Dead dead Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
EPOL iShares MSCI Poland ETF | Europe Equities | 19.50% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 52% |
NKE NIKE, Inc. | Consumer Cyclical | 1.50% |
PAF.L Pan African Resources plc | Basic Materials | 27% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dead dead Portfolio, 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 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Nov 14, 2024, the Dead dead Portfolio returned 24.72% Year-To-Date and 8.53% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Dead dead Portfolio | 24.72% | -8.76% | 4.14% | 35.36% | 15.85% | 8.53% |
| Portfolio components: | ||||||
EPOL iShares MSCI Poland ETF | -1.52% | -7.71% | -13.28% | 6.71% | 2.39% | 0.18% |
INDA iShares MSCI India ETF | 9.14% | -7.07% | 1.80% | 18.17% | 10.58% | 6.44% |
NKE NIKE, Inc. | -28.67% | -6.23% | -15.82% | -26.52% | -2.71% | 5.90% |
PAF.L Pan African Resources plc | 89.14% | -12.56% | 23.56% | 106.80% | 28.25% | 10.18% |
Monthly Returns
The table below presents the monthly returns of Dead dead Portfolio, 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 | 2.00% | 4.52% | 5.23% | 2.46% | 4.18% | 2.53% | 5.03% | 3.08% | 1.90% | -2.41% | 24.72% | ||
| 2023 | 1.92% | -10.02% | 6.66% | 7.42% | -6.63% | 4.46% | 7.75% | -4.06% | -1.90% | 5.36% | 8.35% | 5.23% | 24.83% |
| 2022 | 1.50% | 0.25% | 2.02% | -6.25% | -4.08% | -4.95% | 3.52% | -5.66% | -7.69% | 4.65% | 9.95% | -2.09% | -9.88% |
| 2021 | -2.83% | -3.69% | -0.49% | 4.66% | 15.85% | -10.11% | 1.21% | 4.94% | -3.36% | 5.04% | -3.44% | 2.15% | 7.94% |
| 2020 | 0.21% | -8.59% | -23.74% | 19.86% | 5.23% | 8.90% | 19.57% | 3.26% | -4.67% | -6.89% | 10.28% | 14.11% | 32.33% |
| 2019 | 8.29% | -2.93% | 0.20% | 0.15% | 3.28% | -0.15% | -2.52% | 5.04% | -4.96% | 6.29% | -4.78% | 6.53% | 14.14% |
| 2018 | 3.82% | -17.87% | -0.88% | 0.34% | -3.37% | -2.32% | 6.38% | -0.07% | -2.08% | -5.89% | 8.06% | 0.88% | -14.52% |
| 2017 | 5.80% | 4.60% | 2.42% | 2.90% | 2.82% | -3.91% | 5.31% | 1.44% | -4.46% | 5.59% | 2.65% | -0.05% | 27.39% |
| 2016 | 5.03% | 5.68% | 8.58% | 1.07% | -1.25% | 6.83% | 8.59% | -4.96% | 3.30% | -3.76% | -5.21% | -4.25% | 19.66% |
| 2015 | 6.00% | 1.53% | -4.07% | -1.37% | 1.87% | -6.63% | -6.03% | -4.64% | -0.33% | 3.18% | -9.13% | 2.81% | -16.61% |
| 2014 | -1.29% | 2.37% | 4.80% | 1.81% | 3.25% | 1.44% | -0.12% | 2.06% | -7.24% | 2.41% | -0.12% | -7.91% | 0.59% |
| 2013 | 3.93% | -11.25% | -0.82% | 2.40% | -3.08% | -8.45% | 0.91% | -3.93% | 14.35% | 3.42% | -2.74% | 2.12% | -5.35% |
Expense Ratio
Dead dead Portfolio features an expense ratio of 0.48%, 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
Risk-Adjusted Performance Rank
The current rank of Dead dead Portfolio is 35, 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 | |
|---|---|---|---|---|---|
EPOL iShares MSCI Poland ETF | 0.22 | 0.48 | 1.06 | 0.24 | 0.87 |
INDA iShares MSCI India ETF | 1.30 | 1.71 | 1.26 | 1.82 | 7.09 |
NKE NIKE, Inc. | -0.80 | -0.88 | 0.85 | -0.46 | -1.02 |
PAF.L Pan African Resources plc | 2.62 | 3.22 | 1.39 | 2.92 | 21.83 |
Dividends
Dividend yield
Dead dead Portfolio provided a 1.63% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.63% | 1.87% | 2.00% | 5.10% | 1.17% | 1.29% | 0.79% | 1.86% | 154.20% | 188.65% | 202.12% | 160.86% |
| Portfolio components: | ||||||||||||
EPOL iShares MSCI Poland ETF | 4.95% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.15% | 2.53% | 3.44% | 3.27% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% | 0.40% |
NKE NIKE, Inc. | 1.93% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
PAF.L Pan African Resources plc | 2.35% | 4.45% | 5.44% | 5.51% | 2.75% | 1.00% | 0.00% | 3.37% | 567.74% | 694.53% | 744.83% | 592.59% |
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 Dead dead Portfolio. 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 Dead dead Portfolio was 40.48%, occurring on Mar 19, 2020. Recovery took 85 trading sessions.
The current Dead dead Portfolio drawdown is 10.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.48% | Jan 29, 2018 | 551 | Mar 19, 2020 | 85 | Jul 20, 2020 | 636 |
| -31.75% | Aug 20, 2014 | 365 | Jan 20, 2016 | 135 | Jul 29, 2016 | 500 |
| -27.49% | Jan 13, 2022 | 183 | Sep 27, 2022 | 301 | Nov 28, 2023 | 484 |
| -26.11% | Jan 22, 2013 | 155 | Aug 28, 2013 | 188 | May 22, 2014 | 343 |
| -23.29% | Feb 22, 2012 | 71 | May 31, 2012 | 88 | Oct 2, 2012 | 159 |
Volatility
Volatility Chart
The current Dead dead Portfolio volatility is 5.42%, 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
| PAF.L | NKE | INDA | EPOL | |
|---|---|---|---|---|
| PAF.L | 1.00 | 0.04 | 0.12 | 0.18 |
| NKE | 0.04 | 1.00 | 0.33 | 0.35 |
| INDA | 0.12 | 0.33 | 1.00 | 0.53 |
| EPOL | 0.18 | 0.35 | 0.53 | 1.00 |