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My Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My Portfolio , 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.


150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
266.38%
171.79%
My Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 31, 2014, corresponding to the inception date of ARKK

Returns By Period

As of Apr 24, 2025, the My Portfolio returned -8.66% Year-To-Date and 12.69% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.75%-5.05%-5.60%8.15%14.14%10.05%
My Portfolio -15.22%-6.21%-2.96%17.56%16.30%12.86%
IUSA.L
iShares S&P 500 UCITS Dist
-7.32%-5.12%-5.34%9.19%15.77%11.74%
VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing
4.44%-1.99%5.13%5.31%8.78%5.12%
VEUR.L
Vanguard FTSE Developed Europe UCITS ETF Distributing
12.78%-0.39%5.95%11.50%13.68%6.02%
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
4.05%-2.60%-1.36%10.55%7.66%3.00%
TSLA
Tesla, Inc.
-35.74%-9.94%-0.37%60.06%38.96%31.86%
CRM
salesforce.com, inc.
-20.70%-8.14%-7.44%-3.60%11.35%14.36%
ARKK
ARK Innovation ETF
-11.94%-7.67%5.51%13.87%-0.53%9.36%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.78%-10.81%-7.08%-0.47%-15.22%
2024-5.70%5.55%-0.16%-2.88%1.30%6.16%3.97%-0.78%6.48%-1.24%13.39%2.85%31.31%
202313.11%2.06%2.75%-4.34%6.12%11.24%3.87%-2.88%-4.40%-7.97%12.91%5.65%41.80%
2022-9.60%-4.00%8.33%-13.52%-5.65%-8.81%14.63%-4.68%-6.64%-1.00%-1.14%-12.07%-38.60%
20215.12%-3.67%0.10%4.21%-3.36%6.08%-0.43%3.61%-2.51%14.98%-1.43%-1.75%21.26%
20203.09%-6.94%-11.99%15.32%5.71%7.12%9.29%19.41%-5.26%-3.97%19.09%10.19%71.79%
20197.89%4.05%0.91%2.46%-7.23%7.93%1.93%-3.72%1.82%3.22%5.04%3.70%30.55%
20186.36%-2.97%-4.24%1.96%2.23%1.85%1.49%3.52%-0.32%-6.37%1.58%-8.33%-4.20%
20172.58%3.59%1.81%1.92%2.90%1.61%1.52%2.55%1.14%2.63%2.44%1.81%29.93%
2016-7.96%0.96%7.38%0.04%1.23%-0.21%4.59%0.01%0.58%-1.98%2.13%2.37%8.71%
2015-2.61%5.23%-1.74%2.45%1.22%-1.63%1.71%-5.40%-4.29%7.24%1.04%-1.31%1.16%
20142.38%-0.81%1.54%

Expense Ratio

My Portfolio has an expense ratio of 0.14%, 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.


Expense ratio chart for ARKK: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ARKK: 0.75%
Expense ratio chart for IEEM.L: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEEM.L: 0.18%
Expense ratio chart for VJPN.L: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VJPN.L: 0.15%
Expense ratio chart for VEUR.L: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEUR.L: 0.10%
Expense ratio chart for IUSA.L: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUSA.L: 0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of My Portfolio is 51, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of My Portfolio is 5151
Overall Rank
The Sharpe Ratio Rank of My Portfolio is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of My Portfolio is 5252
Sortino Ratio Rank
The Omega Ratio Rank of My Portfolio is 5454
Omega Ratio Rank
The Calmar Ratio Rank of My Portfolio is 4848
Calmar Ratio Rank
The Martin Ratio Rank of My Portfolio is 4545
Martin 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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.67, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.67
^GSPC: 0.49
The chart of Sortino ratio for Portfolio, currently valued at 1.04, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.04
^GSPC: 0.81
The chart of Omega ratio for Portfolio, currently valued at 1.14, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.14
^GSPC: 1.12
The chart of Calmar ratio for Portfolio, currently valued at 0.55, compared to the broader market0.002.004.006.00
Portfolio: 0.55
^GSPC: 0.50
The chart of Martin ratio for Portfolio, currently valued at 1.69, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 1.69
^GSPC: 2.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IUSA.L
iShares S&P 500 UCITS Dist
0.590.901.130.522.25
VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing
0.280.531.070.371.11
VEUR.L
Vanguard FTSE Developed Europe UCITS ETF Distributing
0.741.091.150.832.39
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
0.490.791.110.381.54
TSLA
Tesla, Inc.
0.621.381.170.751.96
CRM
salesforce.com, inc.
-0.020.241.04-0.03-0.06
ARKK
ARK Innovation ETF
0.320.761.090.191.10

The current My Portfolio Sharpe ratio is 0.63. 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 0.37 to 0.90, 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 My Portfolio 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.67
0.49
My Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My Portfolio provided a 1.33% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.33%1.21%1.49%1.66%1.43%1.69%1.79%2.28%1.82%1.57%2.23%1.82%
IUSA.L
iShares S&P 500 UCITS Dist
1.49%1.28%1.55%1.74%1.39%1.80%1.96%2.22%1.95%1.75%2.29%1.95%
VJPN.L
Vanguard FTSE Japan UCITS ETF Distributing
1.07%1.23%2.40%2.62%2.33%2.14%2.36%2.55%1.94%2.04%2.08%2.31%
VEUR.L
Vanguard FTSE Developed Europe UCITS ETF Distributing
1.80%2.30%2.96%3.22%2.73%2.30%3.34%3.53%3.05%3.03%3.05%3.92%
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
3.04%2.86%2.91%3.40%2.74%1.98%2.32%2.51%1.86%2.09%3.38%3.31%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRM
salesforce.com, inc.
0.61%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.28%
-10.73%
My Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My Portfolio . 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 My Portfolio was 44.64%, occurring on Jan 3, 2023. Recovery took 477 trading sessions.

The current My Portfolio drawdown is 12.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.64%Nov 5, 2021300Jan 3, 2023477Nov 8, 2024777
-35.13%Feb 20, 202023Mar 23, 202070Jul 1, 202093
-29.31%Dec 18, 202477Apr 7, 2025
-18.16%Jun 23, 2015166Feb 11, 2016108Jul 14, 2016274
-17.81%Sep 21, 201867Dec 24, 201870Apr 3, 2019137

Volatility

Volatility Chart

The current My Portfolio volatility is 12.00%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.00%
14.23%
My Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
1.002.003.004.005.006.007.00
Effective Assets: 2.02

The portfolio contains 7 assets, with an effective number of assets of 2.02, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCTSLACRMVJPN.LIEEM.LVEUR.LARKKIUSA.LPortfolio
^GSPC1.000.470.630.490.510.530.670.610.70
TSLA0.471.000.400.240.310.260.590.320.70
CRM0.630.401.000.300.350.320.600.390.54
VJPN.L0.490.240.301.000.640.690.380.660.59
IEEM.L0.510.310.350.641.000.720.460.670.65
VEUR.L0.530.260.320.690.721.000.400.750.65
ARKK0.670.590.600.380.460.401.000.480.76
IUSA.L0.610.320.390.660.670.750.481.000.81
Portfolio0.700.700.540.590.650.650.760.811.00
The correlation results are calculated based on daily price changes starting from Nov 3, 2014