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5 titoli

Last updated Sep 21, 2023

Asset Allocation


VWRL.AS 100%EquityEquity
PositionCategory/SectorWeight
VWRL.AS
Vanguard FTSE All-World UCITS ETF
Global Equities100%

Performance

The chart shows the growth of an initial investment of $10,000 in 5 titoli, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.00%
10.79%
5 titoli
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the 5 titoli returned 13.61% Year-To-Date and 7.55% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.42%14.59%16.08%7.85%9.40%
5 titoli1.22%9.02%13.61%16.59%6.76%7.65%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.22%9.02%13.61%16.59%6.76%7.65%

Sharpe Ratio

The current 5 titoli Sharpe ratio is 1.52. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.52

The Sharpe ratio of 5 titoli 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 Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.52
1.20
5 titoli
Benchmark (^GSPC)
Portfolio components

Dividend yield

5 titoli granted a 1.78% dividend yield in the last twelve months.


TTM2022202120202019201820172016201520142013
5 titoli1.78%2.13%1.48%1.64%2.02%2.44%2.16%2.22%2.36%2.44%1.90%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.78%2.13%1.48%1.64%2.02%2.44%2.16%2.22%2.36%2.44%1.90%

Expense Ratio

The 5 titoli has a high expense ratio of 0.22%, 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.


0.22%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VWRL.AS
Vanguard FTSE All-World UCITS ETF
0.91

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-7.65%
-8.26%
5 titoli
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 5 titoli. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the 5 titoli is 33.79%, recorded on Mar 23, 2020. It took 108 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.79%Feb 20, 202023Mar 23, 2020108Aug 25, 2020131
-26.11%Dec 31, 2021202Oct 12, 2022
-20.24%May 22, 2015187Feb 11, 2016232Jan 5, 2017419
-18.48%Jan 29, 2018233Dec 24, 2018212Oct 24, 2019445
-9.39%Sep 4, 201430Oct 15, 201489Feb 20, 2015119

Volatility Chart

The current 5 titoli volatility is 2.62%, 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%6.00%AprilMayJuneJulyAugustSeptember
2.62%
3.27%
5 titoli
Benchmark (^GSPC)
Portfolio components