Dusan Portfolio
Dusan PRF
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IYW iShares U.S. Technology ETF | Technology Equities | 15% |
VUAA.L Vanguard S&P 500 UCITS ETF | Large Cap Growth Equities | 30% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | Global Equities | 55% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dusan Portfolio, 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 Jul 25, 2019, corresponding to the inception date of VWCE.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| Dusan Portfolio | 20.82% | 3.03% | 15.58% | 34.43% | 14.67% | N/A |
| Portfolio components: | ||||||
VWCE.DE Vanguard FTSE All-World UCITS ETF | 18.31% | 2.34% | 13.98% | 31.06% | 11.48% | N/A |
VUAA.L Vanguard S&P 500 UCITS ETF | 22.74% | 3.04% | 16.00% | 35.73% | 15.35% | N/A |
IYW iShares U.S. Technology ETF | 25.84% | 5.60% | 20.22% | 43.87% | 24.50% | 21.58% |
Monthly Returns
The table below presents the monthly returns of Dusan Portfolio, 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 | 1.51% | 4.02% | 3.12% | -3.26% | 3.52% | 4.99% | 0.50% | 1.43% | 2.62% | 20.82% | |||
| 2023 | 6.97% | -1.75% | 4.10% | 1.45% | 1.35% | 5.99% | 3.49% | -1.93% | -4.38% | -3.01% | 9.55% | 5.24% | 29.39% |
| 2022 | -6.25% | -2.44% | 3.27% | -8.12% | -1.76% | -8.29% | 7.70% | -3.37% | -8.84% | 4.76% | 5.39% | -3.69% | -21.14% |
| 2021 | -0.03% | 2.28% | 2.92% | 4.63% | 1.04% | 2.42% | 1.82% | 2.97% | -4.16% | 5.44% | -0.54% | 3.62% | 24.43% |
| 2020 | -0.06% | -8.83% | -10.25% | 10.11% | 4.12% | 3.76% | 5.09% | 7.98% | -3.36% | -2.75% | 11.12% | 4.77% | 20.79% |
| 2019 | -0.41% | -2.81% | 2.31% | 2.43% | 3.62% | 3.52% | 8.80% |
Expense Ratio
Dusan Portfolio 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 risk-adjusted rank of Dusan Portfolio is 85, placing it in the top 15% 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 | |
|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 3.19 | 4.50 | 1.61 | 2.50 | 21.01 |
VUAA.L Vanguard S&P 500 UCITS ETF | 3.44 | 4.81 | 1.67 | 3.43 | 22.46 |
IYW iShares U.S. Technology ETF | 2.39 | 3.01 | 1.42 | 3.09 | 10.77 |
Dividends
Dividend yield
Dusan Portfolio granted a 0.05% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dusan Portfolio | 0.05% | 0.06% | 0.08% | 0.05% | 0.08% | 0.11% | 0.14% | 0.12% | 0.17% | 0.17% | 0.17% | 0.16% |
| Portfolio components: | ||||||||||||
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.32% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
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 Dusan Portfolio. 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 Dusan Portfolio was 33.42%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Dusan Portfolio drawdown is 0.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.42% | Feb 20, 2020 | 23 | Mar 23, 2020 | 96 | Aug 5, 2020 | 119 |
| -27.31% | Dec 31, 2021 | 203 | Oct 12, 2022 | 304 | Dec 14, 2023 | 507 |
| -8.67% | Jul 17, 2024 | 14 | Aug 5, 2024 | 33 | Sep 19, 2024 | 47 |
| -8.21% | Sep 3, 2020 | 16 | Sep 24, 2020 | 32 | Nov 9, 2020 | 48 |
| -6.4% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
Volatility
Volatility Chart
The current Dusan Portfolio volatility is 2.66%, 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
| IYW | VUAA.L | VWCE.DE | |
|---|---|---|---|
| IYW | 1.00 | 0.50 | 0.55 |
| VUAA.L | 0.50 | 1.00 | 0.90 |
| VWCE.DE | 0.55 | 0.90 | 1.00 |