ESA US Tech + shares
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 5% |
CSP1.L iShares Core S&P 500 UCITS ETF | Large Cap Blend Equities | 50% |
GOOG Alphabet Inc. | Communication Services | 5% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | Technology Equities | 35% |
META Meta Platforms, Inc. | Communication Services | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ESA US Tech + shares, 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 Nov 23, 2015, corresponding to the inception date of IITU.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| ESA US Tech + shares | 32.71% | 2.67% | 15.20% | 40.31% | 20.09% | N/A |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 30.40% | 10.20% | 5.69% | 35.69% | 21.97% | 21.13% |
AMZN Amazon.com, Inc. | 37.50% | 11.39% | 12.32% | 43.29% | 18.75% | 29.06% |
META Meta Platforms, Inc. | 65.72% | -0.95% | 21.68% | 74.42% | 24.09% | 22.92% |
CSP1.L iShares Core S&P 500 UCITS ETF | 26.47% | 2.43% | 13.67% | 34.40% | 15.14% | 15.38% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 35.93% | 1.30% | 17.72% | 43.40% | 24.79% | N/A |
Monthly Returns
The table below presents the monthly returns of ESA US Tech + shares, 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 | 2.95% | 6.10% | 3.11% | -3.37% | 4.72% | 8.30% | -1.61% | 0.79% | 2.90% | 0.40% | 32.71% | ||
| 2023 | 8.77% | -0.89% | 7.64% | 2.16% | 6.45% | 5.81% | 3.82% | -0.84% | -5.15% | -2.02% | 10.13% | 5.34% | 48.24% |
| 2022 | -7.84% | -3.61% | 4.70% | -10.01% | -2.88% | -8.70% | 9.82% | -3.62% | -9.13% | 2.23% | 3.73% | -4.83% | -27.95% |
| 2021 | -0.33% | 2.23% | 3.22% | 6.40% | -0.18% | 4.20% | 2.71% | 3.85% | -4.91% | 5.53% | 2.06% | 3.63% | 31.76% |
| 2020 | 2.38% | -8.77% | -7.82% | 12.48% | 4.45% | 4.50% | 5.57% | 10.45% | -4.77% | -3.09% | 9.32% | 4.72% | 30.22% |
| 2019 | 8.55% | 3.80% | 3.37% | 5.20% | -6.34% | 6.30% | 3.56% | -3.18% | 1.82% | 2.94% | 4.51% | 3.39% | 38.53% |
| 2018 | 6.95% | -1.43% | -4.95% | 2.37% | 4.31% | 0.97% | 2.07% | 4.50% | -0.16% | -7.95% | -0.63% | -7.96% | -3.14% |
| 2017 | 2.58% | 4.30% | 2.00% | 2.05% | 2.69% | -0.61% | 3.33% | 1.26% | 0.83% | 5.45% | 2.10% | 1.38% | 30.90% |
| 2016 | -5.43% | -0.02% | 6.71% | -1.86% | 3.57% | -1.25% | 6.16% | 1.16% | 1.17% | -0.38% | 0.82% | 1.92% | 12.63% |
| 2015 | -0.62% | -1.24% | -1.84% |
Expense Ratio
ESA US Tech + shares 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 rank of ESA US Tech + shares is 52, 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.
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 | |
|---|---|---|---|---|---|
GOOG Alphabet Inc. | 1.27 | 1.79 | 1.25 | 1.49 | 3.78 |
AMZN Amazon.com, Inc. | 1.61 | 2.26 | 1.29 | 1.88 | 7.26 |
META Meta Platforms, Inc. | 2.02 | 2.93 | 1.41 | 3.94 | 12.19 |
CSP1.L iShares Core S&P 500 UCITS ETF | 3.01 | 4.16 | 1.58 | 4.44 | 18.86 |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 2.03 | 2.67 | 1.36 | 2.84 | 9.42 |
Dividends
Dividend yield
ESA US Tech + shares provided a 0.02% dividend yield over the last twelve months.
| TTM | |
|---|---|
| Portfolio | 0.02% |
| Portfolio components: | |
GOOG Alphabet Inc. | 0.22% |
AMZN Amazon.com, Inc. | 0.00% |
META Meta Platforms, Inc. | 0.26% |
CSP1.L iShares Core S&P 500 UCITS ETF | 0.00% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 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 ESA US Tech + shares. 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 ESA US Tech + shares was 31.25%, occurring on Mar 23, 2020. Recovery took 73 trading sessions.
The current ESA US Tech + shares drawdown is 0.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 73 | Jul 6, 2020 | 96 |
| -31.25% | Dec 31, 2021 | 202 | Oct 11, 2022 | 281 | Nov 14, 2023 | 483 |
| -20.28% | Aug 30, 2018 | 83 | Dec 24, 2018 | 77 | Apr 12, 2019 | 160 |
| -13.96% | Dec 3, 2015 | 49 | Feb 11, 2016 | 74 | May 26, 2016 | 123 |
| -11.58% | Sep 3, 2020 | 13 | Sep 21, 2020 | 51 | Dec 1, 2020 | 64 |
Volatility
Volatility Chart
The current ESA US Tech + shares volatility is 4.28%, 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
| CSP1.L | META | AMZN | IITU.L | GOOG | |
|---|---|---|---|---|---|
| CSP1.L | 1.00 | 0.37 | 0.39 | 0.87 | 0.42 |
| META | 0.37 | 1.00 | 0.61 | 0.42 | 0.66 |
| AMZN | 0.39 | 0.61 | 1.00 | 0.45 | 0.67 |
| IITU.L | 0.87 | 0.42 | 0.45 | 1.00 | 0.46 |
| GOOG | 0.42 | 0.66 | 0.67 | 0.46 | 1.00 |