PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Balanced 6
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GLBL.L 7%VHVG.L 65%SEMA.L 7%EUDV.L 7%CNDX.AS 7%IPRP.L 7%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
CNDX.AS
iShares NASDAQ 100 UCITS ETF
Large Cap Growth Equities

7%

EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
Europe Equities

7%

GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
Global Bonds

7%

IPRP.L
iShares European Property Yield UCITS ETF
REIT

7%

SEMA.L
iShares MSCI EM UCITS ETF (Acc)
Emerging Markets Equities

7%

VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc
Global Equities

65%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Balanced 6, 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


20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2024FebruaryMarchApril
44.38%
66.82%
Balanced 6
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of VHVG.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Balanced 61.18%-4.33%16.66%15.13%N/AN/A
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
-0.54%-2.81%10.51%5.74%1.62%5.20%
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
-0.47%-2.53%16.85%6.59%3.91%6.13%
IPRP.L
iShares European Property Yield UCITS ETF
-10.59%-3.17%21.22%10.75%-4.97%3.36%
CNDX.AS
iShares NASDAQ 100 UCITS ETF
2.67%-6.14%17.94%32.59%18.89%20.32%
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
-5.32%-2.45%3.37%-4.13%-2.40%N/A
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc
3.31%-4.79%17.85%17.63%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.03%2.07%3.44%
2023-4.18%-3.22%9.36%6.03%

Expense Ratio

The Balanced 6 features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.36%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.18%
0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

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.


Balanced 6
Sharpe ratio
The chart of Sharpe ratio for Balanced 6, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.001.40
Sortino ratio
The chart of Sortino ratio for Balanced 6, currently valued at 2.14, compared to the broader market-2.000.002.004.006.002.14
Omega ratio
The chart of Omega ratio for Balanced 6, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for Balanced 6, currently valued at 0.95, compared to the broader market0.002.004.006.008.000.95
Martin ratio
The chart of Martin ratio for Balanced 6, currently valued at 4.69, compared to the broader market0.0010.0020.0030.0040.004.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
0.500.851.090.231.40
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
0.500.811.090.391.63
IPRP.L
iShares European Property Yield UCITS ETF
0.490.941.110.241.56
CNDX.AS
iShares NASDAQ 100 UCITS ETF
2.273.141.391.569.84
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
-0.62-0.830.90-0.16-1.01
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc
1.622.421.291.425.75

Sharpe Ratio

The current Balanced 6 Sharpe ratio is 1.40. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.40

The Sharpe ratio of Balanced 6 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.40
1.66
Balanced 6
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Balanced 6 granted a 0.27% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Balanced 60.27%0.27%0.29%0.23%0.24%0.26%0.37%0.25%0.24%0.29%0.33%0.31%
SEMA.L
iShares MSCI EM UCITS ETF (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%
EUDV.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
3.89%3.79%4.06%3.33%3.41%3.65%4.14%3.53%3.44%4.14%4.62%4.38%
IPRP.L
iShares European Property Yield UCITS ETF
0.03%0.03%0.05%0.02%0.03%0.03%0.04%0.03%0.03%0.04%0.04%0.04%
CNDX.AS
iShares NASDAQ 100 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%
GLBL.L
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged
0.00%0.00%0.00%0.00%0.00%0.00%1.06%0.00%0.00%0.00%0.00%0.00%
VHVG.L
Vanguard FTSE Developed World UCITS ETF 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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.17%
-5.46%
Balanced 6
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Balanced 6. 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 Balanced 6 was 31.38%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current Balanced 6 drawdown is 5.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.38%Feb 18, 202025Mar 23, 2020108Aug 24, 2020133
-29.71%Nov 8, 2021240Oct 11, 2022351Feb 23, 2024591
-7.25%Sep 3, 202042Oct 30, 20206Nov 9, 202048
-6.18%Sep 7, 202122Oct 6, 202121Nov 4, 202143
-5.66%Feb 16, 202114Mar 5, 202120Apr 6, 202134

Volatility

Volatility Chart

The current Balanced 6 volatility is 3.93%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.93%
3.15%
Balanced 6
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.

GLBL.LCNDX.ASIPRP.LSEMA.LEUDV.LVHVG.L
GLBL.L1.000.080.310.240.310.24
CNDX.AS0.081.000.470.610.540.83
IPRP.L0.310.471.000.500.700.62
SEMA.L0.240.610.501.000.630.73
EUDV.L0.310.540.700.631.000.80
VHVG.L0.240.830.620.730.801.00