Sharon's 60/40 Irish Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 40% |
CSPX.AS iShares Core S&P 500 UCITS ETF | Large Cap Blend Equities | 30% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | Emerging Markets Equities | 15% |
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | Europe Equities | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sharon's 60/40 Irish Portfolio, 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
The earliest data available for this chart is Jun 9, 2014, corresponding to the inception date of EIMI.L
Returns By Period
As of Sep 20, 2024, the Sharon's 60/40 Irish Portfolio returned 11.79% Year-To-Date and 6.09% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Sharon's 60/40 Irish Portfolio | 11.79% | 1.66% | 7.35% | 19.07% | 7.04% | 6.09% |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 5.20% | 1.67% | 6.44% | 10.82% | 0.47% | 1.87% |
CSPX.AS iShares Core S&P 500 UCITS ETF | 21.49% | 2.16% | 9.46% | 30.89% | 14.79% | 12.44% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 10.63% | 0.77% | 7.62% | 16.80% | 4.90% | 3.24% |
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | 11.58% | 1.56% | 5.30% | 20.58% | 8.60% | 5.26% |
Monthly Returns
The table below presents the monthly returns of Sharon's 60/40 Irish Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.09% | 1.44% | 2.45% | -2.13% | 2.30% | 2.35% | 1.60% | 1.62% | 11.79% | ||||
| 2023 | 5.47% | -2.73% | 2.73% | 1.32% | -1.36% | 3.22% | 2.22% | -2.01% | -3.44% | -2.70% | 7.23% | 4.32% | 14.45% |
| 2022 | -3.61% | -2.03% | -0.15% | -5.44% | -0.26% | -5.43% | 4.27% | -3.04% | -6.91% | 1.82% | 6.59% | -1.76% | -15.62% |
| 2021 | -0.04% | 0.69% | 1.14% | 2.79% | 1.22% | 0.99% | 0.63% | 1.26% | -2.65% | 2.46% | -1.03% | 2.31% | 10.07% |
| 2020 | -0.22% | -4.36% | -6.87% | 5.82% | 2.10% | 2.97% | 3.86% | 3.69% | -2.10% | -1.86% | 7.50% | 3.23% | 13.53% |
| 2019 | 4.69% | 1.49% | 1.59% | 1.89% | -2.73% | 3.99% | 0.21% | -0.78% | 1.17% | 1.72% | 1.48% | 2.45% | 18.35% |
| 2018 | 3.09% | -2.92% | -1.13% | 0.35% | -0.13% | -0.39% | 1.72% | 0.09% | 0.14% | -4.80% | 1.10% | -2.34% | -5.35% |
| 2017 | 1.81% | 2.05% | 1.23% | 1.51% | 1.71% | 0.32% | 2.12% | 0.67% | 0.68% | 1.47% | 0.90% | 1.41% | 17.08% |
| 2016 | -3.34% | 0.78% | 4.65% | 0.42% | 0.02% | 0.52% | 2.97% | 0.35% | 0.48% | -1.27% | -1.03% | 1.23% | 5.72% |
| 2015 | -0.33% | 2.66% | -0.87% | 2.09% | -0.73% | -2.07% | 0.43% | -4.13% | -1.58% | 4.74% | -0.81% | -1.28% | -2.16% |
| 2014 | 0.82% | -0.75% | 1.83% | -2.03% | 0.44% | 1.56% | -0.97% | 0.85% |
Expense Ratio
Sharon's 60/40 Irish Portfolio has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Sharon's 60/40 Irish Portfolio is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 1.91 | 2.80 | 1.34 | 0.69 | 8.29 |
CSPX.AS iShares Core S&P 500 UCITS ETF | 2.96 | 4.10 | 1.56 | 2.93 | 17.78 |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 1.37 | 2.07 | 1.25 | 0.67 | 7.62 |
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | 1.97 | 2.87 | 1.34 | 1.93 | 10.98 |
Dividends
Dividend yield
Sharon's 60/40 Irish Portfolio granted a 1.49% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sharon's 60/40 Irish Portfolio | 1.49% | 1.25% | 0.96% | 0.71% | 0.86% | 1.08% | 1.18% | 0.93% | 0.96% | 0.98% | 0.96% | 0.93% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.73% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
CSPX.AS iShares Core S&P 500 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% |
EIMI.L iShares Core MSCI EM IMI 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% |
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Sharon's 60/40 Irish Portfolio. 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 Sharon's 60/40 Irish Portfolio was 22.01%, occurring on Oct 11, 2022. Recovery took 373 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.01% | Nov 9, 2021 | 240 | Oct 11, 2022 | 373 | Mar 21, 2024 | 613 |
| -21.37% | Feb 18, 2020 | 22 | Mar 18, 2020 | 82 | Jul 13, 2020 | 104 |
| -12.44% | Apr 28, 2015 | 190 | Jan 20, 2016 | 145 | Aug 11, 2016 | 335 |
| -11.16% | Jan 29, 2018 | 236 | Dec 26, 2018 | 82 | Apr 23, 2019 | 318 |
| -5.27% | Sep 4, 2014 | 30 | Oct 15, 2014 | 85 | Feb 13, 2015 | 115 |
Volatility
Volatility Chart
The current Sharon's 60/40 Irish Portfolio volatility is 2.25%, 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.
Diversification
Asset Correlations Table
| AGG | EIMI.L | CSPX.AS | SMEA.L | |
|---|---|---|---|---|
| AGG | 1.00 | -0.01 | 0.01 | 0.03 |
| EIMI.L | -0.01 | 1.00 | 0.61 | 0.68 |
| CSPX.AS | 0.01 | 0.61 | 1.00 | 0.71 |
| SMEA.L | 0.03 | 0.68 | 0.71 | 1.00 |