Marc's Evergreen ETF Portfolio 2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Marc's Evergreen ETF Portfolio 2024, 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 Apr 10, 2023, corresponding to the inception date of BIGT
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
Marc's Evergreen ETF Portfolio 2024 | 39.96% | 2.75% | 7.95% | 41.02% | N/A | N/A |
Portfolio components: | ||||||
VanEck Defense UCITS ETF A | 44.00% | -3.60% | 16.24% | 43.96% | N/A | N/A |
Invesco S&P 500® Momentum ETF | 47.97% | 1.07% | 12.17% | 49.00% | 19.67% | N/A |
Invesco EURO STOXX Optimised Banks UCITS ETF | 21.02% | 1.91% | 1.36% | 21.34% | 11.96% | 4.06% |
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 30.81% | -1.03% | 4.14% | 31.66% | 13.25% | 16.20% |
Roundhill Magnificent Seven ETF | 69.69% | 11.21% | 29.65% | 69.46% | N/A | N/A |
Invesco US Technology Sector UCITS ETF | 42.48% | 3.37% | 9.07% | 43.73% | 26.36% | 24.34% |
iShares S&P 500 Communication Sector UCITS ETF USD (Acc) | 39.72% | 3.69% | 14.36% | 39.63% | 15.24% | N/A |
iShares Edge MSCI Europe Momentum Factor UCITS ETF | 12.92% | -0.74% | -1.57% | 13.61% | 9.00% | N/A |
ProShares Ultra Semiconductors | 154.69% | 6.13% | 4.66% | 160.28% | 55.22% | 44.95% |
Amundi DJ Switzerland Titans 30 UCITS ETF Dist | -0.03% | -3.67% | -5.37% | 1.47% | 7.07% | 8.20% |
Xtrackers DAX ESG Screened UCITS ETF 1D | 9.25% | 2.05% | 3.56% | 9.73% | 7.11% | 6.34% |
SPDR MSCI Japan UCITS ETF | 5.77% | -1.11% | 0.65% | 7.05% | 5.38% | N/A |
iShares MSCI India UCITS ETF USD (Acc) | 10.36% | -1.48% | -4.25% | 11.70% | 12.72% | N/A |
ProShares UltraPro QQQ | 70.13% | 9.06% | 19.57% | 71.31% | 32.75% | 35.46% |
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) | 1.49% | 5.07% | -10.36% | 2.06% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Marc's Evergreen ETF Portfolio 2024, 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 | 3.97% | 9.47% | 5.39% | -4.40% | 8.48% | 5.66% | -0.87% | 1.67% | 2.32% | -1.71% | 3.42% | 39.96% | |
2023 | 1.43% | 4.79% | 7.66% | 4.61% | -2.33% | -5.77% | -3.56% | 13.43% | 7.32% | 29.32% |
Expense Ratio
Marc's Evergreen ETF Portfolio 2024 features an expense ratio of 0.36%, 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
Risk-Adjusted Performance Rank
The current rank of Marc's Evergreen ETF Portfolio 2024 is 71, 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 | |
---|---|---|---|---|---|
VanEck Defense UCITS ETF A | 2.60 | 3.29 | 1.45 | 3.75 | 12.70 |
Invesco S&P 500® Momentum ETF | 2.80 | 3.63 | 1.50 | 3.85 | 15.77 |
Invesco EURO STOXX Optimised Banks UCITS ETF | 1.07 | 1.49 | 1.19 | 1.81 | 4.61 |
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 2.04 | 2.73 | 1.38 | 2.49 | 10.64 |
Roundhill Magnificent Seven ETF | 2.95 | 3.55 | 1.49 | 4.12 | 13.29 |
Invesco US Technology Sector UCITS ETF | 2.30 | 2.99 | 1.40 | 3.27 | 10.98 |
iShares S&P 500 Communication Sector UCITS ETF USD (Acc) | 2.69 | 3.65 | 1.50 | 4.89 | 15.69 |
iShares Edge MSCI Europe Momentum Factor UCITS ETF | 1.04 | 1.49 | 1.18 | 1.61 | 4.66 |
ProShares Ultra Semiconductors | 2.28 | 2.56 | 1.33 | 3.83 | 9.46 |
Amundi DJ Switzerland Titans 30 UCITS ETF Dist | 0.11 | 0.27 | 1.04 | 0.15 | 0.44 |
Xtrackers DAX ESG Screened UCITS ETF 1D | 0.83 | 1.21 | 1.15 | 1.23 | 3.28 |
SPDR MSCI Japan UCITS ETF | 0.41 | 0.68 | 1.09 | 0.58 | 1.72 |
iShares MSCI India UCITS ETF USD (Acc) | 0.66 | 0.96 | 1.14 | 0.89 | 2.47 |
ProShares UltraPro QQQ | 1.61 | 2.04 | 1.28 | 2.28 | 6.76 |
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) | 0.29 | 0.56 | 1.07 | 0.35 | 0.70 |
Dividends
Dividend yield
Marc's Evergreen ETF Portfolio 2024 provided a 0.30% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.30% | 0.48% | 0.61% | 0.24% | 0.40% | 0.48% | 0.47% | 0.36% | 0.80% | 0.14% | 0.50% | 0.17% |
Portfolio components: | ||||||||||||
VanEck Defense UCITS ETF 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% |
Invesco S&P 500® Momentum ETF | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% | 0.00% |
Invesco EURO STOXX Optimised Banks 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% |
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 0.00% |
Roundhill Magnificent Seven ETF | 0.26% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
iShares S&P 500 Communication Sector 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% |
iShares Edge MSCI Europe Momentum Factor 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% |
ProShares Ultra Semiconductors | 0.10% | 0.10% | 0.30% | 0.00% | 0.22% | 1.03% | 1.35% | 0.55% | 7.11% | 0.63% | 3.44% | 0.98% |
Amundi DJ Switzerland Titans 30 UCITS ETF Dist | 0.00% | 0.00% | 2.21% | 1.70% | 2.04% | 2.37% | 2.78% | 2.76% | 0.00% | 0.00% | 0.00% | 0.00% |
Xtrackers DAX ESG Screened UCITS ETF 1D | 2.69% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% | 3.78% | 1.97% |
SPDR MSCI Japan 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% |
iShares MSCI India 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% |
ProShares UltraPro QQQ | 1.18% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (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% |
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 Marc's Evergreen ETF Portfolio 2024. 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 Marc's Evergreen ETF Portfolio 2024 was 15.17%, occurring on Aug 5, 2024. Recovery took 68 trading sessions.
