_Portu ESG
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Jul 12, 2016, corresponding to the inception date of SUUS.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| _Portu ESG | 5.71% | 1.62% | 6.42% | 9.15% | 10.12% | N/A |
| Portfolio components: | ||||||
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc) | 6.05% | 0.97% | 6.18% | 10.99% | 13.51% | N/A |
IESE.AS iShares MSCI Europe SRI UCITS ETF EUR (Acc) | 5.69% | -1.21% | 4.85% | 9.22% | 8.32% | 7.29% |
CUS1.L iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 5.83% | 7.56% | 8.83% | 10.81% | 8.58% | 11.60% |
SUES.L iShares MSCI EM SRI UCITS ETF | 1.89% | 0.50% | 7.47% | -2.52% | 1.18% | N/A |
XDNS.L Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 7.37% | 0.94% | 3.40% | 7.52% | 4.04% | N/A |
Monthly Returns
The table below presents the monthly returns of _Portu ESG, 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 | -0.55% | 2.72% | 2.95% | -3.96% | 1.51% | 2.33% | 5.71% | ||||||
| 2023 | 7.34% | -2.22% | 0.96% | 1.04% | -2.23% | 6.69% | 3.70% | -3.08% | -4.68% | -4.51% | 9.29% | 6.58% | 19.01% |
| 2022 | -7.51% | -1.26% | 2.44% | -6.92% | -2.21% | -7.86% | 7.07% | -3.44% | -8.06% | 5.04% | 7.11% | -2.85% | -18.48% |
| 2021 | 1.12% | 1.01% | 3.39% | 3.73% | 1.60% | 1.52% | 0.59% | 2.67% | -3.38% | 5.66% | -1.94% | 4.07% | 21.57% |
| 2020 | -1.41% | -8.14% | -12.17% | 9.83% | 4.32% | 3.73% | 4.75% | 7.66% | -2.23% | -2.23% | 12.81% | 5.27% | 21.01% |
| 2019 | 6.81% | 3.71% | 0.78% | 3.27% | -4.91% | 5.86% | 0.95% | -2.58% | 2.57% | 2.72% | 3.08% | 3.00% | 27.67% |
| 2018 | 4.76% | -3.51% | -1.91% | 1.85% | 0.31% | 0.01% | 3.05% | 0.89% | 0.59% | -7.84% | 1.92% | -6.78% | -7.22% |
| 2017 | 1.57% | 2.51% | 1.77% | 1.73% | 1.04% | 1.08% | 2.61% | 0.27% | 1.92% | 2.88% | 2.24% | 2.04% | 23.89% |
| 2016 | 1.35% | 1.05% | 0.53% | -2.31% | 2.13% | 2.28% | 5.07% |
Expense Ratio
_Portu ESG has an expense ratio of 0.24%, 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 _Portu ESG is 13, indicating that it is in the bottom 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc) | 0.92 | 1.41 | 1.17 | 0.74 | 3.22 |
IESE.AS iShares MSCI Europe SRI UCITS ETF EUR (Acc) | 0.82 | 1.28 | 1.14 | 0.53 | 2.76 |
CUS1.L iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 0.55 | 0.99 | 1.11 | 0.37 | 1.67 |
SUES.L iShares MSCI EM SRI UCITS ETF | -0.24 | -0.25 | 0.97 | -0.12 | -0.59 |
XDNS.L Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 0.56 | 0.87 | 1.11 | 0.33 | 1.87 |
Dividends
Dividend yield
_Portu ESG granted a 0.00% dividend yield in the last twelve months.
Drawdowns
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 _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 2.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.96% | Feb 20, 2020 | 23 | Mar 23, 2020 | 100 | Aug 12, 2020 | 123 |
| -27.66% | Nov 9, 2021 | 239 | Oct 11, 2022 | 363 | Mar 12, 2024 | 602 |
| -15.77% | Sep 24, 2018 | 66 | Dec 24, 2018 | 81 | Apr 23, 2019 | 147 |
| -9.14% | Jan 30, 2018 | 9 | Feb 9, 2018 | 141 | Aug 29, 2018 | 150 |
| -7.23% | Feb 16, 2021 | 14 | Mar 5, 2021 | 20 | Apr 6, 2021 | 34 |
Volatility
Volatility Chart
The current _Portu ESG volatility is 3.22%, 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
| XDNS.L | SUES.L | IESE.AS | CUS1.L | SUUS.L | |
|---|---|---|---|---|---|
| XDNS.L | 1.00 | 0.54 | 0.57 | 0.54 | 0.59 |
| SUES.L | 0.54 | 1.00 | 0.62 | 0.60 | 0.63 |
| IESE.AS | 0.57 | 0.62 | 1.00 | 0.64 | 0.69 |
| CUS1.L | 0.54 | 0.60 | 0.64 | 1.00 | 0.83 |
| SUUS.L | 0.59 | 0.63 | 0.69 | 0.83 | 1.00 |