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portfolio_3

Last updated Dec 9, 2023

Asset Allocation


AAAU 33.33%CSPX.L 33.33%VIOO 33.33%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
AAAU
Goldman Sachs Physical Gold ETF
Precious Metals, Gold33.33%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Large Cap Growth Equities33.33%
VIOO
Vanguard S&P Small-Cap 600 ETF
Small Cap Blend Equities33.33%

Performance

The chart shows the growth of an initial investment of $10,000 in portfolio_3, 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


50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
62.99%
63.37%
portfolio_3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 15, 2018, corresponding to the inception date of AAAU

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
portfolio_312.94%6.05%4.16%11.28%11.10%N/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
21.44%5.04%7.44%17.56%13.10%11.47%
AAAU
Goldman Sachs Physical Gold ETF
9.70%2.72%2.14%11.80%9.69%N/A
VIOO
Vanguard S&P Small-Cap 600 ETF
7.20%9.37%2.41%3.61%7.78%8.14%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.80%4.20%3.69%-2.20%-5.08%-0.55%6.56%

Sharpe Ratio

The current portfolio_3 Sharpe ratio is 1.27. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.27

The Sharpe ratio of portfolio_3 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 Ratio0.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
1.27
1.37
portfolio_3
Benchmark (^GSPC)
Portfolio components

Dividend yield

portfolio_3 granted a 0.47% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
portfolio_30.47%0.50%0.39%0.36%0.46%0.44%0.37%0.32%0.42%0.35%0.29%0.48%
CSPX.L
iShares Core S&P 500 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%
AAAU
Goldman Sachs Physical Gold 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%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.41%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%1.45%

Expense Ratio

The portfolio_3 features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.18%
0.00%2.15%
0.10%
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
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
1.24
AAAU
Goldman Sachs Physical Gold ETF
0.89
VIOO
Vanguard S&P Small-Cap 600 ETF
0.20

Asset Correlations Table

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

AAAUVIOOCSPX.L
AAAU1.000.030.03
VIOO0.031.000.51
CSPX.L0.030.511.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-1.65%
-4.01%
portfolio_3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the portfolio_3. 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 portfolio_3 was 25.87%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.87%Feb 24, 202021Mar 23, 202084Jul 21, 2020105
-19.78%Nov 16, 2021225Sep 27, 2022
-13.01%Aug 30, 201883Dec 24, 201840Feb 20, 2019123
-7.52%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-5.3%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility Chart

The current portfolio_3 volatility is 3.31%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.31%
2.42%
portfolio_3
Benchmark (^GSPC)
Portfolio components
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