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P2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


U10G.L 20%URTH 60%^GSPC 20%BondBondEquityEquity
PositionCategory/SectorWeight
^GSPC
S&P 500

20%

U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
Government Bonds

20%

URTH
iShares MSCI World ETF
Large Cap Growth Equities

60%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in P2, 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%20.00%NovemberDecember2024FebruaryMarchApril
16.28%
19.37%
19.37%
P2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 5, 2016, corresponding to the inception date of U10G.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
P22.67%-3.55%16.29%12.74%7.91%N/A
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.37%10.55%
URTH
iShares MSCI World ETF
5.29%-3.01%19.37%19.45%10.67%9.21%
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
-8.67%-5.62%4.04%-14.05%-6.06%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.43%3.37%2.87%
2023-5.02%-2.82%8.88%4.88%

Expense Ratio

The P2 features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for U10G.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


P2
Sharpe ratio
The chart of Sharpe ratio for P2, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.005.001.21
Sortino ratio
The chart of Sortino ratio for P2, currently valued at 1.80, compared to the broader market0.002.004.006.001.80
Omega ratio
The chart of Omega ratio for P2, currently valued at 1.21, compared to the broader market0.801.001.201.401.601.801.21
Calmar ratio
The chart of Calmar ratio for P2, currently valued at 0.64, compared to the broader market0.002.004.006.008.000.64
Martin ratio
The chart of Martin ratio for P2, currently valued at 3.46, compared to the broader market0.0010.0020.0030.0040.0050.003.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.88, compared to the broader market-1.000.001.002.003.004.005.001.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.73, compared to the broader market0.002.004.006.002.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.002.004.006.008.001.41
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.34, compared to the broader market0.0010.0020.0030.0040.0050.007.34

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
^GSPC
S&P 500
1.882.731.331.417.34
URTH
iShares MSCI World ETF
1.692.481.301.446.12
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
-1.00-1.340.85-0.29-1.37

Sharpe Ratio

The current P2 Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.21

The Sharpe ratio of P2 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
1.21
1.88
1.88
P2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

P2 granted a 0.97% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
P20.97%1.02%1.01%0.90%0.91%1.29%1.38%1.13%1.29%1.41%1.39%0.62%
^GSPC
S&P 500
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF
1.61%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%
U10G.L
Amundi US Treasury Bond 10+Y UCITS ETF Dist
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.87%
-3.50%
-3.50%
P2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the P2. 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 P2 was 26.97%, occurring on Oct 14, 2022. Recovery took 372 trading sessions.

The current P2 drawdown is 3.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.97%Dec 28, 2021208Oct 14, 2022372Mar 27, 2024580
-24.6%Feb 20, 202022Mar 20, 202080Jul 14, 2020102
-14.96%Jan 29, 2018234Dec 24, 201881Apr 18, 2019315
-7.91%Jun 24, 20162Jun 27, 201610Jul 11, 201612
-7.58%Sep 3, 202042Oct 30, 202010Nov 13, 202052

Volatility

Volatility Chart

The current P2 volatility is 2.74%, 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%NovemberDecember2024FebruaryMarchApril
2.74%
3.58%
3.58%
P2
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

U10G.LURTH^GSPC
U10G.L1.00-0.03-0.04
URTH-0.031.000.96
^GSPC-0.040.961.00