GLOBAL
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOG Alphabet Inc. | Communication Services | 10% |
INTC Intel Corporation | Technology | 5% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 50% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
VUAA.L Vanguard S&P 500 UCITS ETF | Large Cap Growth Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GLOBAL, 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 May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| GLOBAL | 11.69% | 1.78% | 9.78% | 20.10% | N/A | N/A |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 30.43% | 1.55% | 22.25% | 49.69% | 26.66% | 20.18% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 14.19% | 1.95% | 12.72% | 19.94% | 12.08% | 9.49% |
INTC Intel Corporation | -33.97% | 7.79% | -32.41% | -2.02% | -6.37% | 2.36% |
JEPI JPMorgan Equity Premium Income ETF | 7.17% | 0.52% | 5.90% | 9.84% | N/A | N/A |
VUAA.L Vanguard S&P 500 UCITS ETF | 15.92% | 0.66% | 13.32% | 22.31% | 14.49% | N/A |
Monthly Returns
The table below presents the monthly returns of GLOBAL, 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 | 0.70% | 2.56% | 3.70% | -3.27% | 2.88% | 3.24% | 11.69% | ||||||
| 2023 | 5.90% | -3.10% | 5.08% | 1.85% | 0.61% | 4.60% | 3.79% | -0.97% | -3.56% | -2.71% | 8.54% | 5.11% | 27.16% |
| 2022 | -5.69% | -1.41% | 3.64% | -7.81% | -1.11% | -7.23% | 6.23% | -3.81% | -8.44% | 5.51% | 4.98% | -3.77% | -18.72% |
| 2021 | 0.42% | 3.53% | 3.89% | 4.59% | 1.38% | 1.49% | 2.45% | 2.87% | -4.26% | 4.93% | -1.73% | 4.59% | 26.48% |
| 2020 | 2.63% | 1.21% | 3.77% | 6.26% | -3.02% | -2.10% | 10.38% | 3.39% | 24.09% |
Expense Ratio
GLOBAL has an expense ratio of 0.19%, 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 GLOBAL is 69, 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. | 1.43 | 1.93 | 1.28 | 2.10 | 8.39 |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 1.71 | 2.56 | 1.31 | 1.50 | 6.58 |
INTC Intel Corporation | -0.18 | 0.01 | 1.00 | -0.13 | -0.31 |
JEPI JPMorgan Equity Premium Income ETF | 1.36 | 1.93 | 1.25 | 1.45 | 5.66 |
VUAA.L Vanguard S&P 500 UCITS ETF | 1.97 | 2.93 | 1.37 | 1.88 | 7.94 |
Dividends
Dividend yield
GLOBAL granted a 1.90% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLOBAL | 1.90% | 2.17% | 3.20% | 1.78% | 1.58% | 0.11% | 0.13% | 0.12% | 0.14% | 0.14% | 0.12% | 0.17% |
| Portfolio components: | ||||||||||||
GOOG Alphabet Inc. | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWDA.L iShares Core MSCI World UCITS ETF USD (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% |
INTC Intel Corporation | 1.52% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
JEPI JPMorgan Equity Premium Income ETF | 7.26% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAA.L Vanguard 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the GLOBAL. 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 GLOBAL was 24.53%, occurring on Oct 12, 2022. Recovery took 302 trading sessions.
The current GLOBAL drawdown is 2.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.53% | Jan 4, 2022 | 201 | Oct 12, 2022 | 302 | Dec 14, 2023 | 503 |
| -7.45% | Sep 3, 2020 | 16 | Sep 24, 2020 | 30 | Nov 5, 2020 | 46 |
| -5.56% | Sep 7, 2021 | 20 | Oct 4, 2021 | 21 | Nov 2, 2021 | 41 |
| -4.93% | Apr 2, 2024 | 14 | Apr 19, 2024 | 18 | May 15, 2024 | 32 |
| -4.92% | Jun 9, 2020 | 14 | Jun 26, 2020 | 11 | Jul 13, 2020 | 25 |
Volatility
Volatility Chart
The current GLOBAL volatility is 2.05%, 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
| INTC | GOOG | JEPI | VUAA.L | IWDA.L | |
|---|---|---|---|---|---|
| INTC | 1.00 | 0.47 | 0.44 | 0.35 | 0.36 |
| GOOG | 0.47 | 1.00 | 0.50 | 0.38 | 0.38 |
| JEPI | 0.44 | 0.50 | 1.00 | 0.45 | 0.46 |
| VUAA.L | 0.35 | 0.38 | 0.45 | 1.00 | 0.97 |
| IWDA.L | 0.36 | 0.38 | 0.46 | 0.97 | 1.00 |