Erste
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Erste , 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 Dec 11, 2023, corresponding to the inception date of SPYL.DE
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
Erste | 15.29% | -1.43% | 4.83% | N/A | N/A | N/A |
Portfolio components: | ||||||
Vanguard FTSE Developed World UCITS ETF Acc | 16.56% | 0.95% | 8.10% | 22.62% | N/A | N/A |
VanEck Semiconductor UCITS ETF | 22.84% | -3.96% | 0.05% | 47.40% | N/A | N/A |
Franklin Metaverse UCITS ETF USD Capitalisation | -0.64% | -3.06% | -3.45% | 30.24% | N/A | N/A |
Xtrackers Artificial Intelligence & Big Data UCITS ETF | 19.07% | 1.53% | 5.40% | 33.90% | 18.65% | N/A |
Taiwan Semiconductor Manufacturing Company Limited | 69.21% | 2.01% | 24.71% | 106.44% | 34.39% | 27.07% |
iShares Core Dividend Growth ETF | 17.39% | 1.76% | 9.63% | 26.87% | 12.39% | 12.04% |
Roundhill Ball Metaverse ETF | 13.64% | -0.30% | 4.89% | 40.88% | N/A | N/A |
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 14.31% | -5.88% | -3.04% | 36.10% | N/A | N/A |
SPDR MSCI World UCITS ETF | 17.10% | 0.83% | 7.58% | 18.83% | 11.23% | N/A |
SPDR S&P 500 UCITS ETF USD Unhedged Acc | 20.23% | 1.32% | 9.61% | N/A | N/A | N/A |
Humana Inc. | -31.86% | -12.04% | -10.49% | -36.62% | 3.03% | 9.44% |
Monthly Returns
The table below presents the monthly returns of Erste , 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 | -0.43% | 6.10% | 3.93% | -4.94% | 5.61% | 7.09% | -1.76% | -0.03% | 15.29% | ||||
2023 | 4.86% | 4.86% |
Expense Ratio
Erste has an expense ratio of 0.22%, 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 Erste is 58, 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 | |
---|---|---|---|---|---|
Vanguard FTSE Developed World UCITS ETF Acc | 2.13 | 2.79 | 1.42 | 2.79 | 12.19 |
VanEck Semiconductor UCITS ETF | 1.66 | 2.19 | 1.29 | 1.92 | 5.71 |
Franklin Metaverse UCITS ETF USD Capitalisation | 1.30 | 1.79 | 1.23 | 1.72 | 4.72 |
Xtrackers Artificial Intelligence & Big Data UCITS ETF | 2.00 | 2.60 | 1.37 | 2.53 | 8.73 |
Taiwan Semiconductor Manufacturing Company Limited | 2.73 | 3.36 | 1.43 | 2.71 | 15.03 |
iShares Core Dividend Growth ETF | 2.45 | 3.40 | 1.44 | 2.10 | 14.78 |
Roundhill Ball Metaverse ETF | 1.83 | 2.45 | 1.31 | 0.84 | 8.99 |
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 1.37 | 1.85 | 1.25 | 1.47 | 4.41 |
SPDR MSCI World UCITS ETF | 0.58 | 1.09 | 1.31 | 0.94 | 1.82 |
SPDR S&P 500 UCITS ETF USD Unhedged Acc | — | — | — | — | — |
Humana Inc. | -1.07 | -1.31 | 0.80 | -0.77 | -1.30 |
Dividends
Dividend yield
Erste granted a 0.43% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Erste | 0.43% | 0.47% | 0.50% | 0.37% | 0.41% | 0.57% | 0.61% | 0.46% | 0.48% | 0.52% | 0.32% | 0.30% |
Portfolio components: | ||||||||||||
Vanguard FTSE Developed World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VanEck Semiconductor 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% |
Franklin Metaverse UCITS ETF USD Capitalisation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Xtrackers Artificial Intelligence & Big Data 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% |
Taiwan Semiconductor Manufacturing Company Limited | 1.26% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
iShares Core Dividend Growth ETF | 2.18% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Roundhill Ball Metaverse ETF | 0.15% | 0.17% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPDR MSCI World 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% |
SPDR S&P 500 UCITS ETF USD Unhedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Humana Inc. | 1.14% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% | 0.77% | 1.04% |
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 Erste . 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 Erste was 13.33%, occurring on Aug 5, 2024. The portfolio has not yet recovered.
The current Erste drawdown is 6.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-13.33% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
-7.83% | Mar 8, 2024 | 31 | Apr 22, 2024 | 17 | May 15, 2024 | 48 |
-3.43% | Dec 29, 2023 | 5 | Jan 5, 2024 | 11 | Jan 22, 2024 | 16 |
-2.67% | Feb 13, 2024 | 7 | Feb 21, 2024 | 1 | Feb 22, 2024 | 8 |
-2.47% | May 28, 2024 | 4 | May 31, 2024 | 3 | Jun 5, 2024 | 7 |
Volatility
Volatility Chart
The current Erste volatility is 5.47%, 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
HUM | DGRO | TSM | METV | FLRA.DE | SWLD.L | VGVF.DE | VVSM.DE | XAIX.DE | SEC0.DE | SPYL.DE | |
---|---|---|---|---|---|---|---|---|---|---|---|
HUM | 1.00 | 0.18 | -0.13 | -0.01 | -0.02 | -0.02 | -0.03 | -0.17 | -0.11 | -0.17 | -0.03 |
DGRO | 0.18 | 1.00 | 0.39 | 0.55 | 0.37 | 0.44 | 0.55 | 0.30 | 0.34 | 0.33 | 0.47 |
TSM | -0.13 | 0.39 | 1.00 | 0.69 | 0.37 | 0.39 | 0.45 | 0.64 | 0.49 | 0.64 | 0.46 |
METV | -0.01 | 0.55 | 0.69 | 1.00 | 0.57 | 0.53 | 0.54 | 0.59 | 0.59 | 0.62 | 0.55 |
FLRA.DE | -0.02 | 0.37 | 0.37 | 0.57 | 1.00 | 0.69 | 0.71 | 0.65 | 0.75 | 0.68 | 0.75 |
SWLD.L | -0.02 | 0.44 | 0.39 | 0.53 | 0.69 | 1.00 | 0.78 | 0.69 | 0.75 | 0.71 | 0.84 |
VGVF.DE | -0.03 | 0.55 | 0.45 | 0.54 | 0.71 | 0.78 | 1.00 | 0.70 | 0.79 | 0.72 | 0.91 |
VVSM.DE | -0.17 | 0.30 | 0.64 | 0.59 | 0.65 | 0.69 | 0.70 | 1.00 | 0.83 | 0.98 | 0.79 |
XAIX.DE | -0.11 | 0.34 | 0.49 | 0.59 | 0.75 | 0.75 | 0.79 | 0.83 | 1.00 | 0.84 | 0.89 |
SEC0.DE | -0.17 | 0.33 | 0.64 | 0.62 | 0.68 | 0.71 | 0.72 | 0.98 | 0.84 | 1.00 | 0.80 |
SPYL.DE | -0.03 | 0.47 | 0.46 | 0.55 | 0.75 | 0.84 | 0.91 | 0.79 | 0.89 | 0.80 | 1.00 |