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my retirement 1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

my retirement 1

Last updated Nov 13, 2024

Asset Allocation

XGLD.L 6.5%VUAA.L 12.5%COWZ 12.5%MSFT 12.5%PAVE 12%SCHD 12%TSM 12%XDWH.L 10%XWFS.L 10%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
COWZ
Pacer US Cash Cows 100 ETF		All Cap Equities
12.50%
MSFT
Microsoft Corporation		Technology
12.50%
PAVE
Global X US Infrastructure Development ETF		Utilities Equities
12%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
12%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
12%
VUAA.L
Vanguard S&P 500 UCITS ETF		Large Cap Growth Equities
12.50%
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C		Health & Biotech Equities
10%
XGLD.L
Xtrackers Physical Gold ETC		Precious Metals
6.50%
XWFS.L
Xtrackers MSCI World Financials UCITS ETF 1C		Financials Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in my retirement 1, 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%JuneJulyAugustSeptemberOctoberNovember
10.88%
12.72%
my retirement 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 21, 2022, corresponding to the inception date of XWFS.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%
my retirement 127.84%1.30%10.88%36.41%N/AN/A
Portfolio components:
VUAA.L
Vanguard S&P 500 UCITS ETF		26.27%2.45%13.78%34.40%15.65%N/A
COWZ
Pacer US Cash Cows 100 ETF		16.47%1.98%7.22%23.22%16.92%N/A
PAVE
Global X US Infrastructure Development ETF		30.29%6.26%13.18%44.74%21.71%N/A
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C		8.05%-5.17%0.79%15.98%9.13%N/A
XWFS.L
Xtrackers MSCI World Financials UCITS ETF 1C		29.38%4.34%15.20%41.73%N/AN/A
XGLD.L
Xtrackers Physical Gold ETC		25.39%-1.78%8.86%31.96%11.76%7.98%
MSFT
Microsoft Corporation		13.11%0.93%0.17%15.11%24.59%25.94%
SCHD
Schwab US Dividend Equity ETF		17.07%0.77%10.34%27.17%12.79%11.62%
TSM
Taiwan Semiconductor Manufacturing Company Limited		86.41%-0.23%24.10%96.91%32.34%27.23%

Monthly Returns

The table below presents the monthly returns of my retirement 1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.36%5.16%4.96%-3.64%3.99%3.11%2.40%1.57%1.78%0.24%27.84%
20237.33%-2.53%2.62%0.17%0.65%5.89%2.60%-1.80%-4.08%-1.50%8.52%5.07%24.41%
2022-1.78%-6.79%0.47%-8.93%7.12%-3.73%-8.77%5.18%9.45%-3.91%-12.83%

Expense Ratio

my retirement 1 has an expense ratio of 0.20%, 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.

COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
PAVE
Global X US Infrastructure Development ETF
Expense ratio chart for PAVE: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C
Expense ratio chart for XDWH.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%
XWFS.L
Xtrackers MSCI World Financials UCITS ETF 1C
Expense ratio chart for XWFS.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%
XGLD.L
Xtrackers Physical Gold ETC
Expense ratio chart for XGLD.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%
VUAA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of my retirement 1 is 74, 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.

The Risk-Adjusted Performance Rank of my retirement 1 is 7474
Combined Rank
The Sharpe Ratio Rank of my retirement 1 is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of my retirement 1 is 7272Sortino Ratio Rank
The Omega Ratio Rank of my retirement 1 is 7474Omega Ratio Rank
The Calmar Ratio Rank of my retirement 1 is 7676Calmar Ratio Rank
The Martin Ratio Rank of my retirement 1 is 7575Martin 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.

my retirement 1
Sharpe ratio
The chart of Sharpe ratio for my retirement 1, currently valued at 2.92, compared to the broader market0.002.004.006.002.92
Sortino ratio
The chart of Sortino ratio for my retirement 1, currently valued at 3.98, compared to the broader market-2.000.002.004.006.003.98
Omega ratio
The chart of Omega ratio for my retirement 1, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for my retirement 1, currently valued at 4.44, compared to the broader market0.005.0010.0015.004.44
Martin ratio
The chart of Martin ratio for my retirement 1, currently valued at 19.40, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.40
^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
VUAA.L
Vanguard S&P 500 UCITS ETF		2.924.051.564.3518.69
COWZ
Pacer US Cash Cows 100 ETF		1.672.431.292.966.92
PAVE
Global X US Infrastructure Development ETF		2.383.301.425.1512.89
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C		0.410.901.270.664.18
XWFS.L
Xtrackers MSCI World Financials UCITS ETF 1C		2.703.641.521.4819.84
XGLD.L
Xtrackers Physical Gold ETC		2.252.931.404.6813.59
MSFT
Microsoft Corporation		0.660.961.130.822.00
SCHD
Schwab US Dividend Equity ETF		2.363.411.423.9712.60
TSM
Taiwan Semiconductor Manufacturing Company Limited		2.423.111.394.2013.51

Sharpe Ratio

The current my retirement 1 Sharpe ratio is 2.92. 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 lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of my retirement 1 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.92
2.90
my retirement 1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

my retirement 1 provided a 0.92% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.92%1.05%1.18%0.85%1.06%1.25%1.31%1.11%0.97%0.95%0.84%0.90%
Portfolio components:
VUAA.L
Vanguard S&P 500 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF		1.83%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%0.00%
PAVE
Global X US Infrastructure Development ETF		0.53%0.68%0.84%0.48%0.44%0.67%0.78%0.30%0.00%0.00%0.00%0.00%
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XWFS.L
Xtrackers MSCI World Financials UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGLD.L
Xtrackers Physical Gold ETC		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
SCHD
Schwab US Dividend Equity ETF		3.38%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
TSM
Taiwan Semiconductor Manufacturing Company Limited		1.15%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%

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
-1.02%
-0.29%
my retirement 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the my retirement 1. 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 my retirement 1 was 22.21%, occurring on Oct 11, 2022. Recovery took 194 trading sessions.

The current my retirement 1 drawdown is 1.02%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.21%Mar 23, 2022144Oct 11, 2022194Jul 12, 2023338
-8.75%Jul 26, 202368Oct 27, 202323Nov 29, 202391
-7.9%Jul 17, 202414Aug 5, 202431Sep 17, 202445
-4.93%Apr 2, 202414Apr 19, 202417May 14, 202431
-3.28%Dec 29, 202313Jan 17, 20243Jan 22, 202416

Volatility

Volatility Chart

The current my retirement 1 volatility is 3.57%, 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
3.57%
3.86%
my retirement 1
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.
XGLD.LMSFTXDWH.LTSMVUAA.LXWFS.LSCHDCOWZPAVE
XGLD.L1.000.060.200.090.190.220.100.120.10
MSFT0.061.000.190.550.420.300.460.420.50
XDWH.L0.200.191.000.170.660.580.420.370.35
TSM0.090.550.171.000.430.360.410.460.51
VUAA.L0.190.420.660.431.000.690.460.480.51
XWFS.L0.220.300.580.360.691.000.580.590.58
SCHD0.100.460.420.410.460.581.000.860.81
COWZ0.120.420.370.460.480.590.861.000.84
PAVE0.100.500.350.510.510.580.810.841.00
The correlation results are calculated based on daily price changes starting from Mar 22, 2022