SIPP2.0
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Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SIPP2.0, 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 Dec 12, 2023, corresponding to the inception date of USRD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
SIPP2.0 | 15.28% | 3.53% | 11.28% | N/A | N/A | N/A |
Portfolio components: | ||||||
MWMIX VanEck Morningstar Wide Moat Fund | 10.79% | 3.92% | 8.87% | 21.41% | 15.96% | N/A |
VVGM.DE VanEck Morningstar Global Wide Moat UCITS ETF | 11.95% | 4.68% | 9.96% | 16.54% | N/A | N/A |
USRD Themes US R&D Champions ETF | 15.55% | 5.67% | 7.10% | N/A | N/A | N/A |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 11.49% | 2.10% | 9.42% | 15.18% | N/A | N/A |
IGF iShares Global Infrastructure ETF | 12.50% | 4.64% | 16.34% | 19.34% | 5.88% | 4.69% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TIP iShares TIPS Bond ETF | 3.79% | 2.01% | 5.20% | 7.04% | 1.90% | 2.01% |
GLD SPDR Gold Trust | 21.76% | 5.50% | 23.81% | 31.04% | 9.94% | 6.53% |
BTC-USD Bitcoin | 48.65% | -7.95% | 10.06% | 140.82% | 45.12% | 61.86% |
ENGW.L SPDR MSCI World Energy UCITS ETF | 7.80% | -0.50% | 7.29% | 4.33% | N/A | N/A |
PHPP.L WisdomTree Physical Precious Metals | 13.79% | 4.68% | 19.88% | 12.63% | 4.22% | 6.34% |
VNQ Vanguard Real Estate ETF | 9.48% | 5.77% | 15.19% | 22.17% | 4.61% | 6.29% |
RACE Ferrari N.V. | 42.70% | 15.96% | 14.62% | 55.15% | 25.85% | N/A |
Monthly Returns
The table below presents the monthly returns of SIPP2.0, 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 | -0.73% | 5.25% | 5.28% | -3.05% | 1.94% | 0.42% | 2.89% | 15.28% | |||||
2023 | 2.18% | 2.18% |
Expense Ratio
SIPP2.0 features an expense ratio of 0.33%, 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
Risk-Adjusted Performance Rank
The current rank of SIPP2.0 is 66, 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 | |
---|---|---|---|---|---|
MWMIX VanEck Morningstar Wide Moat Fund | 1.32 | 1.82 | 1.24 | 0.61 | 6.17 |
VVGM.DE VanEck Morningstar Global Wide Moat UCITS ETF | 1.80 | 2.47 | 1.32 | 0.90 | 9.11 |
USRD Themes US R&D Champions ETF | 1.51 | 2.17 | 1.27 | 0.77 | 7.65 |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 1.90 | 2.65 | 1.35 | 0.91 | 11.10 |
IGF iShares Global Infrastructure ETF | 1.55 | 2.10 | 1.27 | 0.72 | 7.44 |
USD=X USD Cash | — | — | — | — | — |
TIP iShares TIPS Bond ETF | 1.19 | 1.68 | 1.21 | 0.37 | 5.46 |
GLD SPDR Gold Trust | 2.40 | 3.20 | 1.42 | 2.07 | 14.31 |
BTC-USD Bitcoin | 1.40 | 2.07 | 1.21 | 1.35 | 6.95 |
ENGW.L SPDR MSCI World Energy UCITS ETF | 0.72 | 1.02 | 1.13 | 0.21 | 2.30 |
PHPP.L WisdomTree Physical Precious Metals | 1.05 | 1.49 | 1.18 | 0.53 | 3.94 |
VNQ Vanguard Real Estate ETF | 0.94 | 1.34 | 1.17 | 0.33 | 2.97 |
RACE Ferrari N.V. | 2.12 | 3.14 | 1.39 | 2.54 | 16.27 |
Dividends
Dividend yield
SIPP2.0 granted a 1.38% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
SIPP2.0 | 1.38% | 1.46% | 2.47% | 2.54% | 1.67% | 2.13% | 2.07% | 0.58% | 0.55% | 0.44% | 0.47% | 0.52% |
Portfolio components: | ||||||||||||
MWMIX VanEck Morningstar Wide Moat Fund | 5.26% | 5.82% | 11.44% | 13.44% | 8.22% | 10.84% | 9.48% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% |
VVGM.DE VanEck Morningstar Global Wide Moat UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USRD Themes US R&D Champions ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGF iShares Global Infrastructure ETF | 3.34% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% | 3.00% | 3.45% |
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% |
TIP iShares TIPS Bond ETF | 3.01% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENGW.L SPDR MSCI World Energy UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PHPP.L WisdomTree Physical Precious Metals | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.76% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
RACE Ferrari N.V. | 0.54% | 0.59% | 0.69% | 0.40% | 0.54% | 0.70% | 0.87% | 0.66% | 0.89% | 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 SIPP2.0. 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 SIPP2.0 was 4.91%, occurring on Aug 5, 2024. Recovery took 11 trading sessions.
