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WORL EM OB

Last updated Oct 3, 2023

Asset Allocation


IEI 9%SHY 8%TLT 8%CW8G.L 50%EEM 25%BondBondEquityEquity
PositionCategory/SectorWeight
IEI
iShares 3-7 Year Treasury Bond ETF
Government Bonds9%
SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds8%
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds8%
CW8G.L
Amundi MSCI World UCITS USD
Global Equities50%
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities25%

Performance

The chart shows the growth of an initial investment of $10,000 in WORL EM OB, 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%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-1.31%
4.84%
WORL EM OB
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 3, 2023, the WORL EM OB returned 4.11% Year-To-Date and 6.47% 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%7.96%10.89%
WORL EM OB-4.50%-1.81%4.11%10.19%4.09%6.47%
EEM
iShares MSCI Emerging Markets ETF
-4.72%-3.75%0.41%8.99%0.55%4.94%
SHY
iShares 1-3 Year Treasury Bond ETF
-0.12%-0.45%1.52%1.99%0.89%0.63%
TLT
iShares 20+ Year Treasury Bond ETF
-8.06%-17.48%-10.53%-13.59%-3.15%-3.03%
IEI
iShares 3-7 Year Treasury Bond ETF
-1.39%-3.93%-0.48%-0.02%0.45%0.04%
CW8G.L
Amundi MSCI World UCITS USD
-5.08%1.94%9.67%18.19%7.03%10.01%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.06%0.95%-1.30%3.94%2.97%-2.91%-3.64%

Sharpe Ratio

The current WORL EM OB Sharpe ratio is 0.94. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.94

The Sharpe ratio of WORL EM OB 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 Ratio-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
0.94
1.10
WORL EM OB
Benchmark (^GSPC)
Portfolio components

Dividend yield

WORL EM OB granted a 1.30% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
WORL EM OB1.30%1.08%0.73%0.69%1.30%1.18%0.98%0.98%1.16%1.08%1.06%0.92%
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%
SHY
iShares 1-3 Year Treasury Bond ETF
2.73%1.33%0.27%0.98%2.22%1.84%1.07%0.78%0.60%0.40%0.29%0.41%
TLT
iShares 20+ Year Treasury Bond ETF
3.68%2.73%1.57%1.60%2.45%2.91%2.76%3.03%3.11%3.27%4.10%3.48%
IEI
iShares 3-7 Year Treasury Bond ETF
2.20%1.40%0.75%1.16%2.11%2.09%1.65%1.47%1.56%1.40%0.89%1.01%
CW8G.L
Amundi MSCI World UCITS USD
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 WORL EM OB has a high expense ratio of 0.35%, 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%
0.28%
0.00%2.15%
0.15%
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
EEM
iShares MSCI Emerging Markets ETF
0.57
SHY
iShares 1-3 Year Treasury Bond ETF
0.77
TLT
iShares 20+ Year Treasury Bond ETF
-0.73
IEI
iShares 3-7 Year Treasury Bond ETF
0.07
CW8G.L
Amundi MSCI World UCITS USD
0.75

Asset Correlations Table

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

CW8G.LEEMSHYTLTIEI
CW8G.L1.000.56-0.06-0.11-0.08
EEM0.561.00-0.06-0.13-0.10
SHY-0.06-0.061.000.610.86
TLT-0.11-0.130.611.000.82
IEI-0.08-0.100.860.821.00

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
-15.18%
-10.59%
WORL EM OB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the WORL EM OB. 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 WORL EM OB is 25.03%, recorded on Oct 11, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.03%Nov 9, 2021240Oct 11, 2022
-23.02%Jan 21, 202042Mar 18, 202083Jul 15, 2020125
-14.21%Jan 29, 2018236Dec 27, 2018214Oct 28, 2019450
-5.17%Feb 16, 202114Mar 5, 202134Apr 23, 202148
-5.13%Sep 3, 202016Sep 24, 202012Oct 12, 202028

Volatility Chart

The current WORL EM OB volatility is 2.41%, 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.


2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober
2.41%
3.15%
WORL EM OB
Benchmark (^GSPC)
Portfolio components