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Personally Created
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 7.7%GLD 7.5%BTC-USD 6.6%ETH-USD 6.6%BCHS.L 20%IWFM.L 20%VTI 13.2%VOO 10.6%VNQ 7.8%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
Technology Equities

20%

BND
Vanguard Total Bond Market ETF
Total Bond Market

7.70%

BTC-USD
Bitcoin

6.60%

ETH-USD
Ethereum

6.60%

GLD
SPDR Gold Trust
Precious Metals, Gold

7.50%

IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
Global Equities

20%

VNQ
Vanguard Real Estate ETF
REIT

7.80%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

10.60%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

13.20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Personally Created, 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


100.00%150.00%200.00%250.00%FebruaryMarchAprilMayJuneJuly
251.18%
100.78%
Personally Created
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 11, 2019, corresponding to the inception date of BCHS.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.16%2.10%17.92%22.68%13.47%10.97%
Personally Created21.95%3.19%25.73%38.72%22.80%N/A
VTI
Vanguard Total Stock Market ETF
16.81%2.50%15.68%23.84%14.46%12.40%
VOO
Vanguard S&P 500 ETF
17.96%1.85%16.24%24.99%15.27%13.00%
VNQ
Vanguard Real Estate ETF
3.70%8.16%7.30%9.19%4.40%5.79%
BND
Vanguard Total Bond Market ETF
1.18%0.94%2.41%4.28%0.08%1.47%
GLD
SPDR Gold Trust
19.42%5.95%21.48%24.93%11.18%6.13%
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
15.35%8.93%44.00%45.67%19.27%N/A
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
27.19%0.08%23.08%35.88%12.17%N/A
BTC-USD
Bitcoin
51.71%-1.30%54.06%115.22%43.37%58.92%
ETH-USD
Ethereum
48.53%-4.79%36.12%79.21%72.02%N/A

Monthly Returns

The table below presents the monthly returns of Personally Created, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.16%12.34%7.21%-7.54%5.42%1.60%21.95%
202311.46%-2.64%4.30%1.19%-1.74%5.05%3.49%-5.01%-3.96%1.64%10.29%11.07%38.98%
2022-10.02%1.27%3.84%-10.22%-5.84%-11.57%10.08%-4.58%-8.86%4.55%1.28%-3.70%-30.94%
20217.07%8.37%8.82%5.63%-3.21%-1.13%2.47%6.18%-5.45%12.43%-0.79%-3.30%41.62%
20205.34%-3.84%-14.20%16.06%5.33%3.05%13.16%6.93%-4.29%0.00%17.47%12.03%66.85%
20192.27%4.96%6.88%9.80%-0.67%-1.39%0.26%2.55%-0.74%0.83%26.98%

Expense Ratio

Personally Created has an expense ratio of 0.24%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for BCHS.L: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for IWFM.L: 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%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Personally Created 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 Personally Created is 6767
Personally Created
The Sharpe Ratio Rank of Personally Created is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of Personally Created is 5757Sortino Ratio Rank
The Omega Ratio Rank of Personally Created is 8787Omega Ratio Rank
The Calmar Ratio Rank of Personally Created is 3333Calmar Ratio Rank
The Martin Ratio Rank of Personally Created is 8484Martin 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.


Personally Created
Sharpe ratio
The chart of Sharpe ratio for Personally Created, currently valued at 2.34, compared to the broader market-1.000.001.002.003.004.005.002.34
Sortino ratio
The chart of Sortino ratio for Personally Created, currently valued at 2.88, compared to the broader market-2.000.002.004.006.002.88
Omega ratio
The chart of Omega ratio for Personally Created, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.801.47
Calmar ratio
The chart of Calmar ratio for Personally Created, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.001.23
Martin ratio
The chart of Martin ratio for Personally Created, currently valued at 13.07, compared to the broader market0.0010.0020.0030.0040.0013.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0010.0020.0030.0040.007.83

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
4.055.671.781.7632.69
VOO
Vanguard S&P 500 ETF
4.205.911.812.4935.73
VNQ
Vanguard Real Estate ETF
1.842.691.340.366.45
BND
Vanguard Total Bond Market ETF
1.642.391.290.136.15
GLD
SPDR Gold Trust
2.783.611.491.9516.57
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF Acc
1.462.131.371.056.27
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
0.891.651.461.153.94
BTC-USD
Bitcoin
2.532.951.311.5214.40
ETH-USD
Ethereum
2.142.761.281.209.76

Sharpe Ratio

The current Personally Created Sharpe ratio is 2.39. 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 1.63 to 2.48, 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 Personally Created 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.34
2.10
Personally Created
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Personally Created granted a 0.88% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Personally Created0.88%0.89%0.90%0.64%0.83%0.91%1.07%0.94%1.04%0.99%0.92%0.98%
VTI
Vanguard Total Stock Market ETF
1.33%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VNQ
Vanguard Real Estate ETF
3.97%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
BND
Vanguard Total Bond Market ETF
3.39%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BCHS.L
Invesco CoinShares Global Blockchain UCITS ETF 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%
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (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%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.89%
-1.39%
Personally Created
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Personally Created. 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 Personally Created was 39.26%, occurring on Oct 11, 2022. Recovery took 493 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.26%Nov 9, 2021337Oct 11, 2022493Feb 16, 2024830
-32.3%Feb 15, 202033Mar 18, 2020124Jul 20, 2020157
-12.21%May 10, 202171Jul 19, 202143Aug 31, 2021114
-12.2%Feb 29, 202463May 1, 202476Jul 16, 2024139
-11.82%Feb 22, 202112Mar 5, 202132Apr 6, 202144

Volatility

Volatility Chart

The current Personally Created volatility is 3.45%, 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.


0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
3.45%
2.59%
Personally Created
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.

BNDGLDETH-USDBTC-USDIWFM.LBCHS.LVNQVOOVTI
BND1.000.360.040.040.050.030.220.060.06
GLD0.361.000.110.120.140.120.140.080.09
ETH-USD0.040.111.000.810.170.290.170.220.23
BTC-USD0.040.120.811.000.190.310.190.230.24
IWFM.L0.050.140.170.191.000.600.300.500.51
BCHS.L0.030.120.290.310.601.000.270.410.43
VNQ0.220.140.170.190.300.271.000.630.64
VOO0.060.080.220.230.500.410.631.000.97
VTI0.060.090.230.240.510.430.640.971.00
The correlation results are calculated based on daily price changes starting from Mar 12, 2019