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bardopt
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

bardopt

Last updated Oct 18, 2024

Asset Allocation

IWRD.AS 30%EIMI.L 30%IMAE.AS 25%VWRL.AS 7.5%SMLF 7.5%EquityEquity
PositionCategory/SectorWeight
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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
12.60%
16.83%
bardopt
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 30, 2015, corresponding to the inception date of SMLF

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.73%2.66%16.83%38.58%14.32%11.57%
bardopt14.97%1.28%12.60%30.64%9.04%N/A
Portfolio components:
IWRD.AS
iShares MSCI World UCITS ETF		19.20%1.41%14.71%35.05%12.28%11.86%
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)		9.59%-1.49%7.09%25.83%7.73%7.48%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		13.52%2.73%13.77%26.76%5.19%4.09%
VWRL.AS
Vanguard FTSE All-World UCITS ETF		19.74%2.33%15.50%35.13%11.57%11.27%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF		16.56%3.05%14.79%39.56%12.03%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.61%3.17%3.45%-1.99%2.91%1.89%1.82%1.69%2.88%14.97%
20237.75%-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%
20210.74%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%
20197.22%2.13%0.78%3.05%-6.00%6.03%-0.60%-3.39%2.50%2.95%1.96%4.17%21.98%
20185.76%-4.55%-1.42%0.95%-1.13%-1.39%2.80%-1.20%0.23%-8.12%1.52%-4.60%-11.27%
20173.02%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.

IWRD.AS
iShares MSCI World UCITS ETF
Expense ratio chart for IWRD.AS: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
SMLF
iShares MSCI USA Small-Cap Multifactor ETF
Expense ratio chart for SMLF: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWRL.AS: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)
Expense ratio chart for IMAE.AS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
Expense ratio chart for EIMI.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of bardopt is 67, 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.

The Risk-Adjusted Performance Rank of bardopt is 6767
Combined Rank
The Sharpe Ratio Rank of bardopt is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of bardopt is 7878Sortino Ratio Rank
The Omega Ratio Rank of bardopt is 7575Omega Ratio Rank
The Calmar Ratio Rank of bardopt is 3838Calmar Ratio Rank
The Martin Ratio Rank of bardopt is 7373Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

bardopt
Sharpe ratio
The chart of Sharpe ratio for bardopt, currently valued at 2.78, compared to the broader market0.002.004.002.78
Sortino ratio
The chart of Sortino ratio for bardopt, currently valued at 3.98, compared to the broader market-2.000.002.004.006.003.98
Omega ratio
The chart of Omega ratio for bardopt, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.802.001.52
Calmar ratio
The chart of Calmar ratio for bardopt, currently valued at 2.04, compared to the broader market0.002.004.006.008.0010.0012.002.04
Martin ratio
The chart of Martin ratio for bardopt, currently valued at 18.27, compared to the broader market0.0010.0020.0030.0040.0050.0018.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.98, compared to the broader market0.002.004.002.98
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.95, compared to the broader market-2.000.002.004.006.003.95
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.60, compared to the broader market0.002.004.006.008.0010.0012.002.60
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.43, compared to the broader market0.0010.0020.0030.0040.0050.0019.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IWRD.AS
iShares MSCI World UCITS ETF		3.394.761.662.9821.51
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)		2.163.121.372.2012.50
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		1.802.661.330.9010.59
VWRL.AS
Vanguard FTSE All-World UCITS ETF		3.434.791.672.8222.42
SMLF
iShares MSCI USA Small-Cap Multifactor ETF		2.373.281.412.5714.36

Sharpe Ratio

The current bardopt Sharpe ratio is 2.86. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.19 to 3.02, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of bardopt with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.78
2.98
bardopt
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

bardopt granted a 0.50% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
bardopt0.50%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		1.47%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		0.89%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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.80%
-0.18%
bardopt
Benchmark (^GSPC)
Portfolio components

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 1.33%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.96%Jan 21, 202045Mar 23, 2020162Nov 5, 2020207
-27.87%Nov 15, 2021237Oct 12, 2022358Mar 1, 2024595
-23.45%May 18, 2015192Feb 11, 2016282Mar 15, 2017474
-20.43%Jan 29, 2018235Dec 24, 2018255Dec 19, 2019490
-7.7%Jul 15, 202416Aug 5, 202414Aug 23, 202430

Volatility

Volatility Chart

The current bardopt volatility is 3.13%, 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%MayJuneJulyAugustSeptemberOctober
3.13%
2.56%
bardopt
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SMLFEIMI.LIMAE.ASIWRD.ASVWRL.AS
SMLF1.000.450.500.560.56
EIMI.L0.451.000.690.690.75
IMAE.AS0.500.691.000.880.88
IWRD.AS0.560.690.881.000.99
VWRL.AS0.560.750.880.991.00
The correlation results are calculated based on daily price changes starting from May 1, 2015