SIMPLIFIE
GLOBAL AGGREGATE BOND
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | Global Bonds | 25% |
CW8G.L Amundi MSCI World UCITS USD | Global Equities | 50% |
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 25% |
Performance
The chart shows the growth of an initial investment of $10,000 in SIMPLIFIE, 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 21, 2023, the SIMPLIFIE returned 8.14% Year-To-Date and 4.04% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.31% | 9.28% |
| SIMPLIFIE | 1.17% | 4.94% | 8.14% | 10.25% | 4.23% | 4.04% |
| Portfolio components: | ||||||
EEM iShares MSCI Emerging Markets ETF | 0.52% | 1.97% | 2.88% | 5.01% | -0.02% | -1.34% |
CW8G.L Amundi MSCI World UCITS USD | 1.74% | 9.17% | 14.16% | 17.44% | 7.52% | 7.95% |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 0.67% | -0.43% | 1.69% | 1.23% | 0.40% | 0.32% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AGGU.L | CW8G.L | EEM | |
|---|---|---|---|
| AGGU.L | 1.00 | -0.04 | -0.06 |
| CW8G.L | -0.04 | 1.00 | 0.55 |
| EEM | -0.06 | 0.55 | 1.00 |
Dividend yield
SIMPLIFIE granted a 0.58% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SIMPLIFIE | 0.58% | 0.63% | 0.51% | 0.38% | 0.74% | 0.61% | 0.53% | 0.54% | 0.72% | 0.66% | 0.62% | 0.52% |
| Portfolio components: | ||||||||||||
EEM iShares MSCI Emerging Markets ETF | 2.31% | 2.52% | 2.06% | 1.53% | 2.95% | 2.45% | 2.11% | 2.15% | 2.89% | 2.65% | 2.49% | 2.08% |
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% |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 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 SIMPLIFIE has a high expense ratio of 0.34%, 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 | |
|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 0.24 | ||||
CW8G.L Amundi MSCI World UCITS USD | 0.62 | ||||
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 0.20 |
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 SIMPLIFIE. 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 SIMPLIFIE is 25.22%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.22% | Jan 21, 2020 | 45 | Mar 23, 2020 | 95 | Aug 5, 2020 | 140 |
| -24.33% | Nov 9, 2021 | 240 | Oct 11, 2022 | — | — | — |
| -14.03% | Jan 29, 2018 | 236 | Dec 27, 2018 | 214 | Oct 28, 2019 | 450 |
| -5.13% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
| -4.91% | Feb 16, 2021 | 14 | Mar 5, 2021 | 29 | Apr 16, 2021 | 43 |
Volatility Chart
The current SIMPLIFIE volatility is 2.24%, 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.