Stabilisation (>50)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | Large Cap Growth Equities | 10% |
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | Global Equities | 60% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | Global Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stabilisation (>50), 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 Sep 26, 2019, corresponding to the inception date of VHYG.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Stabilisation (>50) | 17.80% | 0.36% | 9.08% | 28.81% | 11.90% | N/A |
| Portfolio components: | ||||||
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 25.14% | 4.07% | 15.68% | 36.27% | 21.14% | 20.50% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 12.22% | -2.03% | 4.65% | 22.63% | 7.61% | N/A |
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | 19.32% | 0.92% | 10.14% | 30.60% | 12.28% | N/A |
Monthly Returns
The table below presents the monthly returns of Stabilisation (>50), 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 | 0.87% | 2.91% | 3.65% | -2.90% | 2.90% | 2.97% | 1.77% | 1.62% | 2.02% | -1.36% | 17.80% | ||
| 2023 | 5.76% | -2.53% | 2.84% | 2.24% | -0.71% | 5.37% | 3.54% | -2.13% | -3.61% | -3.50% | 8.36% | 5.81% | 22.56% |
| 2022 | -5.05% | -1.42% | 3.01% | -7.04% | -0.89% | -8.43% | 5.92% | -3.08% | -7.95% | 5.06% | 6.57% | -2.38% | -15.98% |
| 2021 | -0.19% | 2.54% | 3.75% | 3.74% | 1.98% | 0.83% | 1.18% | 2.13% | -3.22% | 4.26% | -1.40% | 4.23% | 21.36% |
| 2020 | -1.32% | -9.16% | -11.56% | 9.08% | 3.48% | 3.57% | 3.73% | 7.07% | -3.09% | -3.31% | 12.50% | 4.91% | 13.82% |
| 2019 | 0.52% | 2.60% | 2.87% | 3.45% | 9.75% |
Expense Ratio
Stabilisation (>50) has an expense ratio of 0.19%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Stabilisation (>50) is 33, 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 | |
|---|---|---|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 2.09 | 2.80 | 1.38 | 2.75 | 9.66 |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 0.63 | 1.16 | 1.33 | 1.07 | 2.00 |
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | 2.53 | 3.50 | 1.46 | 3.65 | 15.88 |
Dividends
Dividend yield
Stabilisation (>50) provided a 0.04% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.04% | 0.04% | 0.06% | 0.03% | 0.04% | 0.06% | 0.06% | 0.07% | 0.08% | 0.07% | 0.10% | 0.09% |
| Portfolio components: | ||||||||||||
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.39% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% | 1.01% | 0.95% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Stabilisation (>50). 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 Stabilisation (>50) was 33.24%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current Stabilisation (>50) drawdown is 0.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.24% | Feb 18, 2020 | 25 | Mar 23, 2020 | 108 | Aug 26, 2020 | 133 |
| -25.42% | Jan 6, 2022 | 192 | Oct 11, 2022 | 278 | Nov 16, 2023 | 470 |
| -7.38% | Sep 3, 2020 | 42 | Oct 30, 2020 | 6 | Nov 9, 2020 | 48 |
| -7.31% | Jul 15, 2024 | 16 | Aug 5, 2024 | 12 | Aug 21, 2024 | 28 |
| -5.65% | Nov 17, 2023 | 1 | Nov 17, 2023 | 26 | Dec 27, 2023 | 27 |
Volatility
Volatility Chart
The current Stabilisation (>50) volatility is 2.88%, 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
| EQQQ.L | VHYG.L | VHVG.L | |
|---|---|---|---|
| EQQQ.L | 1.00 | 0.61 | 0.87 |
| VHYG.L | 0.61 | 1.00 | 0.88 |
| VHVG.L | 0.87 | 0.88 | 1.00 |