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GLOBAL

Last updated Mar 2, 2024

Asset Allocation


IWDA.L 50%JEPI 25%GOOG 10%VUAA.L 10%INTC 5%EquityEquity
PositionCategory/SectorWeight
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Global Equities

50%

JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

25%

GOOG
Alphabet Inc.
Communication Services

10%

VUAA.L
Vanguard S&P 500 UCITS ETF
Large Cap Growth Equities

10%

INTC
Intel Corporation
Technology

5%

S&P 500

Performance

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


40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
68.51%
74.23%
GLOBAL
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
GLOBAL3.88%3.16%10.98%28.61%N/AN/A
GOOG
Alphabet Inc.
-2.02%-2.62%0.94%49.58%19.35%N/A
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
5.72%4.26%12.91%26.28%11.77%9.18%
INTC
Intel Corporation
-12.54%2.02%20.44%69.59%-1.24%8.92%
JEPI
JPMorgan Equity Premium Income ETF
4.46%2.63%6.75%14.87%N/AN/A
VUAA.L
Vanguard S&P 500 UCITS ETF
7.01%4.82%14.06%31.46%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.70%2.73%
2023-0.97%-3.56%-2.71%8.54%5.11%

Sharpe Ratio

The current GLOBAL Sharpe ratio is 2.72. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.72

The Sharpe ratio of GLOBAL 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.72
2.44
GLOBAL
Benchmark (^GSPC)
Portfolio components

Dividend yield

GLOBAL granted a 1.98% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
GLOBAL1.98%2.17%3.20%1.78%1.58%0.11%0.13%0.12%0.14%0.14%0.12%0.17%
GOOG
Alphabet Inc.
0.00%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
1.14%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
7.68%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%

Expense Ratio

The GLOBAL features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.35%
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
^GSPC
S&P 500
2.44
GLOBAL
2.72
GOOG
Alphabet Inc.
1.78
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
2.08
INTC
Intel Corporation
1.78
JEPI
JPMorgan Equity Premium Income ETF
2.13
VUAA.L
Vanguard S&P 500 UCITS ETF
2.57

Asset Correlations Table

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

INTCGOOGJEPIVUAA.LIWDA.L
INTC1.000.500.460.370.38
GOOG0.501.000.520.400.39
JEPI0.460.521.000.460.46
VUAA.L0.370.400.461.000.97
IWDA.L0.380.390.460.971.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
GLOBAL
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.53%Jan 4, 2022201Oct 12, 2022302Dec 14, 2023503
-7.45%Sep 3, 202016Sep 24, 202030Nov 5, 202046
-5.56%Sep 7, 202120Oct 4, 202121Nov 2, 202141
-4.92%Jun 9, 202014Jun 26, 202011Jul 13, 202025
-3.63%Nov 17, 202113Dec 3, 202114Dec 23, 202127

Volatility Chart

The current GLOBAL volatility is 2.30%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.30%
3.47%
GLOBAL
Benchmark (^GSPC)
Portfolio components
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