Portfolio Marco My All Weather
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CU31.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | Government Bonds | 15% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 50% |
LYXD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Acc | European Government Bonds | 20% |
SGLP.L Invesco Physical Gold A | Precious Metals | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio Marco My All Weather, 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 May 13, 2013, corresponding to the inception date of CU31.L
Returns By Period
As of Nov 15, 2024, the Portfolio Marco My All Weather returned 13.41% Year-To-Date and 6.45% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Portfolio Marco My All Weather | 13.41% | -1.02% | 5.74% | 19.90% | 7.59% | 6.45% |
| Portfolio components: | ||||||
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 20.55% | 0.63% | 8.62% | 28.02% | 12.03% | 9.98% |
LYXD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Acc | -3.47% | -3.82% | -0.66% | 3.81% | -3.18% | -1.10% |
SGLP.L Invesco Physical Gold A | 24.13% | -3.48% | 7.75% | 30.88% | 11.46% | 7.67% |
CU31.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 3.25% | -0.43% | 2.50% | 5.05% | 1.16% | 1.15% |
Monthly Returns
The table below presents the monthly returns of Portfolio Marco My All Weather, 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 | 0.28% | 1.48% | 3.26% | -1.65% | 2.15% | 1.74% | 2.10% | 1.97% | 2.41% | -0.62% | 13.41% | ||
| 2023 | 5.03% | -3.15% | 4.01% | 1.52% | -0.87% | 2.71% | 2.08% | -1.28% | -3.81% | -0.29% | 6.02% | 4.05% | 16.61% |
| 2022 | -3.84% | -0.63% | 0.93% | -5.59% | -1.27% | -5.28% | 3.72% | -3.79% | -5.82% | 2.47% | 5.80% | -1.57% | -14.62% |
| 2021 | -0.70% | -0.24% | 1.07% | 3.12% | 2.14% | -0.81% | 1.90% | 0.83% | -2.97% | 2.37% | -0.51% | 1.95% | 8.25% |
| 2020 | 0.69% | -4.30% | -5.20% | 5.24% | 2.59% | 2.48% | 4.89% | 3.84% | -2.23% | -1.72% | 5.64% | 3.80% | 15.99% |
| 2019 | 4.31% | 1.47% | 0.60% | 1.70% | -2.18% | 4.93% | 0.33% | 0.26% | 0.33% | 1.85% | 0.64% | 2.20% | 17.51% |
| 2018 | 3.52% | -2.50% | -0.69% | 0.45% | -0.71% | -0.37% | 0.84% | 0.11% | 0.21% | -3.81% | 0.46% | -1.81% | -4.39% |
| 2017 | 1.79% | 1.63% | 0.97% | 1.33% | 1.70% | 0.49% | 2.21% | 1.05% | 0.40% | 0.64% | 1.52% | 1.12% | 15.90% |
| 2016 | -2.30% | 2.01% | 3.75% | 1.17% | -0.90% | 1.19% | 2.49% | 0.03% | 0.56% | -2.18% | -1.48% | 0.88% | 5.14% |
| 2015 | -0.79% | 1.69% | -1.96% | 1.61% | -0.31% | -1.36% | 0.13% | -2.40% | -1.79% | 4.19% | -1.71% | -0.19% | -3.06% |
| 2014 | -1.15% | 4.35% | -0.39% | 0.84% | 0.47% | 2.15% | -1.18% | 0.96% | -2.49% | -0.47% | 1.30% | -0.89% | 3.38% |
| 2013 | -0.60% | -3.21% | 3.68% | -0.26% | 2.16% | 2.41% | 0.05% | 0.45% | 4.59% |
Expense Ratio
Portfolio Marco My All Weather has an expense ratio of 0.16%, 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 rank of Portfolio Marco My All Weather is 41, 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.
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 | |
|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 2.56 | 3.54 | 1.48 | 3.56 | 15.80 |
LYXD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Acc | 0.27 | 0.44 | 1.05 | 0.08 | 0.56 |
SGLP.L Invesco Physical Gold A | 1.98 | 2.60 | 1.35 | 3.67 | 11.75 |
CU31.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 0.10 | 0.52 | 1.25 | 0.21 | 0.27 |
Dividends
Dividend yield
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 Portfolio Marco My All Weather. 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 Portfolio Marco My All Weather was 21.66%, occurring on Oct 11, 2022. Recovery took 342 trading sessions.
The current Portfolio Marco My All Weather drawdown is 1.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.66% | Nov 10, 2021 | 238 | Oct 11, 2022 | 342 | Feb 12, 2024 | 580 |
| -17.96% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -11.16% | Jul 4, 2014 | 397 | Jan 20, 2016 | 124 | Jul 14, 2016 | 521 |
| -10.44% | Jan 29, 2018 | 234 | Dec 24, 2018 | 121 | Jun 18, 2019 | 355 |
| -5.17% | May 23, 2013 | 32 | Jul 5, 2013 | 26 | Aug 12, 2013 | 58 |
Volatility
Volatility Chart
The current Portfolio Marco My All Weather volatility is 2.03%, 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
| IWDA.AS | CU31.L | SGLP.L | LYXD.DE | |
|---|---|---|---|---|
| IWDA.AS | 1.00 | 0.03 | 0.04 | 0.21 |
| CU31.L | 0.03 | 1.00 | 0.30 | 0.21 |
| SGLP.L | 0.04 | 0.30 | 1.00 | 0.36 |
| LYXD.DE | 0.21 | 0.21 | 0.36 | 1.00 |