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Portfolio A

Last updated Dec 9, 2023

The S&P 500 Portfolio is an excellent choice for those who want to invest in the 500 biggest U.S. companies. The portfolio is conventionally used as a representation of the overall U.S. stock market and as a benchmark for other investments.

Asset Allocation


CSP1.L 33.4%CNX1.L 33.3%R2SC.L 33.3%EquityEquity
PositionCategory/SectorWeight
CSP1.L
iShares Core S&P 500 UCITS ETF
Large Cap Blend Equities33.4%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Large Cap Growth Equities33.3%
R2SC.L
SPDR Russell 2000 US Small Cap UCITS ETF
Small Cap Blend Equities33.3%

Performance

The chart shows the growth of an initial investment of $10,000 in Portfolio A, 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


80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
178.61%
102.10%
Portfolio A
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 2, 2014, corresponding to the inception date of R2SC.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Portfolio A24.79%6.92%6.52%20.14%13.72%N/A
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
42.40%3.07%10.94%35.18%19.96%20.20%
R2SC.L
SPDR Russell 2000 US Small Cap UCITS ETF
3.66%7.36%1.27%1.31%6.38%N/A
CSP1.L
iShares Core S&P 500 UCITS ETF
16.63%3.02%7.74%14.50%13.49%14.51%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.80%6.89%4.19%-2.07%-5.12%-4.49%9.41%

Sharpe Ratio

The current Portfolio A Sharpe ratio is 1.07. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.07

The Sharpe ratio of Portfolio A 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 Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
1.07
1.16
Portfolio A
Benchmark (^GSPC)
Portfolio components

Dividend yield


Portfolio A doesn't pay dividends

Expense Ratio

The Portfolio A has a high expense ratio of 0.24%, 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.


0.36%
0.00%2.15%
0.30%
0.00%2.15%
0.07%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
1.90
R2SC.L
SPDR Russell 2000 US Small Cap UCITS ETF
0.04
CSP1.L
iShares Core S&P 500 UCITS ETF
1.12

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

R2SC.LCNX1.LCSP1.L
R2SC.L1.000.710.82
CNX1.L0.711.000.90
CSP1.L0.820.901.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-7.62%
-5.31%
Portfolio A
Benchmark (^GSPC)
Portfolio components

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 33.91%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.91%Feb 20, 202023Mar 23, 202091Aug 3, 2020114
-29.78%Nov 9, 2021230Oct 11, 2022
-21.03%Aug 30, 201883Dec 24, 2018147Jul 26, 2019230
-17.9%Jul 21, 2015144Feb 11, 2016106Jul 14, 2016250
-9.55%Sep 3, 202016Sep 24, 202012Oct 12, 202028

Volatility Chart

The current Portfolio A volatility is 10.04%, 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%JulyAugustSeptemberOctoberNovemberDecember
10.04%
2.42%
Portfolio A
Benchmark (^GSPC)
Portfolio components
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