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Satellite II - 02.11.2025
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SSLN.L 7.00%XDEV.L 43.00%EQDS.L 28.00%CHDVD.SW 22.00%CommodityCommodityEquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Satellite II - 02.11.2025, 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 Every 3 months.


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The earliest data available for this chart is Jul 12, 2017, corresponding to the inception date of EQDS.L

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Satellite II - 02.11.2025
-0.66%-2.20%2.15%12.21%30.97%19.03%12.35%
SSLN.L
iShares Physical Silver ETC
-4.52%-13.62%0.67%55.34%111.27%43.81%23.91%16.67%
CHDVD.SW
iShares Swiss Dividend ETF (CH)
-0.48%-2.84%-0.49%5.89%16.75%15.85%11.33%12.20%
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
0.13%-1.38%-0.28%1.72%14.13%12.21%9.64%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
-0.63%-0.42%5.35%15.06%37.56%20.40%12.02%10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 13, 2017, Satellite II - 02.11.2025's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +16.0%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Satellite II - 02.11.2025 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 12, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.79%4.83%-9.83%2.16%2.15%
20255.14%2.66%1.66%2.41%3.36%3.20%-1.61%4.99%2.94%1.77%3.28%5.86%41.80%
2024-0.34%0.77%4.10%-3.34%6.06%-1.29%3.89%2.34%0.91%-3.57%-0.10%-3.76%5.25%
20235.71%-3.04%3.39%3.40%-3.75%3.72%4.37%-2.86%-3.16%-3.19%8.29%4.78%17.97%
2022-1.06%-0.32%0.91%-4.48%0.53%-8.56%3.52%-5.55%-7.24%5.56%10.36%-0.02%-7.68%
2021-0.48%2.64%3.94%2.57%4.07%-1.71%1.18%0.57%-4.25%2.54%-2.71%6.19%14.95%

Benchmark Metrics

Satellite II - 02.11.2025 has an annualized alpha of 4.79%, beta of 0.44, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since July 13, 2017.

  • This portfolio participated in 80.20% of S&P 500 Index downside but only 74.28% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.44 may look defensive, but with R² of 0.30 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.30 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.79%
Beta
0.44
0.30
Upside Capture
74.28%
Downside Capture
80.20%

Expense Ratio

Satellite II - 02.11.2025 has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

Satellite II - 02.11.2025 ranks 87 for risk / return — in the top 87% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Satellite II - 02.11.2025 Risk / Return Rank: 8787
Overall Rank
Satellite II - 02.11.2025 Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
Satellite II - 02.11.2025 Sortino Ratio Rank: 8383
Sortino Ratio Rank
Satellite II - 02.11.2025 Omega Ratio Rank: 8484
Omega Ratio Rank
Satellite II - 02.11.2025 Calmar Ratio Rank: 9090
Calmar Ratio Rank
Satellite II - 02.11.2025 Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.88

+1.05

Sortino ratio

Return per unit of downside risk

2.48

1.37

+1.11

Omega ratio

Gain probability vs. loss probability

1.37

1.21

+0.17

Calmar ratio

Return relative to maximum drawdown

3.96

1.39

+2.57

Martin ratio

Return relative to average drawdown

15.86

6.43

+9.42


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SSLN.L
iShares Physical Silver ETC
852.062.351.373.079.40
CHDVD.SW
iShares Swiss Dividend ETF (CH)
420.891.301.191.284.38
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
440.921.281.191.355.01
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
942.252.911.444.8018.94

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Satellite II - 02.11.2025 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 1.93
  • 5-Year: 0.85
  • All Time: 0.68

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Satellite II - 02.11.2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Satellite II - 02.11.2025 provided a 1.58% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.58%1.59%1.61%1.77%1.93%1.94%1.58%1.98%2.26%0.98%0.59%0.69%
SSLN.L
iShares Physical Silver ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHDVD.SW
iShares Swiss Dividend ETF (CH)
2.96%3.46%3.32%3.48%3.48%2.92%3.07%3.25%3.83%3.50%2.70%3.13%
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.32%2.96%3.16%3.58%4.14%4.63%3.23%4.52%5.06%0.76%0.00%0.00%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Satellite II - 02.11.2025. 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 Satellite II - 02.11.2025 was 34.43%, occurring on Mar 23, 2020. Recovery took 180 trading sessions.

The current Satellite II - 02.11.2025 drawdown is 7.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.43%Jan 21, 202045Mar 23, 2020180Dec 2, 2020225
-24.87%Jan 18, 2022178Sep 26, 2022202Jul 13, 2023380
-15.77%Jan 29, 2018235Dec 27, 2018213Oct 25, 2019448
-12.84%Mar 19, 202514Apr 7, 202517May 2, 202531
-10.85%Mar 2, 202620Mar 27, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 3.16, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

BenchmarkSSLN.LCHDVD.SWEQDS.LXDEV.LPortfolio
Benchmark1.000.140.370.420.540.51
SSLN.L0.141.000.210.270.250.41
CHDVD.SW0.370.211.000.650.640.79
EQDS.L0.420.270.651.000.710.85
XDEV.L0.540.250.640.711.000.92
Portfolio0.510.410.790.850.921.00
The correlation results are calculated based on daily price changes starting from Jul 13, 2017