Портфель 6 - 2040
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Портфель 6 - 2040, 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 Nov 5, 2010, corresponding to the inception date of URA
Returns By Period
As of Sep 20, 2024, the Портфель 6 - 2040 returned 14.36% Year-To-Date and 12.04% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Портфель 6 - 2040 | 14.36% | 1.80% | 6.93% | 26.85% | 16.31% | 12.04% |
| Portfolio components: | ||||||
URA Global X Uranium ETF | -5.66% | 1.79% | -9.74% | 5.10% | 22.15% | 2.59% |
GLD SPDR Gold Trust | 25.11% | 2.89% | 18.42% | 33.35% | 10.87% | 7.44% |
IVE iShares S&P 500 Value ETF | 14.13% | 3.06% | 6.99% | 25.66% | 12.82% | 10.39% |
XLK Technology Select Sector SPDR Fund | 16.57% | -0.29% | 6.75% | 34.98% | 23.92% | 20.31% |
BND Vanguard Total Bond Market ETF | 4.87% | 1.31% | 6.07% | 10.48% | 0.39% | 1.84% |
VTI Vanguard Total Stock Market ETF | 19.74% | 2.53% | 9.19% | 31.01% | 14.91% | 12.58% |
Monthly Returns
The table below presents the monthly returns of Портфель 6 - 2040, 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 | 1.80% | 1.96% | 3.35% | -3.34% | 5.08% | 1.51% | 1.18% | 0.86% | 14.36% | ||||
| 2023 | 7.82% | -2.85% | 4.30% | 0.77% | 1.65% | 5.24% | 2.93% | -1.03% | -2.95% | -0.51% | 8.96% | 4.12% | 31.41% |
| 2022 | -4.88% | 0.04% | 2.93% | -7.77% | -0.68% | -7.75% | 8.46% | -2.78% | -9.42% | 6.12% | 5.90% | -4.77% | -15.39% |
| 2021 | -1.55% | 3.51% | 3.33% | 4.15% | 2.29% | 1.10% | 1.37% | 2.36% | -2.42% | 6.08% | -0.65% | 3.06% | 24.73% |
| 2020 | 0.22% | -5.99% | -9.51% | 12.33% | 4.49% | 2.27% | 5.44% | 6.22% | -4.36% | -2.50% | 8.88% | 6.95% | 24.45% |
| 2019 | 6.87% | 2.76% | 1.92% | 3.03% | -5.49% | 7.14% | 0.66% | -0.75% | 1.52% | 2.20% | 2.74% | 3.08% | 28.16% |
| 2018 | 3.43% | -3.37% | -2.18% | 1.11% | 2.23% | -0.36% | 2.15% | 2.29% | 0.46% | -5.77% | 1.04% | -6.06% | -5.46% |
| 2017 | 5.56% | 2.58% | -0.66% | -0.41% | 1.08% | -0.14% | 3.12% | 0.59% | 0.63% | 1.32% | 3.55% | 1.82% | 20.58% |
| 2016 | -3.57% | 1.11% | 6.65% | 0.27% | 0.19% | 1.33% | 3.30% | 0.03% | 0.12% | -2.13% | 1.62% | 2.53% | 11.68% |
| 2015 | -2.46% | 4.52% | -2.26% | 2.49% | 0.18% | -3.77% | -0.48% | -4.12% | -2.82% | 7.00% | -0.98% | -1.09% | -4.32% |
| 2014 | -1.40% | 5.20% | -0.13% | -0.63% | 1.34% | 1.87% | -0.50% | 2.93% | -3.14% | 0.09% | 3.43% | -1.07% | 7.96% |
| 2013 | 3.87% | -0.50% | 2.40% | -0.70% | 1.73% | -3.13% | 5.12% | -2.32% | 1.04% | 2.84% | 1.71% | 1.90% | 14.54% |
Expense Ratio
Портфель 6 - 2040 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 Портфель 6 - 2040 is 54, 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 | |
|---|---|---|---|---|---|
URA Global X Uranium ETF | 0.14 | 0.46 | 1.05 | 0.07 | 0.43 |
GLD SPDR Gold Trust | 2.30 | 3.22 | 1.40 | 2.59 | 13.91 |
IVE iShares S&P 500 Value ETF | 2.28 | 3.16 | 1.40 | 2.26 | 11.55 |
XLK Technology Select Sector SPDR Fund | 1.52 | 2.05 | 1.27 | 1.94 | 6.96 |
BND Vanguard Total Bond Market ETF | 1.63 | 2.39 | 1.28 | 0.57 | 6.62 |
VTI Vanguard Total Stock Market ETF | 2.28 | 3.06 | 1.41 | 2.12 | 13.27 |
Dividends
Dividend yield
Портфель 6 - 2040 granted a 1.78% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель 6 - 2040 | 1.78% | 1.80% | 1.43% | 1.61% | 1.45% | 1.59% | 1.79% | 1.65% | 2.35% | 1.88% | 2.01% | 1.60% |
| Portfolio components: | ||||||||||||
URA Global X Uranium ETF | 6.54% | 6.07% | 0.76% | 5.84% | 1.69% | 1.66% | 0.44% | 2.03% | 7.28% | 1.96% | 4.28% | 0.54% |
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% |
IVE iShares S&P 500 Value ETF | 1.69% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% | 2.14% | 2.04% |
XLK Technology Select Sector SPDR Fund | 0.52% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
BND Vanguard Total Bond Market ETF | 3.37% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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 Портфель 6 - 2040. 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 Портфель 6 - 2040 was 27.80%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current Портфель 6 - 2040 drawdown is 0.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.8% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -22.7% | Nov 9, 2021 | 235 | Oct 14, 2022 | 185 | Jul 13, 2023 | 420 |
| -18.37% | Feb 18, 2011 | 157 | Oct 3, 2011 | 95 | Feb 17, 2012 | 252 |
| -15.31% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -14.93% | May 15, 2015 | 172 | Jan 20, 2016 | 122 | Jul 14, 2016 | 294 |
Volatility
Volatility Chart
The current Портфель 6 - 2040 volatility is 4.79%, 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
| GLD | BND | URA | XLK | IVE | VTI | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.32 | 0.22 | 0.02 | 0.03 | 0.04 |
| BND | 0.32 | 1.00 | -0.08 | -0.07 | -0.16 | -0.11 |
| URA | 0.22 | -0.08 | 1.00 | 0.47 | 0.53 | 0.56 |
| XLK | 0.02 | -0.07 | 0.47 | 1.00 | 0.72 | 0.88 |
| IVE | 0.03 | -0.16 | 0.53 | 0.72 | 1.00 | 0.92 |
| VTI | 0.04 | -0.11 | 0.56 | 0.88 | 0.92 | 1.00 |