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5 titoli
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


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

100%

S&P 500

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 Quarterly


140.00%160.00%180.00%200.00%220.00%240.00%FebruaryMarchAprilMayJuneJuly
172.72%
238.41%
5 titoli
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 14, 2013, corresponding to the inception date of VWRL.AS

Returns By Period

As of Jul 22, 2024, the 5 titoli returned 12.87% Year-To-Date and 8.25% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
5 titoli12.87%1.24%13.21%17.61%10.55%8.25%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
12.87%1.24%13.21%17.61%10.55%8.25%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.20%3.61%3.41%-2.83%2.75%3.61%12.87%
20236.90%-2.67%2.78%1.59%-0.73%5.69%3.38%-2.34%-3.89%-3.35%8.71%4.80%21.76%
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%
20210.46%2.29%2.67%4.10%1.57%1.20%0.92%2.34%-3.66%4.38%-1.80%3.90%19.63%
2020-0.65%-8.73%-11.47%8.79%3.40%3.67%4.71%6.86%-2.70%-2.70%11.70%4.55%15.82%
20196.76%2.71%1.17%3.42%-5.45%5.85%0.55%-2.71%2.48%2.35%2.89%3.00%24.86%
20185.48%-3.69%-2.61%1.47%-0.12%-0.50%2.62%0.38%0.78%-7.65%1.13%-5.80%-8.87%
20172.57%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%-0.81%4.59%0.29%0.87%-1.54%0.90%1.61%7.71%
2015-1.81%5.47%-1.45%3.35%-0.63%-2.62%0.82%-6.41%-3.87%7.82%-0.61%-1.88%-2.65%
2014-3.94%5.13%0.08%0.99%2.27%2.01%-1.04%1.83%-2.62%0.31%1.89%-1.68%5.00%
2013-1.77%5.10%-2.64%5.14%4.25%1.22%1.47%13.15%

Expense Ratio

5 titoli has an expense ratio of 0.22%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VWRL.AS: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 5 titoli is 54, 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.


The Risk-Adjusted Performance Rank of 5 titoli is 5454
5 titoli
The Sharpe Ratio Rank of 5 titoli is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of 5 titoli is 6464Sortino Ratio Rank
The Omega Ratio Rank of 5 titoli is 6161Omega Ratio Rank
The Calmar Ratio Rank of 5 titoli is 4242Calmar Ratio Rank
The Martin Ratio Rank of 5 titoli is 4343Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


5 titoli
Sharpe ratio
The chart of Sharpe ratio for 5 titoli, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.001.70
Sortino ratio
The chart of Sortino ratio for 5 titoli, currently valued at 2.53, compared to the broader market-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for 5 titoli, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for 5 titoli, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.001.22
Martin ratio
The chart of Martin ratio for 5 titoli, currently valued at 5.29, compared to the broader market0.0010.0020.0030.0040.005.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.702.531.311.225.29

Sharpe Ratio

The current 5 titoli Sharpe ratio is 1.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 5 titoli with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.70
1.82
5 titoli
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

5 titoli granted a 1.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
5 titoli1.56%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%1.57%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.56%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%1.57%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.46%
-2.86%
5 titoli
Benchmark (^GSPC)
Portfolio components

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 2.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.79%Feb 20, 202023Mar 23, 2020108Aug 25, 2020131
-26.11%Dec 31, 2021202Oct 12, 2022328Jan 24, 2024530
-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

Volatility Chart

The current 5 titoli volatility is 2.29%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.29%
2.76%
5 titoli
Benchmark (^GSPC)
Portfolio components