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Gold&stock

Last updated Mar 2, 2024

Asset Allocation


SGLN.L 50%CSPX.AS 50%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities

50%

CSPX.AS
iShares Core S&P 500 UCITS ETF
Large Cap Blend Equities

50%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Gold&stock, 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


100.00%120.00%140.00%160.00%180.00%OctoberNovemberDecember2024FebruaryMarch
133.15%
172.57%
Gold&stock
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 5, 2014, corresponding to the inception date of CSPX.AS

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Gold&stock4.01%2.67%10.30%20.03%12.43%N/A
SGLN.L
iShares Physical Gold ETC
0.34%1.92%6.77%11.62%9.61%7.18%
CSPX.AS
iShares Core S&P 500 UCITS ETF
7.64%3.34%13.77%28.40%14.25%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.82%2.46%
2023-1.00%-4.61%2.25%5.26%3.12%

Sharpe Ratio

The current Gold&stock Sharpe ratio is 2.77. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.77

The Sharpe ratio of Gold&stock lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.77
2.44
Gold&stock
Benchmark (^GSPC)
Portfolio components

Dividend yield


Gold&stock doesn't pay dividends

Expense Ratio

The Gold&stock has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.07%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Gold&stock
2.77
SGLN.L
iShares Physical Gold ETC
1.13
CSPX.AS
iShares Core S&P 500 UCITS ETF
2.65

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

CSPX.ASSGLN.L
CSPX.AS1.00-0.02
SGLN.L-0.021.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Gold&stock
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Gold&stock. 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 Gold&stock was 19.73%, occurring on Mar 19, 2020. Recovery took 53 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.73%Feb 24, 202019Mar 19, 202053Jun 4, 202072
-17.86%Mar 31, 2022140Oct 14, 2022189Jul 12, 2023329
-11.23%Jan 23, 2015255Jan 20, 201641Mar 17, 2016296
-9.69%Jan 29, 2018234Dec 24, 201839Feb 20, 2019273
-7.66%Jul 20, 202354Oct 3, 202335Nov 21, 202389

Volatility Chart

The current Gold&stock volatility is 2.23%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.23%
3.47%
Gold&stock
Benchmark (^GSPC)
Portfolio components
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