Portfolio A
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Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | Large Cap Growth Equities | 33.30% |
CSP1.L iShares Core S&P 500 UCITS ETF | Large Cap Blend Equities | 33.40% |
R2SC.L SPDR Russell 2000 US Small Cap UCITS ETF | Small Cap Blend Equities | 33.30% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 2, 2014, corresponding to the inception date of R2SC.L
Returns By Period
As of May 11, 2025, the Portfolio A returned -6.30% Year-To-Date and 11.84% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Portfolio A | -6.30% | 9.48% | -8.33% | 6.69% | 14.58% | 11.84% |
| Portfolio components: | ||||||
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | -5.53% | 9.40% | -4.72% | 10.90% | 17.12% | 16.85% |
R2SC.L SPDR Russell 2000 US Small Cap UCITS ETF | -9.40% | 11.17% | -14.98% | -0.85% | 10.21% | 6.12% |
CSP1.L iShares Core S&P 500 UCITS ETF | -3.97% | 7.93% | -5.08% | 9.63% | 15.60% | 12.03% |
Monthly Returns
The table below presents the monthly returns of Portfolio A, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.74% | -5.25% | -6.37% | -0.65% | 3.49% | -6.30% | |||||||
| 2024 | 0.04% | 4.02% | 3.11% | -4.47% | 3.55% | 4.65% | 2.89% | -0.48% | 2.20% | 0.14% | 6.86% | -3.08% | 20.56% |
| 2023 | 8.15% | -1.18% | 2.31% | 0.48% | 2.80% | 6.88% | 4.19% | -2.07% | -5.11% | -4.50% | 9.39% | 8.62% | 32.64% |
| 2022 | -9.88% | -0.52% | 3.92% | -9.49% | -3.20% | -8.09% | 9.46% | -2.57% | -7.73% | 4.89% | 2.01% | -4.85% | -24.85% |
| 2021 | 2.29% | 2.72% | 1.81% | 4.63% | -0.13% | 3.45% | 0.42% | 3.05% | -3.46% | 5.07% | -0.09% | 2.93% | 24.83% |
| 2020 | 0.02% | -8.57% | -11.79% | 12.72% | 4.32% | 4.48% | 4.61% | 9.09% | -3.66% | -1.66% | 12.72% | 6.46% | 28.58% |
| 2019 | 9.02% | 4.08% | 1.05% | 3.96% | -6.41% | 6.12% | 2.74% | -4.24% | 1.99% | 2.92% | 4.48% | 3.21% | 31.82% |
| 2018 | 4.74% | -2.18% | -3.21% | 2.09% | 4.08% | 1.06% | 1.91% | 4.13% | -0.39% | -8.64% | 0.13% | -9.18% | -6.49% |
| 2017 | 0.91% | 3.88% | 1.08% | 1.44% | 0.37% | 1.20% | 2.25% | 0.24% | 2.23% | 2.78% | 2.68% | 1.36% | 22.36% |
| 2016 | -7.83% | 1.08% | 6.07% | -0.87% | 2.78% | -0.88% | 6.05% | 1.18% | 0.76% | -1.94% | 5.17% | 2.45% | 14.00% |
| 2015 | -2.55% | 5.44% | -0.62% | 0.69% | 0.98% | -1.29% | 2.25% | -5.71% | -4.58% | 9.07% | 1.35% | -2.67% | 1.46% |
| 2014 | -2.43% | 4.11% | -1.90% | 2.85% | 3.18% | 0.35% | 6.12% |
Expense Ratio
Portfolio A has an expense ratio of 0.24%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio A is 19, meaning it’s performing worse than 81% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.50 | 0.82 | 1.11 | 0.47 | 1.61 |
R2SC.L SPDR Russell 2000 US Small Cap UCITS ETF | -0.05 | 0.10 | 1.01 | -0.03 | -0.09 |
CSP1.L iShares Core S&P 500 UCITS ETF | 0.59 | 0.88 | 1.13 | 0.52 | 2.05 |
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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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio A. 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 Portfolio A was 33.90%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.
The current Portfolio A drawdown is 9.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.9% | Feb 20, 2020 | 23 | Mar 23, 2020 | 91 | Aug 3, 2020 | 114 |
| -29.77% | Nov 9, 2021 | 230 | Oct 11, 2022 | 336 | Feb 9, 2024 | 566 |
| -21.69% | Dec 12, 2024 | 80 | Apr 7, 2025 | — | — | — |
| -21.02% | Aug 30, 2018 | 83 | Dec 24, 2018 | 147 | Jul 26, 2019 | 230 |
| -17.9% | Jul 21, 2015 | 144 | Feb 11, 2016 | 106 | Jul 14, 2016 | 250 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | R2SC.L | CNX1.L | CSP1.L | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.52 | 0.57 | 0.61 | 0.60 |
| R2SC.L | 0.52 | 1.00 | 0.70 | 0.81 | 0.91 |
| CNX1.L | 0.57 | 0.70 | 1.00 | 0.90 | 0.91 |
| CSP1.L | 0.61 | 0.81 | 0.90 | 1.00 | 0.96 |
| Portfolio | 0.60 | 0.91 | 0.91 | 0.96 | 1.00 |