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option_6

Last updated Dec 9, 2023

Asset Allocation


SGLP.L 25%IUIT.L 30%XDWT.L 25%XLKQ.L 20%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
SGLP.L
Invesco Physical Gold A
Precious Metals25%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities30%
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
Technology Equities25%
XLKQ.L
Invesco US Technology Sector UCITS ETF
Technology Equities20%

Performance

The chart shows the growth of an initial investment of $10,000 in option_6, 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


100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
267.01%
96.78%
option_6
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 24, 2016, corresponding to the inception date of XDWT.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
option_640.38%4.11%9.81%34.38%20.44%N/A
XLKQ.L
Invesco US Technology Sector UCITS ETF
47.59%3.67%13.36%41.46%24.78%22.69%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
53.29%5.64%12.10%44.30%24.14%N/A
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
48.37%6.44%11.45%39.98%21.75%N/A
SGLP.L
Invesco Physical Gold A
5.77%0.51%2.44%9.25%10.15%7.35%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.80%3.91%2.85%-1.08%-6.07%0.53%10.34%

Sharpe Ratio

The current option_6 Sharpe ratio is 2.18. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.18

The Sharpe ratio of option_6 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
2.18
1.16
option_6
Benchmark (^GSPC)
Portfolio components

Dividend yield


option_6 doesn't pay dividends

Expense Ratio

The option_6 features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.25%
0.00%2.15%
0.15%
0.00%2.15%
0.14%
0.00%2.15%
0.12%
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
XLKQ.L
Invesco US Technology Sector UCITS ETF
2.04
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
2.04
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
1.92
SGLP.L
Invesco Physical Gold A
0.80

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.LXLKQ.LXDWT.LIUIT.L
SGLP.L1.000.05-0.01-0.03
XLKQ.L0.051.000.930.94
XDWT.L-0.010.931.000.98
IUIT.L-0.030.940.981.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.39%
-5.55%
option_6
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the option_6. 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 option_6 was 28.62%, occurring on Oct 11, 2022. Recovery took 168 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.62%Jan 4, 2022194Oct 11, 2022168Jun 14, 2023362
-24.84%Feb 20, 202023Mar 23, 202050Jun 5, 202073
-15.32%Oct 3, 201859Dec 24, 201854Mar 13, 2019113
-10.07%Sep 3, 202013Sep 21, 202062Dec 16, 202075
-9.7%Feb 16, 202114Mar 5, 202125Apr 13, 202139

Volatility Chart

The current option_6 volatility is 2.99%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.99%
2.42%
option_6
Benchmark (^GSPC)
Portfolio components
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