option_6
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SGLP.L Invesco Physical Gold A | Precious Metals | 25% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | Technology Equities | 30% |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | Technology Equities | 25% |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 20% |
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
The earliest data available for this chart is Mar 24, 2016, corresponding to the inception date of XDWT.L
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| option_6 | 40.38% | 4.11% | 9.81% | 34.38% | 20.44% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 7.80% | 3.91% | 2.85% | -1.08% | -6.07% | 0.53% | 10.34% |
Dividend yield
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| SGLP.L | XLKQ.L | XDWT.L | IUIT.L | |
|---|---|---|---|---|
| SGLP.L | 1.00 | 0.05 | -0.01 | -0.03 |
| XLKQ.L | 0.05 | 1.00 | 0.93 | 0.94 |
| XDWT.L | -0.01 | 0.93 | 1.00 | 0.98 |
| IUIT.L | -0.03 | 0.94 | 0.98 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2022 | 194 | Oct 11, 2022 | 168 | Jun 14, 2023 | 362 |
| -24.84% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 5, 2020 | 73 |
| -15.32% | Oct 3, 2018 | 59 | Dec 24, 2018 | 54 | Mar 13, 2019 | 113 |
| -10.07% | Sep 3, 2020 | 13 | Sep 21, 2020 | 62 | Dec 16, 2020 | 75 |
| -9.7% | Feb 16, 2021 | 14 | Mar 5, 2021 | 25 | Apr 13, 2021 | 39 |
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.