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EA-55/45

Last updated Dec 2, 2023

Asset Allocation


FLOA.L 25%SHY 14%BND 5%GLD 3%ITOT 28%SWDA.L 12%WOOD 5%SOXX 5%VNQ 3%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
Corporate Bonds25%
SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds14%
BND
Vanguard Total Bond Market ETF
Total Bond Market5%
GLD
SPDR Gold Trust
Precious Metals, Gold3%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
Large Cap Growth Equities28%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Global Equities12%
WOOD
iShares Global Timber & Forestry ETF
Materials5%
SOXX
iShares PHLX Semiconductor ETF
Technology Equities5%
VNQ
Vanguard Real Estate ETF
REIT3%

Performance

The chart shows the growth of an initial investment of $10,000 in EA-55/45, 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%80.00%JulyAugustSeptemberOctoberNovemberDecember
49.22%
77.52%
EA-55/45
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 23, 2018, corresponding to the inception date of FLOA.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
EA-55/4513.44%4.63%5.46%10.05%7.67%N/A
WOOD
iShares Global Timber & Forestry ETF
9.24%9.89%10.64%3.48%6.28%6.33%
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
6.05%0.56%3.24%6.82%2.46%N/A
SHY
iShares 1-3 Year Treasury Bond ETF
3.33%1.12%1.95%3.23%1.14%0.82%
BND
Vanguard Total Bond Market ETF
2.86%4.38%0.50%1.19%0.87%1.43%
GLD
SPDR Gold Trust
13.19%4.63%6.05%14.40%10.71%5.00%
VNQ
Vanguard Real Estate ETF
4.71%14.13%4.33%-0.35%4.21%6.78%
SOXX
iShares PHLX Semiconductor ETF
49.41%13.97%7.20%35.33%26.55%23.71%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
12.76%4.38%4.63%8.99%10.42%11.38%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
20.67%9.28%8.05%13.62%11.87%11.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.53%3.44%2.31%-1.15%-2.60%-1.53%5.83%

Sharpe Ratio

The current EA-55/45 Sharpe ratio is 1.46. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.46

The Sharpe ratio of EA-55/45 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 Ratio0.200.400.600.801.001.201.401.60JulyAugustSeptemberOctoberNovemberDecember
1.46
1.17
EA-55/45
Benchmark (^GSPC)
Portfolio components

Dividend yield

EA-55/45 granted a 1.24% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
EA-55/451.24%1.07%0.64%0.85%1.21%1.33%0.97%1.02%1.05%1.08%1.02%0.99%
WOOD
iShares Global Timber & Forestry ETF
1.84%2.26%1.24%0.98%1.85%2.82%1.19%1.65%2.04%1.71%1.55%1.29%
FLOA.L
iShares USD Floating Rate Bond 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%
SHY
iShares 1-3 Year Treasury Bond ETF
2.91%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%0.36%0.26%0.37%
BND
Vanguard Total Bond Market ETF
3.11%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%3.24%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.28%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%3.56%
SOXX
iShares PHLX Semiconductor ETF
0.86%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%1.24%
SWDA.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%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%2.06%1.93%

Expense Ratio

The EA-55/45 features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.46%
0.00%2.15%
0.40%
0.00%2.15%
0.20%
0.00%2.15%
0.15%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
0.00%2.15%
0.03%
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
WOOD
iShares Global Timber & Forestry ETF
0.28
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
2.85
SHY
iShares 1-3 Year Treasury Bond ETF
1.25
BND
Vanguard Total Bond Market ETF
0.27
GLD
SPDR Gold Trust
1.23
VNQ
Vanguard Real Estate ETF
-0.03
SOXX
iShares PHLX Semiconductor ETF
1.18
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.73
ITOT
iShares Core S&P Total U.S. Stock Market ETF
0.95

Asset Correlations Table

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

FLOA.LGLDBNDSHYSWDA.LSOXXVNQWOODITOT
FLOA.L1.000.030.010.030.140.100.080.090.13
GLD0.031.000.400.410.130.040.120.120.05
BND0.010.401.000.750.020.010.19-0.020.02
SHY0.030.410.751.00-0.05-0.070.10-0.07-0.08
SWDA.L0.140.130.02-0.051.000.520.410.590.64
SOXX0.100.040.01-0.070.521.000.430.570.80
VNQ0.080.120.190.100.410.431.000.560.67
WOOD0.090.12-0.02-0.070.590.570.561.000.71
ITOT0.130.050.02-0.080.640.800.670.711.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.44%
-4.21%
EA-55/45
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the EA-55/45. 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 EA-55/45 was 21.36%, occurring on Mar 23, 2020. Recovery took 85 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.36%Feb 20, 202023Mar 23, 202085Jul 22, 2020108
-16.93%Dec 30, 2021206Oct 14, 2022
-10.3%Aug 30, 201883Dec 24, 201861Mar 21, 2019144
-4.91%Sep 3, 202015Sep 23, 202033Nov 9, 202048
-3.95%May 6, 201919May 31, 201914Jun 20, 201933

Volatility Chart

The current EA-55/45 volatility is 1.86%, 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%JulyAugustSeptemberOctoberNovemberDecember
1.86%
2.72%
EA-55/45
Benchmark (^GSPC)
Portfolio components
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