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My weights
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SGLP.L 4%MEUD.L 20%IMID.L 15%EMIM.L 15%EWC 4%LCJP.L 2%VASGX 40%CommodityCommodityEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
Emerging Markets Equities

15%

EWC
iShares MSCI Canada ETF
Canada Equities

4%

IMID.L
SPDR MSCI ACWI IMI
Global Equities

15%

LCJP.L
Amundi MSCI Japan UCITS ETF Acc
Japan Equities

2%

MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
Europe Equities

20%

SGLP.L
Invesco Physical Gold A
Precious Metals

4%

VASGX
Vanguard LifeStrategy Growth Fund
Diversified Portfolio

40%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My weights, 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


20.00%40.00%60.00%80.00%100.00%NovemberDecember2024FebruaryMarchApril
43.85%
87.89%
My weights
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 22, 2018, corresponding to the inception date of LCJP.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
My weights1.77%-3.19%15.17%11.13%6.88%N/A
VASGX
Vanguard LifeStrategy Growth Fund
1.16%-4.07%14.43%12.34%7.23%7.29%
EWC
iShares MSCI Canada ETF
1.17%-1.85%15.79%7.86%7.46%4.40%
LCJP.L
Amundi MSCI Japan UCITS ETF Acc
4.21%-7.37%16.57%16.42%5.79%N/A
IMID.L
SPDR MSCI ACWI IMI
2.38%-4.23%16.70%15.48%8.62%8.05%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
1.03%-3.52%17.11%6.33%6.63%7.42%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
-0.29%-2.72%11.22%7.40%1.72%N/A
SGLP.L
Invesco Physical Gold A
16.08%10.17%19.97%20.96%13.11%9.47%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.76%2.79%3.38%
2023-3.71%-3.02%8.41%5.04%

Expense Ratio

The My weights has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.14%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

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.


My weights
Sharpe ratio
The chart of Sharpe ratio for My weights, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.001.14
Sortino ratio
The chart of Sortino ratio for My weights, currently valued at 1.73, compared to the broader market-2.000.002.004.006.001.73
Omega ratio
The chart of Omega ratio for My weights, currently valued at 1.21, compared to the broader market0.801.001.201.401.601.801.21
Calmar ratio
The chart of Calmar ratio for My weights, currently valued at 0.77, compared to the broader market0.002.004.006.008.000.77
Martin ratio
The chart of Martin ratio for My weights, currently valued at 3.26, compared to the broader market0.0010.0020.0030.0040.003.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VASGX
Vanguard LifeStrategy Growth Fund
1.281.921.230.833.99
EWC
iShares MSCI Canada ETF
0.610.971.120.452.08
LCJP.L
Amundi MSCI Japan UCITS ETF Acc
1.061.571.190.844.39
IMID.L
SPDR MSCI ACWI IMI
1.402.081.261.134.75
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
0.510.841.100.461.53
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.540.911.100.261.62
SGLP.L
Invesco Physical Gold A
1.642.521.311.754.62

Sharpe Ratio

The current My weights Sharpe ratio is 1.14. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.14

The Sharpe ratio of My weights lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.14
1.66
My weights
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My weights granted a 1.28% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My weights1.28%1.29%0.98%1.49%1.50%1.02%1.85%0.93%0.96%1.91%1.19%0.94%
VASGX
Vanguard LifeStrategy Growth Fund
2.97%3.00%2.22%3.54%3.54%2.34%4.36%2.13%2.23%4.54%2.76%2.12%
EWC
iShares MSCI Canada ETF
2.24%2.27%2.34%1.85%2.09%2.16%2.65%1.97%1.75%2.34%2.15%2.37%
LCJP.L
Amundi MSCI Japan 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%
IMID.L
SPDR MSCI ACWI IMI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - 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%
EMIM.L
iShares Core MSCI Emerging Markets IMI 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%
SGLP.L
Invesco Physical Gold A
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%NovemberDecember2024FebruaryMarchApril
-3.82%
-5.46%
My weights
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My weights. 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 My weights was 30.82%, occurring on Mar 23, 2020. Recovery took 104 trading sessions.

The current My weights drawdown is 3.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.82%Jan 21, 202045Mar 23, 2020104Aug 18, 2020149
-26.42%Nov 9, 2021240Oct 11, 2022357Mar 1, 2024597
-14.29%May 15, 2018159Dec 24, 201880Apr 17, 2019239
-6.09%Jul 5, 201930Aug 15, 201949Oct 23, 201979
-6.07%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The current My weights volatility is 2.33%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.33%
3.15%
My weights
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.

SGLP.LLCJP.LEWCVASGXIMID.LEMIM.LMEUD.L
SGLP.L1.000.170.190.130.050.200.20
LCJP.L0.171.000.540.580.690.660.72
EWC0.190.541.000.830.600.580.64
VASGX0.130.580.831.000.630.640.65
IMID.L0.050.690.600.631.000.740.83
EMIM.L0.200.660.580.640.741.000.73
MEUD.L0.200.720.640.650.830.731.00