Jess Moneybox
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FWWFX Fidelity Worldwide Fund | Global Equities | 15% |
IGLO.L iShares Global Government Bond UCITS | Global Bonds | 10% |
SUSC iShares ESG Aware USD Corporate Bond ETF | Corporate Bonds | 10% |
VUAA.L Vanguard S&P 500 UCITS ETF | Large Cap Growth Equities | 65% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Jess Moneybox, 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 May 16, 2019, corresponding to the inception date of VUAA.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| Jess Moneybox | 22.03% | 2.42% | 12.91% | 32.82% | 12.08% | N/A |
| Portfolio components: | ||||||
VUAA.L Vanguard S&P 500 UCITS ETF | 26.72% | 3.46% | 15.73% | 38.97% | 15.40% | N/A |
FWWFX Fidelity Worldwide Fund | 32.30% | 2.69% | 13.20% | 41.56% | 14.76% | 12.28% |
IGLO.L iShares Global Government Bond UCITS | -2.15% | -2.05% | 2.28% | 5.00% | -2.95% | -0.58% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 3.21% | -0.58% | 4.97% | 11.27% | 0.60% | N/A |
Monthly Returns
The table below presents the monthly returns of Jess Moneybox, 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 | 1.58% | 3.80% | 3.14% | -3.16% | 3.03% | 3.90% | 0.86% | 1.64% | 2.43% | -0.96% | 22.03% | ||
| 2023 | 5.30% | -1.93% | 2.89% | 1.46% | 0.27% | 5.34% | 2.57% | -1.22% | -4.37% | -2.76% | 8.47% | 5.00% | 22.17% |
| 2022 | -6.36% | -2.08% | 2.87% | -7.51% | -1.44% | -6.99% | 7.04% | -3.27% | -7.54% | 4.41% | 3.39% | -2.74% | -19.62% |
| 2021 | -0.54% | 1.80% | 2.58% | 4.26% | 0.91% | 1.80% | 2.05% | 2.60% | -3.60% | 4.68% | -0.26% | 3.17% | 20.96% |
| 2020 | 0.77% | -7.19% | -7.90% | 9.11% | 3.73% | 2.36% | 5.12% | 6.19% | -2.61% | -2.72% | 8.70% | 3.41% | 18.66% |
| 2019 | -2.88% | 5.19% | 2.10% | -1.63% | 1.06% | 1.67% | 3.03% | 2.35% | 11.18% |
Expense Ratio
Jess Moneybox has an expense ratio of 0.23%, 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 risk-adjusted rank of Jess Moneybox is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VUAA.L Vanguard S&P 500 UCITS ETF | 3.04 | 4.20 | 1.58 | 4.53 | 19.48 |
FWWFX Fidelity Worldwide Fund | 2.38 | 3.21 | 1.44 | 2.69 | 14.03 |
IGLO.L iShares Global Government Bond UCITS | 0.47 | 0.73 | 1.09 | 0.13 | 1.00 |
SUSC iShares ESG Aware USD Corporate Bond ETF | 1.55 | 2.28 | 1.28 | 0.61 | 5.92 |
Dividends
Dividend yield
Jess Moneybox provided a 0.78% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.78% | 0.67% | 0.50% | 0.35% | 0.33% | 0.52% | 0.55% | 0.36% | 0.24% | 0.75% | 1.88% | 1.45% |
| Portfolio components: | ||||||||||||
VUAA.L Vanguard S&P 500 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% |
FWWFX Fidelity Worldwide Fund | 0.71% | 0.94% | 0.84% | 0.45% | 0.05% | 0.63% | 0.37% | 0.66% | 0.90% | 4.60% | 11.54% | 8.74% |
IGLO.L iShares Global Government Bond UCITS | 2.48% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% | 1.52% | 1.39% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.21% | 3.83% | 2.97% | 2.21% | 2.20% | 3.08% | 3.88% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Jess Moneybox. 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 Jess Moneybox was 28.21%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 21, 2020 | 107 |
| -24.68% | Dec 31, 2021 | 203 | Oct 12, 2022 | 333 | Jan 30, 2024 | 536 |
| -7.05% | Sep 3, 2020 | 16 | Sep 24, 2020 | 32 | Nov 9, 2020 | 48 |
| -6.24% | Jul 16, 2024 | 15 | Aug 5, 2024 | 14 | Aug 23, 2024 | 29 |
| -5.17% | Feb 16, 2021 | 14 | Mar 5, 2021 | 20 | Apr 5, 2021 | 34 |
Volatility
Volatility Chart
The current Jess Moneybox volatility is 3.00%, 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
| IGLO.L | VUAA.L | FWWFX | SUSC | |
|---|---|---|---|---|
| IGLO.L | 1.00 | 0.07 | 0.08 | 0.58 |
| VUAA.L | 0.07 | 1.00 | 0.59 | 0.10 |
| FWWFX | 0.08 | 0.59 | 1.00 | 0.23 |
| SUSC | 0.58 | 0.10 | 0.23 | 1.00 |