212
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGOV.L Vanguard UK Gilt UCITS ETF Distributing | European Government Bonds | 10% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | Global Equities, Dividend | 45% |
VUSA.AS Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 45% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 212, 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
The earliest data available for this chart is Jun 6, 2013, corresponding to the inception date of VUSA.AS
Returns By Period
As of Sep 5, 2024, the 212 returned 13.75% Year-To-Date and 7.93% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
| 212 | 13.75% | 6.37% | 8.23% | 20.81% | 10.06% | 7.93% |
| Portfolio components: | ||||||
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 12.48% | 7.32% | 8.04% | 18.74% | 8.47% | 5.55% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 17.27% | 6.22% | 8.77% | 24.06% | 14.42% | 12.19% |
VGOV.L Vanguard UK Gilt UCITS ETF Distributing | 3.04% | 2.91% | 5.80% | 14.30% | -4.27% | -1.92% |
Monthly Returns
The table below presents the monthly returns of 212, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.26% | 2.36% | 3.68% | -2.73% | 2.50% | 2.70% | 2.36% | 1.66% | 13.75% | ||||
| 2023 | 4.94% | -2.57% | 1.76% | 2.09% | -2.12% | 5.29% | 3.17% | -1.89% | -3.50% | -3.20% | 7.71% | 5.05% | 17.11% |
| 2022 | -3.48% | -1.70% | 2.36% | -5.89% | -0.49% | -8.09% | 5.14% | -3.64% | -8.36% | 6.36% | 6.12% | -2.82% | -14.87% |
| 2021 | 0.31% | 2.53% | 3.92% | 3.31% | 2.20% | 0.16% | 1.57% | 1.76% | -3.38% | 4.33% | -1.17% | 4.31% | 21.39% |
| 2020 | -0.76% | -8.78% | -10.18% | 7.92% | 1.85% | 2.18% | 4.25% | 5.47% | -3.10% | -2.69% | 11.00% | 3.90% | 9.18% |
| 2019 | 6.45% | 2.71% | 1.09% | 2.69% | -4.56% | 5.03% | 0.45% | -2.09% | 2.86% | 2.08% | 2.47% | 2.72% | 23.67% |
| 2018 | 4.84% | -3.69% | -2.36% | 1.18% | -0.44% | 0.04% | 2.46% | 0.57% | 0.81% | -5.79% | 0.70% | -5.51% | -7.48% |
| 2017 | 1.49% | 2.94% | 0.99% | 1.29% | 1.42% | 0.62% | 2.60% | -0.21% | 1.78% | 1.31% | 2.17% | 1.80% | 19.74% |
| 2016 | -5.26% | 1.20% | 5.90% | 0.56% | 1.03% | -0.66% | 3.81% | 0.51% | -0.02% | -2.17% | 2.16% | 1.67% | 8.62% |
| 2015 | -2.21% | 4.30% | -1.87% | 3.18% | -0.64% | -2.17% | 1.03% | -5.60% | -3.12% | 7.51% | -0.59% | -1.69% | -2.57% |
| 2014 | -3.18% | 4.62% | 0.77% | 1.49% | 1.74% | 1.86% | -0.99% | 2.14% | -2.05% | 0.48% | 2.22% | -0.98% | 8.14% |
| 2013 | -1.15% | 4.55% | -2.82% | 4.24% | 4.35% | 1.43% | 1.24% | 12.19% |
Expense Ratio
212 has an expense ratio of 0.17%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 212 is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 1.75 | 2.48 | 1.32 | 1.71 | 7.97 |
VUSA.AS Vanguard S&P 500 UCITS ETF | 2.18 | 3.03 | 1.41 | 2.11 | 10.40 |
VGOV.L Vanguard UK Gilt UCITS ETF Distributing | 1.16 | 1.70 | 1.21 | 0.33 | 3.21 |
Dividends
Dividend yield
212 granted a 2.15% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 212 | 2.15% | 2.30% | 2.46% | 1.73% | 1.96% | 2.10% | 2.35% | 2.14% | 2.14% | 2.30% | 2.03% | 1.19% |
| Portfolio components: | ||||||||||||
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.86% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% | 1.03% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 1.08% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
VGOV.L Vanguard UK Gilt UCITS ETF Distributing | 3.81% | 3.16% | 1.87% | 1.09% | 1.16% | 1.38% | 1.57% | 1.62% | 1.62% | 1.92% | 2.05% | 1.90% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 212. 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 212 was 31.60%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current 212 drawdown is 1.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.6% | Feb 18, 2020 | 25 | Mar 23, 2020 | 163 | Nov 9, 2020 | 188 |
| -24.53% | Jan 14, 2022 | 192 | Oct 12, 2022 | 331 | Jan 29, 2024 | 523 |
| -16.04% | Jan 30, 2018 | 233 | Dec 24, 2018 | 124 | Jun 21, 2019 | 357 |
| -15.85% | May 15, 2015 | 177 | Jan 20, 2016 | 142 | Aug 9, 2016 | 319 |
| -7.39% | Sep 4, 2014 | 30 | Oct 15, 2014 | 30 | Nov 26, 2014 | 60 |
Volatility
Volatility Chart
The current 212 volatility is 2.75%, 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.
Diversification
Asset Correlations Table
| VGOV.L | VUSA.AS | VHYL.AS | |
|---|---|---|---|
| VGOV.L | 1.00 | 0.04 | 0.13 |
| VUSA.AS | 0.04 | 1.00 | 0.84 |
| VHYL.AS | 0.13 | 0.84 | 1.00 |