Artem
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPX5.L SPDR S&P 500 UCITS ETF | Large Cap Blend Equities | 45% |
XDAX.L Xtrackers DAX UCITS ETF 1C | Europe Equities | 15% |
XNAQ.L Xtrackers Nasdaq 100 UCITS ETF 1C | Large Cap Growth Equities | 40% |
Performance
Performance Chart
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 By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Artem | 21.13% | 1.31% | 15.31% | 41.80% | N/A | N/A |
| Portfolio components: | ||||||
SPX5.L SPDR S&P 500 UCITS ETF | 22.97% | 1.75% | 15.52% | 41.94% | 15.29% | 15.18% |
XNAQ.L Xtrackers Nasdaq 100 UCITS ETF 1C | 21.79% | 2.41% | 16.73% | 44.10% | N/A | N/A |
XDAX.L Xtrackers DAX UCITS ETF 1C | 13.09% | -2.96% | 10.07% | 34.10% | 7.28% | N/A |
Monthly Returns
The table below presents the monthly returns of Artem , 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 | 1.38% | 4.35% | 2.95% | -3.55% | 3.72% | 5.53% | -0.29% | 1.30% | 2.58% | 21.13% | |||
| 2023 | 7.96% | -1.32% | 5.66% | 1.78% | 3.22% | 6.07% | 3.30% | -1.52% | -4.85% | -3.19% | 10.10% | 5.85% | 37.00% |
| 2022 | -8.01% | -2.81% | 3.94% | -9.39% | -2.38% | -8.78% | 8.23% | -3.66% | -7.83% | 4.46% | 4.73% | -4.12% | -24.41% |
| 2021 | -1.97% | 1.54% | 3.15% | 5.19% | 0.47% | 3.06% | 2.09% | 3.19% | -4.34% | 5.40% | 0.69% | 3.25% | 23.49% |
Expense Ratio
Artem has an expense ratio of 0.13%, 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 Artem is 65, 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 | |
|---|---|---|---|---|---|
SPX5.L SPDR S&P 500 UCITS ETF | 3.62 | 4.98 | 1.70 | 4.13 | 23.30 |
XNAQ.L Xtrackers Nasdaq 100 UCITS ETF 1C | 2.70 | 3.53 | 1.48 | 3.55 | 12.54 |
XDAX.L Xtrackers DAX UCITS ETF 1C | 2.39 | 3.28 | 1.41 | 1.82 | 12.68 |
Dividends
Dividend yield
Artem provided a 36.93% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Artem | 36.93% | 54.45% | 62.33% | 44.01% | 63.21% | 66.54% | 76.87% | 70.73% | 67.11% | 75.64% | 64.23% | 70.23% |
| Portfolio components: | ||||||||||||
SPX5.L SPDR S&P 500 UCITS ETF | 82.07% | 120.99% | 138.50% | 97.80% | 140.46% | 147.87% | 170.82% | 157.18% | 149.13% | 168.09% | 142.74% | 156.08% |
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% |
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 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 30.60%, occurring on Oct 11, 2022. Recovery took 299 trading sessions.
The current Artem drawdown is 0.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.6% | Dec 31, 2021 | 195 | Oct 11, 2022 | 299 | Dec 12, 2023 | 494 |
| -9.18% | Jul 16, 2024 | 15 | Aug 5, 2024 | 32 | Sep 19, 2024 | 47 |
| -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 |
| -5.84% | Mar 22, 2024 | 19 | Apr 19, 2024 | 17 | May 15, 2024 | 36 |
Volatility
Volatility Chart
The current Artem volatility is 2.42%, 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
| XDAX.L | XNAQ.L | SPX5.L | |
|---|---|---|---|
| XDAX.L | 1.00 | 0.65 | 0.75 |
| XNAQ.L | 0.65 | 1.00 | 0.92 |
| SPX5.L | 0.75 | 0.92 | 1.00 |