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pipi
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pipi

Last updated Sep 21, 2024

Asset Allocation

VUAG.L 45.27%VHVG.L 25.93%VUSA.L 11.28%VUKG.L 11.03%VFEG.L 6.49%EquityEquity
PositionCategory/SectorWeight
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc		Emerging Markets Equities
6.49%
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc		Global Equities
25.93%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		Large Cap Blend Equities
45.27%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating		Europe Equities
11.03%
VUSA.L
Vanguard S&P 500 UCITS ETF		Large Cap Blend Equities
11.28%

Transactions

DateTypeSymbolQuantityPrice
Jan 22, 2024BuyVanguard FTSE Developed World UCITS ETF Acc162.750299£73.73
Jan 22, 2024BuyVanguard FTSE Emerging Markets UCITS ETF Acc70.808758£42.37
Jan 22, 2024BuyVanguard FTSE 100 UCITS ETF (GBP) Accumulating136.302374£36.68
Jan 9, 2024BuyVanguard S&P 500 UCITS ETF (USD) Accumulating286.391987£70.09
Aug 25, 2023BuyVanguard S&P 500 UCITS ETF71.375425£66.87

1–5 of 5

Performance

Performance Chart

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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
3.51%
8.95%
pipi
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
pipi13.20%-0.06%3.51%19.78%N/AN/A
Portfolio components:
VUSA.L
Vanguard S&P 500 UCITS ETF		20.20%1.67%8.93%32.82%14.04%15.64%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		20.27%1.84%9.06%32.71%13.66%N/A
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc		16.71%1.56%7.56%28.73%N/AN/A
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc		12.10%2.04%9.63%18.07%N/AN/A
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating		18.28%2.46%14.21%25.68%10.26%N/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.75%3.95%3.56%-1.39%0.99%4.84%-0.48%-0.62%13.20%
20231.36%-1.22%-2.61%4.74%4.23%6.44%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc
Expense ratio chart for VFEG.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc
Expense ratio chart for VHVG.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%
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating
Expense ratio chart for VUKG.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
VUSA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUSA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
Expense ratio chart for VUAG.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of pipi is 47, 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 pipi is 4747
pipi
The Sharpe Ratio Rank of pipi is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of pipi is 3535Sortino Ratio Rank
The Omega Ratio Rank of pipi is 3434Omega Ratio Rank
The Calmar Ratio Rank of pipi is 8383Calmar Ratio Rank
The Martin Ratio Rank of pipi is 5353Martin 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.

pipi
Sharpe ratio
The chart of Sharpe ratio for pipi, currently valued at 1.90, compared to the broader market-1.000.001.002.003.004.001.90
Sortino ratio
The chart of Sortino ratio for pipi, currently valued at 2.69, compared to the broader market-2.000.002.004.006.002.70
Omega ratio
The chart of Omega ratio for pipi, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for pipi, currently valued at 3.38, compared to the broader market0.002.004.006.008.0010.003.38
Martin ratio
The chart of Martin ratio for pipi, currently valued at 13.07, compared to the broader market0.0010.0020.0030.0040.0013.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUSA.L
Vanguard S&P 500 UCITS ETF		2.623.621.483.9114.83
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		0.981.621.421.703.74
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc		2.323.261.423.4813.23
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc		1.271.941.222.157.31
VUKG.L
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating		1.952.911.353.5013.57

Sharpe Ratio

The current pipi Sharpe ratio is 1.90. 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 1.91 to 2.59, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of pipi 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 Ratio1.401.601.802.002.202.40Fri 23Aug 25Tue 27Thu 29Sat 31Mon 02Wed 04Fri 06Sep 08Tue 10Thu 12Sat 14Mon 16Wed 18Fri 20
1.90
2.32
pipi
Benchmark (^GSPC)
Portfolio components

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.33%
-0.19%
pipi
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the pipi. 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 pipi was 5.85%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current pipi drawdown is 1.33%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.85%Jul 17, 202414Aug 5, 2024———
-5.8%Sep 15, 202331Oct 27, 202313Nov 15, 202344
-2.68%Apr 2, 202414Apr 19, 202411May 7, 202425
-2.51%May 17, 202410May 31, 20248Jun 12, 202418
-1.92%Dec 21, 20239Jan 5, 202410Jan 19, 202419

Volatility

Volatility Chart

The current pipi volatility is 3.68%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.68%
4.31%
pipi
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.
VFEG.LVUKG.LVUAG.LVUSA.LVHVG.L
VFEG.L1.000.640.560.590.67
VUKG.L0.641.000.560.600.73
VUAG.L0.560.561.000.960.93
VUSA.L0.590.600.961.000.96
VHVG.L0.670.730.930.961.00
The correlation results are calculated based on daily price changes starting from Aug 25, 2023