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Full actions

Last updated Oct 3, 2023

Asset Allocation


VOO 33%EEM 33%VERX.AS 26%IWM 8%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities33%
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities33%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
Europe Equities26%
IWM
iShares Russell 2000 ETF
Small Cap Growth Equities8%

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


0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
-0.30%
4.84%
Full actions
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.70%1.17%-2.06%5.53%4.27%-4.17%-4.33%

Sharpe Ratio

The current Full actions Sharpe ratio is 1.29. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.29

The Sharpe ratio of Full actions lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50MayJuneJulyAugustSeptemberOctober
1.29
1.20
Full actions
Benchmark (^GSPC)
Portfolio components

Dividend yield

Full actions granted a 2.21% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Full actions2.21%2.33%1.81%1.67%2.55%2.61%2.28%2.46%2.73%1.74%1.66%1.75%
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.


0.68%
0.00%2.15%
0.19%
0.00%2.15%
0.10%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

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

VERX.ASEEMIWMVOO
VERX.AS1.000.580.480.53
EEM0.581.000.630.70
IWM0.480.631.000.83
VOO0.530.700.831.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptemberOctober
-15.29%
-10.59%
Full actions
Benchmark (^GSPC)
Portfolio components

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, 202045Mar 23, 2020110Aug 25, 2020155
-29%Nov 15, 2021237Oct 12, 2022
-22.64%Apr 28, 2015206Feb 11, 2016259Feb 10, 2017465
-20.98%Jan 29, 2018235Dec 24, 2018250Dec 12, 2019485
-6.89%Nov 28, 201412Dec 15, 201447Feb 20, 201559

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.


2.50%3.00%3.50%4.00%4.50%5.00%MayJuneJulyAugustSeptemberOctober
2.86%
3.15%
Full actions
Benchmark (^GSPC)
Portfolio components