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portfolio_3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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

Performance

Performance Chart

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


80.00%85.00%90.00%95.00%100.00%105.00%MayJuneJulyAugustSeptemberOctober
102.81%
102.24%
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 By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.50%3.09%10.74%33.68%14.10%11.26%
portfolio_318.36%3.78%10.61%36.28%13.13%N/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
20.18%3.21%10.41%36.37%15.37%12.88%
AAAU
Goldman Sachs Physical Gold ETF
28.66%6.59%14.28%45.70%11.57%N/A
VIOO
Vanguard S&P Small-Cap 600 ETF
6.58%1.55%6.97%26.54%9.82%9.80%

Monthly Returns

The table below presents the monthly returns of portfolio_3, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.11%2.63%5.12%-1.91%3.06%1.07%5.68%0.59%2.82%18.36%
20236.99%-2.62%1.64%-0.02%-0.80%4.20%3.69%-2.20%-5.08%-0.55%6.55%6.37%18.73%
2022-5.29%2.04%2.06%-5.91%-1.27%-6.06%5.35%-3.35%-6.96%5.43%4.77%-2.40%-12.09%
20211.07%1.70%2.25%3.52%3.54%-1.71%0.85%1.72%-3.19%3.53%-1.00%4.19%17.43%
20200.40%-6.53%-9.74%10.22%3.45%2.99%6.87%3.69%-4.02%-0.32%7.83%6.41%21.00%
20197.07%2.54%-1.17%2.33%-4.26%7.24%1.34%0.09%0.62%2.06%1.33%3.07%24.02%
20183.07%-0.98%-5.07%0.91%-4.71%-6.84%

Expense Ratio

portfolio_3 has an expense ratio of 0.12%, 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.


Expense ratio chart for AAAU: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for VIOO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of portfolio_3 is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of portfolio_3 is 7777
portfolio_3
The Sharpe Ratio Rank of portfolio_3 is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of portfolio_3 is 7575Sortino Ratio Rank
The Omega Ratio Rank of portfolio_3 is 7676Omega Ratio Rank
The Calmar Ratio Rank of portfolio_3 is 8181Calmar Ratio Rank
The Martin Ratio Rank of portfolio_3 is 8383Martin 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_3
Sharpe ratio
The chart of Sharpe ratio for portfolio_3, currently valued at 2.84, compared to the broader market0.002.004.002.84
Sortino ratio
The chart of Sortino ratio for portfolio_3, currently valued at 3.98, compared to the broader market-2.000.002.004.006.003.98
Omega ratio
The chart of Omega ratio for portfolio_3, currently valued at 1.53, compared to the broader market0.801.001.201.401.601.802.001.53
Calmar ratio
The chart of Calmar ratio for portfolio_3, currently valued at 3.60, compared to the broader market0.002.004.006.008.0010.0012.003.60
Martin ratio
The chart of Martin ratio for portfolio_3, currently valued at 19.59, compared to the broader market0.0010.0020.0030.0040.0050.0019.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.002.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.71, compared to the broader market-2.000.002.004.006.003.72
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.802.001.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.002.004.006.008.0010.0012.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.96, compared to the broader market0.0010.0020.0030.0040.0050.0016.96

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
2.763.861.522.8016.67
AAAU
Goldman Sachs Physical Gold ETF
2.923.991.524.1518.74
VIOO
Vanguard S&P Small-Cap 600 ETF
1.151.761.210.936.29

Sharpe Ratio

The current portfolio_3 Sharpe ratio is 2.84. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.21 to 2.95, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of portfolio_3 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.84
2.79
portfolio_3
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

portfolio_3 granted a 0.46% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
portfolio_30.46%0.49%0.50%0.39%0.36%0.46%0.44%0.37%0.32%0.42%0.35%0.29%
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
1.38%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.85%
-1.09%
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.

The current portfolio_3 drawdown is 0.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.87%Feb 24, 202021Mar 23, 202084Jul 21, 2020105
-19.78%Nov 16, 2021225Sep 27, 2022312Dec 13, 2023537
-13.01%Aug 30, 201883Dec 24, 201840Feb 20, 2019123
-7.52%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-6%Jul 17, 202414Aug 5, 202414Aug 23, 202428

Volatility

Volatility Chart

The current portfolio_3 volatility is 3.25%, 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%6.00%MayJuneJulyAugustSeptemberOctober
3.25%
3.33%
portfolio_3
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

AAAUCSPX.LVIOO
AAAU1.000.050.07
CSPX.L0.051.000.50
VIOO0.070.501.00
The correlation results are calculated based on daily price changes starting from Aug 16, 2018