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Updated
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Updated

Currency in USD · Last updated May 30, 2025

Asset Allocation

VUAG.L 34.85%AMZN 15.39%RHM.DE 10%BAESY 7.26%LUNR 7.01%OXLC 6.6%AAPL 5%GOOGL 5%TSCO.L 5%PLTR 3.89%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
5%
AMZN
Amazon.com, Inc.		Consumer Cyclical
15.39%
BAESY
BAE Systems PLC		Industrials
7.26%
GOOGL
Alphabet Inc Class A		Communication Services
5%
LUNR
Intuitive Machines Inc. 		Industrials
7.01%
OXLC
Oxford Lane Capital Corp.		Financial Services
6.60%
PLTR
Palantir Technologies Inc.		Technology
3.89%
RHM.DE
Rheinmetall AG		Industrials
10%
TSCO.L
Tesco PLC		Consumer Defensive
5%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		Large Cap Blend Equities
34.85%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Nov 17, 2021, corresponding to the inception date of LUNR

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.52%6.32%-1.44%12.25%14.20%10.84%
Updated23.90%11.40%28.90%70.90%N/AN/A
Portfolio components:
AMZN
Amazon.com, Inc.		-6.24%9.77%-0.02%13.01%10.99%25.31%
BAESY
BAE Systems PLC		81.79%10.97%60.44%52.49%38.45%17.13%
LUNR
Intuitive Machines Inc. 		-34.20%38.95%-17.30%138.05%N/AN/A
OXLC
Oxford Lane Capital Corp.		-3.29%-1.88%-4.43%2.76%25.02%5.94%
RHM.DE
Rheinmetall AG		235.86%29.73%227.87%286.15%94.36%47.61%
PLTR
Palantir Technologies Inc.		61.73%5.38%85.19%484.15%N/AN/A
AAPL
Apple Inc		-19.96%-5.21%-14.68%5.57%20.94%21.20%
GOOGL
Alphabet Inc Class A		-9.11%7.31%1.79%-1.83%19.23%20.19%
TSCO.L
Tesco PLC		15.01%8.32%14.06%36.52%14.30%8.66%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		0.30%7.01%-1.28%13.33%13.74%N/A
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.89%-0.63%-0.86%5.36%11.67%23.90%
20245.89%14.78%6.02%-2.97%4.33%1.23%2.77%4.27%7.39%-0.45%16.37%2.36%80.17%
202310.90%4.88%0.84%-0.17%3.99%5.47%5.01%-4.13%-5.23%-0.42%7.80%3.19%35.72%
2022-3.22%5.20%9.08%-8.50%-3.05%-4.12%7.59%-5.93%-7.82%3.15%3.27%-4.32%-10.18%
2021-2.52%1.76%-0.81%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Updated has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, Updated is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Updated is 9898
Overall Rank
The Sharpe Ratio Rank of Updated is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of Updated is 9898
Sortino Ratio Rank
The Omega Ratio Rank of Updated is 9898
Omega Ratio Rank
The Calmar Ratio Rank of Updated is 9898
Calmar Ratio Rank
The Martin Ratio Rank of Updated is 9999
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMZN
Amazon.com, Inc.		0.370.701.090.360.93
BAESY
BAE Systems PLC		1.502.191.292.355.18
LUNR
Intuitive Machines Inc. 		1.102.471.291.735.00
OXLC
Oxford Lane Capital Corp.		0.120.121.02-0.04-0.13
RHM.DE
Rheinmetall AG		5.885.731.8015.4837.70
PLTR
Palantir Technologies Inc.		6.464.821.6610.2030.61
AAPL
Apple Inc		0.170.381.050.100.30
GOOGL
Alphabet Inc Class A		-0.060.111.01-0.08-0.16
TSCO.L
Tesco PLC		1.542.021.301.916.03
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		0.761.021.150.622.36

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Updated Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 3.29
  • All Time: 1.08

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Updated compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Updated provided a 1.97% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.97%1.83%1.78%1.87%2.32%2.81%1.97%1.88%1.67%2.06%2.05%1.93%
Portfolio components:
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BAESY
BAE Systems PLC		1.65%2.77%2.45%3.16%4.45%7.23%3.75%5.11%3.49%3.94%4.36%4.62%
LUNR
Intuitive Machines Inc. 		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OXLC
Oxford Lane Capital Corp.		23.94%20.12%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%
RHM.DE
Rheinmetall AG		0.43%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%
PLTR
Palantir Technologies Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc		0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
GOOGL
Alphabet Inc Class A		0.47%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSCO.L
Tesco PLC		3.58%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%0.00%0.00%5.97%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Updated. 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 Updated was 31.00%, occurring on Mar 8, 2023. Recovery took 243 trading sessions.

The current Updated drawdown is 0.61%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31%Feb 23, 202310Mar 8, 2023243Feb 15, 2024253
-23.66%Apr 5, 2022138Oct 14, 202288Feb 16, 2023226
-13.48%Feb 19, 202534Apr 7, 202517May 1, 202551
-10.83%Feb 21, 202411Mar 6, 202469Jun 12, 202480
-10.37%Jul 17, 202414Aug 5, 202411Aug 20, 202425
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 5.60, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCBAESYLUNRTSCO.LRHM.DEOXLCPLTRAAPLGOOGLAMZNVUAG.LPortfolio
^GSPC1.000.120.190.240.200.430.640.730.720.740.640.72
BAESY0.121.000.040.180.540.030.020.020.05-0.020.240.33
LUNR0.190.041.000.03-0.000.140.180.120.140.160.150.48
TSCO.L0.240.180.031.000.180.150.110.170.140.110.320.30
RHM.DE0.200.54-0.000.181.000.060.140.080.070.070.300.44
OXLC0.430.030.140.150.061.000.310.300.290.310.330.40
PLTR0.640.020.180.110.140.311.000.460.490.580.430.60
AAPL0.730.020.120.170.080.300.461.000.610.580.460.54
GOOGL0.720.050.140.140.070.290.490.611.000.690.440.58
AMZN0.74-0.020.160.110.070.310.580.580.691.000.460.64
VUAG.L0.640.240.150.320.300.330.430.460.440.461.000.71
Portfolio0.720.330.480.300.440.400.600.540.580.640.711.00
The correlation results are calculated based on daily price changes starting from Nov 18, 2021
Go to the full Correlations tool for more customization options