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AndrewMdove
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

AndrewMdove

Last updated Apr 18, 2025

Asset Allocation

QYLE.DE 5%SBEM.L 5%SHYG.L 5%SYBK.DE 5%EMLI.L 4%XEON.DE 2%AAAU 1%ISP.MI 39%ENEL.MI 16%DVYE 7%JEPI 5%6AQQ.DE 4%MSTR 2%AlternativesAlternativesBondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR		Large Cap Growth Equities
4%
AAAU
Goldman Sachs Physical Gold ETF		Precious Metals, Gold
1%
DVYE
iShares Emerging Markets Dividend ETF		Emerging Markets Equities, Dividend
7%
EMLI.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Dist		Emerging Markets Bonds
4%
ENEL.MI
Enel SpA		Utilities
16%
ISP.MI
Intesa Sanpaolo SpA		Financial Services
39%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
5%
MSTR
MicroStrategy Incorporated		Technology
2%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D		Options Trading
5%
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis		Emerging Markets Bonds
5%
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)		European High Yield Bonds
5%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)		High Yield Bonds
5%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C		Utilities Equities
0%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		Bank Loan
2%
XMLD.DE
L&G Artificial Intelligence UCITS ETF		Technology Equities
0%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AndrewMdove, 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 never rebalanced.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
129.15%
31.95%
AndrewMdove
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 22, 2022, corresponding to the inception date of QYLE.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-5.91%-9.57%5.19%12.98%9.68%
AndrewMdove13.51%-2.02%17.44%47.37%N/AN/A
Portfolio components:
ISP.MI
Intesa Sanpaolo SpA		23.20%-8.37%20.42%53.27%38.31%12.15%
ENEL.MI
Enel SpA		20.52%8.18%8.94%44.48%9.63%10.69%
JEPI
JPMorgan Equity Premium Income ETF		-4.83%-5.17%-6.67%4.23%N/AN/A
EMLI.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Dist		5.09%0.12%0.85%4.35%3.74%1.99%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		10.06%4.07%6.44%10.07%1.33%0.44%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D		-10.90%-4.22%-5.16%7.09%N/AN/A
DVYE
iShares Emerging Markets Dividend ETF		1.38%-6.34%-1.92%10.70%5.73%1.81%
AAAU
Goldman Sachs Physical Gold ETF		26.55%9.40%23.29%39.75%14.34%N/A
MSTR
MicroStrategy Incorporated		9.52%12.01%64.00%166.99%90.76%33.98%
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis		0.54%-2.30%-0.82%7.60%1.40%N/A
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)		9.84%3.33%6.45%14.00%4.10%4.39%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)		-0.31%-2.20%-0.11%8.59%4.30%3.29%
XMLD.DE
L&G Artificial Intelligence UCITS ETF		-15.03%-11.22%-11.65%1.38%11.96%N/A
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C		9.53%3.07%0.13%26.85%7.74%N/A
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR		-13.80%-6.70%-9.93%3.99%15.23%15.72%
*Annualized

Monthly Returns

The table below presents the monthly returns of AndrewMdove, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.92%1.24%4.92%-0.05%13.51%
20240.55%4.82%12.64%-3.44%9.41%-3.40%6.84%0.71%5.38%3.79%5.46%-3.94%44.44%
202312.53%-0.21%0.81%4.00%-5.34%8.17%7.11%-4.76%-4.11%1.39%11.71%4.32%39.32%
20220.99%-0.66%0.32%

Expense Ratio

AndrewMdove has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

EMLI.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Dist
Expense ratio chart for EMLI.L: current value is 0.61%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMLI.L: 0.61%
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
Expense ratio chart for SHYG.L: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SHYG.L: 0.50%
DVYE
iShares Emerging Markets Dividend ETF
Expense ratio chart for DVYE: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DVYE: 0.49%
XMLD.DE
L&G Artificial Intelligence UCITS ETF
Expense ratio chart for XMLD.DE: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XMLD.DE: 0.49%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
Expense ratio chart for QYLE.DE: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QYLE.DE: 0.45%
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
Expense ratio chart for SBEM.L: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SBEM.L: 0.42%
JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)
Expense ratio chart for SYBK.DE: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SYBK.DE: 0.30%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
Expense ratio chart for XDWU.DE: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XDWU.DE: 0.25%
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
Expense ratio chart for 6AQQ.DE: current value is 0.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
6AQQ.DE: 0.23%
AAAU
Goldman Sachs Physical Gold ETF
Expense ratio chart for AAAU: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AAAU: 0.18%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
Expense ratio chart for XEON.DE: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XEON.DE: 0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 95, AndrewMdove is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of AndrewMdove is 9595
Overall Rank
The Sharpe Ratio Rank of AndrewMdove is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of AndrewMdove is 9494
Sortino Ratio Rank
The Omega Ratio Rank of AndrewMdove is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AndrewMdove is 9696
Calmar Ratio Rank
The Martin Ratio Rank of AndrewMdove is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Portfolio, currently valued at 1.70, compared to the broader market-4.00-2.000.002.00
Portfolio: 1.70
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 2.25, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 2.25
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.30, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.30
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 2.54, compared to the broader market0.001.002.003.004.005.00
Portfolio: 2.54
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 10.87, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 10.87
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ISP.MI
Intesa Sanpaolo SpA		1.512.021.281.977.92
ENEL.MI
Enel SpA		1.612.091.312.385.22
JEPI
JPMorgan Equity Premium Income ETF		0.200.371.060.201.01
EMLI.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Dist		0.560.861.100.511.03
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		1.242.031.241.262.74
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D		0.450.731.120.401.82
DVYE
iShares Emerging Markets Dividend ETF		0.330.601.080.421.04
AAAU
Goldman Sachs Physical Gold ETF		2.633.481.465.1714.01
MSTR
MicroStrategy Incorporated		1.422.291.272.926.13
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis		0.901.341.171.024.64
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)		1.442.161.261.583.95
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)		0.821.161.231.105.31
XMLD.DE
L&G Artificial Intelligence UCITS ETF		-0.090.061.01-0.08-0.30
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C		1.241.691.241.944.78
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR		0.150.361.050.140.54

