EA-55/45
Asset Allocation
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Mar 23, 2018, corresponding to the inception date of FLOA.L
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
EA-55/45 | -0.27% | 7.53% | -1.59% | 7.04% | 9.21% | N/A |
Portfolio components: | ||||||
WOOD iShares Global Timber & Forestry ETF | -4.57% | 9.42% | -11.52% | -9.78% | 8.11% | 4.84% |
FLOA.L iShares USD Floating Rate Bond UCITS ETF USD (Acc) | 1.55% | 1.24% | 2.34% | 5.31% | 3.65% | N/A |
SHY iShares 1-3 Year Treasury Bond ETF | 1.88% | 0.08% | 2.37% | 5.54% | 1.02% | 1.40% |
BND Vanguard Total Bond Market ETF | 2.13% | 0.32% | 1.30% | 5.43% | -0.84% | 1.49% |
GLD SPDR Gold Trust | 25.81% | 10.69% | 22.02% | 42.63% | 13.38% | 10.40% |
VNQ Vanguard Real Estate ETF | 0.45% | 11.00% | -4.37% | 13.24% | 7.25% | 5.28% |
SOXX iShares PHLX Semiconductor ETF | -10.91% | 23.82% | -17.51% | -11.84% | 19.59% | 21.07% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -0.05% | 10.76% | -1.42% | 10.61% | 14.14% | 11.25% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.70% | 14.22% | -5.19% | 9.98% | 14.88% | 11.79% |
Monthly Returns
The table below presents the monthly returns of EA-55/45, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.03% | -0.69% | -2.40% | -0.21% | 1.05% | -0.27% | |||||||
2024 | 0.22% | 2.81% | 2.40% | -2.40% | 2.95% | 1.61% | 1.48% | 1.21% | 1.71% | -0.96% | 2.64% | -1.68% | 12.48% |
2023 | 4.83% | -1.64% | 1.93% | 0.46% | 0.53% | 3.44% | 2.31% | -1.15% | -2.60% | -1.53% | 5.79% | 3.98% | 17.16% |
2022 | -3.64% | -1.03% | 1.14% | -4.59% | -0.18% | -5.40% | 5.03% | -2.57% | -5.84% | 3.37% | 4.44% | -2.78% | -12.13% |
2021 | -0.12% | 1.63% | 1.71% | 2.72% | 0.76% | 0.75% | 1.12% | 1.35% | -2.54% | 2.93% | -0.06% | 2.51% | 13.40% |
2020 | -0.17% | -4.00% | -8.08% | 7.46% | 2.91% | 1.97% | 3.51% | 3.77% | -1.79% | -1.16% | 6.62% | 3.04% | 13.80% |
2019 | 5.28% | 1.70% | 1.10% | 2.20% | -3.75% | 4.22% | 0.66% | -0.49% | 1.26% | 1.82% | 1.71% | 1.99% | 18.89% |
2018 | 0.91% | 0.13% | 1.57% | -0.07% | 1.29% | 1.56% | -0.26% | -4.16% | 0.73% | -3.95% | -2.43% |
Expense Ratio
EA-55/45 has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EA-55/45 is 41, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
WOOD iShares Global Timber & Forestry ETF | -0.51 | -0.80 | 0.90 | -0.44 | -1.41 |
FLOA.L iShares USD Floating Rate Bond UCITS ETF USD (Acc) | 1.93 | 2.70 | 1.65 | 3.01 | 23.65 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.31 | 5.37 | 1.70 | 5.39 | 15.23 |
BND Vanguard Total Bond Market ETF | 1.02 | 1.22 | 1.15 | 0.35 | 2.08 |
GLD SPDR Gold Trust | 2.41 | 2.98 | 1.38 | 4.67 | 12.24 |
VNQ Vanguard Real Estate ETF | 0.73 | 0.77 | 1.10 | 0.35 | 1.53 |
SOXX iShares PHLX Semiconductor ETF | -0.27 | -0.28 | 0.96 | -0.39 | -0.89 |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.66 | 0.79 | 1.11 | 0.47 | 2.01 |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.50 | 0.66 | 1.10 | 0.38 | 1.44 |
Dividends
Dividend yield
EA-55/45 provided a 1.38% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.38% | 1.33% | 1.23% | 1.07% | 0.63% | 0.85% | 1.21% | 1.33% | 0.97% | 1.02% | 1.05% | 1.08% |
Portfolio components: | ||||||||||||
WOOD iShares Global Timber & Forestry ETF | 2.19% | 2.09% | 1.64% | 2.26% | 1.24% | 0.98% | 1.85% | 2.82% | 1.19% | 1.65% | 2.04% | 1.71% |
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 | 3.95% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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 | 4.10% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
SOXX iShares PHLX Semiconductor ETF | 0.77% | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% |
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 | 1.32% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
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 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.
The current EA-55/45 drawdown is 3.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-21.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 85 | Jul 22, 2020 | 108 |
-16.93% | Dec 30, 2021 | 206 | Oct 14, 2022 | 298 | Dec 12, 2023 | 504 |
-10.3% | Aug 30, 2018 | 83 | Dec 24, 2018 | 61 | Mar 21, 2019 | 144 |
-10.12% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
-4.91% | Sep 3, 2020 | 15 | Sep 23, 2020 | 33 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The current EA-55/45 volatility is 4.04%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 5.43, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | FLOA.L | SHY | GLD | BND | SWDA.L | VNQ | WOOD | SOXX | ITOT | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.10 | -0.04 | 0.07 | 0.05 | 0.63 | 0.63 | 0.67 | 0.80 | 0.99 | 0.95 |
FLOA.L | 0.10 | 1.00 | 0.05 | 0.04 | 0.03 | 0.13 | 0.06 | 0.07 | 0.07 | 0.10 | 0.14 |
SHY | -0.04 | 0.05 | 1.00 | 0.37 | 0.77 | -0.02 | 0.15 | -0.02 | -0.06 | -0.04 | 0.03 |
GLD | 0.07 | 0.04 | 0.37 | 1.00 | 0.36 | 0.15 | 0.14 | 0.15 | 0.07 | 0.08 | 0.17 |
BND | 0.05 | 0.03 | 0.77 | 0.36 | 1.00 | 0.04 | 0.24 | 0.03 | 0.02 | 0.05 | 0.12 |
SWDA.L | 0.63 | 0.13 | -0.02 | 0.15 | 0.04 | 1.00 | 0.39 | 0.56 | 0.51 | 0.64 | 0.75 |
VNQ | 0.63 | 0.06 | 0.15 | 0.14 | 0.24 | 0.39 | 1.00 | 0.56 | 0.41 | 0.65 | 0.66 |
WOOD | 0.67 | 0.07 | -0.02 | 0.15 | 0.03 | 0.56 | 0.56 | 1.00 | 0.53 | 0.68 | 0.75 |
SOXX | 0.80 | 0.07 | -0.06 | 0.07 | 0.02 | 0.51 | 0.41 | 0.53 | 1.00 | 0.80 | 0.82 |
ITOT | 0.99 | 0.10 | -0.04 | 0.08 | 0.05 | 0.64 | 0.65 | 0.68 | 0.80 | 1.00 | 0.96 |
Portfolio | 0.95 | 0.14 | 0.03 | 0.17 | 0.12 | 0.75 | 0.66 | 0.75 | 0.82 | 0.96 | 1.00 |