Swedbank 2040
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Schwab U.S. Broad Market ETF | Large Cap Growth Equities | 50% |
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist | Global Bonds | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Swedbank 2040, 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 20, 2019, corresponding to the inception date of VAGE.DE
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% |
Swedbank 2040 | 11.82% | 1.77% | 8.04% | 21.81% | 6.73% | N/A |
Portfolio components: | ||||||
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist | 3.95% | 1.02% | 6.76% | 12.61% | -1.26% | N/A |
Schwab U.S. Broad Market ETF | 19.74% | 2.55% | 9.23% | 31.16% | 14.50% | 12.64% |
Monthly Returns
The table below presents the monthly returns of Swedbank 2040, 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 | -0.66% | 2.23% | 1.97% | -3.66% | 3.52% | 1.42% | 2.25% | 2.71% | 11.82% | ||||
2023 | 5.32% | -3.49% | 3.51% | 1.67% | -1.66% | 4.39% | 2.05% | -1.82% | -4.68% | -1.72% | 7.94% | 4.94% | 16.74% |
2022 | -4.34% | -2.06% | -0.23% | -8.63% | 0.71% | -6.22% | 4.67% | -4.20% | -7.96% | 4.12% | 6.33% | -2.14% | -19.34% |
2021 | -1.12% | 0.21% | 0.45% | 3.93% | 1.05% | 0.06% | 1.56% | 1.02% | -3.84% | 3.14% | -1.43% | 1.63% | 6.62% |
2020 | 0.40% | -3.76% | -7.92% | 7.22% | 3.62% | 2.11% | 5.87% | 3.83% | -2.65% | -1.27% | 7.56% | 3.76% | 19.01% |
2019 | 0.03% | -0.28% | -0.36% | 0.05% | 2.05% | 1.10% | 1.98% | 4.63% |
Expense Ratio
Swedbank 2040 has an expense ratio of 0.06%, 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 risk-adjusted rank of Swedbank 2040 is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 Global Aggregate Bond UCITS ETF (EUR Hedged) Dist | 1.75 | 2.68 | 1.34 | 0.50 | 4.49 |
Schwab U.S. Broad Market ETF | 2.65 | 3.55 | 1.49 | 2.43 | 16.06 |
Dividends
Dividend yield
Swedbank 2040 granted a 1.91% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Swedbank 2040 | 1.91% | 1.89% | 1.54% | 1.04% | 1.41% | 1.20% | 1.06% | 0.83% | 1.16% | 1.00% | 0.86% | 0.82% |
Portfolio components: | ||||||||||||
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Dist | 2.90% | 2.39% | 1.47% | 0.87% | 1.20% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Schwab U.S. Broad Market ETF | 0.93% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 2.31% | 2.00% | 1.72% | 1.63% |
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 Swedbank 2040. 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 Swedbank 2040 was 27.60%, occurring on Oct 14, 2022. Recovery took 451 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-27.6% | Nov 10, 2021 | 241 | Oct 14, 2022 | 451 | Jul 15, 2024 | 692 |
-19.64% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 5, 2020 | 76 |
-5.55% | Sep 3, 2020 | 15 | Sep 23, 2020 | 35 | Nov 11, 2020 | 50 |
-4.35% | Sep 3, 2021 | 20 | Sep 30, 2021 | 26 | Nov 5, 2021 | 46 |
-3.9% | Feb 15, 2021 | 16 | Mar 8, 2021 | 23 | Apr 9, 2021 | 39 |
Volatility
Volatility Chart
The current Swedbank 2040 volatility is 2.49%, 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
SCHB | VAGE.DE | |
---|---|---|
SCHB | 1.00 | 0.23 |
VAGE.DE | 0.23 | 1.00 |