The current AndrewMdove Sharpe ratio is 1.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.21 to 0.77, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of AndrewMdove with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.70
0.24
AndrewMdove
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AndrewMdove provided a 7.22% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio7.22%7.42%7.63%6.31%6.02%6.09%5.24%6.08%4.33%3.71%2.49%2.27%
Portfolio components:
ISP.MI
Intesa Sanpaolo SpA		7.39%8.34%8.86%7.35%9.12%10.04%8.39%10.46%6.43%5.77%2.27%2.06%
ENEL.MI
Enel SpA		5.83%6.24%5.94%7.55%5.08%3.96%3.96%4.42%3.12%1.91%2.31%3.52%
JEPI
JPMorgan Equity Premium Income ETF		8.06%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
EMLI.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Dist		6.86%6.33%5.70%5.21%4.50%3.68%5.24%5.83%5.76%6.69%7.09%3.29%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D		15.03%15.00%20.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DVYE
iShares Emerging Markets Dividend ETF		11.99%11.81%9.05%9.90%7.31%5.27%5.97%5.69%4.81%4.56%6.52%4.51%
AAAU
Goldman Sachs Physical Gold ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis		8.60%6.28%6.49%5.72%4.35%4.92%4.83%4.47%4.84%2.27%0.00%0.00%
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)		5.89%6.24%5.39%3.58%3.13%3.66%3.86%3.65%3.74%3.83%4.55%5.41%
SYBK.DE
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF USD Unhedged (Dist)		8.18%6.96%6.73%5.79%5.11%6.01%5.54%5.04%6.51%5.30%5.35%3.74%
XMLD.DE
L&G Artificial Intelligence UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR		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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.48%
-14.02%
AndrewMdove
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AndrewMdove. 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 AndrewMdove was 15.53%, occurring on Apr 7, 2025. The portfolio has not yet recovered.

The current AndrewMdove drawdown is 4.48%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.53%Mar 26, 20259Apr 7, 2025———
-11.56%Aug 1, 202346Oct 3, 202331Nov 15, 202377
-8.38%Nov 21, 202429Jan 2, 202511Jan 17, 202540
-8.24%Mar 28, 202413Apr 16, 202419May 13, 202432
-8.23%Jul 23, 202411Aug 6, 202413Aug 23, 202424

Volatility

Volatility Chart

The current AndrewMdove volatility is 11.31%, 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.31%
13.60%
AndrewMdove
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.
MSTRAAAUJEPIXDWU.DEISP.MIQYLE.DE6AQQ.DEDVYEEMLI.LENEL.MISBEM.LXMLD.DEXEON.DESYBK.DESHYG.L
MSTR1.000.150.310.110.160.260.280.280.190.130.210.320.200.230.28
AAAU0.151.000.130.270.170.140.110.370.310.230.290.150.350.250.32
JEPI0.310.131.000.320.250.360.360.450.170.280.300.380.200.380.32
XDWU.DE0.110.270.321.000.300.220.210.330.360.620.410.210.380.460.43
ISP.MI0.160.170.250.301.000.270.310.390.380.510.230.340.470.340.52
QYLE.DE0.260.140.360.220.271.000.720.260.230.250.260.650.250.450.33
6AQQ.DE0.280.110.360.210.310.721.000.300.290.260.310.860.240.460.39
DVYE0.280.370.450.330.390.260.301.000.480.350.340.360.410.350.48
EMLI.L0.190.310.170.360.380.230.290.481.000.430.480.350.530.360.63
ENEL.MI0.130.230.280.620.510.250.260.350.431.000.400.280.480.400.56
SBEM.L0.210.290.300.410.230.260.310.340.480.401.000.340.410.650.59
XMLD.DE0.320.150.380.210.340.650.860.360.350.280.341.000.240.450.41
XEON.DE0.200.350.200.380.470.250.240.410.530.480.410.241.000.460.85
SYBK.DE0.230.250.380.460.340.450.460.350.360.400.650.450.461.000.51
SHYG.L0.280.320.320.430.520.330.390.480.630.560.590.410.850.511.00
The correlation results are calculated based on daily price changes starting from Nov 23, 2022
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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