Sharon's 3 Fund Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | Global Bonds | 40% |
CSPX.AS iShares Core S&P 500 UCITS ETF | Large Cap Blend Equities | 40% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sharon's 3 Fund Portfolio, 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 Nov 23, 2017, corresponding to the inception date of AGGU.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Sharon's 3 Fund Portfolio | 13.54% | 1.78% | 7.42% | 21.23% | 8.53% | N/A |
| Portfolio components: | ||||||
CSPX.AS iShares Core S&P 500 UCITS ETF | 21.49% | 2.16% | 9.46% | 30.89% | 14.78% | 14.13% |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 4.46% | 1.13% | 5.04% | 9.61% | 0.33% | N/A |
VT Vanguard Total World Stock ETF | 16.48% | 2.35% | 8.19% | 26.34% | 11.40% | 9.18% |
Monthly Returns
The table below presents the monthly returns of Sharon's 3 Fund Portfolio, 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 | 0.97% | 2.40% | 2.40% | -2.71% | 2.41% | 2.97% | 1.38% | 1.45% | 13.54% | ||||
| 2023 | 4.82% | -1.97% | 2.50% | 1.24% | -0.03% | 3.75% | 1.91% | -0.95% | -3.48% | -2.03% | 6.70% | 4.15% | 17.30% |
| 2022 | -4.17% | -2.07% | 1.63% | -5.84% | -0.84% | -5.38% | 5.97% | -3.17% | -6.41% | 3.52% | 3.67% | -2.98% | -15.73% |
| 2021 | -0.05% | 0.86% | 2.15% | 3.01% | 0.63% | 1.41% | 1.56% | 1.63% | -2.84% | 3.29% | -0.17% | 2.27% | 14.46% |
| 2020 | 0.76% | -4.94% | -7.21% | 7.32% | 2.36% | 1.74% | 3.62% | 4.31% | -2.03% | -1.48% | 6.70% | 2.56% | 13.41% |
| 2019 | 5.03% | 2.02% | 1.52% | 2.31% | -2.91% | 4.15% | 1.34% | -0.53% | 1.07% | 1.19% | 2.16% | 1.58% | 20.40% |
| 2018 | 2.95% | -2.19% | -1.43% | 0.63% | 1.06% | 0.31% | 1.62% | 1.60% | 0.17% | -4.34% | 0.87% | -3.89% | -2.90% |
| 2017 | 0.71% | 1.04% | 1.76% |
Expense Ratio
Sharon's 3 Fund Portfolio has an expense ratio of 0.08%, 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 Sharon's 3 Fund Portfolio is 86, placing it in the top 14% 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 | |
|---|---|---|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | 2.92 | 4.07 | 1.55 | 2.90 | 17.64 |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 2.34 | 3.71 | 1.44 | 0.78 | 13.14 |
VT Vanguard Total World Stock ETF | 2.44 | 3.34 | 1.45 | 1.98 | 15.07 |
Dividends
Dividend yield
Sharon's 3 Fund Portfolio granted a 0.37% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sharon's 3 Fund Portfolio | 0.37% | 0.42% | 0.44% | 0.36% | 0.33% | 0.46% | 0.51% | 0.42% | 0.48% | 0.49% | 0.49% | 0.41% |
| Portfolio components: | ||||||||||||
CSPX.AS iShares Core S&P 500 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% |
AGGU.L iShares Core Global Aggregate Bond 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% |
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
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 Sharon's 3 Fund Portfolio. 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 Sharon's 3 Fund Portfolio was 21.42%, occurring on Mar 23, 2020. Recovery took 85 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.42% | Feb 20, 2020 | 23 | Mar 23, 2020 | 85 | Jul 21, 2020 | 108 |
| -20.18% | Dec 31, 2021 | 203 | Oct 12, 2022 | 334 | Jan 29, 2024 | 537 |
| -10.36% | Sep 24, 2018 | 66 | Dec 24, 2018 | 57 | Mar 15, 2019 | 123 |
| -5.9% | Jan 29, 2018 | 10 | Feb 9, 2018 | 136 | Aug 21, 2018 | 146 |
| -5.14% | Sep 3, 2020 | 16 | Sep 24, 2020 | 32 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The current Sharon's 3 Fund Portfolio volatility is 2.25%, 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
| AGGU.L | VT | CSPX.AS | |
|---|---|---|---|
| AGGU.L | 1.00 | 0.02 | -0.04 |
| VT | 0.02 | 1.00 | 0.64 |
| CSPX.AS | -0.04 | 0.64 | 1.00 |