF | -0.06 | 0.03 | 1.00 | -0.09 | -0.25 |
EEM iShares MSCI Emerging Markets ETF | 0.43 | 0.52 | 1.07 | 0.19 | 0.81 |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 0.63 | 0.83 | 1.11 | 0.61 | 1.61 |
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Dividends
Dividend yield
Full actions provided a 1.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.99% | 2.06% | 2.17% | 2.29% | 1.74% | 1.58% | 2.37% | 2.36% | 2.02% | 2.13% | 2.32% | 1.48% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
IWM iShares Russell 2000 ETF | 1.23% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% |
EEM iShares MSCI Emerging Markets ETF | 2.26% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 2.69% | 2.91% | 2.75% | 3.05% | 2.29% | 1.96% | 2.83% | 3.20% | 2.71% | 2.81% | 2.61% | 0.11% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Full actions. 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 Full actions was 34.00%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.
The current Full actions drawdown is 1.69%.
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 | 371 | Mar 20, 2024 | 608 |
| -22.63% | Apr 29, 2015 | 204 | Feb 11, 2016 | 259 | Feb 10, 2017 | 463 |
| -20.98% | Jan 29, 2018 | 235 | Dec 24, 2018 | 250 | Dec 12, 2019 | 485 |
| -14.51% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.43, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VERX.AS | EEM | IWM | VOO | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.50 | 0.69 | 0.82 | 1.00 | 0.87 |
| VERX.AS | 0.50 | 1.00 | 0.55 | 0.47 | 0.50 | 0.74 |
| EEM | 0.69 | 0.55 | 1.00 | 0.62 | 0.69 | 0.90 |
| IWM | 0.82 | 0.47 | 0.62 | 1.00 | 0.82 | 0.79 |
| VOO | 1.00 | 0.50 | 0.69 | 0.82 | 1.00 | 0.87 |
| Portfolio | 0.87 | 0.74 | 0.90 | 0.79 | 0.87 | 1.00 |