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2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CNDX.AS 20%QDVE.DE 20%VUSA.L 20%SWRD.AS 20%XDEQ.L 20%EquityEquity
PositionCategory/SectorWeight
CNDX.AS
iShares NASDAQ 100 UCITS ETF
Large Cap Growth Equities

20%

QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

20%

SWRD.AS
SPDR MSCI World UCITS ETF
Global Equities

20%

VUSA.L
Vanguard S&P 500 UCITS ETF
Large Cap Blend Equities

20%

XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
Global Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2024, 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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
20.23%
19.37%
2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 24, 2019, corresponding to the inception date of SWRD.AS

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
20245.48%-4.69%20.24%28.23%N/AN/A
CNDX.AS
iShares NASDAQ 100 UCITS ETF
4.32%-4.63%18.85%35.16%18.50%20.66%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
6.50%-6.70%24.40%41.91%22.66%N/A
VUSA.L
Vanguard S&P 500 UCITS ETF
5.50%-4.39%19.35%23.45%14.37%16.21%
SWRD.AS
SPDR MSCI World UCITS ETF
5.69%-2.93%19.49%19.46%N/AN/A
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
5.34%-4.74%19.00%21.94%12.03%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.41%4.51%2.97%
2023-4.95%-2.63%9.93%5.40%

Expense Ratio

The 2024 features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for CNDX.AS: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for XDEQ.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for QDVE.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SWRD.AS: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VUSA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


2024
Sharpe ratio
The chart of Sharpe ratio for 2024, currently valued at 2.27, compared to the broader market-1.000.001.002.003.004.005.002.27
Sortino ratio
The chart of Sortino ratio for 2024, currently valued at 3.25, compared to the broader market0.002.004.006.003.25
Omega ratio
The chart of Omega ratio for 2024, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for 2024, currently valued at 1.68, compared to the broader market0.002.004.006.008.001.68
Martin ratio
The chart of Martin ratio for 2024, currently valued at 9.09, compared to the broader market0.0010.0020.0030.0040.0050.009.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CNDX.AS
iShares NASDAQ 100 UCITS ETF
2.263.141.391.629.72
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
2.283.191.392.6010.00
VUSA.L
Vanguard S&P 500 UCITS ETF
2.163.181.391.818.53
SWRD.AS
SPDR MSCI World UCITS ETF
1.932.851.350.896.67
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
1.942.831.351.668.52

Sharpe Ratio

The current 2024 Sharpe ratio is 2.27. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.27

The Sharpe ratio of 2024 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.27
1.92
2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

2024 granted a 0.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
20240.29%0.31%0.35%0.29%0.37%0.38%0.45%0.42%0.42%0.53%0.49%0.51%
CNDX.AS
iShares NASDAQ 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.L
Vanguard S&P 500 UCITS ETF
1.45%1.56%1.73%1.45%1.83%1.90%2.26%2.09%2.10%2.65%2.44%2.55%
SWRD.AS
SPDR MSCI World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.00%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.53%
-3.50%
2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 2024. 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 2024 was 31.99%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current 2024 drawdown is 5.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.99%Feb 20, 202023Mar 23, 202078Jul 13, 2020101
-30.99%Dec 31, 2021201Oct 11, 2022303Dec 14, 2023504
-9.6%Sep 3, 202013Sep 21, 202035Nov 9, 202048
-7.42%Feb 16, 202114Mar 5, 202120Apr 6, 202134
-7.12%Sep 7, 202120Oct 4, 202118Oct 28, 202138

Volatility

Volatility Chart

The current 2024 volatility is 3.27%, 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%NovemberDecember2024FebruaryMarchApril
3.27%
3.58%
2024
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SWRD.ASQDVE.DECNDX.ASXDEQ.LVUSA.L
SWRD.AS1.000.830.850.880.89
QDVE.DE0.831.000.950.830.85
CNDX.AS0.850.951.000.840.86
XDEQ.L0.880.830.841.000.96
VUSA.L0.890.850.860.961.00