[PL01] All-Rounder ETF
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in [PL01] All-Rounder ETF, 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 Jan 12, 2012, corresponding to the inception date of URTH
Returns By Period
As of Jul 22, 2024, the [PL01] All-Rounder ETF returned 12.15% Year-To-Date and 11.89% 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 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| [PL01] All-Rounder ETF | 12.15% | 0.38% | 10.00% | 16.04% | 13.73% | 11.94% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 15.14% | -3.13% | 9.79% | 26.15% | 23.10% | 20.35% |
XLV Health Care Select Sector SPDR Fund | 9.24% | 1.12% | 6.44% | 10.54% | 11.99% | 10.92% |
XLP Consumer Staples Select Sector SPDR Fund | 10.04% | 1.30% | 9.35% | 5.90% | 8.41% | 8.60% |
URTH iShares MSCI World ETF | 13.06% | 1.32% | 12.14% | 18.84% | 11.99% | 9.45% |
Monthly Returns
The table below presents the monthly returns of [PL01] All-Rounder ETF, 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 | 1.73% | 3.80% | 2.61% | -3.96% | 4.24% | 2.70% | 12.15% | ||||||
| 2023 | 4.11% | -2.29% | 4.87% | 2.05% | -0.76% | 5.05% | 2.45% | -2.12% | -4.60% | -1.93% | 8.16% | 4.24% | 20.06% |
| 2022 | -5.10% | -2.60% | 3.29% | -6.05% | -0.55% | -6.19% | 7.21% | -4.62% | -8.35% | 8.24% | 6.41% | -4.42% | -13.66% |
| 2021 | -1.21% | 0.60% | 4.30% | 3.93% | 1.17% | 2.38% | 2.92% | 2.38% | -4.79% | 5.70% | -0.78% | 6.07% | 24.52% |
| 2020 | -0.10% | -7.72% | -8.81% | 10.99% | 4.47% | 1.96% | 5.57% | 6.42% | -3.21% | -3.50% | 10.49% | 3.79% | 19.60% |
| 2019 | 6.46% | 3.16% | 2.43% | 2.78% | -5.28% | 6.68% | 1.21% | -0.87% | 1.52% | 2.74% | 3.50% | 3.28% | 30.70% |
| 2018 | 5.12% | -4.22% | -2.24% | -0.30% | 1.38% | 1.18% | 3.72% | 2.72% | 1.09% | -5.41% | 2.15% | -8.41% | -4.05% |
| 2017 | 2.62% | 4.17% | 0.67% | 1.60% | 2.31% | 0.04% | 2.16% | 0.76% | 1.05% | 1.68% | 2.73% | 1.08% | 22.90% |
| 2016 | -4.63% | -0.37% | 5.97% | -0.27% | 1.86% | 0.66% | 3.88% | -0.39% | 0.17% | -2.47% | 0.24% | 2.03% | 6.45% |
| 2015 | -1.63% | 5.94% | -1.51% | 0.90% | 1.60% | -2.36% | 3.35% | -6.52% | -2.71% | 7.57% | 0.01% | -0.23% | 3.66% |
| 2014 | -3.01% | 5.03% | 0.39% | 0.22% | 2.95% | 1.26% | -0.96% | 3.65% | -1.17% | 2.42% | 3.50% | -1.40% | 13.32% |
| 2013 | 4.91% | 1.33% | 3.64% | 2.59% | 1.49% | -2.51% | 5.38% | -2.50% | 3.69% | 4.16% | 2.69% | 1.63% | 29.50% |
Expense Ratio
[PL01] All-Rounder ETF has an expense ratio of 0.17%, 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 [PL01] All-Rounder ETF is 52, 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.31 | 1.82 | 1.23 | 2.17 | 6.35 |
XLV Health Care Select Sector SPDR Fund | 1.26 | 1.81 | 1.23 | 1.14 | 4.16 |
XLP Consumer Staples Select Sector SPDR Fund | 0.71 | 1.09 | 1.12 | 0.52 | 1.52 |
URTH iShares MSCI World ETF | 1.67 | 2.42 | 1.29 | 1.38 | 5.79 |
Dividends
Dividend yield
[PL01] All-Rounder ETF granted a 1.60% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| [PL01] All-Rounder ETF | 1.60% | 1.67% | 1.67% | 1.45% | 1.59% | 2.04% | 2.16% | 1.84% | 2.03% | 2.09% | 2.02% | 1.54% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.69% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
XLV Health Care Select Sector SPDR Fund | 1.51% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
XLP Consumer Staples Select Sector SPDR Fund | 2.76% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
URTH iShares MSCI World ETF | 1.53% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
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 [PL01] All-Rounder ETF. 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 [PL01] All-Rounder ETF was 30.27%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current [PL01] All-Rounder ETF drawdown is 2.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -21.9% | Dec 30, 2021 | 198 | Oct 12, 2022 | 195 | Jul 25, 2023 | 393 |
| -16.65% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -12.22% | Jul 21, 2015 | 143 | Feb 11, 2016 | 78 | Jun 3, 2016 | 221 |
| -10.22% | Jan 29, 2018 | 39 | Mar 23, 2018 | 108 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current [PL01] All-Rounder ETF volatility is 2.36%, 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
| XLP | XLV | XLK | URTH | |
|---|---|---|---|---|
| XLP | 1.00 | 0.61 | 0.49 | 0.52 |
| XLV | 0.61 | 1.00 | 0.60 | 0.63 |
| XLK | 0.49 | 0.60 | 1.00 | 0.76 |
| URTH | 0.52 | 0.63 | 0.76 | 1.00 |