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2025-03
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

2025-03

Last updated Apr 17, 2025

Asset Allocation

XUT3.L 27.35%BNDX 5%BSV 3.2%MBB 1%IAUM 2.8%^AW01 31%^HSI 21.6%ASHR 6.25%H4ZX.DE 1.8%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
^AW01
FTSE All World
31%
^HSI
Hang Seng Index
21.60%
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund		China Equities
6.25%
BNDX
Vanguard Total International Bond ETF		Total Bond Market
5%
BSV
Vanguard Short-Term Bond ETF		Total Bond Market
3.20%
H4ZX.DE
HSBC Hang Seng TECH UCITS ETF HKD		Technology Equities
1.80%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		Precious Metals, Gold
2.80%
MBB
iShares MBS Bond ETF		Mortgage Backed Securities
1%
XUT3.L
Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D		Government Bonds
27.35%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025-03, 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.

-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
-1.67%
22.76%
2025-03
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of IAUM

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.30%-7.04%-9.70%4.44%12.96%9.77%
2025-030.75%-5.19%0.04%12.88%N/AN/A
Portfolio components:
^AW01
FTSE All World		-5.59%-6.06%-6.85%5.44%10.18%5.99%
^HSI
Hang Seng Index		4.79%-12.95%3.61%30.37%-2.70%-2.78%
H4ZX.DE
HSBC Hang Seng TECH UCITS ETF HKD		8.48%-19.85%9.15%47.52%N/AN/A
IAUM
iShares Gold Trust Micro ETF of Benef Interest		23.12%7.65%20.72%35.04%N/AN/A
BSV
Vanguard Short-Term Bond ETF		2.20%0.82%2.06%6.93%1.08%1.71%
MBB
iShares MBS Bond ETF		2.29%-0.09%0.18%8.03%-0.80%0.89%
BNDX
Vanguard Total International Bond ETF		0.91%1.56%1.03%5.70%0.13%1.77%
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund		-3.32%-7.75%-4.30%7.95%0.23%-1.85%
XUT3.L
Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D		1.87%0.66%2.15%6.10%1.17%1.44%
*Annualized

Monthly Returns

The table below presents the monthly returns of 2025-03, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.52%3.45%-0.72%-3.37%0.75%
2024-2.59%3.11%1.44%0.65%1.80%0.12%0.70%1.93%6.78%-2.05%0.11%-0.15%12.17%
20235.72%-4.18%2.53%-0.18%-2.95%2.44%3.44%-3.50%-2.40%-1.87%3.41%1.97%3.90%
2022-1.88%-2.01%-1.54%-4.44%0.56%-1.61%-0.11%-2.28%-7.36%-2.45%9.78%0.35%-13.03%
2021-2.52%0.61%-2.65%2.32%-2.61%1.22%-3.71%

Expense Ratio

2025-03 has an expense ratio of 0.08%, 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.

ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
Expense ratio chart for ASHR: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ASHR: 0.65%
H4ZX.DE
HSBC Hang Seng TECH UCITS ETF HKD
Expense ratio chart for H4ZX.DE: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
H4ZX.DE: 0.50%
IAUM
iShares Gold Trust Micro ETF of Benef Interest
Expense ratio chart for IAUM: 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%
IAUM: 0.15%
BNDX
Vanguard Total International Bond ETF
Expense ratio chart for BNDX: 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%
BNDX: 0.07%
XUT3.L
Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D
Expense ratio chart for XUT3.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%
XUT3.L: 0.07%
MBB
iShares MBS Bond ETF
Expense ratio chart for MBB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MBB: 0.06%
BSV
Vanguard Short-Term Bond ETF
Expense ratio chart for BSV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSV: 0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, 2025-03 is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 2025-03 is 7878
Overall Rank
The Sharpe Ratio Rank of 2025-03 is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of 2025-03 is 7979
Sortino Ratio Rank
The Omega Ratio Rank of 2025-03 is 8282
Omega Ratio Rank
The Calmar Ratio Rank of 2025-03 is 8080
Calmar Ratio Rank
The Martin Ratio Rank of 2025-03 is 6969
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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.94, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.94
^GSPC: 0.22
The chart of Sortino ratio for Portfolio, currently valued at 1.30, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.30
^GSPC: 0.44
The chart of Omega ratio for Portfolio, currently valued at 1.19, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.19
^GSPC: 1.06
The chart of Calmar ratio for Portfolio, currently valued at 0.94, compared to the broader market0.001.002.003.004.005.00
Portfolio: 0.94
^GSPC: 0.22
The chart of Martin ratio for Portfolio, currently valued at 2.93, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.93
^GSPC: 1.02
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
^AW01
FTSE All World		0.340.541.080.301.40
^HSI
Hang Seng Index		0.671.031.160.451.81
H4ZX.DE
HSBC Hang Seng TECH UCITS ETF HKD		0.861.431.180.592.62
IAUM
iShares Gold Trust Micro ETF of Benef Interest		2.643.461.475.0713.48
BSV
Vanguard Short-Term Bond ETF		3.024.941.642.5810.91
MBB
iShares MBS Bond ETF		1.372.051.250.693.45
BNDX
Vanguard Total International Bond ETF		1.652.391.300.717.11
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund		0.150.461.070.120.28
XUT3.L
Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D		3.606.101.846.5719.98

The current 2025-03 Sharpe ratio is 0.94. 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 0.20 to 0.76, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of 2025-03 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
0.94
0.22
2025-03
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

2025-03 provided a 1.15% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.15%1.07%0.98%0.49%1.09%0.85%0.65%0.60%0.43%0.21%2.04%0.16%
Portfolio components:
^AW01
FTSE All World		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
^HSI
Hang Seng Index		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
H4ZX.DE
HSBC Hang Seng TECH UCITS ETF HKD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSV
Vanguard Short-Term Bond ETF		3.51%3.38%2.46%1.50%1.36%1.79%2.29%1.99%1.65%1.49%1.40%1.45%
MBB
iShares MBS Bond ETF		4.02%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%1.72%
BNDX
Vanguard Total International Bond ETF		4.25%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund		1.17%1.13%2.48%1.13%0.88%0.81%0.98%1.32%0.84%0.73%30.13%0.27%
XUT3.L
Xtrackers iBoxx USD Treasuries 1-3 UCITS ETF 1D		2.58%2.35%1.80%1.00%2.89%2.43%1.16%1.00%0.69%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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.86%
-14.13%
2025-03
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 2025-03. 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 2025-03 was 23.99%, occurring on Oct 31, 2022. Recovery took 502 trading sessions.

The current 2025-03 drawdown is 5.86%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.99%Jul 2, 2021347Oct 31, 2022502Oct 2, 2024849
-9.47%Mar 20, 202513Apr 7, 2025———
-7.41%Oct 8, 202470Jan 13, 202526Feb 18, 202596
-1.88%Mar 7, 20255Mar 13, 20253Mar 18, 20258
-1.78%Feb 27, 20254Mar 4, 20252Mar 6, 20256

Volatility

Volatility Chart

The current 2025-03 volatility is 5.90%, 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
5.90%
13.66%
2025-03
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.
^HSI^AW01ASHRH4ZX.DEIAUMXUT3.LBNDXBSVMBB
^HSI1.000.320.460.610.13-0.03-0.010.01-0.00
^AW010.321.000.360.410.220.070.150.150.20
ASHR0.460.361.000.650.220.010.040.060.08
H4ZX.DE0.610.410.651.000.14-0.010.020.040.07
IAUM0.130.220.220.141.000.270.300.390.36
XUT3.L-0.030.070.01-0.010.271.000.540.710.62
BNDX-0.010.150.040.020.300.541.000.740.77
BSV0.010.150.060.040.390.710.741.000.87
MBB-0.000.200.080.070.360.620.770.871.00
The correlation results are calculated based on daily price changes starting from Jul 1, 2021
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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