Portfolio
Prova
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | Global Equities | 100% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.75% | 14.59% | 14.10% | 5.89% | 7.57% |
| Portfolio | 1.70% | 7.84% | 15.06% | 18.78% | 9.19% | 9.64% |
| Portfolio components: | ||||||
SUSW.L 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 | ||||||
Dividend yield
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 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 |
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.