Holding
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Holding, 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 Jun 14, 2017, corresponding to the inception date of EQDS.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
Holding | 8.48% | 2.30% | 5.56% | 17.77% | 5.34% | N/A |
Portfolio components: | ||||||
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 17.56% | 4.54% | 18.29% | 26.94% | 9.43% | N/A |
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 13.20% | 3.83% | 9.11% | 19.16% | 6.01% | N/A |
EXXW.DE iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) | 6.81% | 3.29% | 4.87% | 19.73% | 3.53% | 2.76% |
DVYE iShares Emerging Markets Dividend ETF | 6.84% | 1.82% | 6.68% | 22.17% | 1.20% | 0.37% |
AQMIX AQR Managed Futures Strategy Fund | 2.81% | -1.52% | -4.65% | 2.23% | 5.28% | 3.10% |
Monthly Returns
The table below presents the monthly returns of Holding, 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 | -0.78% | 2.71% | 2.37% | 0.56% | 2.52% | -2.12% | 0.72% | 8.48% | |||||
2023 | 4.98% | -2.89% | -0.72% | 1.82% | -4.08% | 3.88% | 3.52% | -2.80% | -0.78% | -1.88% | 5.17% | 6.02% | 12.16% |
2022 | 2.76% | -1.21% | 0.78% | -2.12% | 0.57% | -6.16% | 1.44% | -1.92% | -6.60% | 1.36% | 8.37% | 0.88% | -2.68% |
2021 | -0.32% | 5.17% | 2.05% | 1.35% | 1.81% | -2.03% | -1.15% | 0.65% | -1.67% | 1.86% | -4.68% | 4.49% | 7.34% |
2020 | -4.01% | -7.35% | -14.98% | 6.69% | 1.57% | 1.57% | 0.23% | 2.26% | -3.12% | -1.18% | 11.85% | 4.95% | -4.14% |
2019 | 6.33% | 0.47% | 0.32% | 1.95% | -3.53% | 4.25% | -0.79% | -2.49% | 2.00% | 1.28% | -0.04% | 3.77% | 13.92% |
2018 | 3.61% | -4.86% | -1.34% | 0.30% | -2.08% | -1.00% | 2.27% | -1.30% | 0.31% | -4.01% | 0.71% | -3.16% | -10.39% |
2017 | -0.69% | 2.36% | 0.62% | 0.22% | 1.07% | 0.58% | 1.86% | 6.15% |
Expense Ratio
Holding features an expense ratio of 0.51%, falling within the medium range. 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 rank of Holding is 57, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 1.92 | 2.76 | 1.35 | 1.29 | 8.73 |
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 1.64 | 2.38 | 1.29 | 1.75 | 8.24 |
EXXW.DE iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) | 1.50 | 2.18 | 1.26 | 1.25 | 5.65 |
DVYE iShares Emerging Markets Dividend ETF | 1.52 | 2.24 | 1.26 | 0.64 | 6.13 |
AQMIX AQR Managed Futures Strategy Fund | 0.04 | 0.12 | 1.02 | 0.03 | 0.09 |
Dividends
Dividend yield
Holding granted a 5.98% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Holding | 5.98% | 6.57% | 8.11% | 5.86% | 4.69% | 4.90% | 4.15% | 3.99% | 2.70% | 4.48% | 4.31% | 2.86% |
Portfolio components: | ||||||||||||
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.07% | 4.66% | 5.01% | 3.68% | 4.95% | 4.43% | 4.75% | 4.63% | 4.34% | 1.13% | 0.00% | 0.00% |
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.23% | 3.58% | 4.14% | 4.63% | 3.25% | 4.54% | 5.06% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% |
EXXW.DE iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) | 5.17% | 5.98% | 7.16% | 5.56% | 4.64% | 5.67% | 5.04% | 7.91% | 4.27% | 5.52% | 5.07% | 5.56% |
DVYE iShares Emerging Markets Dividend ETF | 8.22% | 9.05% | 9.89% | 7.31% | 5.27% | 5.97% | 5.69% | 4.81% | 4.56% | 6.53% | 4.51% | 4.59% |
AQMIX AQR Managed Futures Strategy Fund | 8.18% | 8.41% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 6.51% | 9.10% | 1.01% |
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 Holding. 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 Holding was 33.53%, occurring on Mar 23, 2020. Recovery took 250 trading sessions.
The current Holding drawdown is 1.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.53% | Jan 29, 2018 | 555 | Mar 23, 2020 | 250 | Mar 11, 2021 | 805 |
-18.14% | Feb 17, 2022 | 169 | Oct 12, 2022 | 304 | Dec 14, 2023 | 473 |
-8.19% | Jun 8, 2021 | 126 | Nov 30, 2021 | 47 | Feb 3, 2022 | 173 |
-8.16% | May 22, 2024 | 54 | Aug 5, 2024 | — | — | — |
-2.9% | Mar 16, 2021 | 7 | Mar 24, 2021 | 16 | Apr 16, 2021 | 23 |
Volatility
Volatility Chart
The current Holding volatility is 3.90%, 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
AQMIX | SPYD | DVYE | EQDS.L | EXXW.DE | |
---|---|---|---|---|---|
AQMIX | 1.00 | -0.07 | -0.05 | -0.10 | -0.10 |
SPYD | -0.07 | 1.00 | 0.54 | 0.48 | 0.45 |
DVYE | -0.05 | 0.54 | 1.00 | 0.50 | 0.58 |
EQDS.L | -0.10 | 0.48 | 0.50 | 1.00 | 0.63 |
EXXW.DE | -0.10 | 0.45 | 0.58 | 0.63 | 1.00 |