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eee
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TPSA.AS 18%GLD 3%BTC-USD 5%IWDA.AS 44%ZPRV.DE 30%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.32%
17.59%
eee
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 20, 2015, corresponding to the inception date of ZPRV.DE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
eee3.00%-3.27%19.32%18.44%14.01%N/A
TPSA.AS
iShares $ TIPS UCITS ETF USD (Acc)
-1.49%-1.43%3.64%-1.50%1.99%4.46%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
3.88%-4.51%17.59%17.47%10.29%11.52%
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%62.95%62.81%
GLD
SPDR Gold Trust
15.62%10.32%20.39%19.96%12.99%5.98%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
-5.24%-5.02%16.53%15.39%9.86%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.33%4.08%4.49%
2023-3.59%-1.91%7.57%7.55%

Expense Ratio

The eee has a high expense ratio of 0.21%, 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.


0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

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.


eee
Sharpe ratio
The chart of Sharpe ratio for eee, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for eee, currently valued at 2.52, compared to the broader market-2.000.002.004.006.002.52
Omega ratio
The chart of Omega ratio for eee, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for eee, currently valued at 0.34, compared to the broader market0.002.004.006.008.000.34
Martin ratio
The chart of Martin ratio for eee, currently valued at 7.35, compared to the broader market0.0010.0020.0030.0040.007.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TPSA.AS
iShares $ TIPS UCITS ETF USD (Acc)
0.270.441.050.011.11
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
1.592.381.280.336.78
BTC-USD
Bitcoin
4.093.991.462.0029.69
GLD
SPDR Gold Trust
3.004.591.551.0117.90
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
0.270.591.070.051.01

Sharpe Ratio

The current eee Sharpe ratio is 1.66. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.66

The Sharpe ratio of eee 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.66
1.66
eee
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


eee doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.97%
-5.46%
eee
Benchmark (^GSPC)
Portfolio components

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 4.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.02%Feb 15, 202038Mar 23, 2020141Aug 11, 2020179
-24.79%Nov 9, 2021323Sep 27, 2022451Dec 22, 2023774
-19.51%Dec 19, 2017372Dec 25, 2018178Jun 21, 2019550
-12.71%Apr 24, 2015294Feb 11, 201668Apr 19, 2016362
-6.64%Sep 3, 202022Sep 24, 202018Oct 12, 202040

Volatility

Volatility Chart

The current eee volatility is 3.00%, 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%NovemberDecember2024FebruaryMarchApril
3.00%
3.15%
eee
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.

BTC-USDGLDTPSA.ASZPRV.DEIWDA.AS
BTC-USD1.000.080.050.080.09
GLD0.081.000.340.030.08
TPSA.AS0.050.341.000.050.15
ZPRV.DE0.080.030.051.000.65
IWDA.AS0.090.080.150.651.00