AMB
Asset Allocation
| Position | Category/Sector | 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% |
VEVE.AS Vanguard FTSE Developed World UCITS ETF | Global Equities | 25% |
TRET.AS VanEck Global Real Estate UCITS ETF | REIT | 10% |
Performance
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 Quarterly
Returns
As of Sep 21, 2023, the AMB returned 10.24% Year-To-Date and 5.99% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.27% | 9.85% |
| AMB | 0.85% | 7.25% | 10.24% | 13.17% | 4.91% | 5.99% |
| Portfolio components: | ||||||
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 1.20% | 9.99% | 14.90% | 17.68% | 7.62% | 8.91% |
VEVE.AS Vanguard FTSE Developed World UCITS ETF | 0.93% | 8.86% | 12.77% | 15.81% | 5.43% | 6.72% |
TRET.AS VanEck Global Real Estate UCITS ETF | 1.65% | 5.63% | 0.57% | -0.12% | 0.47% | 2.12% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.41% | 2.37% | 3.39% | 4.35% | 1.50% | 1.03% |
IEAC.AS iShares Core € Corp Bond UCITS ETF | -1.34% | -2.19% | 0.40% | 8.83% | -3.25% | -2.01% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BIL | IEAC.AS | TRET.AS | IWDA.AS | VEVE.AS | |
|---|---|---|---|---|---|
| BIL | 1.00 | -0.00 | -0.02 | 0.00 | 0.01 |
| IEAC.AS | -0.00 | 1.00 | 0.33 | 0.32 | 0.32 |
| TRET.AS | -0.02 | 0.33 | 1.00 | 0.69 | 0.69 |
| IWDA.AS | 0.00 | 0.32 | 0.69 | 1.00 | 0.98 |
| VEVE.AS | 0.01 | 0.32 | 0.69 | 0.98 | 1.00 |
Dividend yield
AMB granted a 1.06% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMB | 1.06% | 0.70% | 0.27% | 0.60% | 0.71% | 0.79% | 0.62% | 0.58% | 0.43% | 0.61% | 0.53% | 0.65% |
| 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 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRET.AS VanEck Global Real Estate UCITS ETF | 3.84% | 4.77% | 1.89% | 4.80% | 3.77% | 5.05% | 3.86% | 3.95% | 3.32% | 3.61% | 2.34% | 2.75% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.09% | 1.39% | 0.00% | 0.31% | 2.15% | 1.78% | 0.74% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
IEAC.AS iShares Core € Corp Bond UCITS ETF | 2.64% | 0.85% | 0.83% | 0.87% | 1.14% | 1.03% | 1.61% | 1.78% | 0.98% | 2.44% | 2.95% | 3.72% |
Expense Ratio
The AMB features an expense ratio of 0.18%, 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.95 | ||||
VEVE.AS Vanguard FTSE Developed World UCITS ETF | 0.84 | ||||
TRET.AS VanEck Global Real Estate UCITS ETF | -0.17 | ||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 14.76 | ||||
IEAC.AS iShares Core € Corp Bond UCITS ETF | 0.47 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the AMB. 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 AMB is 29.35%, recorded on Mar 23, 2020. It took 112 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.35% | Feb 18, 2020 | 25 | Mar 23, 2020 | 112 | Aug 27, 2020 | 137 |
| -24.7% | Jan 3, 2022 | 202 | Oct 12, 2022 | — | — | — |
| -15.3% | May 18, 2015 | 192 | Feb 11, 2016 | 237 | Jan 11, 2017 | 429 |
| -13.81% | Jan 29, 2018 | 236 | Dec 26, 2018 | 124 | Jun 20, 2019 | 360 |
| -6.14% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
Volatility Chart
The current AMB volatility is 1.92%, 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.