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Main

Last updated Mar 2, 2024

Asset Allocation


BOND 37.5%EQQQ.L 12.5%IGSG.AS 12.5%CSPX.L 12.5%LQQ.PA 12.5%SSO 12.5%BondBondEquityEquity
PositionCategory/SectorWeight
BOND
PIMCO Active Bond ETF
Total Bond Market, Actively Managed

37.50%

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%

CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Large Cap Growth 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%

S&P 500

Performance

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


200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
351.30%
273.85%
Main
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 1, 2012, corresponding to the inception date of BOND

Returns

As of Mar 2, 2024, the Main returned 5.82% Year-To-Date and 12.05% of annualized return in the last 10 years.


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%
Main5.82%2.59%13.87%31.95%13.68%12.07%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
7.58%3.40%17.41%48.95%20.52%17.50%
IGSG.AS
iShares Dow Jones Global Sustainability Screened UCITS ETF
3.67%1.88%10.57%23.40%11.15%7.94%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
7.03%3.50%14.04%28.99%14.18%11.97%
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
15.92%6.08%32.06%104.41%32.65%28.86%
SSO
ProShares Ultra S&P 500
14.74%6.96%25.83%52.86%21.33%18.92%
BOND
PIMCO Active Bond ETF
-0.61%-0.47%3.88%4.59%0.62%1.83%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.56%3.38%
2023-1.70%-5.12%-3.36%10.31%6.13%

Sharpe Ratio

The current Main Sharpe ratio is 3.05. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.05

The Sharpe ratio of Main 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.05
2.44
Main
Benchmark (^GSPC)
Portfolio components

Dividend yield

Main granted a 1.62% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Main1.62%1.54%1.35%0.99%1.02%1.33%1.40%1.12%1.13%1.63%1.59%1.09%
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
0.16%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
4.26%4.06%3.44%2.58%2.66%3.38%3.47%2.87%2.85%4.14%4.13%2.82%

Expense Ratio

The Main has a high expense ratio of 0.52%, 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%0.90%
0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.57%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.07%

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
Main
3.05
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
3.40
IGSG.AS
iShares Dow Jones Global Sustainability Screened UCITS ETF
2.39
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
2.78
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
3.67
SSO
ProShares Ultra S&P 500
2.89
BOND
PIMCO Active Bond ETF
0.55

Asset Correlations Table

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

BONDSSOIGSG.ASCSPX.LEQQQ.LLQQ.PA
BOND1.00-0.05-0.00-0.03-0.00-0.00
SSO-0.051.000.600.540.550.55
IGSG.AS-0.000.601.000.800.770.80
CSPX.L-0.030.540.801.000.800.83
EQQQ.L-0.000.550.770.801.000.94
LQQ.PA-0.000.550.800.830.941.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Main
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.39%Dec 31, 2021203Oct 12, 2022341Feb 7, 2024544
-28.72%Feb 20, 202023Mar 23, 202074Jul 6, 202097
-16.14%Oct 2, 201860Dec 24, 201861Mar 21, 2019121
-12.94%Jul 21, 2015146Feb 11, 2016105Jul 8, 2016251
-9.87%Sep 3, 202013Sep 21, 202048Nov 26, 202061

Volatility Chart

The current Main volatility is 3.44%, 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
3.44%
3.47%
Main
Benchmark (^GSPC)
Portfolio components
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