Portfolio
Prova
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | Global Equities | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 16, 2017, corresponding to the inception date of SUSW.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Portfolio | -0.10% | 9.36% | -2.94% | 7.01% | 12.56% | N/A |
| Portfolio components: | ||||||
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | -0.10% | 9.36% | -2.94% | 7.01% | 12.56% | N/A |
Monthly Returns
The table below presents the monthly returns of Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.28% | -2.55% | -3.82% | 0.64% | 3.54% | -0.10% | |||||||
| 2024 | 0.20% | 2.30% | 2.59% | -4.06% | 1.47% | 3.85% | 1.95% | 1.09% | 2.48% | -2.25% | 5.71% | -4.31% | 11.02% |
| 2023 | 7.41% | -1.33% | 2.37% | 1.07% | -0.34% | 6.71% | 2.75% | -2.51% | -4.55% | -3.95% | 9.83% | 5.87% | 24.54% |
| 2022 | -8.34% | -2.46% | 3.82% | -7.67% | -2.84% | -8.25% | 7.91% | -4.28% | -8.05% | 4.95% | 6.57% | -3.28% | -21.51% |
| 2021 | 0.64% | 0.20% | 3.73% | 3.94% | 1.89% | 1.22% | 2.24% | 3.14% | -4.01% | 7.97% | -0.83% | 4.19% | 26.62% |
| 2020 | -0.08% | -8.16% | -9.20% | 8.90% | 3.84% | 3.69% | 4.47% | 8.14% | -2.12% | -3.64% | 11.29% | 4.16% | 20.66% |
| 2019 | 6.11% | 3.90% | 1.13% | 3.88% | -4.74% | 6.63% | 0.72% | -1.33% | 1.92% | 2.72% | 3.28% | 2.31% | 29.34% |
| 2018 | 4.85% | -3.60% | -2.78% | 2.48% | 0.11% | -0.39% | 3.52% | 0.63% | 1.25% | -7.88% | 2.38% | -7.25% | -7.34% |
| 2017 | 0.92% | 1.97% | 1.65% | 4.60% |
Expense Ratio
Portfolio has an expense ratio of 0.20%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio is 20, meaning it’s performing worse than 80% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | 0.43 | 0.56 | 1.08 | 0.30 | 1.18 |
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Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio. 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 Portfolio was 32.61%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Portfolio drawdown is 5.12%.
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 | 349 | Feb 22, 2024 | 546 |
| -18.14% | Dec 6, 2024 | 86 | Apr 9, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SUSW.L | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.60 | 0.60 |
| SUSW.L | 0.60 | 1.00 | 1.00 |
| Portfolio | 0.60 | 1.00 | 1.00 |