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Artem

Last updated Dec 9, 2023

Asset Allocation


SPX5.L 45%XNAQ.L 40%XDAX.L 15%EquityEquity
PositionCategory/SectorWeight
SPX5.L
SPDR S&P 500 UCITS ETF
Large Cap Blend Equities45%
XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C
Large Cap Growth Equities40%
XDAX.L
Xtrackers DAX UCITS ETF 1C
Europe Equities15%

Performance

The chart shows the growth of an initial investment of $10,000 in Artem , 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


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.54%
16.60%
Artem
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2021, corresponding to the inception date of XNAQ.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Artem 31.28%6.08%8.59%26.42%N/AN/A
SPX5.L
SPDR S&P 500 UCITS ETF
16.64%3.02%7.80%14.51%13.56%14.79%
XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C
42.48%3.09%10.99%35.35%N/AN/A
XDAX.L
Xtrackers DAX UCITS ETF 1C
15.77%8.42%5.44%16.08%7.72%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.21%6.08%3.30%-1.52%-4.86%-3.19%10.10%

Sharpe Ratio

The current Artem Sharpe ratio is 1.15. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.15

The Sharpe ratio of Artem lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.15
1.11
Artem
Benchmark (^GSPC)
Portfolio components

Dividend yield

Artem granted a 0.55% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Artem 0.55%0.62%0.44%0.63%0.67%1.55%1.18%0.67%0.76%0.64%0.70%0.61%
SPX5.L
SPDR S&P 500 UCITS ETF
1.23%1.39%0.97%1.40%1.48%3.45%2.62%1.49%1.68%1.43%1.56%1.35%
XNAQ.L
Xtrackers Nasdaq 100 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%
XDAX.L
Xtrackers DAX 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%

Expense Ratio

The Artem features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.09%
0.00%2.15%
0.09%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SPX5.L
SPDR S&P 500 UCITS ETF
0.43
XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C
1.81
XDAX.L
Xtrackers DAX UCITS ETF 1C
1.09

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

XDAX.LXNAQ.LSPX5.L
XDAX.L1.000.690.77
XNAQ.L0.691.000.92
SPX5.L0.770.921.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.40%
-4.67%
Artem
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Artem . 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 Artem was 30.62%, occurring on Oct 11, 2022. Recovery took 281 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.62%Jan 4, 2022194Oct 11, 2022281Nov 16, 2023475
-9.15%Nov 17, 20231Nov 17, 2023
-7.33%Feb 16, 202114Mar 5, 202120Apr 6, 202134
-6.8%Sep 7, 202120Oct 4, 202120Nov 1, 202140
-5.22%Nov 23, 202120Dec 20, 20215Dec 29, 202125

Volatility Chart

The current Artem volatility is 14.84%, 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%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
14.84%
2.42%
Artem
Benchmark (^GSPC)
Portfolio components
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