5 titoli
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VWRL.AS Vanguard FTSE All-World UCITS ETF | Global Equities | 100% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is May 22, 2012, corresponding to the inception date of VWRL.AS
Returns By Period
As of May 9, 2025, the 5 titoli returned 1.18% Year-To-Date and 8.52% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| 5 titoli | 1.18% | 10.53% | -1.23% | 10.52% | 13.11% | 8.52% |
| Portfolio components: | ||||||
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.18% | 10.53% | -1.23% | 10.52% | 13.11% | 8.52% |
Monthly Returns
The table below presents the monthly returns of 5 titoli, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.84% | -2.12% | -3.24% | 0.54% | 2.34% | 1.18% | |||||||
| 2024 | 1.21% | 3.61% | 3.41% | -2.84% | 2.76% | 3.61% | 1.32% | 1.55% | 2.66% | -1.45% | 3.60% | -2.62% | 17.80% |
| 2023 | 6.89% | -2.66% | 2.78% | 1.59% | -0.73% | 5.69% | 3.38% | -2.34% | -3.89% | -3.35% | 8.70% | 4.79% | 21.74% |
| 2022 | -5.76% | -2.00% | 2.60% | -7.01% | -1.42% | -8.13% | 6.24% | -3.06% | -8.31% | 4.29% | 6.73% | -3.08% | -18.71% |
| 2021 | 0.45% | 2.30% | 2.68% | 4.09% | 1.57% | 1.20% | 0.91% | 2.35% | -3.66% | 4.38% | -1.80% | 3.89% | 19.63% |
| 2020 | -0.66% | -8.72% | -11.47% | 8.79% | 3.39% | 3.68% | 4.71% | 6.85% | -2.69% | -2.70% | 11.69% | 4.55% | 15.82% |
| 2019 | 6.75% | 2.71% | 1.18% | 3.43% | -5.45% | 5.85% | 0.55% | -2.71% | 2.48% | 2.35% | 2.89% | 3.00% | 24.87% |
| 2018 | 5.48% | -3.68% | -2.62% | 1.47% | -0.12% | -0.49% | 2.62% | 0.37% | 0.78% | -7.65% | 1.13% | -5.79% | -8.87% |
| 2017 | 2.57% | 2.73% | 1.59% | 1.77% | 1.92% | 0.53% | 3.38% | 0.02% | 1.63% | 2.21% | 1.93% | 1.72% | 24.30% |
| 2016 | -6.54% | 0.58% | 6.64% | 0.67% | 0.75% | -0.80% | 4.58% | 0.29% | 0.87% | -1.54% | 0.90% | 1.61% | 7.71% |
| 2015 | -1.81% | 5.47% | -1.46% | 3.35% | -0.63% | -2.62% | 0.82% | -6.40% | -3.88% | 7.82% | -0.60% | -1.89% | -2.66% |
| 2014 | -3.94% | 5.13% | 0.08% | 0.99% | 2.27% | 2.01% | -1.04% | 1.83% | -2.62% | 0.31% | 1.89% | -1.67% | 5.01% |
Expense Ratio
5 titoli has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 5 titoli is 45, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VWRL.AS Vanguard FTSE All-World UCITS ETF | 0.62 | 0.89 | 1.13 | 0.56 | 2.60 |
Dividends
Dividend yield
5 titoli provided a 1.64% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.64% | 1.47% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% |
| Portfolio components: | ||||||||||||
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.64% | 1.47% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.46 | |||||||
| 2024 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.45 | $2.10 |
| 2023 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.41 | $2.02 |
| 2022 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.84 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.38 | $2.04 |
| 2021 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.46 | $1.83 |
| 2020 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.31 | $1.56 |
| 2019 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.30 | $1.75 |
| 2018 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.33 | $1.73 |
| 2017 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.31 | $1.56 |
| 2016 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.28 | $1.43 |
| 2015 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.27 | $1.38 |
| 2014 | $0.44 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.27 | $1.56 |
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 5 titoli. 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 5 titoli was 33.79%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current 5 titoli drawdown is 4.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 108 | Aug 25, 2020 | 131 |
| -30.06% | May 9, 2013 | 33 | Jun 24, 2013 | 982 | Apr 25, 2017 | 1015 |
| -26.11% | Dec 31, 2021 | 202 | Oct 12, 2022 | 328 | Jan 24, 2024 | 530 |
| -18.48% | Jan 29, 2018 | 233 | Dec 24, 2018 | 212 | Oct 24, 2019 | 445 |
| -17.14% | Feb 18, 2025 | 37 | Apr 9, 2025 | — | — | — |
Volatility
Volatility Chart
The current 5 titoli volatility is 10.48%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VWRL.AS | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.61 | 0.61 |
| VWRL.AS | 0.61 | 1.00 | 1.00 |
| Portfolio | 0.61 | 1.00 | 1.00 |