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Low risk Irish domicile
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Low risk Irish domicile, 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 every 3 months.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
15.68%
21.50%
Low risk Irish domicile
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 20, 2023, corresponding to the inception date of CSPX.L

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-1.00%-4.87%8.34%14.11%10.27%
Low risk Irish domicile-2.58%-0.85%-1.87%7.95%N/AN/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
-7.23%-1.90%-5.18%9.26%N/AN/A
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
-2.88%-0.79%-2.46%9.33%12.36%10.79%
BND
Vanguard Total Bond Market ETF
2.74%0.14%1.94%7.37%-0.83%1.45%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
2.05%0.49%2.43%6.32%1.19%N/A
LQDA.L
iShares USD Corporate Bond UCITS ETF (Acc)
1.56%-0.03%0.47%7.06%-0.31%N/A
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
*Annualized

Monthly Returns

The table below presents the monthly returns of Low risk Irish domicile, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.99%-1.10%-2.93%-0.50%-2.58%
20240.85%1.29%2.37%-2.67%2.20%3.09%0.95%1.87%1.76%-1.08%3.15%-1.41%12.86%
20230.85%4.33%5.22%

Expense Ratio

Low risk Irish domicile has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for SWDA.L: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWDA.L: 0.20%
Expense ratio chart for LQDA.L: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LQDA.L: 0.20%
Expense ratio chart for CSPX.L: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CSPX.L: 0.07%
Expense ratio chart for IBTA.L: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBTA.L: 0.07%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Low risk Irish domicile is 56, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Low risk Irish domicile is 5656
Overall Rank
The Sharpe Ratio Rank of Low risk Irish domicile is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of Low risk Irish domicile is 5151
Sortino Ratio Rank
The Omega Ratio Rank of Low risk Irish domicile is 5757
Omega Ratio Rank
The Calmar Ratio Rank of Low risk Irish domicile is 5151
Calmar Ratio Rank
The Martin Ratio Rank of Low risk Irish domicile is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.68, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.68
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 0.96, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.96
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.14, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.14
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.63, compared to the broader market0.002.004.006.00
Portfolio: 0.63
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 2.61, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.61
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
0.420.661.100.401.59
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.470.741.110.441.90
BND
Vanguard Total Bond Market ETF
1.161.701.211.282.85
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
3.295.301.786.5517.72
LQDA.L
iShares USD Corporate Bond UCITS ETF (Acc)
0.660.971.120.801.84
USD=X
USD Cash

The current Low risk Irish domicile Sharpe ratio is 0.68. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.39 to 0.88, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Low risk Irish domicile with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchApril
0.68
0.46
Low risk Irish domicile
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Low risk Irish domicile provided a 1.11% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.11%1.10%0.93%0.78%0.59%0.66%0.82%0.84%0.76%0.75%0.77%0.84%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LQDA.L
iShares USD Corporate Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD=X
USD Cash
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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.99%
-10.07%
Low risk Irish domicile
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Low risk Irish domicile. 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 Low risk Irish domicile was 10.16%, occurring on Apr 9, 2025. The portfolio has not yet recovered.

The current Low risk Irish domicile drawdown is 4.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.16%Feb 18, 202537Apr 9, 2025
-4.14%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-3.95%Dec 9, 202426Jan 13, 202524Feb 14, 202550
-3.63%Apr 1, 202416Apr 22, 202417May 15, 202433
-1.81%Oct 21, 202410Nov 1, 20244Nov 7, 202414

Volatility

Volatility Chart

The current Low risk Irish domicile volatility is 6.34%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
6.34%
14.23%
Low risk Irish domicile
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
1.002.003.004.005.006.00
Effective Assets: 3.64

The portfolio contains 6 assets, with an effective number of assets of 3.64, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

^GSPCUSD=XIBTA.LBNDLQDA.LCSPX.LSWDA.LPortfolio
^GSPC1.000.000.060.190.120.400.600.46
USD=X0.000.000.000.000.000.000.000.00
IBTA.L0.060.001.000.650.66-0.030.020.17
BND0.190.000.651.000.750.100.180.37
LQDA.L0.120.000.660.751.000.210.230.44
CSPX.L0.400.00-0.030.100.211.000.790.93
SWDA.L0.600.000.020.180.230.791.000.84
Portfolio0.460.000.170.370.440.930.841.00
The correlation results are calculated based on daily price changes starting from Nov 21, 2023