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BEST GROWTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
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%

IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
Global Equities

16.67%

IUVF.L
iShares Edge MSCI USA Value Factor UCITS
Large Cap Value Equities

16.67%

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

16.67%

DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
Health & Biotech Equities

16.67%

S&P 500

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
16.85%
15.74%
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
6.12%-1.08%15.73%22.34%11.82%10.53%
BEST GROWTH2.85%-1.52%16.85%13.10%7.87%N/A
MOAT.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
1.17%-1.69%13.23%12.88%9.90%N/A
RBOD.L
iShares Automation & Robotics UCITS ETF
-1.46%-4.05%17.84%19.21%10.26%N/A
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
18.52%1.58%30.59%30.11%12.18%N/A
IUVF.L
iShares Edge MSCI USA Value Factor UCITS
2.58%-0.42%15.14%14.10%7.03%N/A
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
-0.14%-0.69%13.34%7.05%2.51%6.35%
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
-3.13%-3.87%10.71%-3.52%2.89%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.01%3.57%3.42%
2023-5.00%-5.24%10.58%7.85%

Expense Ratio

The BEST GROWTH has a high expense ratio of 0.35%, indicating higher-than-average management fees. 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%0.49%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.20%

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.


BEST GROWTH
Sharpe ratio
The chart of Sharpe ratio for BEST GROWTH, currently valued at 0.81, compared to the broader market-1.000.001.002.003.004.005.000.81
Sortino ratio
The chart of Sortino ratio for BEST GROWTH, currently valued at 1.27, compared to the broader market-2.000.002.004.006.001.27
Omega ratio
The chart of Omega ratio for BEST GROWTH, currently valued at 1.17, compared to the broader market0.801.001.201.401.601.801.17
Calmar ratio
The chart of Calmar ratio for BEST GROWTH, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.000.55
Martin ratio
The chart of Martin ratio for BEST GROWTH, currently valued at 2.83, compared to the broader market0.0010.0020.0030.0040.0050.002.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MOAT.L
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
1.031.561.190.652.84
RBOD.L
iShares Automation & Robotics UCITS ETF
1.091.641.190.622.92
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
0.531.191.321.282.97
IUVF.L
iShares Edge MSCI USA Value Factor UCITS
1.081.691.200.653.85
EUDI.L
SPDR® S&P Euro Dividend Aristocrats UCITS ETF
0.530.861.100.381.69
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
-0.23-0.230.98-0.08-0.42

Sharpe Ratio

The current BEST GROWTH Sharpe ratio is 0.81. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.81

The Sharpe ratio of BEST GROWTH is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.81
1.89
BEST GROWTH
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

BEST GROWTH granted a 0.63% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
BEST GROWTH0.63%0.63%0.70%0.52%0.57%0.65%0.82%0.53%0.49%0.50%0.60%0.62%
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
0.46%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
3.31%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.72%
-3.66%
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.

The current BEST GROWTH drawdown is 5.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.64%Feb 18, 202025Mar 23, 202097Aug 11, 2020122
-31.6%Nov 9, 2021231Oct 11, 2022
-18.88%Jan 30, 2018230Dec 24, 2018216Nov 1, 2019446
-9.12%Feb 16, 202114Mar 5, 202126Apr 14, 202140
-7.28%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The current BEST GROWTH volatility is 3.75%, 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%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
3.75%
3.44%
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.L1.000.560.610.660.640.64
DRDR.L0.561.000.730.640.750.69
IWFM.L0.610.731.000.710.750.70
IUVF.L0.660.640.711.000.710.83
RBOD.L0.640.750.750.711.000.81
MOAT.L0.640.690.700.830.811.00