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ETF Portfolio

Last updated Feb 21, 2024

My First Portfolio

Asset Allocation


SPSK 20%GLD 20%SPUS 20%SPRE 20%KSA 20%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
SPSK
SP Funds Dow Jones Global Sukuk ETF
Total Bond Market

20%

GLD
SPDR Gold Trust
Precious Metals, Gold

20%

SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
Large Cap Growth Equities

20%

SPRE
SP Funds S&P Global REIT Sharia ETF
REIT

20%

KSA
iShares MSCI Saudi Arabia ETF
Emerging Markets Equities

20%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
8.81%
13.41%
ETF Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 30, 2020, corresponding to the inception date of SPRE

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
ETF Portfolio1.14%1.73%8.81%12.58%N/AN/A
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
5.14%2.44%14.17%31.26%N/AN/A
SPRE
SP Funds S&P Global REIT Sharia ETF
-1.82%0.96%7.96%-0.55%N/AN/A
SPSK
SP Funds Dow Jones Global Sukuk ETF
-1.27%-0.27%2.73%3.02%N/AN/A
GLD
SPDR Gold Trust
-1.94%-0.24%6.46%9.47%8.46%3.93%
KSA
iShares MSCI Saudi Arabia ETF
5.60%5.70%12.26%20.75%9.15%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.16%
20231.58%-1.74%-4.75%-0.87%6.21%5.13%

Sharpe Ratio

The current ETF Portfolio Sharpe ratio is 1.47. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.47

The Sharpe ratio of ETF Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.47
1.75
ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF Portfolio granted a 2.08% dividend yield in the last twelve months.


TTM202320222021202020192018201720162015
ETF Portfolio2.08%2.08%1.91%1.58%0.90%0.43%0.50%0.46%0.61%0.01%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.83%0.87%1.21%0.93%1.04%0.00%0.00%0.00%0.00%0.00%
SPRE
SP Funds S&P Global REIT Sharia ETF
4.25%4.16%4.17%2.83%0.00%0.00%0.00%0.00%0.00%0.00%
SPSK
SP Funds Dow Jones Global Sukuk ETF
3.00%2.95%2.22%2.56%1.68%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KSA
iShares MSCI Saudi Arabia ETF
2.31%2.44%1.93%1.58%1.76%2.15%2.51%2.30%3.05%0.04%

Expense Ratio

The ETF Portfolio has a high expense ratio of 0.59%, 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.


0.74%
0.00%2.15%
0.69%
0.00%2.15%
0.65%
0.00%2.15%
0.49%
0.00%2.15%
0.40%
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
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
2.23
SPRE
SP Funds S&P Global REIT Sharia ETF
-0.03
SPSK
SP Funds Dow Jones Global Sukuk ETF
0.39
GLD
SPDR Gold Trust
0.77
KSA
iShares MSCI Saudi Arabia ETF
1.39

Asset Correlations Table

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

SPSKGLDKSASPUSSPRE
SPSK1.000.250.040.190.21
GLD0.251.000.190.110.18
KSA0.040.191.000.340.30
SPUS0.190.110.341.000.61
SPRE0.210.180.300.611.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.27%
-1.08%
ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF 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 ETF Portfolio was 18.56%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current ETF Portfolio drawdown is 1.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.56%Apr 21, 2022123Oct 14, 2022
-4.08%Sep 7, 202117Sep 29, 202117Oct 22, 202134
-4%Feb 11, 202115Mar 4, 20219Mar 17, 202124
-3.73%Jan 3, 202218Jan 27, 202239Mar 24, 202257
-3.48%Nov 18, 20219Dec 1, 202117Dec 27, 202126

Volatility Chart

The current ETF Portfolio volatility is 2.68%, 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%SeptemberOctoberNovemberDecember2024February
2.68%
3.37%
ETF Portfolio
Benchmark (^GSPC)
Portfolio components
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