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040725
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 040725

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in 040725, 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 year.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.18%2.27%10.18%9.14%21.92%17.11%13.13%13.17%
Portfolio
040725
BCH-USD
Bitcoin Cash
-11.38%-53.70%-65.29%-64.45%-50.86%19.74%-19.44%
BRYN.DE
Berkshire Hathaway Inc
-0.18%4.09%-0.95%-1.18%-2.75%10.49%12.29%12.86%
CEMS.DE
iShares Edge MSCI Europe Value Factor UCITS ETF
0.58%3.44%13.18%16.40%31.01%21.07%14.31%11.03%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
-0.07%2.49%9.62%10.08%21.92%17.13%12.55%12.75%
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
1.14%7.77%60.30%57.83%123.73%60.34%
NATO.L
HANetf Future of Defence UCITS ETF - Accumulating
PHSP.L
WisdomTree Physical Silver
0.00%-12.47%-2.53%19.04%87.41%37.23%20.49%14.05%
PPFB.DE
iShares Physical Gold ETC
0.61%-3.85%2.74%6.61%31.41%28.05%
SXR7.DE
iShares Core MSCI EMU UCITS ETF EUR (Acc)
0.99%4.05%9.21%11.01%17.88%16.24%10.62%10.40%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
0.15%2.31%11.26%11.96%24.29%17.30%11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


Expense Ratio

040725 has an expense ratio of 0.20%, 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.


Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 040725 and compares them with S&P 500 Index.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BCH-USD
Bitcoin Cash
39-0.75-0.990.89-0.75-2.35
BRYN.DE
Berkshire Hathaway Inc
33-0.15-0.100.99-0.21-0.41
CEMS.DE
iShares Edge MSCI Europe Value Factor UCITS ETF
742.223.081.403.0811.58
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
721.972.751.373.5114.24
LSMC.DE
Amundi MSCI Semiconductors ESG Screened UCITS ETF
953.914.221.559.4130.19
NATO.L
HANetf Future of Defence UCITS ETF - Accumulating
PHSP.L
WisdomTree Physical Silver
471.602.031.302.254.79
PPFB.DE
iShares Physical Gold ETC
391.301.751.261.814.60
SXR7.DE
iShares Core MSCI EMU UCITS ETF EUR (Acc)
401.231.871.231.766.45
VWCE.DE
Vanguard FTSE All-World UCITS ETF
772.112.951.393.6815.26

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 040725. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield


040725 doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the 040725. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.


Related event

Drawdown

Fall

Recovery

Underwater

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 7.33, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio

Not enough data to calculate this metric.