Portfolio Marco 2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio Marco 2, 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 Oct 6, 2014, corresponding to the inception date of IWFQ.L
Returns By Period
As of Nov 15, 2024, the Portfolio Marco 2 returned 18.12% Year-To-Date and 9.71% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Portfolio Marco 2 | 18.12% | -0.53% | 6.78% | 26.42% | 11.84% | 9.71% |
| Portfolio components: | ||||||
CUS1.L iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 14.15% | 3.50% | 10.63% | 28.53% | 10.13% | 9.16% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 19.89% | 0.69% | 8.62% | 28.13% | 12.27% | 10.15% |
IWFQ.L iShares MSCI World Quality Factor UCITS | 19.28% | -0.82% | 6.57% | 26.74% | 12.37% | 10.57% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 26.16% | 2.38% | 12.93% | 34.01% | 15.42% | 13.02% |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 3.23% | -5.69% | -5.12% | 11.47% | 6.32% | 5.32% |
SGLP.L Invesco Physical Gold A | 24.13% | -3.48% | 7.75% | 30.88% | 11.68% | 7.80% |
Monthly Returns
The table below presents the monthly returns of Portfolio Marco 2, 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 | 0.59% | 3.05% | 4.13% | -2.55% | 3.40% | 2.25% | 1.93% | 2.05% | 2.06% | -0.97% | 18.12% | ||
| 2023 | 6.38% | -2.53% | 3.17% | 2.20% | -1.30% | 4.80% | 3.24% | -2.07% | -4.34% | -2.27% | 8.16% | 5.56% | 22.05% |
| 2022 | -6.01% | -0.84% | 2.84% | -6.61% | -1.78% | -7.89% | 6.05% | -3.66% | -7.37% | 4.67% | 6.93% | -1.86% | -15.82% |
| 2021 | -0.80% | 1.55% | 2.94% | 4.55% | 2.66% | 0.02% | 1.97% | 1.91% | -3.89% | 4.68% | -1.55% | 4.04% | 19.21% |
| 2020 | -0.37% | -8.14% | -10.37% | 8.65% | 4.04% | 3.12% | 4.90% | 6.12% | -3.09% | -3.24% | 10.78% | 5.19% | 16.33% |
| 2019 | 6.74% | 3.32% | 0.98% | 2.92% | -4.56% | 6.24% | 0.73% | -1.78% | 1.89% | 2.59% | 2.40% | 3.30% | 27.13% |
| 2018 | 4.27% | -3.53% | -2.13% | 1.81% | 0.07% | -0.24% | 2.21% | 0.30% | 0.57% | -6.41% | 0.13% | -5.29% | -8.43% |
| 2017 | 1.72% | 2.79% | 1.73% | 1.61% | 1.76% | 0.38% | 2.34% | 0.51% | 1.55% | 1.69% | 1.82% | 1.78% | 21.50% |
| 2016 | -5.07% | 1.33% | 5.34% | 1.43% | -0.12% | -0.12% | 3.73% | 0.32% | 0.26% | -2.03% | 0.47% | 2.45% | 7.87% |
| 2015 | -0.82% | 4.11% | -1.57% | 2.13% | 0.24% | -2.21% | 1.25% | -5.03% | -4.26% | 7.33% | -0.82% | -1.86% | -2.14% |
| 2014 | 0.82% | 2.18% | -1.00% | 1.98% |
Expense Ratio
Portfolio Marco 2 has an expense ratio of 0.19%, 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 Portfolio Marco 2 is 72, 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 | |
|---|---|---|---|---|---|
CUS1.L iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 1.77 | 2.59 | 1.32 | 1.58 | 8.83 |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 2.67 | 3.68 | 1.49 | 3.86 | 16.75 |
IWFQ.L iShares MSCI World Quality Factor UCITS | 2.46 | 3.52 | 1.45 | 3.89 | 14.00 |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 3.05 | 4.21 | 1.58 | 4.53 | 19.50 |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 0.94 | 1.38 | 1.16 | 1.21 | 4.35 |
SGLP.L Invesco Physical Gold A | 2.06 | 2.71 | 1.36 | 3.86 | 12.47 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio Marco 2. 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 Portfolio Marco 2 was 30.59%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Portfolio Marco 2 drawdown is 1.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.59% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 5, 2020 | 116 |
| -25.14% | Jan 4, 2022 | 194 | Oct 11, 2022 | 298 | Dec 14, 2023 | 492 |
| -16.45% | May 22, 2015 | 169 | Jan 20, 2016 | 242 | Jan 4, 2017 | 411 |
| -15.73% | Jan 29, 2018 | 231 | Dec 24, 2018 | 121 | Jun 20, 2019 | 352 |
| -7.21% | Sep 3, 2020 | 42 | Oct 30, 2020 | 6 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The current Portfolio Marco 2 volatility is 2.64%, 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 | CUS1.L | MEUD.L | CSPX.L | IWFQ.L | SWDA.L | |
|---|---|---|---|---|---|---|
| SGLP.L | 1.00 | 0.04 | 0.15 | -0.04 | 0.09 | 0.09 |
| CUS1.L | 0.04 | 1.00 | 0.71 | 0.79 | 0.81 | 0.84 |
| MEUD.L | 0.15 | 0.71 | 1.00 | 0.72 | 0.85 | 0.87 |
| CSPX.L | -0.04 | 0.79 | 0.72 | 1.00 | 0.88 | 0.89 |
| IWFQ.L | 0.09 | 0.81 | 0.85 | 0.88 | 1.00 | 0.97 |
| SWDA.L | 0.09 | 0.84 | 0.87 | 0.89 | 0.97 | 1.00 |