Global Leverage
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CRPS.L iShares Global Corporate Bond UCITS ETF | Global Corporate Bonds | 10% |
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 15% |
IGLO.L iShares Global Government Bond UCITS | Global Bonds | 35% |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global Leverage, 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 Sep 25, 2012, corresponding to the inception date of CRPS.L
Returns By Period
As of Oct 10, 2024, the Global Leverage returned 9.54% Year-To-Date and 4.65% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 21.43% | 5.87% | 12.23% | 32.90% | 14.34% | 11.78% |
| Global Leverage | 9.54% | 2.34% | 8.09% | 19.11% | 4.83% | 4.65% |
| Portfolio components: | ||||||
URTH iShares MSCI World ETF | 18.91% | 5.07% | 11.20% | 30.96% | 12.88% | 10.53% |
IGLO.L iShares Global Government Bond UCITS | -0.14% | -1.90% | 4.09% | 7.56% | -2.74% | -0.61% |
CRPS.L iShares Global Corporate Bond UCITS ETF | -0.56% | -2.68% | 3.66% | 8.38% | -2.28% | -1.23% |
EEM iShares MSCI Emerging Markets ETF | 15.04% | 9.04% | 12.19% | 23.41% | 4.19% | 3.42% |
Monthly Returns
The table below presents the monthly returns of Global Leverage, 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 | -0.98% | 1.86% | 1.91% | -2.94% | 2.69% | 1.36% | 2.00% | 2.33% | 2.03% | 9.54% | |||
| 2023 | 5.39% | -3.66% | 3.20% | 0.87% | -1.68% | 3.10% | 2.28% | -2.47% | -3.80% | -2.02% | 6.96% | 4.43% | 12.53% |
| 2022 | -3.05% | -2.36% | -1.01% | -6.80% | 0.28% | -5.63% | 4.18% | -3.88% | -7.83% | 2.14% | 7.35% | -2.11% | -18.12% |
| 2021 | -0.50% | -0.04% | 0.63% | 2.35% | 1.25% | 0.59% | 0.44% | 0.98% | -3.33% | 2.38% | -1.41% | 1.53% | 4.84% |
| 2020 | -0.62% | -3.48% | -7.54% | 6.04% | 2.54% | 2.59% | 4.54% | 2.81% | -1.73% | -1.08% | 7.14% | 3.38% | 14.48% |
| 2019 | 5.21% | 0.70% | 1.30% | 1.69% | -2.83% | 4.42% | -0.20% | -0.16% | 0.42% | 1.89% | 0.68% | 2.70% | 16.75% |
| 2018 | 3.74% | -2.96% | -0.22% | -0.82% | -0.57% | -0.72% | 1.58% | -0.09% | -0.33% | -4.60% | 1.24% | -2.38% | -6.20% |
| 2017 | 2.48% | 1.52% | 0.95% | 1.47% | 1.87% | 0.34% | 2.54% | 0.84% | 0.21% | 1.20% | 1.21% | 1.31% | 17.10% |
| 2016 | -2.60% | 0.82% | 5.45% | 1.14% | -0.83% | 1.96% | 2.73% | 0.04% | 0.50% | -2.34% | -1.97% | 0.74% | 5.48% |
| 2015 | -1.03% | 2.56% | -1.19% | 2.03% | -1.22% | -1.78% | 0.29% | -3.80% | -1.52% | 3.80% | -0.92% | -1.11% | -4.05% |
| 2014 | -2.36% | 2.95% | 0.62% | 0.37% | 1.92% | 1.16% | -0.78% | 1.57% | -3.78% | 0.50% | 0.20% | -1.14% | 1.01% |
| 2013 | 0.87% | -0.68% | 0.64% | 1.71% | -1.09% | -3.00% | 3.09% | -1.27% | 4.12% | 1.99% | 0.35% | 0.25% | 6.98% |
Expense Ratio
Global Leverage features an expense ratio of 0.29%, 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 Global Leverage is 51, 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 | |
|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 2.56 | 3.51 | 1.47 | 2.33 | 16.51 |
IGLO.L iShares Global Government Bond UCITS | 1.20 | 1.87 | 1.22 | 0.32 | 2.79 |
CRPS.L iShares Global Corporate Bond UCITS ETF | 1.33 | 1.85 | 1.27 | 0.36 | 4.09 |
EEM iShares MSCI Emerging Markets ETF | 1.55 | 2.24 | 1.28 | 0.71 | 8.78 |
Dividends
Dividend yield
Global Leverage granted a 2.16% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Global Leverage | 2.16% | 1.92% | 1.58% | 1.33% | 1.42% | 1.98% | 1.88% | 1.62% | 1.77% | 1.78% | 2.04% | 1.45% |
| Portfolio components: | ||||||||||||
URTH iShares MSCI World ETF | 1.45% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
IGLO.L iShares Global Government Bond UCITS | 2.43% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% | 1.52% | 1.39% |
CRPS.L iShares Global Corporate Bond UCITS ETF | 3.95% | 3.34% | 2.55% | 2.07% | 2.42% | 2.75% | 2.56% | 2.61% | 2.45% | 2.58% | 2.52% | 2.41% |
EEM iShares MSCI Emerging Markets ETF | 2.26% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.22% | 1.87% | 1.88% | 2.48% | 2.22% | 2.04% |
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 Global Leverage. 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 Global Leverage was 25.89%, occurring on Oct 14, 2022. Recovery took 499 trading sessions.
The current Global Leverage drawdown is 1.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.89% | Sep 6, 2021 | 289 | Oct 14, 2022 | 499 | Sep 24, 2024 | 788 |
| -19.83% | Feb 13, 2020 | 27 | Mar 20, 2020 | 78 | Jul 10, 2020 | 105 |
| -13.18% | Jul 24, 2014 | 384 | Jan 20, 2016 | 142 | Aug 9, 2016 | 526 |
| -12.82% | Jan 29, 2018 | 234 | Dec 24, 2018 | 134 | Jul 4, 2019 | 368 |
| -7.51% | May 10, 2013 | 31 | Jun 24, 2013 | 62 | Sep 18, 2013 | 93 |
Volatility
Volatility Chart
The current Global Leverage volatility is 2.02%, 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
| IGLO.L | EEM | URTH | CRPS.L | |
|---|---|---|---|---|
| IGLO.L | 1.00 | 0.02 | -0.02 | 0.55 |
| EEM | 0.02 | 1.00 | 0.69 | 0.19 |
| URTH | -0.02 | 0.69 | 1.00 | 0.19 |
| CRPS.L | 0.55 | 0.19 | 0.19 | 1.00 |