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AMB

Last updated Sep 21, 2023

Asset Allocation


BIL 10%IEAC.AS 10%IWDA.AS 45%VEVE.AS 25%TRET.AS 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds10%
IEAC.AS
iShares Core € Corp Bond UCITS ETF
Corporate Bonds10%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
Global Equities45%
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
Global Equities25%
TRET.AS
VanEck Global Real Estate UCITS ETF
REIT10%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
8.13%
10.86%
AMB
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.27%9.85%
AMB0.85%7.25%10.24%13.17%4.91%5.99%
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%

Asset Correlations Table

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

BILIEAC.ASTRET.ASIWDA.ASVEVE.AS
BIL1.00-0.00-0.020.000.01
IEAC.AS-0.001.000.330.320.32
TRET.AS-0.020.331.000.690.69
IWDA.AS0.000.320.691.000.98
VEVE.AS0.010.320.690.981.00

Sharpe Ratio

The current AMB Sharpe ratio is 1.46. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.46

The Sharpe ratio of AMB 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
1.46
1.24
AMB
Benchmark (^GSPC)
Portfolio components

Dividend yield

AMB granted a 1.06% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
AMB1.06%0.70%0.27%0.60%0.71%0.79%0.62%0.58%0.43%0.61%0.53%0.65%
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.


0.25%
0.00%2.15%
0.20%
0.00%2.15%
0.14%
0.00%2.15%
0.12%
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
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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-9.26%
-8.22%
AMB
Benchmark (^GSPC)
Portfolio components

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, 202025Mar 23, 2020112Aug 27, 2020137
-24.7%Jan 3, 2022202Oct 12, 2022
-15.3%May 18, 2015192Feb 11, 2016237Jan 11, 2017429
-13.81%Jan 29, 2018236Dec 26, 2018124Jun 20, 2019360
-6.14%Oct 13, 202014Oct 30, 20206Nov 9, 202020

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.92%
3.27%
AMB
Benchmark (^GSPC)
Portfolio components