AMB
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 10% |
IEAC.AS iShares Core € Corp Bond UCITS ETF | Corporate Bonds | 10% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 45% |
TRET.AS VanEck Global Real Estate UCITS ETF | REIT | 10% |
VEVE.AS Vanguard FTSE Developed World UCITS ETF | Global Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMB, 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 Sep 30, 2014, corresponding to the inception date of VEVE.AS
Returns By Period
As of May 9, 2025, the AMB returned 2.07% Year-To-Date and 7.14% 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% |
| AMB | 2.07% | 8.55% | -0.10% | 10.38% | 10.91% | 7.14% |
| Portfolio components: | ||||||
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.32% | 10.38% | -1.50% | 10.69% | 13.94% | 9.24% |
VEVE.AS Vanguard FTSE Developed World UCITS ETF | 0.83% | 10.67% | -1.17% | 10.60% | 13.78% | 9.11% |
TRET.AS VanEck Global Real Estate UCITS ETF | 6.22% | 9.11% | 0.07% | 12.36% | 7.10% | 2.41% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.45% | 0.33% | 2.14% | 4.79% | 2.49% | 1.72% |
IEAC.AS iShares Core € Corp Bond UCITS ETF | 9.61% | 3.81% | 6.00% | 10.22% | 1.27% | 1.07% |
Monthly Returns
The table below presents the monthly returns of AMB, 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 | 3.27% | -1.27% | -2.52% | 1.02% | 1.67% | 2.07% | |||||||
| 2024 | 0.69% | 2.40% | 3.00% | -2.93% | 2.51% | 2.72% | 1.95% | 2.03% | 2.03% | -1.37% | 3.20% | -2.99% | 13.75% |
| 2023 | 5.78% | -2.13% | 1.68% | 2.02% | -1.09% | 4.63% | 2.83% | -1.66% | -3.78% | -2.71% | 7.78% | 5.14% | 19.22% |
| 2022 | -5.22% | -1.84% | 2.52% | -6.26% | -1.82% | -7.31% | 6.21% | -3.73% | -7.34% | 3.98% | 5.45% | -2.15% | -17.29% |
| 2021 | -0.05% | 1.97% | 2.31% | 3.94% | 1.38% | 0.98% | 1.96% | 1.65% | -3.37% | 3.98% | -1.21% | 3.37% | 17.99% |
| 2020 | 0.21% | -7.49% | -10.21% | 7.15% | 2.89% | 2.72% | 3.93% | 5.68% | -2.48% | -2.64% | 10.08% | 3.56% | 12.06% |
| 2019 | 6.12% | 2.30% | 1.12% | 2.49% | -3.68% | 4.53% | 0.57% | -1.52% | 1.87% | 1.93% | 1.96% | 1.79% | 20.92% |
| 2018 | 3.73% | -3.30% | -1.51% | 1.37% | -0.08% | 0.29% | 1.90% | 0.75% | 0.26% | -5.64% | 0.66% | -4.85% | -6.65% |
| 2017 | 1.76% | 2.26% | 0.71% | 1.58% | 1.88% | 0.63% | 2.59% | -0.05% | 1.27% | 1.44% | 1.79% | 1.38% | 18.67% |
| 2016 | -5.94% | 0.50% | 5.69% | 0.57% | 0.57% | -0.81% | 3.97% | -0.18% | 0.61% | -2.12% | 0.41% | 1.31% | 4.22% |
| 2015 | -6.18% | 3.64% | -1.05% | 2.60% | -0.79% | -2.12% | 1.43% | -4.74% | -2.63% | 6.05% | -0.73% | -0.29% | -5.32% |
| 2014 | -4.27% | 1.67% | 3.80% | 1.03% |
Expense Ratio
AMB has an expense ratio of 0.18%, which is considered low. 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 AMB is 52, 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 | |
|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.62 | 0.75 | 1.11 | 0.44 | 1.95 |
VEVE.AS Vanguard FTSE Developed World UCITS ETF | 0.62 | 0.76 | 1.11 | 0.46 | 2.02 |
TRET.AS VanEck Global Real Estate UCITS ETF | 0.80 | 0.93 | 1.13 | 0.43 | 1.55 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 19.83 | 239.77 | 139.43 | 422.66 | 3,893.28 |
IEAC.AS iShares Core € Corp Bond UCITS ETF | 1.25 | 1.82 | 1.21 | 0.42 | 2.58 |
Dividends
Dividend yield
AMB provided a 1.59% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.59% | 1.55% | 1.54% | 1.20% | 0.62% | 0.96% | 1.12% | 1.26% | 1.03% | 0.98% | 0.86% | 0.55% |
| Portfolio components: | ||||||||||||
IWDA.AS iShares Core MSCI World UCITS ETF USD (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% |
VEVE.AS Vanguard FTSE Developed World UCITS ETF | 1.62% | 1.46% | 1.73% | 2.04% | 1.43% | 1.61% | 1.89% | 2.28% | 1.97% | 1.98% | 2.05% | 0.24% |
TRET.AS VanEck Global Real Estate UCITS ETF | 3.72% | 3.41% | 3.67% | 4.68% | 1.78% | 4.43% | 3.33% | 4.31% | 3.16% | 3.13% | 2.55% | 2.70% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.69% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
IEAC.AS iShares Core € Corp Bond UCITS ETF | 3.43% | 3.39% | 2.51% | 0.84% | 0.81% | 0.84% | 1.10% | 0.98% | 1.52% | 1.66% | 0.90% | 2.22% |
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 AMB. 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 AMB was 29.35%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.
The current AMB drawdown is 2.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.35% | Feb 18, 2020 | 25 | Mar 23, 2020 | 112 | Aug 27, 2020 | 137 |
| -24.41% | Jan 3, 2022 | 202 | Oct 12, 2022 | 341 | Feb 7, 2024 | 543 |
| -16.41% | May 26, 2015 | 186 | Feb 11, 2016 | 258 | Feb 9, 2017 | 444 |
| -13.45% | Jan 29, 2018 | 236 | Dec 26, 2018 | 82 | Apr 23, 2019 | 318 |
| -13.27% | Feb 18, 2025 | 37 | Apr 9, 2025 | — | — | — |
Volatility
Volatility Chart
The current AMB volatility is 7.01%, 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 3.39, 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 | BIL | IEAC.AS | TRET.AS | VEVE.AS | IWDA.AS | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | 0.16 | 0.40 | 0.59 | 0.60 | 0.59 |
| BIL | -0.00 | 1.00 | 0.01 | -0.03 | 0.01 | -0.00 | 0.00 |
| IEAC.AS | 0.16 | 0.01 | 1.00 | 0.36 | 0.33 | 0.33 | 0.40 |
| TRET.AS | 0.40 | -0.03 | 0.36 | 1.00 | 0.66 | 0.67 | 0.74 |
| VEVE.AS | 0.59 | 0.01 | 0.33 | 0.66 | 1.00 | 0.98 | 0.98 |
| IWDA.AS | 0.60 | -0.00 | 0.33 | 0.67 | 0.98 | 1.00 | 0.98 |
| Portfolio | 0.59 | 0.00 | 0.40 | 0.74 | 0.98 | 0.98 | 1.00 |