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_Portu ESG

Last updated Mar 2, 2024

Asset Allocation


SUUS.L 48%IESE.AS 19%CUS1.L 17%SUES.L 10%XDNS.L 6%EquityEquity
PositionCategory/SectorWeight
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
Large Cap Blend Equities

48%

IESE.AS
iShares MSCI Europe SRI UCITS ETF EUR (Acc)
Europe Equities

19%

CUS1.L
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)
Small Cap Blend Equities

17%

SUES.L
iShares MSCI EM SRI UCITS ETF
Emerging Markets Equities

10%

XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
Japan Equities

6%

S&P 500

Performance

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


90.00%100.00%110.00%120.00%130.00%140.00%OctoberNovemberDecember2024FebruaryMarch
126.03%
138.70%
_Portu ESG
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 12, 2016, corresponding to the inception date of SUUS.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
_Portu ESG2.68%3.32%9.02%14.47%10.91%N/A
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
2.87%2.28%9.55%19.59%15.02%N/A
IESE.AS
iShares MSCI Europe SRI UCITS ETF EUR (Acc)
3.35%3.35%11.69%14.31%8.93%7.77%
CUS1.L
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)
1.27%5.22%8.78%7.67%8.41%10.86%
SUES.L
iShares MSCI EM SRI UCITS ETF
-1.66%4.49%-0.71%-2.09%1.01%N/A
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
10.30%4.54%13.00%22.23%4.42%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.57%3.05%
2023-3.08%-4.68%-4.51%9.29%6.61%

Sharpe Ratio

The current _Portu ESG Sharpe ratio is 1.34. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.34

The Sharpe ratio of _Portu ESG is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.34
2.44
_Portu ESG
Benchmark (^GSPC)
Portfolio components

Dividend yield

_Portu ESG granted a 0.00% dividend yield in the last twelve months.


_Portu ESG doesn't pay dividends

Expense Ratio

The _Portu ESG has a high expense ratio of 0.24%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.43%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.15%

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
^GSPC
S&P 500
2.44
_Portu ESG
1.34
SUUS.L
iShares MSCI USA SRI UCITS ETF USD (Acc)
1.79
IESE.AS
iShares MSCI Europe SRI UCITS ETF EUR (Acc)
1.17
CUS1.L
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)
0.53
SUES.L
iShares MSCI EM SRI UCITS ETF
-0.00
XDNS.L
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D
1.60

Asset Correlations Table

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

XDNS.LSUES.LIESE.ASCUS1.LSUUS.L
XDNS.L1.000.550.580.540.59
SUES.L0.551.000.630.600.62
IESE.AS0.580.631.000.640.70
CUS1.L0.540.600.641.000.84
SUUS.L0.590.620.700.841.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.00%
0
_Portu ESG
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the _Portu ESG. 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 _Portu ESG was 33.96%, occurring on Mar 23, 2020. Recovery took 100 trading sessions.

The current _Portu ESG drawdown is 1.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.96%Feb 20, 202023Mar 23, 2020100Aug 12, 2020123
-27.66%Nov 9, 2021239Oct 11, 2022
-15.77%Sep 24, 201866Dec 24, 201881Apr 23, 2019147
-9.14%Jan 30, 20189Feb 9, 2018141Aug 29, 2018150
-7.23%Feb 16, 202114Mar 5, 202120Apr 6, 202134

Volatility Chart

The current _Portu ESG volatility is 2.79%, 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%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.79%
3.47%
_Portu ESG
Benchmark (^GSPC)
Portfolio components
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