KEREM

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

KEREM

Currency in USD · Last updated May 17, 2025

Asset Allocation

Position	Category/Sector	Target Weight
^NDX NASDAQ 100		20%
BTC-USD Bitcoin		5%
GC=F Gold		5%
IGM iShares Expanded Tech Sector ETF	Technology Equities	10%
INDY iShares India 50 ETF	Asia Pacific Equities	5%
SOXX iShares PHLX Semiconductor ETF	Technology Equities	10%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	40%
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C	Energy Equities	5%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Mar 24, 2016, corresponding to the inception date of XDW0.L

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.94%	1.49%	12.48%	15.82%	10.87%
KEREM	3.55%	14.92%	4.75%	14.95%	22.62%	N/A
Portfolio components:
VOO Vanguard S&P 500 ETF	1.73%	13.04%	2.12%	13.91%	17.52%	12.85%
IGM iShares Expanded Tech Sector ETF	1.47%	21.18%	5.15%	17.92%	20.27%	19.80%
BTC-USD Bitcoin	11.04%	23.46%	13.92%	59.04%	60.73%	84.13%
^NDX NASDAQ 100	1.98%	17.36%	5.07%	15.46%	18.55%	16.92%
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C	2.63%	4.74%	-5.14%	-5.38%	20.15%	N/A
SOXX iShares PHLX Semiconductor ETF	-0.97%	27.33%	1.20%	-6.54%	23.64%	22.16%
INDY iShares India 50 ETF	5.82%	6.43%	4.87%	6.87%	17.35%	7.46%
GC=F Gold	21.91%	-3.65%	24.93%	34.68%	12.82%	10.27%

*Annualized

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
2025	2.91%	-3.07%	-4.59%	0.61%	8.14%								3.55%
2024	1.62%	7.38%	4.04%	-4.03%	5.41%	3.93%	-0.01%	0.78%	2.29%	-0.64%	5.98%	-1.63%	27.46%
2023	9.92%	-1.62%	7.03%	0.57%	3.27%	6.15%	3.50%	-2.19%	-4.13%	-0.73%	9.48%	5.96%	42.61%
2022	-5.99%	-1.80%	3.66%	-10.32%	-0.13%	-10.63%	10.59%	-4.98%	-9.33%	6.03%	5.69%	-6.41%	-23.46%
2021	0.57%	4.81%	4.85%	3.80%	-0.53%	2.91%	2.59%	3.81%	-4.17%	8.21%	0.30%	1.58%	32.13%
2020	1.77%	-7.07%	-12.21%	14.63%	5.30%	3.56%	7.10%	7.13%	-4.50%	-0.85%	13.95%	8.00%	38.74%
2019	7.27%	3.56%	3.06%	6.07%	-3.24%	10.04%	1.33%	-2.03%	1.13%	3.41%	2.09%	3.44%	41.77%
2018	4.69%	-2.48%	-3.73%	1.86%	2.45%	-0.80%	3.91%	2.54%	-0.67%	-7.71%	-0.49%	-7.29%	-8.32%
2017	3.10%	4.48%	0.92%	2.59%	7.12%	-0.19%	3.95%	4.42%	0.70%	6.30%	5.92%	4.36%	53.14%
2016			1.36%	-0.18%	3.65%	1.58%	4.62%	0.54%	1.56%	-0.75%	2.12%	3.32%	19.18%

Expense Ratio

KEREM has an expense ratio of 0.16%, 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.

IGM

iShares Expanded Tech Sector ETF

VOO

Vanguard S&P 500 ETF

INDY

iShares India 50 ETF

SOXX

iShares PHLX Semiconductor ETF

XDW0.L

Xtrackers MSCI World Energy UCITS ETF 1C

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KEREM is 55, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	0.72	1.22	1.18	0.22	2.92
IGM iShares Expanded Tech Sector ETF	0.62	1.47	1.21	0.35	3.29
BTC-USD Bitcoin	1.18	3.54	1.38	3.16	14.12
^NDX NASDAQ 100	0.61	1.42	1.20	0.32	3.30
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C	-0.26	0.25	1.04	0.01	0.28
SOXX iShares PHLX Semiconductor ETF	-0.15	0.56	1.08	0.03	0.55
INDY iShares India 50 ETF	0.45	0.05	1.01	0.43	-0.06
GC=F Gold	1.91	2.96	1.40	2.04	13.55

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

KEREM Sharpe ratios as of May 17, 2025 (values are recalculated daily):

1-Year: 0.71
5-Year: 1.16
All Time: 1.14

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of KEREM compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

KEREM provided a 0.61% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.61%	0.60%	0.73%	1.04%	0.93%	0.73%	0.96%	1.05%	0.87%	1.03%	1.08%	1.01%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.28%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
IGM iShares Expanded Tech Sector ETF	0.23%	0.22%	0.52%	0.53%	0.16%	0.32%	0.50%	0.57%	0.57%	0.90%	0.79%	0.88%
BTC-USD 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%
^NDX 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%
XDW0.L 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%
SOXX iShares PHLX Semiconductor ETF	0.69%	0.67%	0.78%	1.25%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%	1.56%
INDY iShares India 50 ETF	0.23%	0.24%	0.39%	3.75%	7.12%	0.08%	0.58%	0.59%	0.27%	0.48%	0.57%	0.52%
GC=F 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.

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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 31.67%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current KEREM drawdown is 1.54%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.67%	Feb 20, 2020	33	Mar 23, 2020	114	Jul 15, 2020	147
-29.19%	Nov 9, 2021	341	Oct 15, 2022	400	Nov 19, 2023	741
-20.5%	Aug 30, 2018	118	Dec 25, 2018	103	Apr 7, 2019	221
-19.73%	Feb 20, 2025	48	Apr 8, 2025	—	—	—
-10.99%	Jul 17, 2024	20	Aug 5, 2024	67	Oct 11, 2024	87

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 8 assets, with an effective number of assets of 4.35, 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.

	^GSPC	GC=F	BTC-USD	XDW0.L	INDY	SOXX	^NDX	IGM	VOO	Portfolio
^GSPC	1.00	0.00	0.21	0.30	0.53	0.78	0.91	0.89	1.00	0.92
GC=F	0.00	1.00	0.09	0.09	0.09	0.00	0.01	0.02	0.01	0.08
BTC-USD	0.21	0.09	1.00	0.04	0.12	0.17	0.17	0.18	0.17	0.47
XDW0.L	0.30	0.09	0.04	1.00	0.21	0.17	0.16	0.16	0.28	0.28
INDY	0.53	0.09	0.12	0.21	1.00	0.39	0.42	0.43	0.48	0.48
SOXX	0.78	0.00	0.17	0.17	0.39	1.00	0.79	0.81	0.72	0.78
^NDX	0.91	0.01	0.17	0.16	0.42	0.79	1.00	0.95	0.86	0.85
IGM	0.89	0.02	0.18	0.16	0.43	0.81	0.95	1.00	0.84	0.85
VOO	1.00	0.01	0.17	0.28	0.48	0.72	0.86	0.84	1.00	0.86
Portfolio	0.92	0.08	0.47	0.28	0.48	0.78	0.85	0.85	0.86	1.00

The correlation results are calculated based on daily price changes starting from Mar 25, 2016

Performance Analysis

Risk Analysis

Optimization

Factor Model

KEREM

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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