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
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
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| portfolio_3 | 12.94% | 6.05% | 4.16% | 11.28% | 11.10% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.80% | 4.20% | 3.69% | -2.20% | -5.08% | -0.55% | 6.56% |
Dividend yield
portfolio_3 granted a 0.47% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| portfolio_3 | 0.47% | 0.50% | 0.39% | 0.36% | 0.46% | 0.44% | 0.37% | 0.32% | 0.42% | 0.35% | 0.29% | 0.48% |
| 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 | 1.41% | 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| AAAU | VIOO | CSPX.L | |
|---|---|---|---|
| AAAU | 1.00 | 0.03 | 0.03 |
| VIOO | 0.03 | 1.00 | 0.51 |
| CSPX.L | 0.03 | 0.51 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 21 | Mar 23, 2020 | 84 | Jul 21, 2020 | 105 |
| -19.78% | Nov 16, 2021 | 225 | Sep 27, 2022 | — | — | — |
| -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 |
| -5.3% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
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.