5 titoli
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VWRL.AS Vanguard FTSE All-World UCITS ETF | Global Equities | 100% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.42% | 14.59% | 16.08% | 7.85% | 9.40% |
| 5 titoli | 1.22% | 9.02% | 13.61% | 16.59% | 6.76% | 7.65% |
| Portfolio components: | ||||||
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.22% | 9.02% | 13.61% | 16.59% | 6.76% | 7.65% |
| Returns over 1 year are annualized | ||||||
Dividend yield
5 titoli granted a 1.78% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 5 titoli | 1.78% | 2.13% | 1.48% | 1.64% | 2.02% | 2.44% | 2.16% | 2.22% | 2.36% | 2.44% | 1.90% |
| Portfolio components: | |||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 23 | Mar 23, 2020 | 108 | Aug 25, 2020 | 131 |
| -26.11% | Dec 31, 2021 | 202 | Oct 12, 2022 | — | — | — |
| -20.24% | May 22, 2015 | 187 | Feb 11, 2016 | 232 | Jan 5, 2017 | 419 |
| -18.48% | Jan 29, 2018 | 233 | Dec 24, 2018 | 212 | Oct 24, 2019 | 445 |
| -9.39% | Sep 4, 2014 | 30 | Oct 15, 2014 | 89 | Feb 20, 2015 | 119 |
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.