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Current portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SHY 10%SGLN.L 15.4%XDWT.DE 74.6%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
259.05%
142.88%
Current portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 5, 2016, corresponding to the inception date of XDWT.DE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Current portfolio5.61%-4.55%21.05%29.53%16.41%N/A
SHY
iShares 1-3 Year Treasury Bond ETF
-0.14%-0.39%2.13%2.41%0.91%0.89%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
4.01%-8.05%23.50%34.42%18.55%N/A
SGLN.L
iShares Physical Gold ETC
16.10%10.16%20.17%20.97%13.05%9.49%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.80%3.91%3.04%
2023-5.52%-0.15%10.37%4.39%

Expense Ratio

The Current portfolio has a high expense ratio of 0.20%, indicating higher-than-average management fees. 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%0.25%
0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

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.


Current portfolio
Sharpe ratio
The chart of Sharpe ratio for Current portfolio, currently valued at 2.22, compared to the broader market-1.000.001.002.003.004.002.22
Sortino ratio
The chart of Sortino ratio for Current portfolio, currently valued at 3.18, compared to the broader market-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for Current portfolio, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for Current portfolio, currently valued at 2.38, compared to the broader market0.002.004.006.008.002.38
Martin ratio
The chart of Martin ratio for Current portfolio, currently valued at 8.09, compared to the broader market0.0010.0020.0030.0040.008.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SHY
iShares 1-3 Year Treasury Bond ETF
1.031.591.180.542.96
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
1.952.751.341.797.52
SGLN.L
iShares Physical Gold ETC
1.632.491.301.724.53

Sharpe Ratio

The current Current portfolio Sharpe ratio is 2.22. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.22

The Sharpe ratio of Current portfolio 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.22
1.66
Current portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Current portfolio granted a 0.33% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Current portfolio0.33%0.30%0.13%0.03%0.09%0.21%0.17%0.10%0.07%0.05%0.04%0.03%
SHY
iShares 1-3 Year Treasury Bond ETF
3.34%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.26%
-5.46%
Current portfolio
Benchmark (^GSPC)
Portfolio components

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 5.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.02%Dec 29, 2021205Oct 12, 2022197Jul 18, 2023402
-24.61%Feb 20, 202023Mar 23, 202053Jun 5, 202076
-14.62%Oct 2, 201866Jan 3, 201953Mar 19, 2019119
-9.79%Feb 16, 202114Mar 5, 202128Apr 15, 202142
-9.27%Jul 20, 202350Sep 27, 202335Nov 15, 202385

Volatility

Volatility Chart

The current Current portfolio volatility is 3.33%, 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%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.33%
3.15%
Current portfolio
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.

XDWT.DESGLN.LSHY
XDWT.DE1.000.01-0.04
SGLN.L0.011.000.33
SHY-0.040.331.00