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new_1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

new_1

Last updated Oct 17, 2024

Asset Allocation

SGLP.L 20%ROM 30%XLKQ.L 25%CNX1.L 25%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		Large Cap Growth Equities
25%
ROM
ProShares Ultra Technology		Leveraged Equities, Leveraged
30%
SGLP.L
Invesco Physical Gold A		Precious Metals
20%
XLKQ.L
Invesco US Technology Sector UCITS ETF		Technology Equities
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in new_1, 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

0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
20.59%
16.59%
new_1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 24, 2013, corresponding to the inception date of XLKQ.L

Returns By Period

As of Oct 17, 2024, the new_1 returned 28.96% Year-To-Date and 22.59% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.49%3.72%16.33%33.60%14.41%11.99%
new_128.96%5.55%20.59%51.17%25.96%22.55%
Portfolio components:
ROM
ProShares Ultra Technology		30.28%9.12%28.76%69.26%33.98%32.55%
XLKQ.L
Invesco US Technology Sector UCITS ETF		35.58%5.12%23.76%56.08%26.50%22.02%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		19.48%3.16%15.10%34.67%20.38%18.21%
SGLP.L
Invesco Physical Gold A		29.18%4.04%12.18%37.18%11.77%7.53%

Monthly Returns

The table below presents the monthly returns of new_1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.71%5.42%3.00%-4.78%6.97%9.66%-2.94%0.87%3.71%28.96%
202312.21%-1.23%14.24%0.01%10.44%5.90%3.54%-1.72%-7.78%0.06%13.99%5.88%67.81%
2022-10.36%-3.29%4.12%-13.53%-4.36%-9.51%11.98%-6.55%-12.45%3.05%6.15%-7.80%-37.58%
2021-0.11%-0.26%0.91%7.41%0.47%6.53%4.37%4.96%-7.10%8.77%3.98%2.82%36.78%
20204.97%-8.09%-9.75%16.16%7.60%8.52%8.60%13.58%-7.21%-3.92%10.16%7.39%53.65%
20199.73%5.81%4.45%6.65%-9.32%9.77%4.96%-2.39%0.97%4.96%5.32%5.53%55.36%
20188.44%-0.35%-5.13%0.66%7.06%-1.13%1.72%7.14%-0.76%-8.89%-2.30%-7.04%-2.24%
20174.72%6.19%2.91%2.60%4.37%-3.20%4.58%3.99%-0.55%7.57%1.37%0.83%41.05%
2016-5.63%2.03%7.96%-4.80%3.96%-0.39%9.23%1.57%2.43%-1.04%-1.24%1.72%15.75%
2015-2.41%7.06%-3.84%2.50%2.10%-4.69%1.74%-5.48%-3.15%12.88%-0.50%-2.43%2.26%
2014-1.58%6.90%-1.19%-0.34%3.73%4.40%0.91%4.47%-2.00%0.37%5.99%-1.86%21.02%
20131.01%7.04%0.71%2.14%5.24%2.61%3.19%23.93%

Expense Ratio

new_1 features an expense ratio of 0.43%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

ROM
ProShares Ultra Technology
Expense ratio chart for ROM: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Expense ratio chart for CNX1.L: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
XLKQ.L
Invesco US Technology Sector UCITS ETF
Expense ratio chart for XLKQ.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
SGLP.L
Invesco Physical Gold A
Expense ratio chart for SGLP.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of new_1 is 49, 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.

The Risk-Adjusted Performance Rank of new_1 is 4949
Combined Rank
The Sharpe Ratio Rank of new_1 is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of new_1 is 3939Sortino Ratio Rank
The Omega Ratio Rank of new_1 is 4949Omega Ratio Rank
The Calmar Ratio Rank of new_1 is 7474Calmar Ratio Rank
The Martin Ratio Rank of new_1 is 3030Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

new_1
Sharpe ratio
The chart of Sharpe ratio for new_1, currently valued at 2.61, compared to the broader market0.002.004.002.61
Sortino ratio
The chart of Sortino ratio for new_1, currently valued at 3.24, compared to the broader market-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for new_1, currently valued at 1.45, compared to the broader market0.801.001.201.401.601.801.45
Calmar ratio
The chart of Calmar ratio for new_1, currently valued at 3.29, compared to the broader market0.002.004.006.008.0010.0012.003.29
Martin ratio
The chart of Martin ratio for new_1, currently valued at 11.85, compared to the broader market0.0010.0020.0030.0040.0050.0011.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.43, compared to the broader market0.0010.0020.0030.0040.0050.0016.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ROM
ProShares Ultra Technology		1.732.181.301.697.24
XLKQ.L
Invesco US Technology Sector UCITS ETF		2.893.621.504.0813.74
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		2.293.051.422.7110.69
SGLP.L
Invesco Physical Gold A		2.643.521.466.1516.18

Sharpe Ratio

The current new_1 Sharpe ratio is 2.61. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.18 to 2.98, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of new_1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.50MayJuneJulyAugustSeptemberOctober
2.61
2.69
new_1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

new_1 granted a 0.05% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
new_10.05%0.00%0.00%0.00%0.01%0.05%0.09%0.02%0.06%0.03%0.07%0.01%
Portfolio components:
ROM
ProShares Ultra Technology		0.17%0.01%0.00%0.00%0.05%0.16%0.30%0.08%0.20%0.12%0.24%0.03%
XLKQ.L
Invesco US Technology Sector 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%
CNX1.L
iShares NASDAQ 100 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%
SGLP.L
Invesco Physical Gold A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.80%
-0.30%
new_1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the new_1. 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 new_1 was 41.47%, occurring on Nov 3, 2022. Recovery took 284 trading sessions.

The current new_1 drawdown is 1.80%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.47%Nov 22, 2021248Nov 3, 2022284Dec 12, 2023532
-33.03%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-22.86%Aug 30, 201883Dec 24, 201861Mar 21, 2019144
-16.35%Jul 11, 202418Aug 5, 2024———
-15.21%Sep 3, 202016Sep 24, 202060Dec 17, 202076

Volatility

Volatility Chart

The current new_1 volatility is 5.10%, 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.

2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
5.10%
3.03%
new_1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SGLP.LROMCNX1.LXLKQ.L
SGLP.L1.000.020.020.02
ROM0.021.000.590.61
CNX1.L0.020.591.000.95
XLKQ.L0.020.610.951.00
The correlation results are calculated based on daily price changes starting from Jun 25, 2013