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
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 month||6 months||Year-To-Date||1 year||5 years (annualized)||10 years (annualized)|
|iShares MSCI World SRI UCITS ETF EUR (Acc)||1.70%||7.84%||15.06%||18.78%||9.19%||9.64%|
|Returns over 1 year are annualized|
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.
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||Ulcer Index|
|iShares MSCI World SRI UCITS ETF EUR (Acc)||0.99|
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
|-32.61%||Feb 20, 2020||23||Mar 23, 2020||93||Aug 5, 2020||116|
|-29.3%||Jan 4, 2022||197||Oct 12, 2022||—||—||—|
|-15.97%||Sep 24, 2018||66||Dec 24, 2018||77||Apr 15, 2019||143|
|-9.5%||Jan 30, 2018||9||Feb 9, 2018||154||Sep 20, 2018||163|
|-7.36%||Feb 16, 2021||14||Mar 5, 2021||20||Apr 6, 2021||34|
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.