KEREM
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KEREM, 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 Mar 24, 2016, corresponding to the inception date of XDW0.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
KEREM | 21.96% | 1.61% | 8.20% | 38.20% | 21.51% | N/A |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 20.99% | 2.22% | 9.79% | 31.67% | 15.65% | 13.16% |
iShares Expanded Tech Sector ETF | 26.80% | 0.80% | 9.17% | 49.39% | 23.60% | 23.21% |
Bitcoin | 48.92% | 6.66% | -3.90% | 131.98% | 44.39% | 65.75% |
NASDAQ 100 | 17.91% | 0.61% | 8.29% | 32.53% | 20.44% | 17.23% |
Xtrackers MSCI World Energy UCITS ETF 1C | 7.11% | -0.07% | -0.75% | 1.78% | 9.86% | N/A |
iShares PHLX Semiconductor ETF | 18.48% | -2.18% | 0.93% | 45.75% | 27.45% | 24.26% |
iShares India 50 ETF | 13.53% | 3.12% | 12.14% | 22.21% | 11.61% | 7.70% |
Gold | 27.18% | 4.45% | 20.19% | 36.67% | 11.60% | 7.00% |
Monthly Returns
The table below presents the monthly returns of KEREM, 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 | 1.62% | 7.38% | 4.04% | -4.09% | 5.47% | 3.93% | -0.01% | 0.78% | 21.96% | ||||
2023 | 9.92% | -1.62% | 7.14% | 0.51% | 3.32% | 6.15% | 3.41% | -2.12% | -4.03% | -0.80% | 9.50% | 6.05% | 42.91% |
2022 | -6.02% | -1.80% | 3.60% | -10.25% | -0.14% | -10.62% | 10.62% | -5.03% | -9.20% | 6.02% | 5.66% | -6.31% | -23.31% |
2021 | 0.57% | 4.81% | 4.91% | 3.76% | -0.54% | 2.95% | 2.58% | 3.79% | -4.15% | 8.25% | 0.27% | 1.63% | 32.27% |
2020 | 1.77% | -7.07% | -12.16% | 14.67% | 5.27% | 3.55% | 7.22% | 7.07% | -4.41% | -0.90% | 13.94% | 8.02% | 38.99% |
2019 | 7.27% | 3.56% | 3.12% | 6.08% | -3.22% | 10.01% | 1.40% | -1.98% | 1.20% | 3.34% | 2.10% | 3.52% | 42.14% |
2018 | 4.69% | -2.48% | -3.65% | 1.79% | 2.48% | -0.69% | 3.87% | 2.59% | -0.67% | -7.60% | -0.59% | -7.23% | -8.08% |
2017 | 3.10% | 4.48% | 1.02% | 2.53% | 7.15% | -0.08% | 3.96% | 4.42% | 0.76% | 6.31% | 5.90% | 4.43% | 53.62% |
2016 | 1.31% | -0.12% | 3.64% | 1.80% | 4.56% | 0.54% | 1.65% | -0.70% | 2.06% | 3.43% | 19.57% |
Expense Ratio
KEREM has an expense ratio of 0.16%, 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 KEREM is 38, 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 | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 2.42 | 3.21 | 1.44 | 1.21 | 14.75 |
iShares Expanded Tech Sector ETF | 1.75 | 2.35 | 1.31 | 0.95 | 8.43 |
Bitcoin | 1.36 | 2.04 | 1.20 | 0.80 | 6.02 |
NASDAQ 100 | 1.42 | 1.96 | 1.26 | 0.61 | 6.31 |
Xtrackers MSCI World Energy UCITS ETF 1C | 0.88 | 1.22 | 1.16 | 0.26 | 2.80 |
iShares PHLX Semiconductor ETF | 0.92 | 1.39 | 1.18 | 0.46 | 3.55 |
iShares India 50 ETF | 1.21 | 1.63 | 1.25 | 0.78 | 10.00 |
Gold | 2.93 | 3.64 | 1.50 | 2.88 | 18.38 |
Dividends
Dividend yield
KEREM granted a 0.61% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
KEREM | 0.61% | 0.72% | 1.04% | 0.93% | 0.73% | 0.96% | 1.05% | 0.87% | 1.03% | 1.08% | 1.01% | 0.97% |
Portfolio components: | ||||||||||||
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
iShares Expanded Tech Sector ETF | 0.30% | 0.39% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.78% | 0.87% | 0.78% |
Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NASDAQ 100 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Xtrackers MSCI World Energy UCITS ETF 1C | 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 PHLX Semiconductor ETF | 0.65% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
iShares India 50 ETF | 0.28% | 0.38% | 3.75% | 7.12% | 0.08% | 0.58% | 0.59% | 0.27% | 0.48% | 0.57% | 0.52% | 0.76% |
Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the KEREM. 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 KEREM was 31.38%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current KEREM drawdown is 1.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.38% | Feb 20, 2020 | 33 | Mar 23, 2020 | 109 | Jul 10, 2020 | 142 |
-29.08% | Nov 9, 2021 | 341 | Oct 15, 2022 | 396 | Nov 15, 2023 | 737 |
-20.39% | Aug 30, 2018 | 118 | Dec 25, 2018 | 101 | Apr 5, 2019 | 219 |
-10.96% | Jul 17, 2024 | 20 | Aug 5, 2024 | — | — | — |
-10.71% | Jan 29, 2018 | 11 | Feb 8, 2018 | 166 | Jul 24, 2018 | 177 |
Volatility
Volatility Chart
The current KEREM volatility is 5.58%, 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
GC=F | BTC-USD | XDW0.L | INDY | SOXX | ^NDX | IGM | VOO | |
---|---|---|---|---|---|---|---|---|
GC=F | 1.00 | 0.03 | 0.05 | 0.06 | 0.00 | 0.01 | 0.02 | 0.03 |
BTC-USD | 0.03 | 1.00 | 0.04 | 0.11 | 0.16 | 0.16 | 0.17 | 0.16 |
XDW0.L | 0.05 | 0.04 | 1.00 | 0.23 | 0.18 | 0.16 | 0.16 | 0.30 |
INDY | 0.06 | 0.11 | 0.23 | 1.00 | 0.39 | 0.43 | 0.43 | 0.49 |
SOXX | 0.00 | 0.16 | 0.18 | 0.39 | 1.00 | 0.79 | 0.81 | 0.72 |
^NDX | 0.01 | 0.16 | 0.16 | 0.43 | 0.79 | 1.00 | 0.95 | 0.85 |
IGM | 0.02 | 0.17 | 0.16 | 0.43 | 0.81 | 0.95 | 1.00 | 0.84 |
VOO | 0.03 | 0.16 | 0.30 | 0.49 | 0.72 | 0.85 | 0.84 | 1.00 |