RNOW
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RNOW, 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 Feb 21, 2019, corresponding to the inception date of VETA.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
RNOW | 41.84% | -1.42% | 12.29% | 59.10% | 28.73% | N/A |
Portfolio components: | ||||||
iShares Core MSCI World UCITS ETF USD (Acc) | 17.79% | 1.33% | 8.27% | 28.82% | 12.18% | 11.30% |
iShares MSCI EM UCITS ETF (Acc) | 10.94% | 0.29% | 8.40% | 19.35% | 4.11% | 4.99% |
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 10.85% | 0.31% | 5.87% | 21.95% | 8.50% | 7.79% |
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating | 2.19% | 0.40% | 4.98% | 13.11% | -2.24% | N/A |
NVIDIA Corporation | 134.29% | -9.72% | 23.05% | 182.90% | 90.09% | 74.43% |
Intesa Sanpaolo SpA | 52.46% | 5.86% | 24.93% | 76.88% | 22.11% | 13.07% |
Airbus SE | -3.69% | -5.87% | -19.07% | 11.05% | 2.86% | 12.02% |
British American Tobacco p.l.c. | 34.08% | 3.14% | 27.84% | 22.79% | 8.74% | 1.82% |
Dell Technologies Inc. | 55.42% | 5.19% | 5.46% | 74.70% | 35.62% | N/A |
Tesla, Inc. | -4.12% | 6.71% | 39.47% | -6.82% | 69.19% | 30.52% |
Monthly Returns
The table below presents the monthly returns of RNOW, 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 | 5.34% | 9.38% | 8.20% | -1.82% | 8.62% | 2.29% | 2.05% | 2.00% | 41.84% | ||||
2023 | 13.09% | 3.95% | 7.21% | 1.71% | 5.47% | 7.98% | 4.89% | -0.50% | -5.60% | -2.89% | 10.47% | 4.19% | 60.77% |
2022 | -3.54% | -2.66% | 0.09% | -13.16% | 1.62% | -9.92% | 6.11% | -8.07% | -10.52% | 7.07% | 13.82% | -4.67% | -24.26% |
2021 | -1.58% | 3.40% | 0.38% | 5.14% | 4.24% | 5.27% | -0.18% | 3.86% | -3.69% | 7.13% | 4.83% | -1.28% | 30.47% |
2020 | 0.04% | -0.93% | -10.77% | 5.55% | 9.73% | 6.24% | 6.51% | 11.47% | -2.49% | -4.33% | 13.30% | 3.51% | 41.34% |
2019 | 0.87% | 4.99% | 1.80% | -10.19% | 7.79% | 0.93% | -1.25% | 2.00% | 6.36% | 2.61% | 5.42% | 22.06% |
Expense Ratio
RNOW has an expense ratio of 0.06%, 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 risk-adjusted rank of RNOW is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
iShares Core MSCI World UCITS ETF USD (Acc) | 2.62 | 3.70 | 1.49 | 2.31 | 16.01 |
iShares MSCI EM UCITS ETF (Acc) | 1.31 | 2.00 | 1.23 | 0.59 | 7.06 |
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 1.81 | 2.66 | 1.32 | 1.62 | 10.43 |
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating | 1.57 | 2.30 | 1.29 | 0.44 | 3.79 |
NVIDIA Corporation | 3.23 | 3.49 | 1.45 | 6.17 | 19.27 |
Intesa Sanpaolo SpA | 3.87 | 4.67 | 1.62 | 4.90 | 29.10 |
Airbus SE | 0.45 | 0.74 | 1.10 | 0.43 | 0.99 |
British American Tobacco p.l.c. | 1.42 | 1.90 | 1.29 | 0.94 | 6.90 |
Dell Technologies Inc. | 1.30 | 2.12 | 1.29 | 1.45 | 3.83 |
Tesla, Inc. | -0.09 | 0.26 | 1.03 | -0.07 | -0.20 |
Dividends
Dividend yield
RNOW granted a 1.29% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
RNOW | 1.29% | 1.45% | 1.24% | 1.24% | 1.30% | 1.23% | 1.60% | 0.97% | 0.96% | 0.83% | 0.94% | 0.99% |
Portfolio components: | ||||||||||||
iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares MSCI EM UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Intesa Sanpaolo SpA | 7.74% | 8.86% | 7.35% | 9.12% | 10.04% | 8.39% | 10.46% | 6.43% | 5.77% | 2.27% | 2.06% | 2.79% |
Airbus SE | 2.14% | 1.29% | 1.35% | 0.00% | 0.00% | 1.26% | 1.79% | 1.63% | 2.07% | 1.94% | 1.81% | 1.08% |
British American Tobacco p.l.c. | 7.69% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.77% | 4.21% | 4.55% | 4.04% |
Dell Technologies Inc. | 1.39% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 RNOW. 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 RNOW was 38.70%, occurring on Oct 14, 2022. Recovery took 158 trading sessions.
The current RNOW drawdown is 2.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-38.7% | Nov 22, 2021 | 234 | Oct 14, 2022 | 158 | May 26, 2023 | 392 |
-30.79% | Feb 20, 2020 | 20 | Mar 18, 2020 | 75 | Jul 2, 2020 | 95 |
-11.35% | Apr 24, 2019 | 28 | May 31, 2019 | 97 | Oct 15, 2019 | 125 |
-10.24% | Jul 20, 2023 | 71 | Oct 26, 2023 | 13 | Nov 14, 2023 | 84 |
-8.76% | Sep 3, 2020 | 42 | Oct 30, 2020 | 6 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The current RNOW volatility is 5.46%, 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
VETA.L | BTI | TSLA | DELL | NVDA | AIR.PA | ISP.MI | SEMA.L | IWDA.AS | MEUD.L | |
---|---|---|---|---|---|---|---|---|---|---|
VETA.L | 1.00 | 0.16 | 0.11 | 0.10 | 0.15 | 0.19 | 0.16 | 0.28 | 0.22 | 0.38 |
BTI | 0.16 | 1.00 | 0.13 | 0.22 | 0.14 | 0.28 | 0.32 | 0.29 | 0.34 | 0.39 |
TSLA | 0.11 | 0.13 | 1.00 | 0.31 | 0.46 | 0.19 | 0.19 | 0.34 | 0.37 | 0.29 |
DELL | 0.10 | 0.22 | 0.31 | 1.00 | 0.49 | 0.29 | 0.29 | 0.35 | 0.40 | 0.38 |
NVDA | 0.15 | 0.14 | 0.46 | 0.49 | 1.00 | 0.22 | 0.23 | 0.40 | 0.44 | 0.36 |
AIR.PA | 0.19 | 0.28 | 0.19 | 0.29 | 0.22 | 1.00 | 0.57 | 0.45 | 0.61 | 0.63 |
ISP.MI | 0.16 | 0.32 | 0.19 | 0.29 | 0.23 | 0.57 | 1.00 | 0.48 | 0.59 | 0.67 |
SEMA.L | 0.28 | 0.29 | 0.34 | 0.35 | 0.40 | 0.45 | 0.48 | 1.00 | 0.69 | 0.72 |
IWDA.AS | 0.22 | 0.34 | 0.37 | 0.40 | 0.44 | 0.61 | 0.59 | 0.69 | 1.00 | 0.83 |
MEUD.L | 0.38 | 0.39 | 0.29 | 0.38 | 0.36 | 0.63 | 0.67 | 0.72 | 0.83 | 1.00 |