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ih-cspx-iuit

Last updated Feb 28, 2024

Asset Allocation


CSPX.L 70%IUIT.L 30%EquityEquity
PositionCategory/SectorWeight
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Large Cap Growth Equities

70%

IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

30%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ih-cspx-iuit, 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


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
16.07%
12.91%
ih-cspx-iuit
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 23, 2015, corresponding to the inception date of IUIT.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.46%3.83%12.91%27.52%12.80%10.59%
ih-cspx-iuit7.08%3.27%16.07%37.25%17.64%N/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
6.08%3.38%13.85%28.93%14.25%12.22%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
9.41%3.04%21.22%57.53%25.40%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.68%
20233.24%-1.16%-5.14%-2.72%10.39%5.23%

Sharpe Ratio

The current ih-cspx-iuit Sharpe ratio is 2.78. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.78

The Sharpe ratio of ih-cspx-iuit 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.78
2.27
ih-cspx-iuit
Benchmark (^GSPC)
Portfolio components

Dividend yield


ih-cspx-iuit doesn't pay dividends

Expense Ratio

The ih-cspx-iuit has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
0.00%2.15%
0.07%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.27
ih-cspx-iuit
2.78
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
2.43
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
3.04

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

CSPX.LIUIT.L
CSPX.L1.000.88
IUIT.L0.881.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.39%
-0.21%
ih-cspx-iuit
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ih-cspx-iuit. 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 ih-cspx-iuit was 33.27%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current ih-cspx-iuit drawdown is 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.27%Feb 20, 202023Mar 23, 202082Jul 21, 2020105
-27.2%Jan 4, 2022195Oct 12, 2022279Nov 20, 2023474
-19.25%Oct 4, 201858Dec 24, 201876Apr 12, 2019134
-13.81%Dec 3, 201548Feb 11, 201646Apr 19, 201694
-10.08%Sep 3, 202013Sep 21, 202035Nov 9, 202048

Volatility Chart

The current ih-cspx-iuit volatility is 4.44%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
4.44%
3.92%
ih-cspx-iuit
Benchmark (^GSPC)
Portfolio components
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