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G1 Platinum
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

G1 Platinum

Last updated Jul 25, 2024

Asset Allocation

IB01.L 5%SGLP.L 30%CMFP.L 20%SPPP.L 10%BTCE.DE 5%SMH 20%IUIT.L 10%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTCE.DE
ETC Group Physical Bitcoin		Blockchain

5%

CMFP.L
L&G Longer Dated All Commodities UCITS ETF		Commodities

20%

IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		Government Bonds

5%

IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities

10%

SGLP.L
Invesco Physical Gold A		Precious Metals

30%

SMH
VanEck Vectors Semiconductor ETF		Technology Equities

20%

SPPP.L
Invesco Physical Platinum		Precious Metals

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in G1 Platinum, 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

60.00%80.00%100.00%120.00%FebruaryMarchAprilMayJuneJuly
115.61%
73.31%
G1 Platinum
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 18, 2020, corresponding to the inception date of BTCE.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
G1 Platinum16.35%-2.65%16.06%25.34%N/AN/A
Portfolio components:
SGLP.L
Invesco Physical Gold A		14.19%2.57%17.06%21.84%9.72%8.86%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		23.88%-3.31%16.67%33.45%24.49%N/A
SMH
VanEck Vectors Semiconductor ETF		35.28%-9.33%25.65%51.14%34.52%28.86%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		2.99%0.50%2.58%5.41%2.14%N/A
SPPP.L
Invesco Physical Platinum		-7.11%-7.26%1.88%-0.36%0.63%-2.17%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF		1.54%-3.67%2.42%-2.67%9.09%3.77%
BTCE.DE
ETC Group Physical Bitcoin		49.18%5.36%53.19%116.78%N/AN/A

Monthly Returns

The table below presents the monthly returns of G1 Platinum, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.60%5.01%6.02%0.19%5.04%2.00%16.35%
20237.52%-2.94%7.70%-0.18%2.12%0.95%3.68%-1.25%-4.31%3.06%4.77%4.33%27.66%
2022-2.59%2.87%3.29%-5.01%-0.30%-8.86%5.44%-4.85%-5.71%0.97%8.10%-1.76%-9.38%
20212.37%3.19%1.52%3.14%1.66%-1.61%2.53%1.54%-2.46%5.62%0.74%1.53%21.36%
20201.78%8.67%3.86%-2.97%0.01%8.02%9.62%32.00%

Expense Ratio

G1 Platinum features an expense ratio of 0.30%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

BTCE.DE
ETC Group Physical Bitcoin
Expense ratio chart for BTCE.DE: current value at 2.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.00%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
Expense ratio chart for CMFP.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%
SPPP.L
Invesco Physical Platinum
Expense ratio chart for SPPP.L: 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%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
SGLP.L
Invesco Physical Gold A
Expense ratio chart for SGLP.L: 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%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
Expense ratio chart for IB01.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of G1 Platinum is 92, placing it in the top 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of G1 Platinum is 9292
G1 Platinum
The Sharpe Ratio Rank of G1 Platinum is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of G1 Platinum is 9393Sortino Ratio Rank
The Omega Ratio Rank of G1 Platinum is 9393Omega Ratio Rank
The Calmar Ratio Rank of G1 Platinum is 9191Calmar Ratio Rank
The Martin Ratio Rank of G1 Platinum is 9090Martin 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.

G1 Platinum
Sharpe ratio
The chart of Sharpe ratio for G1 Platinum, currently valued at 2.35, compared to the broader market-1.000.001.002.003.004.002.35
Sortino ratio
The chart of Sortino ratio for G1 Platinum, currently valued at 3.44, compared to the broader market-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for G1 Platinum, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for G1 Platinum, currently valued at 3.61, compared to the broader market0.002.004.006.008.003.61
Martin ratio
The chart of Martin ratio for G1 Platinum, currently valued at 13.43, compared to the broader market0.0010.0020.0030.0040.0013.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SGLP.L
Invesco Physical Gold A		1.552.241.291.838.45
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		1.902.571.333.2610.60
SMH
VanEck Vectors Semiconductor ETF		1.892.481.323.4210.63
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		15.0468.3018.61143.711,104.59
SPPP.L
Invesco Physical Platinum		0.040.241.030.030.12
CMFP.L
L&G Longer Dated All Commodities UCITS ETF		-0.16-0.150.98-0.08-0.43
BTCE.DE
ETC Group Physical Bitcoin		2.563.281.391.8112.70

Sharpe Ratio

The current G1 Platinum Sharpe ratio is 2.62. 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 1.24 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of G1 Platinum 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.35
1.58
G1 Platinum
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

G1 Platinum granted a 0.09% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
G1 Platinum0.09%0.12%0.47%0.20%0.28%1.20%0.75%0.57%0.32%0.86%0.46%0.62%
Portfolio components:
SGLP.L
Invesco Physical Gold A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUIT.L
iShares S&P 500 Information Technology Sector 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%
SMH
VanEck Vectors Semiconductor ETF		0.44%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
IB01.L
iShares USD Treasury Bond 0-1yr 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%
SPPP.L
Invesco Physical Platinum		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMFP.L
L&G Longer Dated All Commodities 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%
BTCE.DE
ETC Group Physical 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%

Drawdowns

Drawdowns Chart

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

-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.99%
-4.73%
G1 Platinum
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the G1 Platinum. 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 G1 Platinum was 20.96%, occurring on Oct 19, 2022. Recovery took 166 trading sessions.

The current G1 Platinum drawdown is 4.08%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.96%Mar 25, 2022148Oct 19, 2022166Jun 13, 2023314
-7.35%Jul 20, 202356Oct 5, 202328Nov 14, 202384
-6.99%Feb 22, 202111Mar 8, 202127Apr 15, 202138
-6.76%Nov 16, 202153Jan 27, 202226Mar 4, 202279
-6.47%Sep 2, 202017Sep 24, 202030Nov 5, 202047

Volatility

Volatility Chart

The current G1 Platinum volatility is 3.87%, 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.

1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.87%
3.80%
G1 Platinum
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.
IB01.LBTCE.DESMHSGLP.LIUIT.LCMFP.LSPPP.L
IB01.L1.000.000.020.080.07-0.030.02
BTCE.DE0.001.000.240.080.320.140.22
SMH0.020.241.000.110.560.150.17
SGLP.L0.080.080.111.000.060.470.50
IUIT.L0.070.320.560.061.000.140.23
CMFP.L-0.030.140.150.470.141.000.45
SPPP.L0.020.220.170.500.230.451.00
The correlation results are calculated based on daily price changes starting from Jun 19, 2020