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Dusan Portfolio

Last updated Mar 2, 2024

Dusan PRF

Asset Allocation


VWCE.DE 55%VUAA.L 30%IYW 15%EquityEquity
PositionCategory/SectorWeight
VWCE.DE
Vanguard FTSE All-World UCITS ETF
Global Equities

55%

VUAA.L
Vanguard S&P 500 UCITS ETF
Large Cap Growth Equities

30%

IYW
iShares U.S. Technology ETF
Technology Equities

15%

S&P 500

Performance

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


40.00%50.00%60.00%70.00%80.00%OctoberNovemberDecember2024FebruaryMarch
77.70%
71.03%
Dusan Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 25, 2019, corresponding to the inception date of VWCE.DE

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Dusan Portfolio6.49%3.57%13.95%28.91%N/AN/A
VWCE.DE
Vanguard FTSE All-World UCITS ETF
5.18%3.52%11.87%21.37%N/AN/A
VUAA.L
Vanguard S&P 500 UCITS ETF
7.01%3.49%14.06%28.99%N/AN/A
IYW
iShares U.S. Technology ETF
10.31%3.95%21.47%58.59%24.73%20.45%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.50%4.20%
2023-1.93%-4.38%-3.01%9.55%5.25%

Sharpe Ratio

The current Dusan Portfolio Sharpe ratio is 2.93. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.93

The Sharpe ratio of Dusan Portfolio 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.93
2.44
Dusan Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dusan Portfolio granted a 0.05% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dusan Portfolio0.05%0.06%0.08%0.05%0.08%0.11%0.14%0.12%0.17%0.17%0.17%0.16%
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
0.36%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%1.06%

Expense Ratio

The Dusan Portfolio has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.42%
0.50%1.00%1.50%2.00%0.22%
0.50%1.00%1.50%2.00%0.07%

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
2.44
Dusan Portfolio
2.93
VWCE.DE
Vanguard FTSE All-World UCITS ETF
2.24
VUAA.L
Vanguard S&P 500 UCITS ETF
2.78
IYW
iShares U.S. Technology ETF
3.52

Asset Correlations Table

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

IYWVUAA.LVWCE.DE
IYW1.000.510.54
VUAA.L0.511.000.90
VWCE.DE0.540.901.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Dusan Portfolio
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.42%Feb 20, 202023Mar 23, 202096Aug 5, 2020119
-27.31%Dec 31, 2021203Oct 12, 2022304Dec 14, 2023507
-8.21%Sep 3, 202016Sep 24, 202032Nov 9, 202048
-6.4%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-6.29%Jul 29, 201914Aug 15, 201950Oct 24, 201964

Volatility Chart

The current Dusan Portfolio volatility is 3.21%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.21%
3.47%
Dusan Portfolio
Benchmark (^GSPC)
Portfolio components
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