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Smart Guns
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Risk-Adjusted Performance
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Smart Guns

Last updated Nov 13, 2024

Asset Allocation

XDWT.L 70%DFEN.DE 30%EquityEquity
PositionCategory/SectorWeight
DFEN.DE
VanEck Defense UCITS ETF A		Industrials Equities
30%
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C		Technology Equities
70%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Smart Guns, 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%20.00%JuneJulyAugustSeptemberOctoberNovember
20.03%
12.73%
Smart Guns
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 5, 2023, corresponding to the inception date of DFEN.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Smart Guns40.11%4.20%20.03%47.29%N/AN/A
Portfolio components:
DFEN.DE
VanEck Defense UCITS ETF A		59.26%11.07%27.87%60.50%N/AN/A
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C		31.79%1.24%16.20%40.99%22.69%N/A

Monthly Returns

The table below presents the monthly returns of Smart Guns, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.53%7.60%3.15%-3.75%5.26%7.68%-1.31%2.52%2.20%1.19%40.11%
20231.05%7.11%7.15%3.47%-1.84%-5.38%-1.18%11.97%4.14%28.42%

Expense Ratio

Smart Guns features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

DFEN.DE
VanEck Defense UCITS ETF A
Expense ratio chart for DFEN.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
Expense ratio chart for XDWT.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Smart Guns is 56, 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 Smart Guns is 5656
Combined Rank
The Sharpe Ratio Rank of Smart Guns is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of Smart Guns is 5050Sortino Ratio Rank
The Omega Ratio Rank of Smart Guns is 5454Omega Ratio Rank
The Calmar Ratio Rank of Smart Guns is 6262Calmar Ratio Rank
The Martin Ratio Rank of Smart Guns is 5353Martin 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.

Smart Guns
Sharpe ratio
The chart of Sharpe ratio for Smart Guns, currently valued at 2.74, compared to the broader market0.002.004.006.002.74
Sortino ratio
The chart of Sortino ratio for Smart Guns, currently valued at 3.55, compared to the broader market-2.000.002.004.006.003.55
Omega ratio
The chart of Omega ratio for Smart Guns, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.802.001.48
Calmar ratio
The chart of Calmar ratio for Smart Guns, currently valued at 3.77, compared to the broader market0.005.0010.0015.003.77
Martin ratio
The chart of Martin ratio for Smart Guns, currently valued at 16.07, compared to the broader market0.0010.0020.0030.0040.0050.0060.0016.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DFEN.DE
VanEck Defense UCITS ETF A		3.814.941.639.0531.59
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C		1.942.561.342.589.09

Sharpe Ratio

The current Smart Guns Sharpe ratio is 2.74. 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 2.07 to 2.97, 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 Smart Guns 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.74
2.90
Smart Guns
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Smart Guns doesn't pay dividends

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.29%
Smart Guns
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Smart Guns. 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 Smart Guns was 12.39%, occurring on Aug 5, 2024. Recovery took 45 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.39%Jul 17, 202414Aug 5, 202445Oct 7, 202459
-9.48%Jul 20, 202349Sep 26, 202335Nov 14, 202384
-7.87%Mar 27, 202417Apr 22, 202417May 15, 202434
-3.5%Dec 29, 20235Jan 5, 20245Jan 12, 202410
-3.42%Oct 30, 20242Oct 31, 20244Nov 6, 20246

Volatility

Volatility Chart

The current Smart Guns volatility is 5.33%, 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%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.33%
3.86%
Smart Guns
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
DFEN.DEXDWT.L
DFEN.DE1.000.41
XDWT.L0.411.00
The correlation results are calculated based on daily price changes starting from Apr 6, 2023