Main
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BOND PIMCO Active Bond ETF | Total Bond Market, Actively Managed | 37.50% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | Large Cap Growth Equities | 12.50% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | Large Cap Growth Equities | 12.50% |
IGSG.AS iShares Dow Jones Global Sustainability Screened UCITS ETF | Global Equities | 12.50% |
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | Leveraged Equities | 12.50% |
SSO ProShares Ultra S&P 500 | Leveraged Equities, Leveraged | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Main, 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
The earliest data available for this chart is Mar 1, 2012, corresponding to the inception date of BOND
Returns By Period
As of Jul 25, 2024, the Main returned 11.76% Year-To-Date and 11.98% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Main | 11.13% | -1.38% | 8.69% | 18.17% | 12.55% | 11.92% |
| Portfolio components: | ||||||
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 12.78% | -3.47% | 8.97% | 22.09% | 18.88% | 17.18% |
IGSG.AS iShares Dow Jones Global Sustainability Screened UCITS ETF | 8.94% | 0.03% | 7.20% | 13.89% | 10.72% | 7.80% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 14.62% | -0.07% | 11.70% | 20.20% | 13.68% | 12.06% |
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | 23.22% | -7.26% | 13.72% | 35.28% | 28.58% | 27.96% |
SSO ProShares Ultra S&P 500 | 24.07% | -3.30% | 18.69% | 34.15% | 19.16% | 18.65% |
BOND PIMCO Active Bond ETF | 1.78% | 1.00% | 2.64% | 6.44% | 0.30% | 1.85% |
Monthly Returns
The table below presents the monthly returns of Main, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.56% | 3.10% | 2.75% | -4.04% | 3.65% | 5.70% | 11.13% | ||||||
| 2023 | 8.49% | -2.12% | 5.72% | 1.24% | 3.08% | 5.38% | 3.02% | -1.70% | -5.12% | -3.36% | 10.31% | 6.41% | 34.57% |
| 2022 | -7.42% | -3.01% | 2.19% | -9.90% | -2.02% | -7.73% | 9.06% | -4.55% | -9.44% | 3.04% | 4.56% | -4.90% | -27.81% |
| 2021 | -0.04% | 0.85% | 1.88% | 5.10% | 0.03% | 3.73% | 2.45% | 3.09% | -4.46% | 5.54% | 0.59% | 2.95% | 23.51% |
| 2020 | 2.05% | -6.45% | -9.79% | 11.49% | 4.29% | 4.52% | 5.92% | 8.31% | -4.10% | -3.21% | 9.66% | 4.61% | 27.83% |
| 2019 | 7.41% | 2.92% | 2.78% | 3.82% | -5.27% | 6.08% | 2.36% | -1.90% | 1.24% | 2.59% | 3.65% | 2.72% | 31.62% |
| 2018 | 5.51% | -2.49% | -3.57% | 0.93% | 2.65% | 0.75% | 2.40% | 3.66% | 0.06% | -7.04% | 0.37% | -5.71% | -3.24% |
| 2017 | 2.57% | 3.95% | 1.13% | 1.73% | 2.37% | -0.52% | 2.94% | 0.92% | 0.78% | 2.94% | 1.95% | 1.26% | 24.29% |
| 2016 | -6.03% | 0.06% | 5.64% | -0.91% | 2.29% | -0.64% | 5.36% | 0.44% | 1.07% | -1.49% | 0.80% | 1.76% | 8.12% |
| 2015 | -1.25% | 4.72% | -1.31% | 1.39% | 0.51% | -2.50% | 2.98% | -5.64% | -3.15% | 9.37% | -0.05% | -1.04% | 3.22% |
| 2014 | -1.77% | 4.59% | -0.79% | 0.31% | 3.38% | 2.33% | -0.07% | 3.62% | -1.15% | 1.54% | 3.58% | -0.84% | 15.47% |
| 2013 | 4.80% | 0.84% | 2.46% | 2.47% | 2.51% | -3.51% | 5.14% | -2.08% | 4.37% | 4.67% | 2.24% | 1.69% | 28.33% |
Expense Ratio
Main features an expense ratio of 0.52%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Main is 65, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 1.49 | 2.09 | 1.27 | 1.75 | 8.33 |
IGSG.AS iShares Dow Jones Global Sustainability Screened UCITS ETF | 1.64 | 2.43 | 1.29 | 1.66 | 7.69 |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 2.00 | 2.91 | 1.37 | 1.94 | 9.56 |
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | 1.36 | 1.88 | 1.24 | 1.04 | 7.40 |
SSO ProShares Ultra S&P 500 | 1.61 | 2.19 | 1.28 | 1.09 | 7.21 |
BOND PIMCO Active Bond ETF | 1.22 | 1.77 | 1.22 | 0.41 | 4.11 |
Dividends
Dividend yield
Main granted a 2.04% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Main | 2.04% | 1.81% | 1.35% | 0.99% | 1.02% | 1.33% | 1.40% | 1.12% | 1.13% | 1.63% | 1.59% | 1.09% |
| Portfolio components: | ||||||||||||
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% |
IGSG.AS iShares Dow Jones Global Sustainability Screened 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% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SSO ProShares Ultra S&P 500 | 0.61% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.50% | 0.63% | 0.33% | 0.26% |
BOND PIMCO Active Bond ETF | 5.24% | 4.78% | 3.44% | 2.58% | 2.66% | 3.38% | 3.47% | 2.87% | 2.85% | 4.14% | 4.13% | 2.82% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Main. 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 Main was 31.39%, occurring on Oct 12, 2022. Recovery took 341 trading sessions.
The current Main drawdown is 4.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.39% | Dec 31, 2021 | 203 | Oct 12, 2022 | 341 | Feb 7, 2024 | 544 |
| -28.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 6, 2020 | 97 |
| -16.14% | Oct 2, 2018 | 60 | Dec 24, 2018 | 61 | Mar 21, 2019 | 121 |
| -12.94% | Jul 21, 2015 | 146 | Feb 11, 2016 | 105 | Jul 8, 2016 | 251 |
| -9.87% | Sep 3, 2020 | 13 | Sep 21, 2020 | 48 | Nov 26, 2020 | 61 |
Volatility
Volatility Chart
The current Main volatility is 3.66%, 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.
Diversification
Asset Correlations Table
| BOND | SSO | IGSG.AS | CSPX.L | EQQQ.L | LQQ.PA | |
|---|---|---|---|---|---|---|
| BOND | 1.00 | -0.04 | 0.01 | -0.02 | 0.01 | 0.00 |
| SSO | -0.04 | 1.00 | 0.60 | 0.53 | 0.55 | 0.55 |
| IGSG.AS | 0.01 | 0.60 | 1.00 | 0.80 | 0.76 | 0.80 |
| CSPX.L | -0.02 | 0.53 | 0.80 | 1.00 | 0.80 | 0.83 |
| EQQQ.L | 0.01 | 0.55 | 0.76 | 0.80 | 1.00 | 0.94 |
| LQQ.PA | 0.00 | 0.55 | 0.80 | 0.83 | 0.94 | 1.00 |