My weights
Pippo
Asset Allocation
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
The earliest data available for this chart is Mar 22, 2018, corresponding to the inception date of LCJP.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
My weights | 7.86% | 0.31% | 8.41% | 11.93% | 7.83% | N/A |
Portfolio components: | ||||||
VASGX Vanguard LifeStrategy Growth Fund | 8.10% | 0.04% | 7.79% | 13.11% | 8.11% | 7.55% |
EWC iShares MSCI Canada ETF | 4.57% | 2.90% | 5.17% | 9.35% | 7.93% | 3.75% |
LCJP.L Amundi MSCI Japan UCITS ETF Acc | 6.63% | 0.80% | 4.64% | 10.24% | 6.27% | N/A |
IMID.L SPDR MSCI ACWI IMI | 10.31% | 0.53% | 9.61% | 14.61% | 9.86% | 8.34% |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 6.02% | 0.38% | 7.27% | 9.82% | 7.56% | 7.69% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 6.42% | -0.63% | 9.37% | 7.18% | 3.70% | 5.39% |
SGLP.L Invesco Physical Gold A | 14.19% | 2.57% | 17.06% | 21.84% | 10.32% | 8.86% |
Monthly Returns
The table below presents the monthly returns of My weights, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.69% | 2.79% | 3.40% | -2.01% | 3.08% | 1.08% | 7.86% | ||||||
2023 | 7.10% | -3.39% | 2.88% | 1.60% | -2.29% | 4.65% | 3.49% | -3.28% | -3.71% | -3.02% | 8.41% | 4.97% | 17.63% |
2022 | -3.95% | -2.05% | 0.65% | -6.37% | -0.05% | -7.72% | 4.57% | -3.50% | -8.62% | 3.79% | 9.51% | -2.13% | -16.12% |
2021 | -0.28% | 1.64% | 1.98% | 3.53% | 2.52% | 0.07% | 0.09% | 1.60% | -3.49% | 3.56% | -2.80% | 3.52% | 12.28% |
2020 | -1.86% | -6.68% | -12.54% | 8.30% | 3.67% | 4.05% | 5.01% | 4.92% | -2.72% | -2.34% | 11.23% | 5.29% | 14.70% |
2019 | 6.96% | 2.09% | 0.96% | 2.69% | -4.96% | 5.91% | -0.53% | -1.98% | 2.06% | 2.65% | 1.70% | 3.87% | 22.97% |
2018 | 0.03% | 0.83% | -0.85% | -1.00% | 2.46% | -0.93% | 0.33% | -7.10% | 1.15% | -4.58% | -9.60% |
Expense Ratio
My weights has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of My weights is 34, 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.
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 | |
---|---|---|---|---|---|
VASGX Vanguard LifeStrategy Growth Fund | 1.54 | 2.25 | 1.28 | 0.94 | 6.01 |
EWC iShares MSCI Canada ETF | 0.80 | 1.23 | 1.15 | 0.57 | 3.49 |
LCJP.L Amundi MSCI Japan UCITS ETF Acc | 0.88 | 1.31 | 1.16 | 0.68 | 3.15 |
IMID.L SPDR MSCI ACWI IMI | 1.49 | 2.25 | 1.28 | 1.18 | 6.18 |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 0.95 | 1.50 | 1.17 | 0.84 | 3.40 |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 0.63 | 1.04 | 1.12 | 0.29 | 2.36 |
SGLP.L Invesco Physical Gold A | 1.56 | 2.25 | 1.29 | 1.84 | 8.53 |
Dividends
Dividend yield
My weights granted a 1.26% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
My weights | 1.26% | 1.29% | 0.98% | 1.49% | 1.50% | 1.02% | 1.85% | 0.93% | 0.96% | 1.91% | 1.19% | 0.94% |
Portfolio components: | ||||||||||||
VASGX Vanguard LifeStrategy Growth Fund | 2.93% | 3.01% | 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 | 2.20% | 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.
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 2.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.82% | Jan 21, 2020 | 45 | Mar 23, 2020 | 104 | Aug 18, 2020 | 149 |
-26.42% | Nov 9, 2021 | 240 | Oct 11, 2022 | 357 | Mar 1, 2024 | 597 |
-14.29% | May 15, 2018 | 159 | Dec 24, 2018 | 80 | Apr 17, 2019 | 239 |
-6.09% | Jul 5, 2019 | 30 | Aug 15, 2019 | 49 | Oct 23, 2019 | 79 |
-6.07% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The current My weights volatility is 2.65%, 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
Asset Correlations Table
SGLP.L | LCJP.L | EWC | VASGX | EMIM.L | IMID.L | MEUD.L | |
---|---|---|---|---|---|---|---|
SGLP.L | 1.00 | 0.18 | 0.19 | 0.13 | 0.21 | 0.06 | 0.21 |
LCJP.L | 0.18 | 1.00 | 0.53 | 0.58 | 0.65 | 0.68 | 0.71 |
EWC | 0.19 | 0.53 | 1.00 | 0.83 | 0.57 | 0.59 | 0.63 |
VASGX | 0.13 | 0.58 | 0.83 | 1.00 | 0.64 | 0.64 | 0.65 |
EMIM.L | 0.21 | 0.65 | 0.57 | 0.64 | 1.00 | 0.74 | 0.72 |
IMID.L | 0.06 | 0.68 | 0.59 | 0.64 | 0.74 | 1.00 | 0.82 |
MEUD.L | 0.21 | 0.71 | 0.63 | 0.65 | 0.72 | 0.82 | 1.00 |