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SIPP2.0
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TIP 5%GLD 10%PHPP.L 5%BTC-USD 5%USD=X 5%USRD 20%MWMIX 15%ENGW.L 10%IGF 7%VVGM.DE 5%VHYG.L 5%RACE 3%VNQ 5%BondBondCommodityCommodityCryptocurrencyCryptocurrencyCurrencyCurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BTC-USD
Bitcoin
5%
ENGW.L
SPDR MSCI World Energy UCITS ETF
Energy Equities
10%
GLD
SPDR Gold Trust
Precious Metals, Gold
10%
IGF
iShares Global Infrastructure ETF
Large Cap Value Equities
7%
MWMIX
VanEck Morningstar Wide Moat Fund
Large Cap Blend Equities
15%
PHPP.L
WisdomTree Physical Precious Metals
Precious Metals
5%
RACE
Ferrari N.V.
Consumer Cyclical
3%
TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds
5%
USD=X
USD Cash
5%
USRD
Themes US R&D Champions ETF
Large Cap Blend Equities
20%
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF
Global Equities
5%
VNQ
Vanguard Real Estate ETF
REIT
5%
VVGM.DE
VanEck Morningstar Global Wide Moat UCITS ETF
Global Equities
5%

S&P 500

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


5.00%10.00%15.00%20.00%MarchAprilMayJuneJulyAugust
17.80%
19.33%
SIPP2.0
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 12, 2023, corresponding to the inception date of USRD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.76%2.89%10.80%27.49%14.28%10.89%
SIPP2.015.28%3.53%11.28%N/AN/AN/A
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/AN/A
USRD
Themes US R&D Champions ETF
15.55%5.67%7.10%N/AN/AN/A
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF
11.49%2.10%9.42%15.18%N/AN/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/AN/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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.73%5.25%5.28%-3.05%1.94%0.42%2.89%15.28%
20232.18%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.


Expense ratio chart for MWMIX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VVGM.DE: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%
Expense ratio chart for IGF: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for PHPP.L: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for ENGW.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for USRD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for VHYG.L: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for TIP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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.


The Risk-Adjusted Performance Rank of SIPP2.0 is 6666
SIPP2.0
The Sharpe Ratio Rank of SIPP2.0 is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of SIPP2.0 is 7676Sortino Ratio Rank
The Omega Ratio Rank of SIPP2.0 is 6464Omega Ratio Rank
The Calmar Ratio Rank of SIPP2.0 is 2929Calmar Ratio Rank
The Martin Ratio Rank of SIPP2.0 is 8585Martin 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.


SIPP2.0
Sharpe ratio
The chart of Sharpe ratio for SIPP2.0, currently valued at 2.39, compared to the broader market-1.000.001.002.003.004.002.39
Sortino ratio
The chart of Sortino ratio for SIPP2.0, currently valued at 3.25, compared to the broader market-2.000.002.004.003.25
Omega ratio
The chart of Omega ratio for SIPP2.0, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for SIPP2.0, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for SIPP2.0, currently valued at 12.92, compared to the broader market0.005.0010.0015.0020.0025.0030.0012.92
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.09, compared to the broader market-2.000.002.004.003.09
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.00, compared to the broader market0.002.004.006.008.002.00
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.55, compared to the broader market0.005.0010.0015.0020.0025.0030.0010.55

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MWMIX
VanEck Morningstar Wide Moat Fund
1.321.821.240.616.17
VVGM.DE
VanEck Morningstar Global Wide Moat UCITS ETF
1.802.471.320.909.11
USRD
Themes US R&D Champions ETF
1.512.171.270.777.65
VHYG.L
Vanguard FTSE All-World High Dividend Yield UCITS ETF
1.902.651.350.9111.10
IGF
iShares Global Infrastructure ETF
1.552.101.270.727.44
USD=X
USD Cash
TIP
iShares TIPS Bond ETF
1.191.681.210.375.46
GLD
SPDR Gold Trust
2.403.201.422.0714.31
BTC-USD
Bitcoin
1.402.071.211.356.95
ENGW.L
SPDR MSCI World Energy UCITS ETF
0.721.021.130.212.30
PHPP.L
WisdomTree Physical Precious Metals
1.051.491.180.533.94
VNQ
Vanguard Real Estate ETF
0.941.341.170.332.97
RACE
Ferrari N.V.
2.123.141.392.5416.27

Sharpe Ratio

The current SIPP2.0 Sharpe ratio is 2.39. 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 1.79 to 2.40, 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 SIPP2.0 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 Ratio2.302.402.502.6012 PMFri 2312 PMSat 2412 PMAug 2512 PMMon 2612 PMTue 27
2.39
SIPP2.0
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SIPP2.0 granted a 1.38% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
SIPP2.01.38%1.46%2.47%2.54%1.67%2.13%2.07%0.58%0.55%0.44%0.47%0.52%
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.


-8.00%-6.00%-4.00%-2.00%0.00%MarchAprilMayJuneJulyAugust
-0.23%
-0.89%
SIPP2.0
Benchmark (^GSPC)
Portfolio components

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, 202420Aug 5, 202411Aug 16, 202431
-4.11%Apr 10, 202422May 1, 202414May 15, 202436
-3.19%May 21, 202425Jun 14, 202431Jul 15, 202456
-2.99%Dec 28, 202321Jan 17, 202423Feb 9, 202444
-1.56%Mar 14, 20243Mar 16, 20245Mar 21, 20248

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.


2.00%3.00%4.00%5.00%6.00%MarchAprilMayJuneJulyAugust
4.14%
5.88%
SIPP2.0
Benchmark (^GSPC)
Portfolio components

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.

USD=XBTC-USDENGW.LTIPRACEGLDPHPP.LUSRDVNQVHYG.LVVGM.DEIGFMWMIX
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.00
BTC-USD0.001.000.030.000.170.080.060.200.230.150.160.200.22
ENGW.L0.000.031.000.030.040.200.430.100.110.550.260.270.16
TIP0.000.000.031.000.220.230.220.180.400.190.200.340.33
RACE0.000.170.040.221.000.130.070.340.270.210.340.420.33
GLD0.000.080.200.230.131.000.550.270.240.280.250.410.32
PHPP.L0.000.060.430.220.070.551.000.290.160.450.280.330.30
USRD0.000.200.100.180.340.270.291.000.520.340.510.360.73
VNQ0.000.230.110.400.270.240.160.521.000.330.410.550.65
VHYG.L0.000.150.550.190.210.280.450.340.331.000.620.430.47
VVGM.DE0.000.160.260.200.340.250.280.510.410.621.000.440.60
IGF0.000.200.270.340.420.410.330.360.550.430.441.000.56
MWMIX0.000.220.160.330.330.320.300.730.650.470.600.561.00
The correlation results are calculated based on daily price changes starting from Dec 14, 2023