The current SIPP2.0 drawdown is 0.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-4.91% | Jul 17, 2024 | 20 | Aug 5, 2024 | 11 | Aug 16, 2024 | 31 |
-4.11% | Apr 10, 2024 | 22 | May 1, 2024 | 14 | May 15, 2024 | 36 |
-3.19% | May 21, 2024 | 25 | Jun 14, 2024 | 31 | Jul 15, 2024 | 56 |
-2.99% | Dec 28, 2023 | 21 | Jan 17, 2024 | 23 | Feb 9, 2024 | 44 |
-1.56% | Mar 14, 2024 | 3 | Mar 16, 2024 | 5 | Mar 21, 2024 | 8 |
Volatility
Volatility Chart
The current SIPP2.0 volatility is 4.14%, 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
USD=X | BTC-USD | ENGW.L | TIP | RACE | GLD | PHPP.L | USRD | VNQ | VHYG.L | VVGM.DE | IGF | MWMIX | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
BTC-USD | 0.00 | 1.00 | 0.03 | 0.00 | 0.17 | 0.08 | 0.06 | 0.20 | 0.23 | 0.15 | 0.16 | 0.20 | 0.22 |
ENGW.L | 0.00 | 0.03 | 1.00 | 0.03 | 0.04 | 0.20 | 0.43 | 0.10 | 0.11 | 0.55 | 0.26 | 0.27 | 0.16 |
TIP | 0.00 | 0.00 | 0.03 | 1.00 | 0.22 | 0.23 | 0.22 | 0.18 | 0.40 | 0.19 | 0.20 | 0.34 | 0.33 |
RACE | 0.00 | 0.17 | 0.04 | 0.22 | 1.00 | 0.13 | 0.07 | 0.34 | 0.27 | 0.21 | 0.34 | 0.42 | 0.33 |
GLD | 0.00 | 0.08 | 0.20 | 0.23 | 0.13 | 1.00 | 0.55 | 0.27 | 0.24 | 0.28 | 0.25 | 0.41 | 0.32 |
PHPP.L | 0.00 | 0.06 | 0.43 | 0.22 | 0.07 | 0.55 | 1.00 | 0.29 | 0.16 | 0.45 | 0.28 | 0.33 | 0.30 |
USRD | 0.00 | 0.20 | 0.10 | 0.18 | 0.34 | 0.27 | 0.29 | 1.00 | 0.52 | 0.34 | 0.51 | 0.36 | 0.73 |
VNQ | 0.00 | 0.23 | 0.11 | 0.40 | 0.27 | 0.24 | 0.16 | 0.52 | 1.00 | 0.33 | 0.41 | 0.55 | 0.65 |
VHYG.L | 0.00 | 0.15 | 0.55 | 0.19 | 0.21 | 0.28 | 0.45 | 0.34 | 0.33 | 1.00 | 0.62 | 0.43 | 0.47 |
VVGM.DE | 0.00 | 0.16 | 0.26 | 0.20 | 0.34 | 0.25 | 0.28 | 0.51 | 0.41 | 0.62 | 1.00 | 0.44 | 0.60 |
IGF | 0.00 | 0.20 | 0.27 | 0.34 | 0.42 | 0.41 | 0.33 | 0.36 | 0.55 | 0.43 | 0.44 | 1.00 | 0.56 |
MWMIX | 0.00 | 0.22 | 0.16 | 0.33 | 0.33 | 0.32 | 0.30 | 0.73 | 0.65 | 0.47 | 0.60 | 0.56 | 1.00 |