PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
G1 Platinum
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IB01.L 5%SGLP.L 30%CMFP.L 20%SPPP.L 10%BTCE.DE 5%SMH 20%IUIT.L 10%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
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%

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 every 3 months.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
21.20%
14.40%
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
1.92%0.88%15.58%20.89%12.50%11.34%
G1 Platinum3.10%0.44%21.20%35.25%N/AN/A
SGLP.L
Invesco Physical Gold A
8.61%7.03%18.56%39.75%13.46%10.66%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
-5.48%-4.96%12.70%22.87%21.17%N/A
SMH
VanEck Vectors Semiconductor ETF
-1.40%-5.20%10.29%23.03%27.60%25.86%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.39%0.33%2.38%5.15%2.46%N/A
SPPP.L
Invesco Physical Platinum
7.46%3.21%6.19%8.67%0.40%-0.57%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
5.72%5.37%11.68%13.90%13.49%6.14%
BTCE.DE
ETC Group Physical Bitcoin
6.36%0.67%79.96%128.60%N/AN/A
*Annualized

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
20254.70%3.10%
20241.40%9.15%6.64%-2.95%7.09%2.00%-1.03%-1.85%3.74%1.88%5.68%-1.46%33.79%
20237.55%-2.88%7.40%-0.58%2.26%2.07%3.64%-1.68%-4.28%3.07%5.74%5.09%30.04%
2022-5.14%2.69%4.56%-6.23%-1.31%-12.13%6.34%-4.95%-6.04%1.04%7.18%-2.36%-16.83%
20214.59%5.61%3.70%1.88%-4.22%-1.59%3.32%3.47%-3.14%9.83%0.15%-0.92%24.13%
20201.77%8.66%3.82%-2.99%0.04%8.24%9.52%32.09%

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.


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%
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%
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%
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%
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%
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%
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 rank of G1 Platinum is 68, 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 G1 Platinum is 6868
Overall Rank
The Sharpe Ratio Rank of G1 Platinum is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of G1 Platinum is 7070
Sortino Ratio Rank
The Omega Ratio Rank of G1 Platinum is 6868
Omega Ratio Rank
The Calmar Ratio Rank of G1 Platinum is 6767
Calmar Ratio Rank
The Martin Ratio Rank of G1 Platinum is 6565
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.


Sharpe ratio
The chart of Sharpe ratio for G1 Platinum, currently valued at 1.67, compared to the broader market-6.00-4.00-2.000.002.004.001.671.84
The chart of Sortino ratio for G1 Platinum, currently valued at 2.24, compared to the broader market-6.00-4.00-2.000.002.004.006.002.242.48
The chart of Omega ratio for G1 Platinum, currently valued at 1.29, compared to the broader market0.501.001.501.291.34
The chart of Calmar ratio for G1 Platinum, currently valued at 2.45, compared to the broader market0.002.004.006.008.0010.0012.002.452.79
The chart of Martin ratio for G1 Platinum, currently valued at 8.43, compared to the broader market0.0010.0020.0030.0040.008.4311.42
G1 Platinum
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SGLP.L
Invesco Physical Gold A
2.803.561.505.2214.04
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
0.841.251.171.274.10
SMH
VanEck Vectors Semiconductor ETF
0.500.891.120.731.70
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
14.3059.3913.52275.06883.57
SPPP.L
Invesco Physical Platinum
0.360.681.080.270.99
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
1.181.741.210.592.67
BTCE.DE
ETC Group Physical Bitcoin
1.842.461.303.018.11

The current G1 Platinum Sharpe ratio is 1.92. 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 1.27 to 2.01, 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 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 Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.67
1.84
G1 Platinum
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

G1 Platinum provided a 0.09% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.09%0.09%0.12%0.24%0.10%0.14%0.30%0.38%0.29%0.16%0.43%0.23%
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
0.45%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.22%
-2.03%
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 27.02%, occurring on Oct 19, 2022. Recovery took 298 trading sessions.

The current G1 Platinum drawdown is 2.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.02%Nov 10, 2021245Oct 19, 2022298Dec 14, 2023543
-12.46%Jul 17, 202414Aug 5, 202450Oct 14, 202464
-10.25%Apr 16, 202147Jun 21, 202154Sep 3, 2021101
-7.86%Feb 22, 202110Mar 5, 202123Apr 8, 202133
-6.45%Sep 2, 202017Sep 24, 202030Nov 5, 202047

Volatility

Volatility Chart

The current G1 Platinum volatility is 6.96%, 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%7.00%8.00%SeptemberOctoberNovemberDecember2025February
6.96%
4.05%
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.DESGLP.LSMHIUIT.LCMFP.LSPPP.L
IB01.L1.00-0.000.070.020.06-0.030.03
BTCE.DE-0.001.000.090.250.320.140.23
SGLP.L0.070.091.000.130.050.470.50
SMH0.020.250.131.000.570.170.20
IUIT.L0.060.320.050.571.000.140.22
CMFP.L-0.030.140.470.170.141.000.45
SPPP.L0.030.230.500.200.220.451.00
The correlation results are calculated based on daily price changes starting from Jun 19, 2020
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab