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Dead Portfolio
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Dead Portfolio

Last updated Nov 14, 2024

Asset Allocation

ESP0.DE 34%NUKL.DE 34%INDA 17.5%PAF.L 9%EPOL 5%EquityEquity
PositionCategory/SectorWeight
EPOL
iShares MSCI Poland ETF		Europe Equities
5%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF		Technology Equities
34%
INDA
iShares MSCI India ETF		Asia Pacific Equities
17.50%
NKE
NIKE, Inc.		Consumer Cyclical
0.50%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		Energy Equities
34%
PAF.L
Pan African Resources plc		Basic Materials
9%

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.32%
12.75%
Dead Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 8, 2023, corresponding to the inception date of NUKL.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
Dead Portfolio36.86%1.52%14.33%43.58%N/AN/A
Portfolio components:
EPOL
iShares MSCI Poland ETF		-1.52%-7.71%-13.28%6.71%2.45%0.19%
INDA
iShares MSCI India ETF		9.14%-7.07%1.80%18.17%10.84%6.59%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF		39.90%5.61%18.47%45.07%19.65%N/A
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		42.51%6.92%17.83%45.94%N/AN/A
NKE
NIKE, Inc.		-28.67%-6.23%-15.82%-26.52%-2.78%6.03%
PAF.L
Pan African Resources plc		89.14%-12.56%23.56%106.80%29.30%12.70%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.59%3.02%5.31%-1.08%4.83%1.96%1.65%1.37%7.30%2.18%36.86%
2023-5.04%5.47%0.62%-1.62%7.72%5.30%-1.41%0.42%-0.76%7.81%4.32%24.27%

Expense Ratio

Dead Portfolio features an expense ratio of 0.53%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

INDA
iShares MSCI India ETF
Expense ratio chart for INDA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
EPOL
iShares MSCI Poland ETF
Expense ratio chart for EPOL: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
Expense ratio chart for ESP0.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A
Expense ratio chart for NUKL.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dead Portfolio is 48, 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.

The Risk-Adjusted Performance Rank of Dead Portfolio is 4848
Combined Rank
The Sharpe Ratio Rank of Dead Portfolio is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of Dead Portfolio is 4343Sortino Ratio Rank
The Omega Ratio Rank of Dead Portfolio is 4242Omega Ratio Rank
The Calmar Ratio Rank of Dead Portfolio is 5858Calmar Ratio Rank
The Martin Ratio Rank of Dead Portfolio is 5555Martin 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.

Dead Portfolio
Sharpe ratio
The chart of Sharpe ratio for Dead Portfolio, currently valued at 2.47, compared to the broader market0.002.004.006.002.47
Sortino ratio
The chart of Sortino ratio for Dead Portfolio, currently valued at 3.31, compared to the broader market-2.000.002.004.006.003.31
Omega ratio
The chart of Omega ratio for Dead Portfolio, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.802.001.43
Calmar ratio
The chart of Calmar ratio for Dead Portfolio, currently valued at 3.63, compared to the broader market0.005.0010.0015.003.63
Martin ratio
The chart of Martin ratio for Dead Portfolio, currently valued at 16.03, compared to the broader market0.0010.0020.0030.0040.0050.0060.0016.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EPOL
iShares MSCI Poland ETF		0.220.481.060.370.88
INDA
iShares MSCI India ETF		1.271.681.251.786.94
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF		2.313.351.404.2514.09
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		1.502.111.272.067.10
NKE
NIKE, Inc.		-0.83-0.920.84-0.64-1.05
PAF.L
Pan African Resources plc		2.503.121.385.0220.79

Sharpe Ratio

The current Dead Portfolio Sharpe ratio is 2.47. 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 2.06 to 2.97, 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 Dead Portfolio 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.47
2.91
Dead Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dead Portfolio provided a 0.47% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.47%0.58%0.63%1.69%0.37%0.39%0.24%0.59%51.37%62.85%67.32%53.57%
Portfolio components:
EPOL
iShares MSCI Poland ETF		4.95%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.15%2.53%3.44%3.27%
INDA
iShares MSCI India ETF		0.00%0.16%0.00%6.44%0.27%1.00%0.94%1.09%0.91%1.19%0.63%0.40%
ESP0.DE
VanEck Video Gaming and eSports 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%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NKE
NIKE, Inc.		1.93%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%
PAF.L
Pan African Resources plc		2.35%4.45%5.44%5.51%2.75%1.00%0.00%3.37%567.74%694.53%744.83%592.59%

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.66%
-0.27%
Dead Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dead Portfolio. 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 Dead Portfolio was 11.92%, occurring on Aug 5, 2024. Recovery took 33 trading sessions.

The current Dead Portfolio drawdown is 2.66%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.92%Jul 15, 202416Aug 5, 202433Sep 19, 202449
-8.66%Feb 10, 202324Mar 15, 202313Apr 3, 202337
-6.38%Sep 19, 202312Oct 4, 202322Nov 3, 202334
-5.91%Aug 1, 202313Aug 17, 202320Sep 14, 202333
-5.22%May 11, 202315May 31, 20234Jun 6, 202319

Volatility

Volatility Chart

The current Dead Portfolio volatility is 6.30%, 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%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.30%
3.75%
Dead Portfolio
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.
NKEPAF.LNUKL.DEINDAESP0.DEEPOL
NKE1.000.090.130.250.260.31
PAF.L0.091.000.270.200.220.27
NUKL.DE0.130.271.000.300.420.30
INDA0.250.200.301.000.390.44
ESP0.DE0.260.220.420.391.000.43
EPOL0.310.270.300.440.431.00
The correlation results are calculated based on daily price changes starting from Feb 9, 2023