PP
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IUSU.L iShares S&P 500 Utilities Sector UCITS ETF | Utilities Equities | 33.33% |
UIFS.L iShares S&P 500 Financials Sector UCITS ETF (Acc) | Financials Equities | 33.33% |
XLYP.L Invesco US Consumer Discretionary Sector UCITS ETF | Consumer Discretionary Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PP, 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 22, 2017, corresponding to the inception date of IUSU.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| PP | 17.39% | 4.28% | 14.02% | 22.27% | 10.57% | N/A |
| Portfolio components: | ||||||
UIFS.L iShares S&P 500 Financials Sector UCITS ETF (Acc) | 19.66% | 2.47% | 10.00% | 30.36% | 11.54% | N/A |
IUSU.L iShares S&P 500 Utilities Sector UCITS ETF | 26.21% | 5.64% | 25.20% | 24.57% | 7.19% | N/A |
XLYP.L Invesco US Consumer Discretionary Sector UCITS ETF | 6.47% | 4.74% | 7.26% | 11.59% | 10.61% | 14.37% |
Monthly Returns
The table below presents the monthly returns of PP, 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 | -1.00% | 3.06% | 3.61% | -1.34% | 2.30% | 0.18% | 5.36% | 1.87% | 17.39% | ||||
| 2023 | 5.01% | -2.60% | -1.58% | 2.02% | -3.08% | 7.16% | 3.44% | -2.81% | -4.69% | -3.38% | 8.77% | 5.41% | 13.21% |
| 2022 | -5.47% | -1.31% | 5.90% | -7.51% | -1.83% | -8.41% | 9.40% | -0.96% | -7.39% | 3.20% | 3.77% | -3.39% | -14.72% |
| 2021 | 0.95% | 1.75% | 6.05% | 5.32% | -0.02% | -0.52% | 2.05% | 3.22% | -2.84% | 7.38% | -0.62% | 2.99% | 28.34% |
| 2020 | 1.30% | -10.41% | -13.48% | 8.10% | 4.26% | -0.32% | 5.25% | 4.58% | -1.18% | 0.36% | 8.92% | 2.36% | 7.36% |
| 2019 | 6.62% | 3.22% | 1.29% | 4.43% | -4.39% | 5.41% | 1.54% | -0.80% | 3.89% | 0.18% | 2.01% | 3.02% | 29.25% |
| 2018 | 3.17% | -2.35% | -2.38% | 2.69% | -0.73% | 2.12% | 1.80% | 2.26% | -0.56% | -3.76% | 1.61% | -6.92% | -3.53% |
| 2017 | 1.23% | 0.54% | 0.67% | 1.44% | 1.78% | 0.12% | 0.42% | 3.24% | 3.76% | -0.07% | 13.86% |
Expense Ratio
PP has an expense ratio of 0.15%, 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 PP is 39, 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 | |
|---|---|---|---|---|---|
UIFS.L iShares S&P 500 Financials Sector UCITS ETF (Acc) | 2.24 | 3.06 | 1.40 | 1.41 | 10.70 |
IUSU.L iShares S&P 500 Utilities Sector UCITS ETF | 1.57 | 2.10 | 1.29 | 0.96 | 5.63 |
XLYP.L Invesco US Consumer Discretionary Sector UCITS ETF | 0.72 | 1.09 | 1.14 | 0.49 | 2.71 |
Dividends
Dividend yield
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 PP. 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 PP was 37.77%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.77% | Feb 18, 2020 | 25 | Mar 23, 2020 | 160 | Nov 9, 2020 | 185 |
| -22.56% | Jan 5, 2022 | 193 | Oct 11, 2022 | 365 | Mar 21, 2024 | 558 |
| -12.74% | Sep 21, 2018 | 68 | Dec 27, 2018 | 53 | Mar 13, 2019 | 121 |
| -7.83% | Jan 30, 2018 | 9 | Feb 9, 2018 | 109 | Jul 18, 2018 | 118 |
| -5.7% | Mar 22, 2024 | 17 | Apr 17, 2024 | 13 | May 7, 2024 | 30 |
Volatility
Volatility Chart
The current PP volatility is 3.05%, 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
| IUSU.L | UIFS.L | XLYP.L | |
|---|---|---|---|
| IUSU.L | 1.00 | 0.31 | 0.31 |
| UIFS.L | 0.31 | 1.00 | 0.63 |
| XLYP.L | 0.31 | 0.63 | 1.00 |