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option_5
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XLKQ.L 35%IUIT.L 35%XDWT.L 30%EquityEquity
PositionCategory/SectorWeight
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

35%

XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
Technology Equities

30%

XLKQ.L
Invesco US Technology Sector UCITS ETF
Technology Equities

35%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in option_5, 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


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
25.14%
19.37%
option_5
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 24, 2016, corresponding to the inception date of XDWT.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
option_56.30%-7.32%25.14%41.83%21.32%N/A
XLKQ.L
Invesco US Technology Sector UCITS ETF
7.39%-8.11%26.41%45.28%22.39%24.16%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
6.14%-6.81%24.38%42.27%21.92%N/A
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
5.21%-6.99%24.52%37.34%19.37%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.20%5.71%2.71%
2023-6.58%-1.78%13.29%5.27%

Expense Ratio

The option_5 features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for XDWT.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for XLKQ.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

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.


option_5
Sharpe ratio
The chart of Sharpe ratio for option_5, currently valued at 2.26, compared to the broader market-1.000.001.002.003.004.005.002.26
Sortino ratio
The chart of Sortino ratio for option_5, currently valued at 3.11, compared to the broader market0.002.004.006.003.11
Omega ratio
The chart of Omega ratio for option_5, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for option_5, currently valued at 2.32, compared to the broader market0.002.004.006.008.002.32
Martin ratio
The chart of Martin ratio for option_5, currently valued at 9.92, compared to the broader market0.0010.0020.0030.0040.0050.009.92
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
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 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLKQ.L
Invesco US Technology Sector UCITS ETF
2.353.271.402.5810.77
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
2.263.121.392.4910.47
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
2.052.831.351.888.38

Sharpe Ratio

The current option_5 Sharpe ratio is 2.26. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.26

The Sharpe ratio of option_5 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.26
1.92
option_5
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


option_5 doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.97%
-3.50%
option_5
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the option_5. 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 option_5 was 34.75%, occurring on Oct 12, 2022. Recovery took 188 trading sessions.

The current option_5 drawdown is 7.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.75%Jan 4, 2022195Oct 12, 2022188Jul 13, 2023383
-31.68%Feb 20, 202023Mar 23, 202052Jun 9, 202075
-22.2%Oct 4, 201858Dec 24, 201869Apr 3, 2019127
-12.3%Sep 3, 202013Sep 21, 202051Dec 1, 202064
-11.58%Jul 20, 202370Oct 26, 202313Nov 14, 202383

Volatility

Volatility Chart

The current option_5 volatility is 4.84%, 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%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.84%
3.58%
option_5
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.

XLKQ.LXDWT.LIUIT.L
XLKQ.L1.000.930.94
XDWT.L0.931.000.98
IUIT.L0.940.981.00