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_WORLD

Last updated Feb 28, 2024

Asset Allocation


IWDA.L 90%EIMI.L 10%EquityEquity
PositionCategory/SectorWeight
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Global Equities

90%

EIMI.L
iShares Core MSCI EM IMI UCITS ETF
Emerging Markets Equities

10%

S&P 500

Performance

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


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
12.06%
12.91%
_WORLD
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 9, 2014, corresponding to the inception date of EIMI.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.46%3.83%12.91%27.52%12.80%10.59%
_WORLD4.55%3.62%11.33%23.11%10.77%N/A
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
4.93%3.53%12.02%24.48%11.63%9.11%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
1.10%4.35%5.13%11.09%2.90%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.93%
20233.63%-2.62%-3.89%-3.61%9.15%5.46%

Sharpe Ratio

The current _WORLD Sharpe ratio is 1.89. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.89

The Sharpe ratio of _WORLD lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.89
2.27
_WORLD
Benchmark (^GSPC)
Portfolio components

Dividend yield


_WORLD doesn't pay dividends

Expense Ratio

The _WORLD has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.18%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.27
_WORLD
1.89
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
2.00
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.70

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

EIMI.LIWDA.L
EIMI.L1.000.75
IWDA.L0.751.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.19%
-0.21%
_WORLD
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the _WORLD. 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 _WORLD was 33.94%, occurring on Mar 23, 2020. Recovery took 106 trading sessions.

The current _WORLD drawdown is 0.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.94%Feb 18, 202025Mar 23, 2020106Aug 24, 2020131
-26.09%Jan 4, 2022195Oct 12, 2022305Dec 28, 2023500
-19.84%May 22, 2015185Feb 11, 2016227Jan 5, 2017412
-17.96%Jan 29, 2018231Dec 24, 2018130Jul 3, 2019361
-9.74%Sep 5, 201429Oct 15, 201488Feb 19, 2015117

Volatility Chart

The current _WORLD volatility is 3.05%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.05%
3.92%
_WORLD
Benchmark (^GSPC)
Portfolio components
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