10yr-H-v6v2
Use Xtrackers MSCI World Information Technology UCITS ETF 1C IE00BM67HT60, XDWT and not Amundi Usar esta config. llegado el momento
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 10yr-H-v6v2, 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 Apr 4, 2022, corresponding to the inception date of TECW.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
10yr-H-v6v2 | 17.03% | 0.95% | 7.55% | 32.40% | N/A | N/A |
Portfolio components: | ||||||
iShares Core MSCI World UCITS ETF USD (Acc) | 16.96% | 1.44% | 7.54% | 28.89% | 11.16% | 12.19% |
iShares Euro Government Bond 3-7yr UCITS ETF (Acc) | 2.75% | 1.14% | 5.82% | 11.75% | -1.27% | 0.19% |
Amundi Euro Government Bond 7-10Y UCITS ETF Acc | 2.50% | 1.07% | 5.67% | 14.01% | -2.77% | 0.80% |
Bitcoin | 49.99% | 4.99% | -1.04% | 138.51% | 45.48% | 65.03% |
SPDR MSCI World Technology UCITS ETF | 24.05% | -1.05% | 9.01% | 45.51% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 10yr-H-v6v2, 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 | 1.09% | 4.16% | 3.21% | -3.25% | 3.20% | 4.21% | 0.70% | 1.31% | 17.03% | ||||
2023 | 7.43% | -2.25% | 5.63% | 1.67% | 0.88% | 5.15% | 2.39% | -1.92% | -4.59% | -1.13% | 9.14% | 5.70% | 30.75% |
2022 | -8.26% | -2.18% | -8.31% | 7.16% | -4.56% | -7.76% | 4.23% | 4.78% | -3.02% | -17.79% |
Expense Ratio
10yr-H-v6v2 has an expense ratio of 0.21%, 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 10yr-H-v6v2 is 39, 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 | |
---|---|---|---|---|---|
iShares Core MSCI World UCITS ETF USD (Acc) | 2.02 | 2.80 | 1.35 | 1.01 | 11.28 |
iShares Euro Government Bond 3-7yr UCITS ETF (Acc) | 0.87 | 1.28 | 1.16 | 0.12 | 2.94 |
Amundi Euro Government Bond 7-10Y UCITS ETF Acc | 0.70 | 1.04 | 1.13 | 0.08 | 2.57 |
Bitcoin | 1.40 | 2.07 | 1.21 | 1.32 | 6.16 |
SPDR MSCI World Technology UCITS ETF | 1.60 | 2.18 | 1.27 | 0.83 | 6.84 |
Dividends
Dividend yield
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 10yr-H-v6v2. 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 10yr-H-v6v2 was 24.76%, occurring on Oct 11, 2022. Recovery took 275 trading sessions.
The current 10yr-H-v6v2 drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-24.76% | Apr 5, 2022 | 190 | Oct 11, 2022 | 275 | Jul 13, 2023 | 465 |
-9.22% | Jul 20, 2023 | 100 | Oct 27, 2023 | 26 | Nov 22, 2023 | 126 |
-7.66% | Jul 17, 2024 | 20 | Aug 5, 2024 | 45 | Sep 19, 2024 | 65 |
-5.77% | Mar 22, 2024 | 32 | Apr 22, 2024 | 24 | May 16, 2024 | 56 |
-2.33% | Dec 28, 2023 | 11 | Jan 7, 2024 | 15 | Jan 22, 2024 | 26 |
Volatility
Volatility Chart
The current 10yr-H-v6v2 volatility is 4.32%, 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
BTC-USD | TECW.L | LYXD.DE | SWDA.L | SXRP.DE | |
---|---|---|---|---|---|
BTC-USD | 1.00 | 0.21 | 0.16 | 0.25 | 0.18 |
TECW.L | 0.21 | 1.00 | 0.25 | 0.79 | 0.27 |
LYXD.DE | 0.16 | 0.25 | 1.00 | 0.34 | 0.94 |
SWDA.L | 0.25 | 0.79 | 0.34 | 1.00 | 0.38 |
SXRP.DE | 0.18 | 0.27 | 0.94 | 0.38 | 1.00 |