qqqSP500goldreit
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in qqqSP500goldreit, 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 23, 2023, the qqqSP500goldreit returned 6.27% Year-To-Date and 3.89% of annualized return in the last 10 years.
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.01% | 8.73% |
qqqSP500goldreit | -0.62% | 4.27% | 6.27% | 12.35% | 4.21% | 3.89% |
Portfolio components: | ||||||
EIMI.L iShares Core MSCI EM IMI UCITS ETF | -0.37% | 2.62% | 4.09% | 11.56% | 1.48% | -0.46% |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | -0.48% | -2.02% | 1.25% | 1.35% | 0.37% | 0.41% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | -0.85% | 0.60% | 2.36% | 7.55% | -0.28% | -0.26% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | -1.75% | 4.22% | 3.68% | 14.52% | 2.95% | 3.24% |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | -0.36% | 4.98% | 1.87% | 12.09% | 2.97% | 3.80% |
IWFQ.L iShares MSCI World Quality Factor UCITS | -1.40% | 8.85% | 12.07% | 24.01% | 7.65% | 7.95% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | -0.56% | 11.24% | 14.90% | 19.61% | 9.64% | 10.38% |
SGLN.L iShares Physical Gold ETC | 0.86% | -3.13% | 5.26% | 17.55% | 9.44% | 7.00% |
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc) | -1.98% | 1.76% | -3.35% | -0.58% | -0.94% | -0.57% |
Returns over 1 year are annualized |
Asset Correlations Table
AGGU.L | SGLN.L | EMB | DPYA.L | EIMI.L | IUVF.L | CSPX.L | IWFQ.L | WLDS.L | |
---|---|---|---|---|---|---|---|---|---|
AGGU.L | 1.00 | 0.28 | 0.33 | 0.09 | -0.05 | -0.12 | -0.04 | -0.03 | -0.05 |
SGLN.L | 0.28 | 1.00 | 0.26 | 0.09 | 0.13 | 0.07 | 0.02 | 0.14 | 0.14 |
EMB | 0.33 | 0.26 | 1.00 | 0.36 | 0.38 | 0.31 | 0.35 | 0.42 | 0.40 |
DPYA.L | 0.09 | 0.09 | 0.36 | 1.00 | 0.52 | 0.62 | 0.67 | 0.64 | 0.70 |
EIMI.L | -0.05 | 0.13 | 0.38 | 0.52 | 1.00 | 0.59 | 0.69 | 0.69 | 0.69 |
IUVF.L | -0.12 | 0.07 | 0.31 | 0.62 | 0.59 | 1.00 | 0.80 | 0.84 | 0.87 |
CSPX.L | -0.04 | 0.02 | 0.35 | 0.67 | 0.69 | 0.80 | 1.00 | 0.90 | 0.82 |
IWFQ.L | -0.03 | 0.14 | 0.42 | 0.64 | 0.69 | 0.84 | 0.90 | 1.00 | 0.88 |
WLDS.L | -0.05 | 0.14 | 0.40 | 0.70 | 0.69 | 0.87 | 0.82 | 0.88 | 1.00 |
Dividend yield
qqqSP500goldreit granted a 0.56% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
qqqSP500goldreit | 0.56% | 0.57% | 0.46% | 0.48% | 0.58% | 0.76% | 0.65% | 0.72% | 0.76% | 0.75% | 0.82% | 0.75% |
Portfolio components: | ||||||||||||
EIMI.L iShares Core MSCI EM IMI 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% |
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% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.06% | 5.20% | 4.22% | 4.37% | 5.30% | 6.94% | 5.90% | 6.57% | 6.90% | 6.81% | 7.42% | 6.82% |
WLDS.L iShares MSCI World Small Cap 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% |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWFQ.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc) | 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 qqqSP500goldreit features an expense ratio of 0.19%, falling within the medium range. 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 | |
---|---|---|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.52 | ||||
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 0.10 | ||||
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 0.43 | ||||
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.11 | ||||
IUVF.L iShares Edge MSCI USA Value Factor UCITS | -0.02 | ||||
IWFQ.L iShares MSCI World Quality Factor UCITS | 0.84 | ||||
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 1.09 | ||||
SGLN.L iShares Physical Gold ETC | 0.48 | ||||
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc) | -0.12 |
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 qqqSP500goldreit. 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 qqqSP500goldreit is 27.40%, recorded on Mar 23, 2020. It took 100 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-27.4% | Feb 18, 2020 | 25 | Mar 23, 2020 | 100 | Aug 12, 2020 | 125 |
-24.06% | Nov 17, 2021 | 235 | Oct 12, 2022 | — | — | — |
-10.81% | Aug 30, 2018 | 83 | Dec 24, 2018 | 43 | Feb 25, 2019 | 126 |
-5.41% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
-5.31% | Feb 16, 2021 | 14 | Mar 5, 2021 | 28 | Apr 15, 2021 | 42 |
Volatility Chart
The current qqqSP500goldreit volatility is 2.99%, 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.