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Portfolio

Last updated Sep 21, 2023

Prova

Asset Allocation


SUSW.L 100%EquityEquity
PositionCategory/SectorWeight
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)
Global Equities100%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
8.92%
11.42%
Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Portfolio returned 15.06% Year-To-Date and 9.64% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.75%14.59%14.10%5.89%7.57%
Portfolio1.70%7.84%15.06%18.78%9.19%9.64%
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)
1.70%7.84%15.06%18.78%9.19%9.64%

Sharpe Ratio

The current Portfolio Sharpe ratio is 1.58. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.58

The Sharpe ratio of Portfolio 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 Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.58
1.20
Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield


Portfolio doesn't pay dividends

Expense Ratio

The Portfolio has a high expense ratio of 0.20%, 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.


0.20%
0.00%2.15%

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
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)
0.99

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%AprilMayJuneJulyAugustSeptember
-9.69%
-9.21%
Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Portfolio is 32.61%, recorded on Mar 23, 2020. It took 93 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.61%Feb 20, 202023Mar 23, 202093Aug 5, 2020116
-29.3%Jan 4, 2022197Oct 12, 2022
-15.97%Sep 24, 201866Dec 24, 201877Apr 15, 2019143
-9.5%Jan 30, 20189Feb 9, 2018154Sep 20, 2018163
-7.36%Feb 16, 202114Mar 5, 202120Apr 6, 202134

Volatility Chart

The current Portfolio volatility is 2.65%, 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.65%
3.27%
Portfolio
Benchmark (^GSPC)
Portfolio components