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beat VT

Last updated Dec 7, 2023

Asset Allocation


AGGG.L 10%WFSPX 35%IMEU.L 15%FM 10%FLIN 10%EMXC 10%CNYA 10%BondBondEquityEquity
PositionCategory/SectorWeight
AGGG.L
iShares Global Aggregate Bond UCITS Dist
Global Bonds10%
WFSPX
iShares S&P 500 Index Fund
Large Cap Blend Equities35%
IMEU.L
iShares MSCI Europe UCITS Dist
Europe Equities15%
FM
iShares MSCI Frontier 100 ETF
Emerging Markets Equities10%
FLIN
Franklin FTSE India ETF
Asia Pacific Equities10%
EMXC
iShares MSCI Emerging Markets ex China ETF
Foreign Large Cap Equities10%
CNYA
iShares MSCI China A ETF
China Equities10%

Performance

The chart shows the growth of an initial investment of $10,000 in beat VT, 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


30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
39.78%
76.26%
beat VT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLIN

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
beat VT10.96%3.70%3.61%8.84%8.21%N/A
FM
iShares MSCI Frontier 100 ETF
4.28%1.75%2.47%1.25%1.66%1.23%
WFSPX
iShares S&P 500 Index Fund
20.30%4.40%7.44%17.33%13.41%11.72%
FLIN
Franklin FTSE India ETF
16.64%7.84%13.97%12.87%11.13%N/A
EMXC
iShares MSCI Emerging Markets ex China ETF
11.87%3.05%2.31%9.99%5.15%N/A
IMEU.L
iShares MSCI Europe UCITS Dist
9.41%4.86%2.58%10.15%8.33%7.07%
CNYA
iShares MSCI China A ETF
-15.07%-4.13%-9.60%-17.24%3.59%N/A
AGGG.L
iShares Global Aggregate Bond UCITS Dist
2.06%4.04%1.28%0.93%-0.81%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.55%4.42%3.88%-3.13%-3.31%-2.92%7.51%

Sharpe Ratio

The current beat VT Sharpe ratio is 0.74. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.74

The Sharpe ratio of beat VT 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 Ratio0.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
0.74
0.98
beat VT
Benchmark (^GSPC)
Portfolio components

Dividend yield

beat VT granted a 1.55% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
beat VT1.55%1.76%1.39%1.34%1.71%2.15%1.11%1.19%1.15%1.88%0.71%0.67%
FM
iShares MSCI Frontier 100 ETF
1.94%2.70%2.04%2.91%3.12%4.29%2.04%2.15%2.76%12.35%1.11%0.00%
WFSPX
iShares S&P 500 Index Fund
1.54%2.02%1.52%1.66%1.99%2.50%2.00%2.37%2.49%1.84%1.70%1.90%
FLIN
Franklin FTSE India ETF
0.62%0.73%2.26%0.68%0.90%0.92%0.00%0.00%0.00%0.00%0.00%0.00%
EMXC
iShares MSCI Emerging Markets ex China ETF
2.32%2.85%1.78%1.45%3.25%2.62%0.99%0.00%0.00%0.00%0.00%0.00%
IMEU.L
iShares MSCI Europe UCITS Dist
0.03%0.03%0.02%0.02%0.03%0.03%0.03%0.03%0.03%0.03%0.03%0.03%
CNYA
iShares MSCI China A ETF
3.15%2.69%1.11%1.06%1.21%3.92%0.97%1.38%0.00%0.00%0.00%0.00%
AGGG.L
iShares Global Aggregate Bond UCITS Dist
2.07%1.55%1.33%1.46%1.62%0.96%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The beat VT has a high expense ratio of 0.38%, 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.


1.00%
0.00%2.15%
0.79%
0.00%2.15%
0.60%
0.00%2.15%
0.49%
0.00%2.15%
0.19%
0.00%2.15%
0.10%
0.00%2.15%
0.03%
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
FM
iShares MSCI Frontier 100 ETF
0.03
WFSPX
iShares S&P 500 Index Fund
1.14
FLIN
Franklin FTSE India ETF
1.08
EMXC
iShares MSCI Emerging Markets ex China ETF
0.71
IMEU.L
iShares MSCI Europe UCITS Dist
0.79
CNYA
iShares MSCI China A ETF
-0.96
AGGG.L
iShares Global Aggregate Bond UCITS Dist
0.13

Asset Correlations Table

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

AGGG.LCNYAFMFLINIMEU.LWFSPXEMXC
AGGG.L1.000.070.080.120.200.070.14
CNYA0.071.000.380.360.420.450.55
FM0.080.381.000.410.390.520.54
FLIN0.120.360.411.000.480.510.67
IMEU.L0.200.420.390.481.000.550.62
WFSPX0.070.450.520.510.551.000.67
EMXC0.140.550.540.670.620.671.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-9.15%
-5.15%
beat VT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the beat VT. 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 beat VT was 30.54%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.54%Jan 21, 202045Mar 23, 2020109Aug 25, 2020154
-25.09%Jan 13, 2022193Oct 11, 2022
-15.52%Feb 27, 2018213Dec 24, 2018124Jun 20, 2019337
-6.1%Jul 4, 201930Aug 14, 201957Nov 1, 201987
-5.81%Sep 3, 202016Sep 24, 202012Oct 12, 202028

Volatility Chart

The current beat VT volatility is 2.54%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.54%
2.93%
beat VT
Benchmark (^GSPC)
Portfolio components
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