bardopt
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
IWRD.AS iShares MSCI World UCITS ETF | Global Equities | 30% |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | Small Cap Blend Equities | 7.50% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | Global Equities | 7.50% |
Performance
Performance Chart
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
The earliest data available for this chart is Apr 30, 2015, corresponding to the inception date of SMLF
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| bardopt | 14.38% | -2.31% | 10.03% | 31.15% | 8.80% | N/A |
| Portfolio components: | ||||||
IWRD.AS iShares MSCI World UCITS ETF | 19.26% | 0.05% | 12.95% | 37.43% | 12.14% | 11.44% |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 8.83% | -4.89% | 5.33% | 25.46% | 7.43% | 7.09% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 12.92% | -3.73% | 9.72% | 26.27% | 4.98% | 3.82% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 18.63% | -0.45% | 12.59% | 35.78% | 11.22% | 10.67% |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 14.59% | 0.68% | 12.67% | 40.01% | 11.47% | N/A |
Monthly Returns
The table below presents the monthly returns of bardopt, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.61% | 3.17% | 3.45% | -1.99% | 2.91% | 1.89% | 1.82% | 1.69% | 2.88% | 14.38% | |||
| 2023 | 7.75% | -3.05% | 2.22% | 1.35% | -2.55% | 5.67% | 4.04% | -3.78% | -3.66% | -3.93% | 9.09% | 5.11% | 18.39% |
| 2022 | -4.33% | -2.50% | 0.49% | -6.08% | -0.22% | -8.43% | 4.68% | -3.20% | -9.22% | 3.88% | 9.90% | -2.12% | -17.32% |
| 2021 | 0.74% | 2.29% | 2.00% | 3.53% | 2.23% | 0.62% | -0.49% | 1.86% | -3.73% | 3.45% | -3.09% | 4.16% | 14.05% |
| 2020 | -2.59% | -8.14% | -13.48% | 7.96% | 2.96% | 4.91% | 5.39% | 5.48% | -2.89% | -2.14% | 12.71% | 5.66% | 13.57% |
| 2019 | 7.22% | 2.13% | 0.78% | 3.05% | -6.00% | 6.03% | -0.60% | -3.39% | 2.50% | 2.95% | 1.96% | 4.17% | 21.98% |
| 2018 | 5.76% | -4.55% | -1.42% | 0.95% | -1.13% | -1.39% | 2.80% | -1.20% | 0.23% | -8.12% | 1.52% | -4.60% | -11.27% |
| 2017 | 3.02% | 2.31% | 2.42% | 2.30% | 2.60% | 0.49% | 3.61% | 0.45% | 1.87% | 2.14% | 1.14% | 1.91% | 27.10% |
| 2016 | -7.04% | 0.47% | 7.92% | 0.96% | -0.60% | -0.66% | 4.82% | 0.86% | 1.26% | -1.87% | -0.74% | 2.25% | 7.13% |
| 2015 | -1.04% | -2.74% | -0.66% | -6.98% | -3.57% | 7.06% | -1.40% | -2.11% | -11.39% |
Expense Ratio
bardopt features an expense ratio of 0.29%, 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
Risk-Adjusted Performance Rank
The current rank of bardopt is 25, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
IWRD.AS iShares MSCI World UCITS ETF | 2.84 | 3.99 | 1.55 | 3.53 | 17.48 |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 1.77 | 2.58 | 1.30 | 2.31 | 9.56 |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 1.39 | 2.09 | 1.26 | 0.76 | 7.74 |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 2.75 | 3.85 | 1.53 | 3.10 | 17.49 |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 1.91 | 2.70 | 1.33 | 2.24 | 11.42 |
Dividends
Dividend yield
bardopt provided a 0.50% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| bardopt | 0.50% | 0.61% | 0.70% | 0.49% | 0.58% | 0.73% | 0.81% | 0.72% | 0.71% | 0.75% | 0.62% | 0.65% |
| Portfolio components: | ||||||||||||
IWRD.AS iShares MSCI World UCITS ETF | 1.08% | 1.32% | 1.49% | 1.01% | 1.21% | 1.62% | 1.84% | 1.67% | 1.70% | 1.81% | 1.55% | 1.77% |
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 | 1.48% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% | 1.57% |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 0.91% | 1.13% | 1.23% | 1.07% | 1.33% | 1.39% | 1.17% | 0.93% | 0.78% | 0.79% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the bardopt. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the bardopt was 34.96%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current bardopt drawdown is 2.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.96% | Jan 21, 2020 | 45 | Mar 23, 2020 | 162 | Nov 5, 2020 | 207 |
| -27.87% | Nov 15, 2021 | 237 | Oct 12, 2022 | 358 | Mar 1, 2024 | 595 |
| -23.45% | May 18, 2015 | 192 | Feb 11, 2016 | 282 | Mar 15, 2017 | 474 |
| -20.43% | Jan 29, 2018 | 235 | Dec 24, 2018 | 255 | Dec 19, 2019 | 490 |
| -7.7% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
Volatility
Volatility Chart
The current bardopt 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.
Diversification
Asset Correlations Table
| SMLF | EIMI.L | IMAE.AS | IWRD.AS | VWRL.AS | |
|---|---|---|---|---|---|
| SMLF | 1.00 | 0.45 | 0.50 | 0.56 | 0.56 |
| EIMI.L | 0.45 | 1.00 | 0.69 | 0.69 | 0.75 |
| IMAE.AS | 0.50 | 0.69 | 1.00 | 0.88 | 0.88 |
| IWRD.AS | 0.56 | 0.69 | 0.88 | 1.00 | 0.99 |
| VWRL.AS | 0.56 | 0.75 | 0.88 | 0.99 | 1.00 |