Current portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 15.40% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 10% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | Technology Equities | 74.60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current 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 Apr 5, 2016, corresponding to the inception date of XDWT.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Current portfolio | 17.29% | -2.26% | 12.70% | 26.17% | 17.58% | N/A |
| Portfolio components: | ||||||
SHY iShares 1-3 Year Treasury Bond ETF | 1.89% | 0.87% | 1.79% | 4.96% | 1.05% | 1.08% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 19.96% | -3.67% | 13.22% | 29.79% | 20.76% | N/A |
SGLN.L iShares Physical Gold ETC | 14.22% | 2.62% | 17.06% | 21.83% | 10.27% | 8.88% |
Monthly Returns
The table below presents the monthly returns of Current 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 | 2.80% | 3.91% | 3.04% | -2.79% | 4.54% | 8.53% | 17.29% | ||||||
| 2023 | 8.45% | -0.67% | 8.32% | 0.19% | 6.75% | 3.90% | 2.28% | -1.23% | -5.52% | -0.15% | 10.37% | 4.39% | 42.39% |
| 2022 | -7.55% | -1.68% | 2.87% | -8.06% | -3.59% | -7.21% | 8.33% | -3.86% | -8.30% | 3.44% | 3.33% | -3.75% | -24.43% |
| 2021 | -0.86% | -0.07% | -0.02% | 4.79% | 0.12% | 4.06% | 3.08% | 3.08% | -4.47% | 4.78% | 2.56% | 2.47% | 20.89% |
| 2020 | 3.34% | -6.82% | -3.38% | 8.89% | 4.67% | 6.68% | 5.07% | 8.84% | -3.52% | -4.23% | 7.22% | 6.95% | 37.07% |
| 2019 | 6.52% | 4.88% | 2.91% | 4.45% | -5.12% | 6.91% | 3.36% | -1.65% | 0.75% | 3.32% | 3.78% | 3.96% | 39.06% |
| 2018 | 5.45% | 0.06% | -3.64% | 1.07% | 4.39% | -0.83% | 0.58% | 4.50% | -0.37% | -6.10% | -2.00% | -4.54% | -2.15% |
| 2017 | 3.09% | 4.33% | 1.82% | 2.07% | 3.74% | -1.78% | 3.63% | 2.34% | 0.20% | 4.93% | 1.06% | 0.99% | 29.61% |
| 2016 | -2.39% | 2.81% | -0.65% | 6.66% | 0.89% | 2.02% | -0.68% | -1.42% | 0.88% | 8.11% |
Expense Ratio
Current portfolio has an expense ratio of 0.20%, 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 Current portfolio is 85, placing it in the top 15% 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 | |
|---|---|---|---|---|---|
SHY iShares 1-3 Year Treasury Bond ETF | 2.61 | 4.24 | 1.54 | 1.40 | 17.16 |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 1.82 | 2.51 | 1.32 | 2.59 | 9.42 |
SGLN.L iShares Physical Gold ETC | 1.55 | 2.24 | 1.28 | 1.83 | 8.46 |
Dividends
Dividend yield
Current portfolio granted a 0.35% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current portfolio | 0.35% | 0.30% | 0.13% | 0.03% | 0.09% | 0.21% | 0.17% | 0.10% | 0.07% | 0.05% | 0.04% | 0.03% |
| Portfolio components: | ||||||||||||
SHY iShares 1-3 Year Treasury Bond ETF | 3.55% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% | 0.26% |
XDWT.DE Xtrackers MSCI World Information Technology 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% |
SGLN.L iShares Physical Gold ETC | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Current 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 Current portfolio was 29.02%, occurring on Oct 12, 2022. Recovery took 197 trading sessions.
The current Current portfolio drawdown is 5.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.02% | Dec 29, 2021 | 205 | Oct 12, 2022 | 197 | Jul 18, 2023 | 402 |
| -24.61% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 5, 2020 | 76 |
| -14.62% | Oct 2, 2018 | 66 | Jan 3, 2019 | 53 | Mar 19, 2019 | 119 |
| -9.79% | Feb 16, 2021 | 14 | Mar 5, 2021 | 28 | Apr 15, 2021 | 42 |
| -9.27% | Jul 20, 2023 | 50 | Sep 27, 2023 | 35 | Nov 15, 2023 | 85 |
Volatility
Volatility Chart
The current Current portfolio volatility is 5.03%, 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
| XDWT.DE | SGLN.L | SHY | |
|---|---|---|---|
| XDWT.DE | 1.00 | 0.02 | -0.03 |
| SGLN.L | 0.02 | 1.00 | 0.32 |
| SHY | -0.03 | 0.32 | 1.00 |