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212

Last updated Mar 2, 2024

Asset Allocation


VGOV.L 10%VHYL.AS 45%VUSA.AS 45%BondBondEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

Performance

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


150.00%200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
391.28%
216.60%
212
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 6, 2013, corresponding to the inception date of VUSA.AS

Returns

As of Mar 2, 2024, the 212 returned 17.04% Year-To-Date and 15.46% of annualized return in the last 10 years.


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%
21217.04%9.28%42.89%76.61%25.29%15.39%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
2.62%2.32%8.08%10.31%6.73%5.24%
VUSA.AS
Vanguard S&P 500 UCITS ETF
7.61%3.40%13.93%28.50%14.09%11.97%
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
124.30%48.27%561.57%1,934.16%183.18%68.63%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.90%9.30%
2023-1.89%1.23%0.69%7.69%10.87%

Sharpe Ratio

The current 212 Sharpe ratio is 4.31. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.31

The Sharpe ratio of 212 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
4.31
2.44
212
Benchmark (^GSPC)
Portfolio components

Dividend yield

212 granted a 14.85% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
21214.85%7.78%2.54%1.93%2.15%2.25%2.59%2.31%2.27%2.45%2.42%8.80%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
3.25%3.40%3.78%3.03%3.08%3.24%3.68%3.13%3.02%3.25%3.47%1.40%
VUSA.AS
Vanguard S&P 500 UCITS ETF
1.14%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
128.71%56.82%1.87%1.09%1.16%1.38%1.57%1.62%1.62%1.92%2.05%76.31%

Expense Ratio

The 212 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.


0.50%1.00%1.50%2.00%0.29%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%

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
212
4.31
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
1.08
VUSA.AS
Vanguard S&P 500 UCITS ETF
2.64
VGOV.L
Vanguard UK Gilt UCITS ETF Distributing
16.21

Asset Correlations Table

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

VGOV.LVUSA.ASVHYL.AS
VGOV.L1.000.030.11
VUSA.AS0.031.000.85
VHYL.AS0.110.851.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
212
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.6%Feb 18, 202025Mar 23, 2020163Nov 9, 2020188
-16.03%Jan 30, 2018233Dec 24, 2018124Jun 21, 2019357
-15.85%May 15, 2015177Jan 20, 2016142Aug 9, 2016319
-14.68%Mar 31, 2022138Oct 12, 202226Nov 17, 2022164
-7.96%Jan 14, 202238Mar 8, 202216Mar 30, 202254

Volatility Chart

The current 212 volatility is 7.83%, 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%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
7.83%
3.47%
212
Benchmark (^GSPC)
Portfolio components
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