2025-12
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^AW01 FTSE All World | 45% | |
^HSI Hang Seng Index | 20% | |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | Global Bonds | 25% |
IAUM iShares Gold Trust Micro ETF of Benef Interest | Precious Metals, Gold | 3% |
XCHA.L Xtrackers CSI 300 Swap UCITS ETF 1C | China Equities | 7% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of IAUM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| 2025-12 | 6.62% | 6.71% | 7.45% | 11.82% | N/A | N/A |
| Portfolio components: | ||||||
^HSI Hang Seng Index | 15.74% | 8.44% | 19.80% | 19.20% | -0.89% | -1.68% |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 1.35% | 0.23% | 2.09% | 5.22% | -0.08% | N/A |
XCHA.L Xtrackers CSI 300 Swap UCITS ETF 1C | 1.77% | 4.74% | 0.59% | 10.21% | 4.54% | 0.42% |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 21.70% | -3.86% | 24.61% | 31.99% | N/A | N/A |
^AW01 FTSE All World | 4.90% | 10.85% | 4.75% | 10.90% | 11.96% | 6.87% |
Monthly Returns
The table below presents the monthly returns of 2025-12, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.86% | 2.71% | -1.40% | -0.16% | 3.51% | 6.62% | |||||||
| 2024 | -2.18% | 3.51% | 1.82% | -0.18% | 2.28% | 0.46% | 1.05% | 2.09% | 6.40% | -2.35% | 0.81% | -0.68% | 13.48% |
| 2023 | 6.61% | -4.26% | 2.72% | 0.21% | -2.99% | 3.23% | 3.47% | -3.76% | -3.21% | -2.38% | 4.97% | 2.90% | 6.92% |
| 2022 | -2.80% | -2.29% | -0.83% | -5.87% | 0.25% | -3.05% | 1.53% | -3.02% | -8.60% | -1.12% | 10.07% | -0.47% | -16.00% |
| 2021 | -1.90% | 0.97% | -3.13% | 2.99% | -2.65% | 2.05% | -1.84% |
Expense Ratio
2025-12 has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 79, 2025-12 is among the top 21% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
^HSI Hang Seng Index | 0.66 | 1.39 | 1.22 | 0.66 | 2.92 |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 1.19 | 2.00 | 1.26 | 0.76 | 5.82 |
XCHA.L Xtrackers CSI 300 Swap UCITS ETF 1C | 0.34 | 0.88 | 1.13 | 0.37 | 0.92 |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 1.77 | 2.84 | 1.37 | 4.48 | 12.08 |
^AW01 FTSE All World | 0.73 | 1.25 | 1.19 | 0.81 | 3.35 |
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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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2025-12. 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 2025-12 was 25.13%, occurring on Oct 24, 2022. Recovery took 503 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.13% | Jul 2, 2021 | 342 | Oct 24, 2022 | 503 | Sep 26, 2024 | 845 |
| -10.45% | Feb 27, 2025 | 28 | Apr 7, 2025 | 25 | May 12, 2025 | 53 |
| -6.91% | Oct 8, 2024 | 70 | Jan 13, 2025 | 24 | Feb 14, 2025 | 94 |
| -0.89% | Feb 24, 2025 | 2 | Feb 25, 2025 | 1 | Feb 26, 2025 | 3 |
| -0.52% | Oct 3, 2024 | 1 | Oct 3, 2024 | 1 | Oct 4, 2024 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.22, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | AGGU.L | IAUM | XCHA.L | ^HSI | ^AW01 | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.10 | 0.10 | 0.20 | 0.13 | 0.93 | 0.65 |
| AGGU.L | 0.10 | 1.00 | 0.22 | 0.01 | -0.04 | 0.13 | 0.17 |
| IAUM | 0.10 | 0.22 | 1.00 | 0.16 | 0.11 | 0.19 | 0.27 |
| XCHA.L | 0.20 | 0.01 | 0.16 | 1.00 | 0.51 | 0.33 | 0.61 |
| ^HSI | 0.13 | -0.04 | 0.11 | 0.51 | 1.00 | 0.32 | 0.74 |
| ^AW01 | 0.93 | 0.13 | 0.19 | 0.33 | 0.32 | 1.00 | 0.81 |
| Portfolio | 0.65 | 0.17 | 0.27 | 0.61 | 0.74 | 0.81 | 1.00 |