Professor G
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | Large Cap Growth Equities | 33.33% |
SPX5.L SPDR S&P 500 UCITS ETF | Large Cap Blend Equities | 33.33% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | Global Equities, Dividend | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 5, 2013, corresponding to the inception date of VHYL.AS
Returns By Period
As of May 30, 2025, the Professor G returned 4.07% Year-To-Date and 12.43% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| Professor G | 4.07% | 6.90% | 2.76% | 14.64% | 16.09% | 12.43% |
| Portfolio components: | ||||||
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 10.49% | 3.77% | 5.68% | 14.34% | 13.00% | 6.65% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.87% | 10.10% | 2.87% | 14.47% | 18.29% | 17.47% |
SPX5.L SPDR S&P 500 UCITS ETF | 0.26% | 6.79% | -1.28% | 13.38% | 15.82% | 12.58% |
Monthly Returns
The table below presents the monthly returns of Professor G , 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 | 3.26% | -2.37% | -4.02% | 0.08% | 7.46% | 4.07% | |||||||
| 2024 | 1.48% | 3.31% | 3.22% | -2.92% | 3.10% | 4.76% | 0.68% | 1.10% | 2.45% | -0.51% | 4.12% | -1.77% | 20.42% |
| 2023 | 6.56% | -1.68% | 4.03% | 1.83% | 1.83% | 5.68% | 3.57% | -1.66% | -3.82% | -3.31% | 8.59% | 5.72% | 29.85% |
| 2022 | -5.68% | -2.01% | 3.78% | -7.88% | -1.68% | -8.26% | 7.07% | -3.06% | -7.88% | 4.45% | 4.88% | -3.76% | -19.66% |
| 2021 | 0.43% | 2.27% | 3.29% | 4.39% | 1.00% | 2.30% | 1.68% | 2.82% | -3.69% | 5.01% | 0.15% | 3.74% | 25.71% |
| 2020 | -0.23% | -8.57% | -9.39% | 9.77% | 3.53% | 4.24% | 5.07% | 7.59% | -3.45% | -3.11% | 11.27% | 4.62% | 20.53% |
| 2019 | 7.59% | 2.95% | 2.21% | 3.61% | -5.67% | 5.96% | 1.93% | -3.18% | 2.43% | 2.74% | 3.38% | 3.43% | 30.19% |
| 2018 | 5.78% | -2.45% | -4.04% | 2.01% | 1.20% | 0.35% | 3.05% | 2.44% | 0.53% | -7.01% | 0.39% | -7.35% | -5.84% |
| 2017 | 1.44% | 3.84% | 1.70% | 1.14% | 2.10% | 0.23% | 2.71% | 0.81% | 1.07% | 2.79% | 1.96% | 1.98% | 24.00% |
| 2016 | -6.39% | 0.73% | 5.79% | -1.06% | 2.36% | -0.84% | 4.68% | 1.12% | 0.67% | -0.89% | 1.89% | 2.14% | 10.09% |
| 2015 | -2.46% | 5.25% | -1.63% | 2.17% | 0.36% | -2.16% | 1.96% | -5.62% | -3.76% | 9.27% | -0.15% | -1.32% | 1.02% |
| 2014 | -3.10% | 4.75% | -0.15% | 0.49% | 2.97% | 2.31% | -0.08% | 3.13% | -1.47% | 1.18% | 2.90% | -1.06% | 12.21% |
Expense Ratio
Professor G has an expense ratio of 0.23%, 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
The current rank of Professor G is 61, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 0.93 | 1.24 | 1.19 | 0.97 | 4.65 |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.66 | 1.13 | 1.15 | 0.71 | 2.35 |
SPX5.L SPDR S&P 500 UCITS ETF | 0.78 | 1.19 | 1.17 | 0.74 | 2.84 |
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Dividends
Dividend yield
Professor G provided a 38.80% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 38.80% | 35.56% | 41.51% | 47.55% | 33.55% | 47.85% | 59.69% | 58.20% | 79.88% | 50.88% | 57.25% | 48.78% |
| Portfolio components: | ||||||||||||
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.93% | 2.82% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.35% | 0.38% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% | 1.01% |
SPX5.L SPDR S&P 500 UCITS ETF | 113.13% | 103.50% | 120.99% | 138.50% | 97.80% | 140.46% | 175.61% | 170.82% | 236.21% | 149.13% | 168.09% | 142.74% |
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 Professor G . 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 Professor G was 31.87%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Professor G drawdown is 0.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.87% | Feb 18, 2020 | 25 | Mar 23, 2020 | 93 | Aug 3, 2020 | 118 |
| -26.09% | Dec 31, 2021 | 201 | Oct 11, 2022 | 300 | Dec 11, 2023 | 501 |
| -17.43% | Feb 18, 2025 | 37 | Apr 9, 2025 | — | — | — |
| -17.28% | Oct 2, 2018 | 60 | Dec 24, 2018 | 77 | Apr 15, 2019 | 137 |
| -15.97% | May 20, 2015 | 190 | Feb 11, 2016 | 112 | Jul 20, 2016 | 302 |
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 3 assets, with an effective number of assets of 3.00, 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 | VHYL.AS | EQQQ.L | SPX5.L | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.50 | 0.56 | 0.61 | 0.62 |
| VHYL.AS | 0.50 | 1.00 | 0.54 | 0.65 | 0.80 |
| EQQQ.L | 0.56 | 0.54 | 1.00 | 0.90 | 0.92 |
| SPX5.L | 0.61 | 0.65 | 0.90 | 1.00 | 0.95 |
| Portfolio | 0.62 | 0.80 | 0.92 | 0.95 | 1.00 |