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November_Option_1

Last updated Mar 2, 2024

Asset Allocation


SGLP.L 20%IUIT.L 30%XLKQ.L 25%XDWT.L 25%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
SGLP.L
Invesco Physical Gold A
Precious Metals

20%

IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

30%

XLKQ.L
Invesco US Technology Sector UCITS ETF
Technology Equities

25%

XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
Technology Equities

25%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in November_Option_1, 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


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
338.64%
152.18%
November_Option_1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 24, 2016, corresponding to the inception date of XDWT.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
November_Option_19.73%6.39%19.52%51.35%22.34%N/A
XLKQ.L
Invesco US Technology Sector UCITS ETF
13.53%8.57%24.58%66.50%26.46%24.31%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
11.64%7.34%21.56%62.53%25.77%N/A
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
11.17%6.93%22.12%57.15%23.07%N/A
SGLP.L
Invesco Physical Gold A
0.33%1.30%7.02%12.76%9.57%7.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.14%4.71%
2023-1.03%-6.17%0.07%10.90%4.51%

Sharpe Ratio

The current November_Option_1 Sharpe ratio is 3.41. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.41

The Sharpe ratio of November_Option_1 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.41
2.44
November_Option_1
Benchmark (^GSPC)
Portfolio components

Dividend yield


November_Option_1 doesn't pay dividends

Expense Ratio

The November_Option_1 features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.25%
0.00%2.15%
0.15%
0.00%2.15%
0.14%
0.00%2.15%
0.12%
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
^GSPC
S&P 500
2.44
November_Option_1
3.41
XLKQ.L
Invesco US Technology Sector UCITS ETF
3.47
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
3.29
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
3.13
SGLP.L
Invesco Physical Gold A
1.00

Asset Correlations Table

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

SGLP.LXLKQ.LXDWT.LIUIT.L
SGLP.L1.000.05-0.01-0.03
XLKQ.L0.051.000.930.94
XDWT.L-0.010.931.000.98
IUIT.L-0.030.940.981.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
November_Option_1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the November_Option_1. 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 November_Option_1 was 29.83%, occurring on Oct 11, 2022. Recovery took 168 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.83%Jan 4, 2022194Oct 11, 2022168Jun 14, 2023362
-26.21%Feb 20, 202023Mar 23, 202050Jun 5, 202073
-16.67%Oct 3, 201859Dec 24, 201856Mar 15, 2019115
-10.53%Sep 3, 202013Sep 21, 202055Dec 7, 202068
-9.86%Feb 16, 202114Mar 5, 202125Apr 13, 202139

Volatility Chart

The current November_Option_1 volatility is 5.19%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
5.19%
3.47%
November_Option_1
Benchmark (^GSPC)
Portfolio components
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