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gold_vwce

Last updated Mar 2, 2024

Asset Allocation


SGLP.L 10%VWCE.DE 90%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
SGLP.L
Invesco Physical Gold A
Precious Metals

10%

VWCE.DE
Vanguard FTSE All-World UCITS ETF
Global Equities

90%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in gold_vwce, 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


30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
56.21%
71.03%
gold_vwce
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 25, 2019, corresponding to the inception date of VWCE.DE

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_vwce4.70%3.38%11.39%20.42%N/AN/A
VWCE.DE
Vanguard FTSE All-World UCITS ETF
5.18%3.52%11.87%21.37%N/AN/A
SGLP.L
Invesco Physical Gold A
0.33%1.95%7.02%11.62%10.55%7.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.62%3.56%
2023-2.21%-3.99%-2.33%8.05%4.87%

Sharpe Ratio

The current gold_vwce Sharpe ratio is 2.19. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.19

The Sharpe ratio of gold_vwce 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
2.19
2.44
gold_vwce
Benchmark (^GSPC)
Portfolio components

Dividend yield


gold_vwce doesn't pay dividends

Expense Ratio

The gold_vwce has a high expense ratio of 0.21%, indicating higher-than-average management fees. 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%0.22%
0.50%1.00%1.50%2.00%0.12%

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_vwce
2.19
VWCE.DE
Vanguard FTSE All-World UCITS ETF
2.05
SGLP.L
Invesco Physical Gold A
1.12

Asset Correlations Table

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

SGLP.LVWCE.DE
SGLP.L1.000.10
VWCE.DE0.101.00

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_vwce
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the gold_vwce. 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_vwce was 30.75%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.75%Feb 20, 202023Mar 23, 202094Aug 4, 2020117
-24.41%Nov 17, 2021234Oct 12, 2022305Dec 19, 2023539
-6.38%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-6.21%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-6.04%Sep 7, 202120Oct 4, 202123Nov 4, 202143

Volatility Chart

The current gold_vwce volatility is 2.81%, 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
2.81%
3.47%
gold_vwce
Benchmark (^GSPC)
Portfolio components
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