portfolio_3
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
The earliest data available for this chart is Aug 15, 2018, corresponding to the inception date of AAAU
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| portfolio_3 | 22.23% | 1.66% | 11.36% | 32.09% | 13.18% | N/A |
| Portfolio components: | ||||||
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 26.49% | 2.58% | 13.96% | 34.76% | 15.16% | 13.05% |
AAAU Goldman Sachs Physical Gold ETF | 24.57% | -3.01% | 7.70% | 30.85% | 11.44% | N/A |
VIOO Vanguard S&P Small-Cap 600 ETF | 14.95% | 5.39% | 12.01% | 29.60% | 10.26% | 9.82% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.11% | 2.63% | 5.12% | -1.91% | 3.06% | 1.07% | 5.68% | 0.59% | 2.82% | 0.55% | 22.23% | ||
| 2023 | 6.99% | -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% |
| 2021 | 1.07% | 1.70% | 2.25% | 3.52% | 3.54% | -1.71% | 0.85% | 1.72% | -3.19% | 3.53% | -1.00% | 4.19% | 17.43% |
| 2020 | 0.40% | -6.53% | -9.74% | 10.22% | 3.45% | 2.99% | 6.87% | 3.69% | -4.02% | -0.32% | 7.83% | 6.41% | 21.00% |
| 2019 | 7.07% | 2.54% | -1.17% | 2.33% | -4.26% | 7.24% | 1.34% | 0.09% | 0.62% | 2.06% | 1.33% | 3.07% | 24.02% |
| 2018 | 3.07% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of portfolio_3 is 73, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 2.97 | 4.12 | 1.57 | 4.41 | 18.90 |
AAAU Goldman Sachs Physical Gold ETF | 1.96 | 2.65 | 1.35 | 3.71 | 12.16 |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.55 | 2.30 | 1.28 | 1.72 | 8.64 |
Dividends
Dividend yield
portfolio_3 provided a 0.43% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.43% | 0.49% | 0.50% | 0.39% | 0.36% | 0.46% | 0.44% | 0.37% | 0.32% | 0.42% | 0.35% | 0.29% |
| Portfolio components: | ||||||||||||
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 | 1.28% | 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.
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 1.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.87% | Feb 24, 2020 | 21 | Mar 23, 2020 | 84 | Jul 21, 2020 | 105 |
| -19.78% | Nov 16, 2021 | 225 | Sep 27, 2022 | 312 | Dec 13, 2023 | 537 |
| -13.01% | Aug 30, 2018 | 83 | Dec 24, 2018 | 40 | Feb 20, 2019 | 123 |
| -7.52% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
| -6% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current portfolio_3 volatility is 3.34%, 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
| AAAU | CSPX.L | VIOO | |
|---|---|---|---|
| AAAU | 1.00 | 0.05 | 0.06 |
| CSPX.L | 0.05 | 1.00 | 0.50 |
| VIOO | 0.06 | 0.50 | 1.00 |