Steady Seven
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Steady Seven , 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 Jun 28, 2019, corresponding to the inception date of FRIN.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Steady Seven | 21.30% | 1.43% | 7.85% | 33.01% | 13.04% | N/A |
Portfolio components: | ||||||
Xtrackers MSCI World Quality Factor UCITS ETF 1C | 18.47% | 0.51% | 7.14% | 32.39% | 13.39% | N/A |
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 28.34% | 1.01% | 5.75% | 42.45% | 12.81% | N/A |
Franklin FTSE India UCITS ETF | 23.08% | 3.40% | 17.48% | 36.39% | 14.85% | N/A |
WisdomTree Japan Equity UCITS ETF JPY Acc | 14.48% | 0.41% | -1.42% | 17.31% | 9.59% | N/A |
iShares Physical Gold ETC | 26.85% | 5.80% | 20.35% | 35.99% | 11.30% | 9.93% |
Monthly Returns
The table below presents the monthly returns of Steady Seven , 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 | 2.80% | 4.86% | 3.94% | -1.90% | 2.69% | 3.44% | 0.83% | 1.93% | 21.30% | ||||
2023 | 3.60% | -3.35% | 3.54% | 2.20% | -0.62% | 5.01% | 3.09% | -1.13% | -3.25% | -1.37% | 7.14% | 5.02% | 21.01% |
2022 | -6.13% | -0.60% | 3.10% | -6.74% | -2.49% | -7.11% | 5.15% | -2.68% | -6.78% | 4.01% | 7.72% | -1.64% | -14.57% |
2021 | -1.15% | 1.17% | 2.40% | 3.54% | 2.71% | 0.07% | 2.14% | 2.63% | -2.82% | 3.68% | -1.48% | 3.01% | 16.79% |
2020 | -0.04% | -7.84% | -9.42% | 8.55% | 3.74% | 2.94% | 3.91% | 7.05% | -1.89% | -2.72% | 8.65% | 5.55% | 17.77% |
2019 | 0.17% | -1.55% | 1.97% | 2.88% | 2.10% | 2.76% | 8.54% |
Expense Ratio
Steady Seven 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Steady Seven is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
Xtrackers MSCI World Quality Factor UCITS ETF 1C | 2.51 | 3.56 | 1.44 | 2.59 | 13.91 |
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 2.39 | 3.10 | 1.43 | 1.82 | 12.27 |
Franklin FTSE India UCITS ETF | 2.41 | 3.05 | 1.46 | 4.79 | 22.59 |
WisdomTree Japan Equity UCITS ETF JPY Acc | 0.90 | 1.29 | 1.18 | 1.21 | 4.28 |
iShares Physical Gold ETC | 2.46 | 3.36 | 1.42 | 3.04 | 14.68 |
Dividends
Dividend yield
Steady Seven granted a 0.00% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Steady Seven | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.36% |
Portfolio components: | |||||||||||
Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% |
Franklin FTSE India UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WisdomTree Japan Equity UCITS ETF JPY Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Physical Gold ETC | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Steady Seven . 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 Steady Seven was 28.62%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Steady Seven drawdown is 0.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-28.62% | Feb 12, 2020 | 29 | Mar 23, 2020 | 93 | Aug 5, 2020 | 122 |
-24.64% | Nov 9, 2021 | 220 | Sep 26, 2022 | 308 | Dec 13, 2023 | 528 |
-8.68% | Jul 17, 2024 | 14 | Aug 5, 2024 | 17 | Aug 29, 2024 | 31 |
-6.76% | Feb 16, 2021 | 14 | Mar 5, 2021 | 23 | Apr 9, 2021 | 37 |
-6.04% | Sep 7, 2021 | 20 | Oct 4, 2021 | 23 | Nov 4, 2021 | 43 |
Volatility
Volatility Chart
The current Steady Seven volatility is 4.24%, 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
SGLN.L | FRIN.L | DXJG.L | XDEM.L | XDEQ.L | |
---|---|---|---|---|---|
SGLN.L | 1.00 | 0.20 | 0.20 | 0.17 | 0.15 |
FRIN.L | 0.20 | 1.00 | 0.49 | 0.52 | 0.55 |
DXJG.L | 0.20 | 0.49 | 1.00 | 0.62 | 0.66 |
XDEM.L | 0.17 | 0.52 | 0.62 | 1.00 | 0.88 |
XDEQ.L | 0.15 | 0.55 | 0.66 | 0.88 | 1.00 |