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BEST GROWTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

BEST GROWTH

Last updated Oct 15, 2024

6 etfs changing the world

Asset Allocation

MOAT.L 16.67%RBOD.L 16.67%IWFM.L 16.67%IUVF.L 16.67%EUDI.L 16.67%DRDR.L 16.67%EquityEquity
PositionCategory/SectorWeight
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)		Health & Biotech Equities
16.67%
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		Europe Equities
16.67%
IUVF.L
iShares Edge MSCI USA Value Factor UCITS		Large Cap Value Equities
16.67%
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		Global Equities
16.67%
MOAT.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF		Large Cap Blend Equities
16.67%
RBOD.L
iShares Automation & Robotics UCITS ETF		Technology Equities
16.67%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BEST GROWTH, 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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
10.32%
15.77%
BEST GROWTH
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 23, 2017, corresponding to the inception date of RBOD.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.85%4.16%15.77%35.40%14.46%12.04%
BEST GROWTH13.15%3.02%10.32%29.84%9.82%N/A
Portfolio components:
MOAT.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF		14.01%3.55%12.70%29.28%11.34%N/A
RBOD.L
iShares Automation & Robotics UCITS ETF		3.89%5.10%5.43%24.94%12.05%N/A
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		31.43%5.09%11.05%46.31%13.40%16.30%
IUVF.L
iShares Edge MSCI USA Value Factor UCITS		10.89%5.37%8.93%25.89%8.53%N/A
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		12.98%-0.14%13.86%29.34%4.53%8.35%
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)		5.92%-0.53%9.49%22.44%6.43%N/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.01%3.57%3.44%-5.11%2.25%1.62%3.07%1.40%1.67%13.15%
20236.09%-1.94%1.54%0.79%-1.79%4.98%2.55%-2.61%-4.99%-5.24%10.58%7.85%17.72%
2022-9.50%-1.65%1.85%-8.32%-1.25%-7.88%5.83%-3.87%-7.84%6.90%6.23%-1.86%-21.00%
20211.58%1.42%2.07%4.37%0.89%0.98%0.94%1.92%-3.81%2.50%-2.31%4.04%15.26%
2020-1.49%-8.53%-11.49%11.20%4.89%3.16%4.03%5.38%-1.33%-2.85%13.65%5.14%20.49%
20198.32%3.30%0.38%2.66%-6.15%6.68%0.89%-4.09%2.16%3.58%4.15%2.82%26.60%
20187.10%-3.44%-2.06%0.73%0.63%-0.44%2.13%1.99%0.34%-9.43%1.82%-7.51%-8.88%
20170.35%2.99%1.47%4.86%

Expense Ratio

BEST GROWTH features an expense ratio of 0.35%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

MOAT.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
Expense ratio chart for MOAT.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
RBOD.L
iShares Automation & Robotics UCITS ETF
Expense ratio chart for RBOD.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
Expense ratio chart for DRDR.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
Expense ratio chart for IWFM.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
Expense ratio chart for EUDI.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
IUVF.L
iShares Edge MSCI USA Value Factor UCITS
Expense ratio chart for IUVF.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BEST GROWTH is 31, 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 BEST GROWTH is 3131
Combined Rank
The Sharpe Ratio Rank of BEST GROWTH is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of BEST GROWTH is 3939Sortino Ratio Rank
The Omega Ratio Rank of BEST GROWTH is 3636Omega Ratio Rank
The Calmar Ratio Rank of BEST GROWTH is 1515Calmar Ratio Rank
The Martin Ratio Rank of BEST GROWTH is 3333Martin 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.

BEST GROWTH
Sharpe ratio
The chart of Sharpe ratio for BEST GROWTH, currently valued at 2.27, compared to the broader market0.002.004.006.002.27
Sortino ratio
The chart of Sortino ratio for BEST GROWTH, currently valued at 3.23, compared to the broader market-2.000.002.004.006.003.23
Omega ratio
The chart of Omega ratio for BEST GROWTH, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.802.001.41
Calmar ratio
The chart of Calmar ratio for BEST GROWTH, currently valued at 1.21, compared to the broader market0.002.004.006.008.0010.0012.001.21
Martin ratio
The chart of Martin ratio for BEST GROWTH, currently valued at 12.50, compared to the broader market0.0010.0020.0030.0040.0050.0012.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market-2.000.002.004.006.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.002.004.006.008.0010.0012.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0010.0020.0030.0040.0050.0016.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MOAT.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF		2.233.151.391.3910.68
RBOD.L
iShares Automation & Robotics UCITS ETF		1.271.821.230.784.67
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		2.683.421.501.9214.36
IUVF.L
iShares Edge MSCI USA Value Factor UCITS		1.852.591.341.137.36
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		2.203.121.381.5312.45
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)		1.382.201.240.466.29

Sharpe Ratio

The current BEST GROWTH Sharpe ratio is 2.27. 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 2.24 to 3.02, 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 BEST GROWTH 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 Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.27
2.78
BEST GROWTH
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

BEST GROWTH granted a 0.65% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
BEST GROWTH0.65%0.63%0.70%0.52%0.57%0.65%0.82%0.53%0.49%0.50%0.60%0.62%
Portfolio components:
MOAT.L
VanEck Morningstar US Sustainable Wide Moat 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%
RBOD.L
iShares Automation & Robotics UCITS ETF		0.42%0.45%0.56%0.32%0.34%0.79%1.17%0.00%0.00%0.00%0.00%0.00%
IWFM.L
iShares Edge MSCI World Momentum Factor 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%
IUVF.L
iShares Edge MSCI USA Value Factor UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF		3.47%3.31%3.61%2.80%3.07%3.11%3.75%3.15%2.97%3.02%3.60%3.71%
DRDR.L
iShares Healthcare Innovation 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%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
BEST GROWTH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BEST GROWTH. 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 BEST GROWTH was 33.64%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.64%Feb 18, 202025Mar 23, 202097Aug 11, 2020122
-31.59%Nov 9, 2021231Oct 11, 2022442Jul 12, 2024673
-18.62%Jan 30, 2018230Dec 24, 2018212Oct 28, 2019442
-9.12%Feb 16, 202114Mar 5, 202126Apr 14, 202140
-7.41%Jul 17, 202414Aug 5, 202414Aug 23, 202428

Volatility

Volatility Chart

The current BEST GROWTH volatility is 2.85%, 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%MayJuneJulyAugustSeptemberOctober
2.85%
2.86%
BEST GROWTH
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.
EUDI.LDRDR.LIWFM.LIUVF.LRBOD.LMOAT.L
EUDI.L1.000.570.600.660.630.63
DRDR.L0.571.000.720.650.740.69
IWFM.L0.600.721.000.710.760.70
IUVF.L0.660.650.711.000.710.83
RBOD.L0.630.740.760.711.000.81
MOAT.L0.630.690.700.830.811.00
The correlation results are calculated based on daily price changes starting from Oct 24, 2017