Asset Allocation
Find the right asset allocation for 280525
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of €10,000 in 280525, 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 year.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.18% | 2.27% | 10.18% | 9.14% | 21.92% | 17.11% | 13.13% | 13.17% |
Portfolio 280525 | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
BRYN.DE Berkshire Hathaway Inc | -0.18% | 4.09% | -0.95% | -1.18% | -2.75% | 10.49% | 12.29% | 12.86% |
BTC-USD Bitcoin | -1.24% | -20.32% | -27.22% | -30.41% | -41.51% | 30.08% | 12.04% | 59.28% |
CEMU.AS iShares Core MSCI EMU UCITS ETF EUR (Acc) | 0.60% | 3.80% | 8.68% | 10.52% | 17.45% | 16.12% | 10.62% | 10.03% |
DFNS.L VanEck Defense UCITS ETF | — | — | — | — | — | — | — | — |
IEFM.L iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.15% | 2.17% | 7.32% | 10.62% | 15.95% | 20.01% | 11.25% | 11.54% |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | -0.18% | 3.20% | 12.90% | 15.92% | 30.43% | 20.90% | 14.23% | 11.00% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.15% | 2.39% | 11.32% | 11.97% | 24.49% | 17.43% | 12.08% | 12.31% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 1.14% | 7.77% | 60.30% | 57.83% | 123.73% | 60.34% | — | — |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.15% | 2.31% | 11.26% | 11.96% | 24.29% | 17.30% | 11.93% | — |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | -0.01% | 0.12% | 0.80% | 0.97% | 1.94% | 2.99% | 1.94% | 0.70% |
Monthly Returns
Expense Ratio
280525 has an expense ratio of 0.21%, 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.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 280525 and compares them with S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BRYN.DE Berkshire Hathaway Inc | 33 | -0.15 | -0.10 | 0.99 | -0.21 | -0.41 |
BTC-USD Bitcoin | 27 | -0.97 | -1.37 | 0.85 | -0.83 | -1.45 |
CEMU.AS iShares Core MSCI EMU UCITS ETF EUR (Acc) | 40 | 1.23 | 1.86 | 1.23 | 1.74 | 6.36 |
DFNS.L VanEck Defense UCITS ETF | — | — | — | — | — | — |
IEFM.L iShares Edge MSCI Europe Momentum Factor UCITS ETF | 32 | 0.96 | 1.51 | 1.19 | 1.37 | 5.10 |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 74 | 2.23 | 3.09 | 1.41 | 3.08 | 11.39 |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 77 | 2.12 | 2.96 | 1.39 | 3.74 | 15.53 |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 95 | 3.91 | 4.22 | 1.55 | 9.41 | 30.19 |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 77 | 2.11 | 2.95 | 1.39 | 3.68 | 15.26 |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 99 | 8.94 | 21.24 | 4.27 | 69.36 | 316.53 |
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Dividends
Dividend yield
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 280525. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 13 assets, with an effective number of assets of 6.53, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
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Not enough data to calculate this metric.