The current Marc's Evergreen ETF Portfolio 2024 drawdown is 2.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-15.17% | Jul 11, 2024 | 18 | Aug 5, 2024 | 68 | Nov 7, 2024 | 86 |
-12.44% | Aug 1, 2023 | 63 | Oct 26, 2023 | 16 | Nov 17, 2023 | 79 |
-8.07% | Mar 26, 2024 | 18 | Apr 19, 2024 | 17 | May 14, 2024 | 35 |
-4.69% | Dec 17, 2024 | 3 | Dec 19, 2024 | — | — | — |
-4.36% | Nov 8, 2024 | 6 | Nov 15, 2024 | 13 | Dec 4, 2024 | 19 |
Volatility
Volatility Chart
The current Marc's Evergreen ETF Portfolio 2024 volatility is 5.07%, 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
QDV5.DE | S7XE.DE | IU5C.DE | DFEN.DE | BIGT | C030.DE | ZPDJ.DE | SPMO | USD | XLKQ.L | TQQQ | ESIT.DE | XDDX.DE | CEMR.DE | XDEM.DE | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDV5.DE | 1.00 | 0.33 | 0.28 | 0.30 | 0.30 | 0.37 | 0.43 | 0.32 | 0.29 | 0.25 | 0.36 | 0.35 | 0.40 | 0.43 | 0.40 |
S7XE.DE | 0.33 | 1.00 | 0.22 | 0.39 | 0.17 | 0.59 | 0.45 | 0.22 | 0.23 | 0.20 | 0.22 | 0.46 | 0.76 | 0.75 | 0.44 |
IU5C.DE | 0.28 | 0.22 | 1.00 | 0.39 | 0.51 | 0.34 | 0.41 | 0.33 | 0.31 | 0.55 | 0.48 | 0.44 | 0.38 | 0.39 | 0.60 |
DFEN.DE | 0.30 | 0.39 | 0.39 | 1.00 | 0.29 | 0.43 | 0.47 | 0.38 | 0.34 | 0.40 | 0.38 | 0.43 | 0.48 | 0.57 | 0.60 |
BIGT | 0.30 | 0.17 | 0.51 | 0.29 | 1.00 | 0.19 | 0.35 | 0.65 | 0.73 | 0.57 | 0.89 | 0.40 | 0.31 | 0.32 | 0.48 |
C030.DE | 0.37 | 0.59 | 0.34 | 0.43 | 0.19 | 1.00 | 0.48 | 0.30 | 0.22 | 0.32 | 0.28 | 0.54 | 0.75 | 0.78 | 0.55 |
ZPDJ.DE | 0.43 | 0.45 | 0.41 | 0.47 | 0.35 | 0.48 | 1.00 | 0.34 | 0.34 | 0.37 | 0.41 | 0.47 | 0.55 | 0.58 | 0.59 |
SPMO | 0.32 | 0.22 | 0.33 | 0.38 | 0.65 | 0.30 | 0.34 | 1.00 | 0.68 | 0.50 | 0.76 | 0.41 | 0.33 | 0.44 | 0.61 |
USD | 0.29 | 0.23 | 0.31 | 0.34 | 0.73 | 0.22 | 0.34 | 0.68 | 1.00 | 0.65 | 0.83 | 0.49 | 0.32 | 0.35 | 0.53 |
XLKQ.L | 0.25 | 0.20 | 0.55 | 0.40 | 0.57 | 0.32 | 0.37 | 0.50 | 0.65 | 1.00 | 0.65 | 0.66 | 0.40 | 0.44 | 0.74 |
TQQQ | 0.36 | 0.22 | 0.48 | 0.38 | 0.89 | 0.28 | 0.41 | 0.76 | 0.83 | 0.65 | 1.00 | 0.52 | 0.39 | 0.41 | 0.57 |
ESIT.DE | 0.35 | 0.46 | 0.44 | 0.43 | 0.40 | 0.54 | 0.47 | 0.41 | 0.49 | 0.66 | 0.52 | 1.00 | 0.72 | 0.70 | 0.69 |
XDDX.DE | 0.40 | 0.76 | 0.38 | 0.48 | 0.31 | 0.75 | 0.55 | 0.33 | 0.32 | 0.40 | 0.39 | 0.72 | 1.00 | 0.89 | 0.63 |
CEMR.DE | 0.43 | 0.75 | 0.39 | 0.57 | 0.32 | 0.78 | 0.58 | 0.44 | 0.35 | 0.44 | 0.41 | 0.70 | 0.89 | 1.00 | 0.74 |
XDEM.DE | 0.40 | 0.44 | 0.60 | 0.60 | 0.48 | 0.55 | 0.59 | 0.61 | 0.53 | 0.74 | 0.57 | 0.69 | 0.63 | 0.74 | 1.00 |