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Tryout 2025 (1 w/o crytpo)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Tryout 2025 (1 w/o crytpo)

Currency in USD · Last updated May 25, 2025

Asset Allocation

PPFB.DE 6.4%SSLN.L 6%DFNS.L 30%IWDA.L 6.4%USPY.DE 6.4%PEX 6.4%BRYN.DE 6.4%BX 6.4%CEMR.DE 6.4%QDVA.DE 6.4%PNI.AX 6.4%DTCR 6.4%CommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
BRYN.DE
Berkshire Hathaway Inc		Financial Services
6.40%
BX
The Blackstone Group Inc.		Financial Services
6.40%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		Europe Equities
6.40%
DFNS.L
VanEck Defense UCITS ETF		Aerospace & Defense
30%
DTCR
Global X Data Center & Digital Infrastructure ETF		REIT
6.40%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities
6.40%
PEX
ProShares Global Listed Private Equity ETF		Financials Equities
6.40%
PNI.AX
Pinnacle Investment Management Group Limited		Financial Services
6.40%
PPFB.DE
iShares Physical Gold ETC		Precious Metals
6.40%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		Large Cap Growth Equities
6.40%
SSLN.L
iShares Physical Silver ETC		Precious Metals
6%
USPY.DE
L&G Cyber Security UCITS ETF		Technology Equities
6.40%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Apr 5, 2023, corresponding to the inception date of DFNS.L

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.80%-2.79%9.39%14.45%10.68%
Tryout 2025 (1 w/o crytpo)17.45%6.37%13.11%35.26%N/AN/A
Portfolio components:
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		2.58%5.80%1.87%11.18%14.80%9.82%
USPY.DE
L&G Cyber Security UCITS ETF		6.79%11.31%9.29%27.84%11.17%N/A
PEX
ProShares Global Listed Private Equity ETF		-0.31%1.11%0.57%3.70%12.35%5.86%
BRYN.DE
Berkshire Hathaway Inc		11.30%-4.49%5.59%24.10%22.72%12.84%
BX
The Blackstone Group Inc.		-19.82%3.18%-30.55%13.05%24.59%17.94%
DTCR
Global X Data Center & Digital Infrastructure ETF		4.59%7.38%0.89%19.63%N/AN/A
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		25.78%6.42%25.09%22.94%13.58%8.52%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		6.16%8.46%3.64%14.01%12.24%N/A
PPFB.DE
iShares Physical Gold ETC		28.88%2.76%24.17%44.19%N/AN/A
PNI.AX
Pinnacle Investment Management Group Limited		-9.03%15.07%-15.10%50.99%41.33%36.88%
DFNS.L
VanEck Defense UCITS ETF		44.41%8.66%39.79%65.26%N/AN/A
SSLN.L
iShares Physical Silver ETC		15.84%1.43%7.00%9.72%11.65%8.20%
*Annualized

Monthly Returns

The table below presents the monthly returns of Tryout 2025 (1 w/o crytpo), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.63%0.18%1.02%4.91%4.74%17.45%
20241.11%6.43%4.74%-2.68%5.02%0.93%3.95%4.05%3.22%2.61%4.36%-3.75%33.78%
20231.84%0.26%6.44%4.58%-1.79%-3.39%-2.83%10.12%4.60%20.71%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Tryout 2025 (1 w/o crytpo) has an expense ratio of 0.50%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

PEX
ProShares Global Listed Private Equity ETF
USPY.DE
L&G Cyber Security UCITS ETF
DTCR
Global X Data Center & Digital Infrastructure ETF
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
DFNS.L
VanEck Defense UCITS ETF
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF
PPFB.DE
iShares Physical Gold ETC
SSLN.L
iShares Physical Silver ETC

