Artem
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPX5.L SPDR S&P 500 UCITS ETF | Large Cap Blend Equities | 45% |
XNAQ.L Xtrackers Nasdaq 100 UCITS ETF 1C | Large Cap Growth Equities | 40% |
XDAX.L Xtrackers DAX UCITS ETF 1C | Europe Equities | 15% |
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
The earliest data available for this chart is Jan 28, 2021, corresponding to the inception date of XNAQ.L
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Artem | 31.28% | 6.08% | 8.59% | 26.42% | N/A | N/A |
| Portfolio components: | ||||||
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/A | N/A |
XDAX.L Xtrackers DAX UCITS ETF 1C | 15.77% | 8.42% | 5.44% | 16.08% | 7.72% | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.21% | 6.08% | 3.30% | -1.52% | -4.86% | -3.19% | 10.10% |
Dividend yield
Artem granted a 0.55% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| XDAX.L | XNAQ.L | SPX5.L | |
|---|---|---|---|
| XDAX.L | 1.00 | 0.69 | 0.77 |
| XNAQ.L | 0.69 | 1.00 | 0.92 |
| SPX5.L | 0.77 | 0.92 | 1.00 |
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 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, 2022 | 194 | Oct 11, 2022 | 281 | Nov 16, 2023 | 475 |
| -9.15% | Nov 17, 2023 | 1 | Nov 17, 2023 | — | — | — |
| -7.33% | Feb 16, 2021 | 14 | Mar 5, 2021 | 20 | Apr 6, 2021 | 34 |
| -6.8% | Sep 7, 2021 | 20 | Oct 4, 2021 | 20 | Nov 1, 2021 | 40 |
| -5.22% | Nov 23, 2021 | 20 | Dec 20, 2021 | 5 | Dec 29, 2021 | 25 |
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.