PB 80/20
danish version
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | Emerging Markets Equities | 5% |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | Europe Equities | 25% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 50% |
XGLE.L Xtrackers Eurozone Government Bond UCITS ETF 1C | European Government Bonds | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PB 80/20, 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 Jun 9, 2014, corresponding to the inception date of EIMI.L
Returns By Period
As of Jul 25, 2024, the PB 80/20 returned 8.07% Year-To-Date and 5.65% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| PB 80/20 | 7.65% | 0.66% | 7.49% | 11.67% | 7.23% | 5.62% |
| Portfolio components: | ||||||
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 6.48% | -0.41% | 9.33% | 6.78% | 3.73% | 2.48% |
XGLE.L Xtrackers Eurozone Government Bond UCITS ETF 1C | -2.46% | 2.65% | 0.71% | 2.67% | -3.15% | -1.80% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 12.29% | 0.18% | 10.03% | 16.74% | 11.25% | 9.08% |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 6.75% | 0.22% | 7.27% | 9.70% | 7.54% | 4.49% |
Monthly Returns
The table below presents the monthly returns of PB 80/20, 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% | 2.19% | 3.10% | -2.55% | 3.05% | 1.31% | 7.65% | ||||||
| 2023 | 6.58% | -2.52% | 3.06% | 2.28% | -2.33% | 4.78% | 2.62% | -2.44% | -4.16% | -2.64% | 8.46% | 5.03% | 19.26% |
| 2022 | -4.66% | -2.47% | 0.69% | -6.84% | -0.56% | -7.90% | 5.19% | -4.74% | -7.92% | 4.47% | 8.30% | -2.11% | -18.37% |
| 2021 | -0.46% | 1.41% | 1.91% | 3.76% | 2.14% | 0.03% | 1.67% | 1.37% | -3.83% | 3.51% | -1.96% | 3.21% | 13.20% |
| 2020 | -0.61% | -7.13% | -9.89% | 6.03% | 3.33% | 3.48% | 4.74% | 5.06% | -2.52% | -2.89% | 11.16% | 4.21% | 13.78% |
| 2019 | 5.51% | 2.28% | 0.90% | 2.85% | -4.16% | 5.50% | -0.32% | -1.71% | 1.76% | 2.36% | 1.55% | 2.70% | 20.50% |
| 2018 | 4.86% | -3.80% | -1.13% | 1.11% | -1.59% | -0.20% | 2.12% | -0.60% | 0.50% | -6.58% | 0.42% | -3.78% | -8.81% |
| 2017 | 1.96% | 1.61% | 1.83% | 2.46% | 3.16% | 0.33% | 3.27% | 0.19% | 1.51% | 1.30% | 1.46% | 1.34% | 22.39% |
| 2016 | -5.58% | 0.23% | 6.11% | 0.96% | -0.05% | -1.28% | 3.88% | 0.21% | 0.91% | -2.59% | -1.01% | 2.14% | 3.50% |
| 2015 | -1.97% | 4.49% | -1.89% | 3.52% | -1.27% | -2.42% | 1.33% | -5.02% | -2.84% | 5.90% | -1.37% | -0.77% | -2.86% |
| 2014 | 0.13% | -1.81% | 0.96% | -2.98% | -0.64% | 1.90% | -2.27% | -4.70% |
Expense Ratio
PB 80/20 has an expense ratio of 0.19%, 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 PB 80/20 is 30, 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 | |
|---|---|---|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.45 | 0.77 | 1.09 | 0.21 | 1.72 |
XGLE.L Xtrackers Eurozone Government Bond UCITS ETF 1C | 0.36 | 0.58 | 1.07 | 0.09 | 0.71 |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 1.63 | 2.41 | 1.29 | 1.30 | 7.10 |
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 0.87 | 1.35 | 1.15 | 0.84 | 3.10 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the PB 80/20. 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 PB 80/20 was 28.32%, occurring on Mar 23, 2020. Recovery took 100 trading sessions.
The current PB 80/20 drawdown is 2.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.32% | Feb 20, 2020 | 23 | Mar 23, 2020 | 100 | Aug 12, 2020 | 123 |
| -28.18% | Nov 9, 2021 | 240 | Oct 12, 2022 | 358 | Mar 6, 2024 | 598 |
| -17.15% | Jul 4, 2014 | 397 | Jan 20, 2016 | 297 | Mar 15, 2017 | 694 |
| -16.55% | Jan 29, 2018 | 234 | Dec 24, 2018 | 219 | Nov 1, 2019 | 453 |
| -6.47% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current PB 80/20 volatility is 2.51%, 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
| XGLE.L | EIMI.L | IWDA.AS | IMAE.AS | |
|---|---|---|---|---|
| XGLE.L | 1.00 | 0.14 | 0.21 | 0.32 |
| EIMI.L | 0.14 | 1.00 | 0.68 | 0.68 |
| IWDA.AS | 0.21 | 0.68 | 1.00 | 0.88 |
| IMAE.AS | 0.32 | 0.68 | 0.88 | 1.00 |