PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RNOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VETA.L 26.5%NVDA 23.42%SEMA.L 9.61%ISP.MI 8.82%MEUD.L 7.43%IWDA.AS 6.99%AIR.PA 6.75%BTI 5.3%DELL 3.48%TSLA 1.7%BondBondEquityEquity
PositionCategory/SectorWeight
AIR.PA
Airbus SE
Industrials
6.75%
BTI
British American Tobacco p.l.c.
Consumer Defensive
5.30%
DELL
Dell Technologies Inc.
Technology
3.48%
ISP.MI
Intesa Sanpaolo SpA
Financial Services
8.82%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
Global Equities
6.99%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
Europe Equities
7.43%
NVDA
NVIDIA Corporation
Technology
23.42%
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
Emerging Markets Equities
9.61%
TSLA
Tesla, Inc.
Consumer Cyclical
1.70%
VETA.L
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
European Government Bonds
26.50%

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


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
12.29%
8.95%
RNOW
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 21, 2019, corresponding to the inception date of VETA.L

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%
RNOW41.84%-1.42%12.29%59.10%28.73%N/A
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
17.79%1.33%8.27%28.82%12.18%11.30%
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
10.94%0.29%8.40%19.35%4.11%4.99%
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
10.85%0.31%5.87%21.95%8.50%7.79%
VETA.L
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
2.19%0.40%4.98%13.11%-2.24%N/A
NVDA
NVIDIA Corporation
134.29%-9.72%23.05%182.90%90.09%74.43%
ISP.MI
Intesa Sanpaolo SpA
52.46%5.86%24.93%76.88%22.11%13.07%
AIR.PA
Airbus SE
-3.69%-5.87%-19.07%11.05%2.86%12.02%
BTI
British American Tobacco p.l.c.
34.08%3.14%27.84%22.79%8.74%1.82%
DELL
Dell Technologies Inc.
55.42%5.19%5.46%74.70%35.62%N/A
TSLA
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.34%9.38%8.20%-1.82%8.62%2.29%2.05%2.00%41.84%
202313.09%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%
20200.04%-0.93%-10.77%5.55%9.73%6.24%6.51%11.47%-2.49%-4.33%13.30%3.51%41.34%
20190.87%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.


Expense ratio chart for IWDA.AS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SEMA.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for MEUD.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VETA.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 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.


The Risk-Adjusted Performance Rank of RNOW is 9595
RNOW
The Sharpe Ratio Rank of RNOW is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of RNOW is 9696Sortino Ratio Rank
The Omega Ratio Rank of RNOW is 9494Omega Ratio Rank
The Calmar Ratio Rank of RNOW is 9696Calmar Ratio Rank
The Martin Ratio Rank of RNOW is 9494Martin 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.


RNOW
Sharpe ratio
The chart of Sharpe ratio for RNOW, currently valued at 3.36, compared to the broader market-1.000.001.002.003.004.003.36
Sortino ratio
The chart of Sortino ratio for RNOW, currently valued at 4.67, compared to the broader market-2.000.002.004.006.004.67
Omega ratio
The chart of Omega ratio for RNOW, currently valued at 1.58, compared to the broader market0.801.001.201.401.601.801.58
Calmar ratio
The chart of Calmar ratio for RNOW, currently valued at 5.72, compared to the broader market0.002.004.006.008.0010.005.72
Martin ratio
The chart of Martin ratio for RNOW, currently valued at 22.00, compared to the broader market0.0010.0020.0030.0040.0022.00
^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
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
2.623.701.492.3116.01
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
1.312.001.230.597.06
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
1.812.661.321.6210.43
VETA.L
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
1.572.301.290.443.79
NVDA
NVIDIA Corporation
3.233.491.456.1719.27
ISP.MI
Intesa Sanpaolo SpA
3.874.671.624.9029.10
AIR.PA
Airbus SE
0.450.741.100.430.99
BTI
British American Tobacco p.l.c.
1.421.901.290.946.90
DELL
Dell Technologies Inc.
1.302.121.291.453.83
TSLA
Tesla, Inc.
-0.090.261.03-0.07-0.20

Sharpe Ratio

The current RNOW Sharpe ratio is 3.36. 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 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.

Use the chart below to compare the Sharpe ratio of RNOW 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 Ratio1.502.002.503.003.50AprilMayJuneJulyAugustSeptember
3.36
2.32
RNOW
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

RNOW granted a 1.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
RNOW1.29%1.45%1.24%1.24%1.30%1.23%1.60%0.97%0.96%0.83%0.94%0.99%
IWDA.AS
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%
SEMA.L
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%
MEUD.L
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%
VETA.L
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%
NVDA
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%
ISP.MI
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%
AIR.PA
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%
BTI
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
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%
TSLA
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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.11%
-0.19%
RNOW
Benchmark (^GSPC)
Portfolio components

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, 2021234Oct 14, 2022158May 26, 2023392
-30.79%Feb 20, 202020Mar 18, 202075Jul 2, 202095
-11.35%Apr 24, 201928May 31, 201997Oct 15, 2019125
-10.24%Jul 20, 202371Oct 26, 202313Nov 14, 202384
-8.76%Sep 3, 202042Oct 30, 20206Nov 9, 202048

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.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
5.46%
4.31%
RNOW
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.

VETA.LBTITSLADELLNVDAAIR.PAISP.MISEMA.LIWDA.ASMEUD.L
VETA.L1.000.160.110.100.150.190.160.280.220.38
BTI0.161.000.130.220.140.280.320.290.340.39
TSLA0.110.131.000.310.460.190.190.340.370.29
DELL0.100.220.311.000.490.290.290.350.400.38
NVDA0.150.140.460.491.000.220.230.400.440.36
AIR.PA0.190.280.190.290.221.000.570.450.610.63
ISP.MI0.160.320.190.290.230.571.000.480.590.67
SEMA.L0.280.290.340.350.400.450.481.000.690.72
IWDA.AS0.220.340.370.400.440.610.590.691.000.83
MEUD.L0.380.390.290.380.360.630.670.720.831.00
The correlation results are calculated based on daily price changes starting from Feb 22, 2019