bardopt
Asset Allocation
Position | Category/Sector | Target 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 Every 3 months.
The earliest data available for this chart is Apr 30, 2015, corresponding to the inception date of SMLF
Returns By Period
As of May 9, 2025, the bardopt returned 5.45% Year-To-Date and 6.65% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
bardopt | 5.45% | 12.47% | 1.16% | 9.85% | 12.05% | 6.65% |
Portfolio components: | ||||||
IWRD.AS iShares MSCI World UCITS ETF | 0.26% | 10.26% | -1.67% | 10.56% | 13.74% | 9.14% |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 16.10% | 13.45% | 10.79% | 11.35% | 13.00% | 5.67% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 5.62% | 13.25% | -0.96% | 7.77% | 8.12% | 3.44% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.18% | 10.53% | -1.23% | 10.52% | 13.01% | 8.44% |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | -5.43% | 17.30% | -9.73% | 4.83% | 14.76% | 8.98% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 4.03% | -0.58% | -1.56% | 1.29% | 2.27% | 5.45% | |||||||
2024 | -0.60% | 3.17% | 3.45% | -2.00% | 2.92% | 1.89% | 1.80% | 1.69% | 2.88% | -3.11% | 1.50% | -2.76% | 11.03% |
2023 | 7.74% | -3.04% | 2.22% | 1.35% | -2.54% | 5.67% | 4.04% | -3.78% | -3.66% | -3.93% | 9.08% | 5.11% | 18.38% |
2022 | -4.33% | -2.50% | 0.49% | -6.08% | -0.22% | -8.43% | 4.68% | -3.20% | -9.22% | 3.88% | 9.90% | -2.13% | -17.32% |
2021 | 0.74% | 2.29% | 2.00% | 3.53% | 2.23% | 0.62% | -0.50% | 1.87% | -3.73% | 3.46% | -3.09% | 4.16% | 14.05% |
2020 | -2.60% | -8.13% | -13.48% | 7.96% | 2.96% | 4.92% | 5.39% | 5.47% | -2.88% | -2.14% | 12.71% | 5.66% | 13.57% |
2019 | 7.21% | 2.13% | 0.78% | 3.06% | -6.00% | 6.03% | -0.60% | -3.39% | 2.50% | 2.95% | 1.96% | 4.17% | 21.99% |
2018 | 5.76% | -4.55% | -1.42% | 0.95% | -1.13% | -1.39% | 2.80% | -1.21% | 0.23% | -8.12% | 1.52% | -4.59% | -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% | 4.81% | 0.86% | 1.26% | -1.87% | -0.74% | 2.25% | 7.13% |
2015 | -1.04% | -2.74% | -0.66% | -6.98% | -3.58% | 7.06% | -1.39% | -2.12% | -11.39% |
Expense Ratio
bardopt has an expense ratio of 0.29%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of bardopt is 33, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.61 | 0.73 | 1.11 | 0.43 | 1.89 |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 0.64 | 0.78 | 1.11 | 0.57 | 1.59 |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.42 | 0.47 | 1.06 | 0.20 | 0.75 |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 0.62 | 0.75 | 1.11 | 0.45 | 2.06 |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 0.20 | 0.31 | 1.04 | 0.09 | 0.28 |
Dividends
Dividend yield
bardopt provided a 0.56% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.56% | 0.52% | 0.61% | 0.70% | 0.49% | 0.58% | 0.73% | 0.81% | 0.72% | 0.71% | 0.75% | 0.62% |
Portfolio components: | ||||||||||||
IWRD.AS iShares MSCI World UCITS ETF | 1.12% | 1.05% | 1.32% | 1.49% | 1.01% | 1.21% | 1.62% | 1.84% | 1.67% | 1.70% | 1.81% | 1.55% |
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 | 1.64% | 1.47% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% |
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 1.41% | 1.33% | 1.13% | 1.23% | 1.07% | 1.33% | 1.39% | 1.17% | 0.93% | 0.78% | 0.79% | 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 34.95%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current bardopt drawdown is 1.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.95% | 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 |
-23.46% | 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 |
-14.5% | Feb 19, 2025 | 36 | Apr 9, 2025 | — | — | — |
Volatility
Volatility Chart
The current bardopt volatility is 6.76%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
^GSPC | SMLF | EIMI.L | IMAE.AS | IWRD.AS | VWRL.AS | Portfolio | |
---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.76 | 0.48 | 0.51 | 0.60 | 0.61 | 0.62 |
SMLF | 0.76 | 1.00 | 0.44 | 0.49 | 0.55 | 0.55 | 0.60 |
EIMI.L | 0.48 | 0.44 | 1.00 | 0.69 | 0.69 | 0.75 | 0.87 |
IMAE.AS | 0.51 | 0.49 | 0.69 | 1.00 | 0.87 | 0.87 | 0.91 |
IWRD.AS | 0.60 | 0.55 | 0.69 | 0.87 | 1.00 | 0.99 | 0.93 |
VWRL.AS | 0.61 | 0.55 | 0.75 | 0.87 | 0.99 | 1.00 | 0.95 |
Portfolio | 0.62 | 0.60 | 0.87 | 0.91 | 0.93 | 0.95 | 1.00 |