eee
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 5% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 3% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 44% |
TPSA.AS iShares $ TIPS UCITS ETF USD (Acc) | Inflation-Protected Bonds | 18% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | Small Cap Value Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in eee, 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 Feb 20, 2015, corresponding to the inception date of ZPRV.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| eee | 10.98% | 3.49% | 11.31% | 18.49% | 14.07% | N/A |
| Portfolio components: | ||||||
TPSA.AS iShares $ TIPS UCITS ETF USD (Acc) | 1.54% | 0.53% | 2.17% | 3.18% | 1.97% | 3.97% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 12.29% | 0.18% | 10.03% | 16.74% | 11.49% | 11.43% |
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.15% | 60.34% |
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.32% | 5.70% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 5.62% | 9.48% | 9.15% | 13.54% | 12.97% | N/A |
Monthly Returns
The table below presents the monthly returns of eee, 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 | -0.33% | 4.08% | 4.49% | -4.13% | 3.18% | 0.96% | 10.98% | ||||||
| 2023 | 8.71% | -1.54% | 0.87% | 0.84% | -1.83% | 6.15% | 3.30% | -2.53% | -3.59% | -1.91% | 7.57% | 7.55% | 24.98% |
| 2022 | -5.63% | 0.85% | 2.06% | -5.96% | -1.90% | -8.86% | 7.72% | -3.37% | -7.68% | 5.75% | 3.15% | -3.14% | -17.07% |
| 2021 | 3.34% | 4.93% | 5.68% | 3.39% | 0.26% | 0.04% | 1.88% | 2.37% | -2.74% | 5.65% | -1.63% | 1.67% | 27.39% |
| 2020 | 0.29% | -7.50% | -13.37% | 10.79% | 3.46% | 2.49% | 4.33% | 6.01% | -3.34% | 0.91% | 14.81% | 7.59% | 25.83% |
| 2019 | 6.95% | 3.37% | 0.20% | 4.27% | -0.98% | 7.97% | 0.67% | -2.66% | 1.52% | 2.18% | 1.46% | 2.26% | 30.23% |
| 2018 | 0.91% | -3.23% | -2.76% | 3.55% | 0.41% | -0.27% | 2.20% | 0.74% | -0.72% | -6.16% | -1.64% | -6.83% | -13.44% |
| 2017 | 1.07% | 3.15% | -0.55% | 2.43% | 4.19% | 2.04% | 2.52% | 3.06% | 1.59% | 3.49% | 6.21% | 4.76% | 39.53% |
| 2016 | -7.39% | 3.18% | 5.49% | 2.15% | 1.15% | -0.17% | 5.08% | -0.07% | 0.84% | -1.33% | 4.03% | 3.37% | 16.83% |
| 2015 | 0.76% | -0.93% | 1.39% | -0.62% | -1.04% | 0.53% | -7.03% | -1.60% | 6.57% | 2.12% | -0.86% | -1.24% |
Expense Ratio
eee has an expense ratio of 0.21%, which is considered low compared to other funds. 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 risk-adjusted rank of eee is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
TPSA.AS iShares $ TIPS UCITS ETF USD (Acc) | 1.25 | 1.90 | 1.24 | 0.10 | 5.26 |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 3.19 | 4.58 | 1.59 | 1.91 | 23.01 |
BTC-USD Bitcoin | 2.64 | 3.04 | 1.32 | 1.59 | 14.62 |
GLD SPDR Gold Trust | 1.94 | 2.60 | 1.34 | 1.55 | 11.47 |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 1.93 | 2.91 | 1.37 | 1.37 | 9.74 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the eee. 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 eee was 31.02%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current eee drawdown is 1.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.02% | Feb 15, 2020 | 38 | Mar 23, 2020 | 141 | Aug 11, 2020 | 179 |
| -24.79% | Nov 9, 2021 | 323 | Sep 27, 2022 | 451 | Dec 22, 2023 | 774 |
| -19.51% | Dec 19, 2017 | 372 | Dec 25, 2018 | 178 | Jun 21, 2019 | 550 |
| -12.71% | Apr 24, 2015 | 294 | Feb 11, 2016 | 68 | Apr 19, 2016 | 362 |
| -6.64% | Sep 3, 2020 | 22 | Sep 24, 2020 | 18 | Oct 12, 2020 | 40 |
Volatility
Volatility Chart
The current eee volatility is 2.70%, 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
| BTC-USD | GLD | TPSA.AS | ZPRV.DE | IWDA.AS | |
|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.08 | 0.05 | 0.08 | 0.09 |
| GLD | 0.08 | 1.00 | 0.34 | 0.04 | 0.09 |
| TPSA.AS | 0.05 | 0.34 | 1.00 | 0.06 | 0.16 |
| ZPRV.DE | 0.08 | 0.04 | 0.06 | 1.00 | 0.65 |
| IWDA.AS | 0.09 | 0.09 | 0.16 | 0.65 | 1.00 |