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, Tryout 2025 (1 w/o crytpo) is among the top 4% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Tryout 2025 (1 w/o crytpo) is 9696
Overall Rank
The Sharpe Ratio Rank of Tryout 2025 (1 w/o crytpo) is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of Tryout 2025 (1 w/o crytpo) is 9595
Sortino Ratio Rank
The Omega Ratio Rank of Tryout 2025 (1 w/o crytpo) is 9696
Omega Ratio Rank
The Calmar Ratio Rank of Tryout 2025 (1 w/o crytpo) is 9595
Calmar Ratio Rank
The Martin Ratio Rank of Tryout 2025 (1 w/o crytpo) is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.661.131.170.773.25
USPY.DE
L&G Cyber Security UCITS ETF		1.071.941.261.294.21
PEX
ProShares Global Listed Private Equity ETF		0.280.371.050.170.71
BRYN.DE
Berkshire Hathaway Inc		1.131.671.232.355.77
BX
The Blackstone Group Inc.		0.350.841.110.411.00
DTCR
Global X Data Center & Digital Infrastructure ETF		0.871.201.170.752.54
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		1.141.681.231.625.76
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		0.601.151.170.822.90
PPFB.DE
iShares Physical Gold ETC		2.453.301.445.5415.60
PNI.AX
Pinnacle Investment Management Group Limited		1.201.651.231.053.34
DFNS.L
VanEck Defense UCITS ETF		2.753.641.525.5214.89
SSLN.L
iShares Physical Silver ETC		0.350.611.080.541.10

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.

Tryout 2025 (1 w/o crytpo) Sharpe ratios as of May 25, 2025 (values are recalculated daily):

  • 1-Year: 2.15
  • All Time: 2.48

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 0.49 to 1.03, 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 Tryout 2025 (1 w/o crytpo) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Tryout 2025 (1 w/o crytpo) provided a 1.41% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.41%1.26%1.30%0.96%1.25%0.70%0.94%0.99%2.11%1.03%1.65%0.98%
Portfolio components:
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USPY.DE
L&G Cyber Security 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%
PEX
ProShares Global Listed Private Equity ETF		14.30%14.11%13.02%1.77%13.64%5.52%7.94%4.72%24.26%4.32%12.50%6.28%
BRYN.DE
Berkshire Hathaway Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BX
The Blackstone Group Inc.		2.98%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.76%5.57%
DTCR
Global X Data Center & Digital Infrastructure ETF		1.64%1.72%1.18%2.56%1.27%0.30%0.00%0.00%0.00%0.00%0.00%0.00%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor 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%
QDVA.DE
iShares Edge MSCI USA Momentum Factor 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%
PPFB.DE
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%0.00%
PNI.AX
Pinnacle Investment Management Group Limited		3.05%1.84%3.57%4.01%1.84%2.17%3.30%2.64%1.50%3.42%3.56%3.53%
DFNS.L
VanEck Defense 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%
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%

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 Tryout 2025 (1 w/o crytpo). 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 Tryout 2025 (1 w/o crytpo) was 12.83%, occurring on Apr 7, 2025. Recovery took 14 trading sessions.

The current Tryout 2025 (1 w/o crytpo) drawdown is 1.29%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.83%Mar 19, 202514Apr 7, 202514Apr 28, 202528
-8.92%Aug 2, 202363Oct 27, 202313Nov 15, 202376
-7.25%Jul 17, 202414Aug 5, 20249Aug 16, 202423
-5.77%Nov 12, 202428Dec 19, 202421Jan 21, 202549
-4.6%Feb 20, 20257Feb 28, 202512Mar 18, 202519
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 12 assets, with an effective number of assets of 7.43, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCPPFB.DESSLN.LPNI.AXBRYN.DEBXDTCRDFNS.LUSPY.DEPEXQDVA.DECEMR.DEIWDA.LPortfolio
^GSPC1.000.070.120.220.240.640.670.380.440.650.540.460.550.61
PPFB.DE0.071.000.690.10-0.000.120.170.100.130.210.100.250.120.32
SSLN.L0.120.691.000.14-0.010.130.220.160.200.260.170.330.230.41
PNI.AX0.220.100.141.000.210.200.210.230.260.250.320.290.350.47
BRYN.DE0.24-0.00-0.010.211.000.260.150.300.230.340.380.370.390.42
BX0.640.120.130.200.261.000.510.340.370.600.380.360.410.59
DTCR0.670.170.220.210.150.511.000.300.360.540.390.400.450.55
DFNS.L0.380.100.160.230.300.340.301.000.480.390.520.550.650.81
USPY.DE0.440.130.200.260.230.370.360.481.000.420.670.520.690.67
PEX0.650.210.260.250.340.600.540.390.421.000.430.590.530.65
QDVA.DE0.540.100.170.320.380.380.390.520.670.431.000.620.770.72
CEMR.DE0.460.250.330.290.370.360.400.550.520.590.621.000.740.74
IWDA.L0.550.120.230.350.390.410.450.650.690.530.770.741.000.82
Portfolio0.610.320.410.470.420.590.550.810.670.650.720.740.821.00
The correlation results are calculated based on daily price changes starting from Apr 6, 2023
Go to the full Correlations tool for more customization options