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SIMPLIFIE

Last updated Sep 21, 2023

GLOBAL AGGREGATE BOND

Asset Allocation


AGGU.L 25%CW8G.L 50%EEM 25%BondBondEquityEquity
PositionCategory/SectorWeight
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
Global Bonds25%
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 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
4.67%
11.49%
SIMPLIFIE
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.31%9.28%
SIMPLIFIE1.17%4.94%8.14%10.25%4.23%4.04%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

AGGU.LCW8G.LEEM
AGGU.L1.00-0.04-0.06
CW8G.L-0.041.000.55
EEM-0.060.551.00

Sharpe Ratio

The current SIMPLIFIE Sharpe ratio is 1.36. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.36

The Sharpe ratio of SIMPLIFIE is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.36
1.21
SIMPLIFIE
Benchmark (^GSPC)
Portfolio components

Dividend yield

SIMPLIFIE granted a 0.58% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SIMPLIFIE0.58%0.63%0.51%0.38%0.74%0.61%0.53%0.54%0.72%0.66%0.62%0.52%
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.


0.68%
0.00%2.15%
0.28%
0.00%2.15%
0.10%
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
0.24
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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-10.97%
-8.22%
SIMPLIFIE
Benchmark (^GSPC)
Portfolio components

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, 202045Mar 23, 202095Aug 5, 2020140
-24.33%Nov 9, 2021240Oct 11, 2022
-14.03%Jan 29, 2018236Dec 27, 2018214Oct 28, 2019450
-5.13%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-4.91%Feb 16, 202114Mar 5, 202129Apr 16, 202143

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.24%
3.27%
SIMPLIFIE
Benchmark (^GSPC)
Portfolio components