Balanced 6 not equally
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Balanced 6 not equally, 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 VHVG.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
Balanced 6 not equally | 14.95% | 1.70% | 8.67% | 27.44% | N/A | N/A |
Portfolio components: | ||||||
iShares MSCI EM UCITS ETF (Acc) | 10.61% | 1.05% | 8.08% | 17.66% | 2.86% | 4.92% |
iShares European Property Yield UCITS ETF | 9.83% | 5.22% | 18.95% | 36.42% | -3.42% | 4.71% |
iShares NASDAQ 100 UCITS ETF | 18.42% | 0.25% | 8.26% | 33.75% | 20.10% | 19.01% |
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged | 3.40% | 1.33% | 5.13% | 10.67% | 16.23% | N/A |
Vanguard FTSE Developed World UCITS ETF Acc | 16.37% | 1.26% | 7.24% | 28.35% | N/A | N/A |
iShares Core U.S. Aggregate Bond ETF | 5.10% | 1.80% | 6.01% | 11.01% | 0.45% | 1.91% |
SPDR S&P Global Dividend ETF | 12.72% | 4.11% | 13.91% | 23.59% | 4.60% | 4.71% |
Monthly Returns
The table below presents the monthly returns of Balanced 6 not equally, 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 | -0.08% | 2.27% | 3.45% | -2.16% | 2.61% | 2.91% | 1.71% | 2.13% | 14.95% | ||||
2023 | 6.73% | -3.13% | 2.29% | 2.04% | -1.17% | 5.15% | 3.92% | -2.25% | -4.15% | -3.32% | 9.26% | 6.14% | 22.41% |
2022 | -5.31% | -1.90% | 2.00% | -7.51% | -1.17% | -8.28% | 5.83% | -3.62% | -8.80% | 3.38% | 7.07% | -2.18% | -19.98% |
2021 | -0.25% | 1.62% | 2.62% | 4.04% | 1.91% | 0.99% | 1.05% | 1.99% | -3.90% | 3.98% | -1.52% | 3.27% | 16.65% |
2020 | -0.78% | -8.07% | -12.29% | 8.64% | 3.44% | 3.96% | 4.25% | 6.86% | -2.99% | -2.88% | 11.79% | 5.00% | 15.14% |
2019 | 0.34% | 2.77% | 2.39% | 3.67% | 9.45% |
Expense Ratio
Balanced 6 not equally has an expense ratio of 0.18%, 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 Balanced 6 not equally is 69, 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 | |
---|---|---|---|---|---|
iShares MSCI EM UCITS ETF (Acc) | 1.28 | 1.96 | 1.23 | 0.58 | 6.92 |
iShares European Property Yield UCITS ETF | 1.71 | 2.61 | 1.31 | 0.76 | 6.14 |
iShares NASDAQ 100 UCITS ETF | 2.06 | 2.77 | 1.37 | 2.51 | 9.56 |
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged | 1.55 | 2.31 | 1.28 | 0.48 | 4.76 |
Vanguard FTSE Developed World UCITS ETF Acc | 2.39 | 3.35 | 1.43 | 2.28 | 13.66 |
iShares Core U.S. Aggregate Bond ETF | 1.91 | 2.81 | 1.35 | 0.69 | 8.33 |
SPDR S&P Global Dividend ETF | 2.17 | 3.03 | 1.39 | 1.52 | 12.80 |
Dividends
Dividend yield
Balanced 6 not equally granted a 0.61% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Balanced 6 not equally | 0.61% | 0.67% | 0.80% | 0.53% | 0.68% | 0.63% | 0.69% | 0.57% | 0.61% | 0.70% | 0.69% | 0.50% |
Portfolio components: | ||||||||||||
iShares MSCI EM 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% |
iShares European Property Yield UCITS ETF | 3.15% | 3.05% | 4.90% | 2.47% | 2.96% | 3.46% | 3.70% | 3.20% | 3.07% | 3.60% | 3.78% | 3.62% |
iShares NASDAQ 100 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% |
SPDR Bloomberg Barclays Global Aggregate Bond UCITS USD unhedged | 2.79% | 89.69% | 138.82% | 60.36% | 1.54% | 0.00% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
iShares Core U.S. Aggregate Bond ETF | 3.73% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
SPDR S&P Global Dividend ETF | 3.47% | 4.73% | 5.12% | 4.15% | 5.55% | 3.99% | 4.42% | 3.62% | 4.32% | 5.03% | 4.73% | 2.17% |
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 Balanced 6 not equally. 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 Balanced 6 not equally was 32.46%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Balanced 6 not equally drawdown is 0.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.46% | Feb 18, 2020 | 25 | Mar 23, 2020 | 111 | Aug 26, 2020 | 136 |
-28.58% | Nov 8, 2021 | 241 | Oct 11, 2022 | 353 | Feb 22, 2024 | 594 |
-7.06% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
-6.85% | Sep 3, 2020 | 42 | Oct 30, 2020 | 4 | Nov 5, 2020 | 46 |
-5.99% | Sep 7, 2021 | 20 | Oct 4, 2021 | 23 | Nov 4, 2021 | 43 |
Volatility
Volatility Chart
The current Balanced 6 not equally volatility is 3.89%, 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
AGG | GLBL.L | WDIV | CNDX.AS | IPRP.L | SEMA.L | VHVG.L | |
---|---|---|---|---|---|---|---|
AGG | 1.00 | 0.56 | 0.10 | 0.12 | 0.22 | 0.07 | 0.10 |
GLBL.L | 0.56 | 1.00 | 0.24 | 0.08 | 0.33 | 0.25 | 0.25 |
WDIV | 0.10 | 0.24 | 1.00 | 0.40 | 0.53 | 0.58 | 0.61 |
CNDX.AS | 0.12 | 0.08 | 0.40 | 1.00 | 0.44 | 0.61 | 0.82 |
IPRP.L | 0.22 | 0.33 | 0.53 | 0.44 | 1.00 | 0.49 | 0.60 |
SEMA.L | 0.07 | 0.25 | 0.58 | 0.61 | 0.49 | 1.00 | 0.73 |
VHVG.L | 0.10 | 0.25 | 0.61 | 0.82 | 0.60 | 0.73 | 1.00 |