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qqqSP500goldreit

Last updated Sep 23, 2023

Asset Allocation


AGGU.L 15%EMB 11%SGLN.L 2%EIMI.L 27%CSPX.L 25.2%WLDS.L 6.3%IUVF.L 6.3%IWFQ.L 5.2%DPYA.L 2%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AGGU.L
iShares Core Global Aggregate Bond UCITS ETF
Global Bonds15%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
Emerging Markets Bonds11%
SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities2%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
Emerging Markets Equities27%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Large Cap Growth Equities25.2%
WLDS.L
iShares MSCI World Small Cap UCITS ETF
Small Cap Blend Equities6.3%
IUVF.L
iShares Edge MSCI USA Value Factor UCITS
Large Cap Value Equities6.3%
IWFQ.L
iShares MSCI World Quality Factor UCITS
Global Equities5.2%
DPYA.L
iShares Developed Markets Property Yield UCITS ETF USD (Acc)
REIT2%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
3.97%
8.61%
qqqSP500goldreit
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

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

AGGU.LSGLN.LEMBDPYA.LEIMI.LIUVF.LCSPX.LIWFQ.LWLDS.L
AGGU.L1.000.280.330.09-0.05-0.12-0.04-0.03-0.05
SGLN.L0.281.000.260.090.130.070.020.140.14
EMB0.330.261.000.360.380.310.350.420.40
DPYA.L0.090.090.361.000.520.620.670.640.70
EIMI.L-0.050.130.380.521.000.590.690.690.69
IUVF.L-0.120.070.310.620.591.000.800.840.87
CSPX.L-0.040.020.350.670.690.801.000.900.82
IWFQ.L-0.030.140.420.640.690.840.901.000.88
WLDS.L-0.050.140.400.700.690.870.820.881.00

Sharpe Ratio

The current qqqSP500goldreit Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.21

The Sharpe ratio of qqqSP500goldreit 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-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.21
1.10
qqqSP500goldreit
Benchmark (^GSPC)
Portfolio components

Dividend yield

qqqSP500goldreit granted a 0.56% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
qqqSP500goldreit0.56%0.57%0.46%0.48%0.58%0.76%0.65%0.72%0.76%0.75%0.82%0.75%
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.


0.59%
0.00%2.15%
0.39%
0.00%2.15%
0.35%
0.00%2.15%
0.30%
0.00%2.15%
0.20%
0.00%2.15%
0.18%
0.00%2.15%
0.10%
0.00%2.15%
0.07%
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
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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-12.43%
-9.93%
qqqSP500goldreit
Benchmark (^GSPC)
Portfolio components

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, 202025Mar 23, 2020100Aug 12, 2020125
-24.06%Nov 17, 2021235Oct 12, 2022
-10.81%Aug 30, 201883Dec 24, 201843Feb 25, 2019126
-5.41%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-5.31%Feb 16, 202114Mar 5, 202128Apr 15, 202142

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.99%
3.32%
qqqSP500goldreit
Benchmark (^GSPC)
Portfolio components