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bardopt

Last updated Sep 21, 2023

Asset Allocation


IWRD.AS 30%EIMI.L 30%IMAE.AS 25%VWRL.AS 7.5%SMLF 7.5%EquityEquity
PositionCategory/SectorWeight
IWRD.AS
iShares MSCI World UCITS ETF
Global Equities30%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
Emerging Markets Equities30%
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)
Europe Equities25%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
Global Equities7.5%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF
Small Cap Blend Equities7.5%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.14%
10.86%
bardopt
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.27%9.07%
bardopt0.93%5.79%10.26%16.74%4.74%5.10%
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%

Asset Correlations Table

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

SMLFEIMI.LIMAE.ASIWRD.ASVWRL.AS
SMLF1.000.450.500.550.55
EIMI.L0.451.000.690.700.76
IMAE.AS0.500.691.000.890.89
IWRD.AS0.550.700.891.000.99
VWRL.AS0.550.760.890.991.00

Sharpe Ratio

The current bardopt Sharpe ratio is 1.59. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.59

The Sharpe ratio of bardopt is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.59
1.24
bardopt
Benchmark (^GSPC)
Portfolio components

Dividend yield

bardopt granted a 0.66% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
bardopt0.66%0.70%0.50%0.60%0.77%0.87%0.78%0.80%0.85%0.72%0.76%0.73%
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.


0.50%
0.00%2.15%
0.30%
0.00%2.15%
0.22%
0.00%2.15%
0.20%
0.00%2.15%
0.18%
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
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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-9.93%
-8.22%
bardopt
Benchmark (^GSPC)
Portfolio components

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, 202045Mar 23, 2020162Nov 5, 2020207
-27.89%Nov 15, 2021237Oct 12, 2022
-23.49%May 18, 2015192Feb 11, 2016282Mar 15, 2017474
-20.5%Jan 29, 2018235Dec 24, 2018256Dec 20, 2019491
-6.38%Sep 7, 202120Oct 4, 202125Nov 8, 202145

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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.77%
3.27%
bardopt
Benchmark (^GSPC)
Portfolio components