bardopt
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IWRD.AS iShares MSCI World UCITS ETF | Global Equities | 30% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | Emerging Markets Equities | 30% |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | Europe Equities | 25% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | Global Equities | 7.5% |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | Small Cap Blend Equities | 7.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in bardopt, 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 bardopt returned 10.26% Year-To-Date and 5.10% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.27% | 9.07% |
| bardopt | 0.93% | 5.79% | 10.26% | 16.74% | 4.74% | 5.10% |
| Portfolio components: | ||||||
IWRD.AS iShares MSCI World UCITS ETF | 1.12% | 9.71% | 14.69% | 17.23% | 7.31% | 7.63% |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 0.40% | 3.77% | 11.02% | 26.56% | 4.44% | 3.90% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 1.45% | 2.03% | 5.17% | 8.74% | 1.48% | 1.82% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.22% | 9.02% | 13.61% | 16.59% | 6.71% | 7.06% |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | -0.45% | 8.75% | 7.10% | 13.74% | 5.03% | 8.38% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SMLF | EIMI.L | IMAE.AS | IWRD.AS | VWRL.AS | |
|---|---|---|---|---|---|
| SMLF | 1.00 | 0.45 | 0.50 | 0.55 | 0.55 |
| EIMI.L | 0.45 | 1.00 | 0.69 | 0.70 | 0.76 |
| IMAE.AS | 0.50 | 0.69 | 1.00 | 0.89 | 0.89 |
| IWRD.AS | 0.55 | 0.70 | 0.89 | 1.00 | 0.99 |
| VWRL.AS | 0.55 | 0.76 | 0.89 | 0.99 | 1.00 |
Dividend yield
bardopt granted a 0.66% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| bardopt | 0.66% | 0.70% | 0.50% | 0.60% | 0.77% | 0.87% | 0.78% | 0.80% | 0.85% | 0.72% | 0.76% | 0.73% |
| Portfolio components: | ||||||||||||
IWRD.AS iShares MSCI World UCITS ETF | 1.37% | 1.51% | 1.03% | 1.25% | 1.70% | 1.96% | 1.82% | 1.89% | 2.04% | 1.78% | 2.06% | 2.45% |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (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% |
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% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.78% | 2.13% | 1.48% | 1.64% | 2.02% | 2.44% | 2.16% | 2.22% | 2.36% | 2.44% | 1.90% | 0.00% |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 1.54% | 1.24% | 1.09% | 1.37% | 1.46% | 1.24% | 1.00% | 0.85% | 0.87% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The bardopt has a high expense ratio of 0.29%, 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 | |
|---|---|---|---|---|---|
IWRD.AS iShares MSCI World UCITS ETF | 0.91 | ||||
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 1.71 | ||||
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.44 | ||||
VWRL.AS Vanguard FTSE All-World UCITS ETF | 0.91 | ||||
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 0.52 |
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 bardopt. 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 bardopt is 34.97%, recorded on Mar 23, 2020. It took 162 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.97% | Jan 21, 2020 | 45 | Mar 23, 2020 | 162 | Nov 5, 2020 | 207 |
| -27.89% | Nov 15, 2021 | 237 | Oct 12, 2022 | — | — | — |
| -23.49% | May 18, 2015 | 192 | Feb 11, 2016 | 282 | Mar 15, 2017 | 474 |
| -20.5% | Jan 29, 2018 | 235 | Dec 24, 2018 | 256 | Dec 20, 2019 | 491 |
| -6.38% | Sep 7, 2021 | 20 | Oct 4, 2021 | 25 | Nov 8, 2021 | 45 |
Volatility Chart
The current bardopt volatility is 2.77%, 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.