ih-50-30-20
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | Government Bonds | 20% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | Technology Equities | 30% |
VUAA.L Vanguard S&P 500 UCITS ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ih-50-30-20, 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 May 16, 2019, corresponding to the inception date of VUAA.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| ih-50-30-20 | 24.54% | 1.67% | 12.81% | 30.95% | 16.07% | N/A |
| Portfolio components: | ||||||
VUAA.L Vanguard S&P 500 UCITS ETF | 26.27% | 2.45% | 13.78% | 34.40% | 15.47% | N/A |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 35.84% | 1.27% | 17.92% | 43.68% | 25.36% | N/A |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 4.54% | 0.30% | 2.63% | 5.30% | 2.31% | N/A |
Monthly Returns
The table below presents the monthly returns of ih-50-30-20, 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 | 2.34% | 3.73% | 2.70% | -2.68% | 3.40% | 6.67% | -0.63% | 0.89% | 2.23% | 0.00% | 24.54% | ||
| 2023 | 5.72% | -0.23% | 4.41% | 0.94% | 3.58% | 5.35% | 2.63% | -0.83% | -4.17% | -1.99% | 8.61% | 4.31% | 31.37% |
| 2022 | -6.23% | -1.88% | 3.72% | -7.00% | -2.25% | -6.61% | 7.74% | -2.68% | -6.96% | 4.52% | 1.54% | -2.94% | -18.60% |
| 2021 | -0.04% | 1.69% | 2.47% | 4.22% | 0.13% | 3.00% | 2.32% | 2.76% | -3.53% | 4.81% | 1.33% | 3.89% | 25.28% |
| 2020 | 1.95% | -7.82% | -5.58% | 8.42% | 3.47% | 3.46% | 4.13% | 7.89% | -3.09% | -3.22% | 8.06% | 4.10% | 22.08% |
| 2019 | -3.51% | 5.41% | 3.18% | -2.64% | 1.70% | 2.02% | 3.79% | 2.48% | 12.76% |
Expense Ratio
ih-50-30-20 has an expense ratio of 0.09%, 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 ih-50-30-20 is 55, 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 | |
|---|---|---|---|---|---|
VUAA.L Vanguard S&P 500 UCITS ETF | 2.99 | 4.13 | 1.57 | 4.46 | 19.26 |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 2.13 | 2.80 | 1.37 | 2.98 | 9.96 |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 14.23 | 60.92 | 14.63 | 143.59 | 911.29 |
Dividends
Dividend yield
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 ih-50-30-20. 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 ih-50-30-20 was 26.85%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.
The current ih-50-30-20 drawdown is 0.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 13, 2020 | 99 |
| -22.67% | Jan 4, 2022 | 195 | Oct 12, 2022 | 189 | Jul 14, 2023 | 384 |
| -8.49% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
| -8.23% | Jul 16, 2024 | 15 | Aug 5, 2024 | 44 | Oct 7, 2024 | 59 |
| -7.62% | Jul 20, 2023 | 70 | Oct 26, 2023 | 13 | Nov 14, 2023 | 83 |
Volatility
Volatility Chart
The current ih-50-30-20 volatility is 3.52%, 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
| IB01.L | VUAA.L | IUIT.L | |
|---|---|---|---|
| IB01.L | 1.00 | 0.04 | 0.05 |
| VUAA.L | 0.04 | 1.00 | 0.89 |
| IUIT.L | 0.05 | 0.89 | 1.00 |