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Global Leverage

Last updated Feb 22, 2024

Asset Allocation


IGLO.L 35%CRPS.L 10%URTH 40%EEM 15%BondBondEquityEquity
PositionCategory/SectorWeight
IGLO.L
iShares Global Government Bond UCITS
Global Bonds

35%

CRPS.L
iShares Global Corporate Bond UCITS ETF
Global Corporate Bonds

10%

URTH
iShares MSCI World ETF
Large Cap Growth Equities

40%

EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities

15%

S&P 500

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
7.23%
13.83%
Global Leverage
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 25, 2012, corresponding to the inception date of CRPS.L

Returns

As of Feb 22, 2024, the Global Leverage returned -0.01% Year-To-Date and 3.99% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
Global Leverage-0.01%1.58%7.22%10.38%4.14%3.94%
URTH
iShares MSCI World ETF
3.52%2.68%13.92%22.30%11.19%8.83%
IGLO.L
iShares Global Government Bond UCITS
-3.42%-0.50%1.24%0.61%-2.34%-0.97%
CRPS.L
iShares Global Corporate Bond UCITS ETF
-2.17%-0.34%4.87%6.40%0.70%1.14%
EEM
iShares MSCI Emerging Markets ETF
0.00%4.77%5.40%5.90%0.91%2.36%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.96%
20232.28%-2.47%-3.62%-2.02%6.96%4.43%

Sharpe Ratio

The current Global Leverage Sharpe ratio is 1.38. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.38

The Sharpe ratio of Global Leverage lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.38
1.79
Global Leverage
Benchmark (^GSPC)
Portfolio components

Dividend yield

Global Leverage granted a 2.11% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Global Leverage2.11%1.92%1.58%1.33%1.42%1.98%1.88%1.62%1.77%1.78%2.04%1.45%
URTH
iShares MSCI World ETF
1.64%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
2.07%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
3.38%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
2.63%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%

Expense Ratio

The Global Leverage has a high expense ratio of 0.29%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.24%
0.00%2.15%
0.20%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
1.79
Global Leverage
1.38
URTH
iShares MSCI World ETF
1.92
IGLO.L
iShares Global Government Bond UCITS
0.12
CRPS.L
iShares Global Corporate Bond UCITS ETF
0.98
EEM
iShares MSCI Emerging Markets ETF
0.53

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IGLO.LEEMURTHCRPS.L
IGLO.L1.000.02-0.030.54
EEM0.021.000.690.19
URTH-0.030.691.000.19
CRPS.L0.540.190.191.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-8.61%
-0.95%
Global Leverage
Benchmark (^GSPC)
Portfolio components

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 25.63%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Global Leverage drawdown is 8.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.63%Sep 6, 2021289Oct 14, 2022
-19.72%Feb 13, 202027Mar 20, 202076Jul 8, 2020103
-12.87%Aug 28, 2014359Jan 20, 2016135Jul 29, 2016494
-12.59%Jan 29, 2018234Dec 24, 2018133Jul 3, 2019367
-7.51%May 10, 201331Jun 24, 201362Sep 18, 201393

Volatility Chart

The current Global Leverage volatility is 2.14%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.14%
3.37%
Global Leverage
Benchmark (^GSPC)
Portfolio components
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