EA-55/45
Asset Allocation
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
The earliest data available for this chart is Mar 23, 2018, corresponding to the inception date of FLOA.L
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| EA-55/45 | 13.44% | 4.63% | 5.46% | 10.05% | 7.67% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.53% | 3.44% | 2.31% | -1.15% | -2.60% | -1.53% | 5.83% |
Dividend yield
EA-55/45 granted a 1.24% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EA-55/45 | 1.24% | 1.07% | 0.64% | 0.85% | 1.21% | 1.33% | 0.97% | 1.02% | 1.05% | 1.08% | 1.02% | 0.99% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| FLOA.L | GLD | BND | SHY | SWDA.L | SOXX | VNQ | WOOD | ITOT | |
|---|---|---|---|---|---|---|---|---|---|
| FLOA.L | 1.00 | 0.03 | 0.01 | 0.03 | 0.14 | 0.10 | 0.08 | 0.09 | 0.13 |
| GLD | 0.03 | 1.00 | 0.40 | 0.41 | 0.13 | 0.04 | 0.12 | 0.12 | 0.05 |
| BND | 0.01 | 0.40 | 1.00 | 0.75 | 0.02 | 0.01 | 0.19 | -0.02 | 0.02 |
| SHY | 0.03 | 0.41 | 0.75 | 1.00 | -0.05 | -0.07 | 0.10 | -0.07 | -0.08 |
| SWDA.L | 0.14 | 0.13 | 0.02 | -0.05 | 1.00 | 0.52 | 0.41 | 0.59 | 0.64 |
| SOXX | 0.10 | 0.04 | 0.01 | -0.07 | 0.52 | 1.00 | 0.43 | 0.57 | 0.80 |
| VNQ | 0.08 | 0.12 | 0.19 | 0.10 | 0.41 | 0.43 | 1.00 | 0.56 | 0.67 |
| WOOD | 0.09 | 0.12 | -0.02 | -0.07 | 0.59 | 0.57 | 0.56 | 1.00 | 0.71 |
| ITOT | 0.13 | 0.05 | 0.02 | -0.08 | 0.64 | 0.80 | 0.67 | 0.71 | 1.00 |
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 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, 2020 | 23 | Mar 23, 2020 | 85 | Jul 22, 2020 | 108 |
| -16.93% | Dec 30, 2021 | 206 | Oct 14, 2022 | — | — | — |
| -10.3% | Aug 30, 2018 | 83 | Dec 24, 2018 | 61 | Mar 21, 2019 | 144 |
| -4.91% | Sep 3, 2020 | 15 | Sep 23, 2020 | 33 | Nov 9, 2020 | 48 |
| -3.95% | May 6, 2019 | 19 | May 31, 2019 | 14 | Jun 20, 2019 | 33 |
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.