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2 Dave Ramsey inspired
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

2 Dave Ramsey inspired

Last updated Nov 13, 2024

Asset Allocation

LGGG.L 25%WLDS.L 25%XDEV.L 25%GGRP.L 25%EquityEquity
PositionCategory/SectorWeight
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD		Global Equities, Dividend
25%
LGGG.L
L&G Global Equity UCITS ETF		Global Equities
25%
WLDS.L
iShares MSCI World Small Cap UCITS ETF		Small Cap Blend Equities
25%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C		Global Equities
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2 Dave Ramsey inspired, 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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.43%
14.05%
2 Dave Ramsey inspired
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 7, 2019, corresponding to the inception date of LGGG.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
2 Dave Ramsey inspired12.61%-0.08%6.43%25.38%9.72%N/A
Portfolio components:
LGGG.L
L&G Global Equity UCITS ETF		20.23%1.26%10.66%31.25%12.64%N/A
WLDS.L
iShares MSCI World Small Cap UCITS ETF		11.36%2.34%8.46%30.53%8.37%N/A
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C		6.96%-2.16%1.04%17.41%6.60%8.31%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD		11.87%-1.77%5.47%22.46%10.65%N/A

Monthly Returns

The table below presents the monthly returns of 2 Dave Ramsey inspired, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.24%2.29%3.89%-3.93%3.26%0.95%3.47%1.11%1.64%-2.12%12.61%
20236.16%-2.27%1.33%1.66%-2.06%6.14%3.47%-2.45%-3.91%-4.29%8.31%6.99%19.50%
2022-5.53%-0.35%2.05%-6.51%-0.69%-8.95%6.14%-3.48%-8.13%5.86%7.22%-1.98%-14.97%
20210.68%3.20%3.84%3.18%2.26%-0.13%0.76%1.65%-2.76%3.12%-2.24%4.84%19.69%
2020-2.08%-9.10%-13.83%9.38%4.25%2.94%2.03%6.73%-2.27%-2.76%13.47%5.26%11.27%
20195.05%3.30%0.35%3.49%-6.23%5.80%0.76%-3.70%3.63%3.01%3.18%3.11%23.22%

Expense Ratio

2 Dave Ramsey inspired has an expense ratio of 0.27%, 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.

GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
Expense ratio chart for GGRP.L: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
WLDS.L
iShares MSCI World Small Cap UCITS ETF
Expense ratio chart for WLDS.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C
Expense ratio chart for XDEV.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
LGGG.L
L&G Global Equity UCITS ETF
Expense ratio chart for LGGG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2 Dave Ramsey inspired is 25, indicating that it is in the bottom 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of 2 Dave Ramsey inspired is 2525
Combined Rank
The Sharpe Ratio Rank of 2 Dave Ramsey inspired is 1515Sharpe Ratio Rank
The Sortino Ratio Rank of 2 Dave Ramsey inspired is 1616Sortino Ratio Rank
The Omega Ratio Rank of 2 Dave Ramsey inspired is 2121Omega Ratio Rank
The Calmar Ratio Rank of 2 Dave Ramsey inspired is 4646Calmar Ratio Rank
The Martin Ratio Rank of 2 Dave Ramsey inspired is 2525Martin 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.

2 Dave Ramsey inspired
Sharpe ratio
The chart of Sharpe ratio for 2 Dave Ramsey inspired, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Sortino ratio
The chart of Sortino ratio for 2 Dave Ramsey inspired, currently valued at 2.40, compared to the broader market-2.000.002.004.006.002.40
Omega ratio
The chart of Omega ratio for 2 Dave Ramsey inspired, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.802.001.34
Calmar ratio
The chart of Calmar ratio for 2 Dave Ramsey inspired, currently valued at 3.05, compared to the broader market0.005.0010.0015.003.05
Martin ratio
The chart of Martin ratio for 2 Dave Ramsey inspired, currently valued at 10.64, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
LGGG.L
L&G Global Equity UCITS ETF		2.563.521.473.6615.61
WLDS.L
iShares MSCI World Small Cap UCITS ETF		0.791.341.291.322.91
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C		1.221.681.221.606.50
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD		2.093.011.373.2211.56

Sharpe Ratio

The current 2 Dave Ramsey inspired Sharpe ratio is 1.71. 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 2.07 to 2.97, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of 2 Dave Ramsey inspired 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.71
2.90
2 Dave Ramsey inspired
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

2 Dave Ramsey inspired provided a 0.40% dividend yield over the last twelve months.

TTM2023202220212020201920182017201620152014
Portfolio0.40%0.46%0.61%0.40%0.37%0.47%0.53%0.35%0.00%0.00%0.18%
Portfolio components:
LGGG.L
L&G Global Equity UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WLDS.L
iShares MSCI World Small Cap UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDEV.L
Xtrackers MSCI World Value Factor UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.74%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD		1.61%1.86%2.42%1.60%1.47%1.88%2.13%1.42%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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.18%
-0.29%
2 Dave Ramsey inspired
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 2 Dave Ramsey inspired. 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 2 Dave Ramsey inspired was 35.01%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.

The current 2 Dave Ramsey inspired drawdown is 1.18%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.01%Jan 21, 202045Mar 23, 2020160Nov 9, 2020205
-25.99%Jan 6, 2022192Oct 11, 2022305Dec 27, 2023497
-7.24%Jul 18, 202413Aug 5, 202414Aug 23, 202427
-6.97%Jul 5, 201930Aug 15, 201920Sep 13, 201950
-6.53%May 2, 201920May 31, 201923Jul 3, 201943

Volatility

Volatility Chart

The current 2 Dave Ramsey inspired volatility is 2.85%, 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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.85%
3.86%
2 Dave Ramsey inspired
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.
LGGG.LXDEV.LWLDS.LGGRP.L
LGGG.L1.000.800.820.87
XDEV.L0.801.000.870.85
WLDS.L0.820.871.000.85
GGRP.L0.870.850.851.00
The correlation results are calculated based on daily price changes starting from Jan 8, 2019