4 ETF & GOLD
Portafoglio con 5 etf
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
^STOXX STOXX Europe 600 Index | 5% | |
CN1.L Amundi MSCI Nordic UCITS ETF EUR (C) | Europe Equities | 10% |
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | Emerging Markets Equities | 5% |
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 60% |
SGLP.L Invesco Physical Gold A | Precious Metals | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 4 ETF & GOLD, 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 Jul 10, 2019, corresponding to the inception date of EMXC.DE
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
4 ETF & GOLD | 16.44% | 3.01% | 12.08% | 26.50% | 13.80% | N/A |
Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 18.74% | 2.97% | 11.35% | 28.52% | 15.37% | 12.91% |
CN1.L Amundi MSCI Nordic UCITS ETF EUR (C) | 0.47% | 0.00% | 0.00% | 12.66% | 14.44% | N/A |
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 12.27% | 3.06% | 10.48% | 22.60% | 8.54% | N/A |
^STOXX STOXX Europe 600 Index | 9.38% | 3.84% | 7.44% | 17.38% | 6.62% | 4.17% |
SGLP.L Invesco Physical Gold A | 20.65% | 4.41% | 22.56% | 30.59% | 9.77% | 9.13% |
Monthly Returns
The table below presents the monthly returns of 4 ETF & GOLD, 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 | 0.68% | 3.34% | 3.98% | -1.81% | 3.42% | 2.26% | 1.69% | 16.44% | |||||
2023 | 5.79% | -3.00% | 4.49% | 1.72% | -0.77% | 5.78% | 2.93% | -1.78% | -4.33% | -0.50% | 7.89% | 4.27% | 23.97% |
2022 | -4.64% | -1.27% | 2.84% | -6.70% | -0.74% | -7.38% | 6.33% | -4.16% | -8.09% | 5.64% | 7.38% | -2.82% | -14.24% |
2021 | -1.19% | 0.53% | 3.25% | 4.77% | 2.63% | -0.24% | 2.51% | 1.95% | -4.30% | 5.17% | -1.30% | 4.24% | 19.05% |
2020 | 0.21% | -6.43% | -9.60% | 10.25% | 4.38% | 2.59% | 6.93% | 4.98% | -3.23% | -2.49% | 8.28% | 4.93% | 20.45% |
2019 | -0.63% | -0.03% | 0.90% | 2.65% | 1.66% | 3.81% | 8.58% |
Expense Ratio
4 ETF & GOLD has an expense ratio of 0.07%, 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 4 ETF & GOLD is 87, placing it in the top 13% 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 | |
---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 2.12 | 2.91 | 1.39 | 2.25 | 10.12 |
CN1.L Amundi MSCI Nordic UCITS ETF EUR (C) | 1.10 | 1.83 | 1.37 | 1.12 | 5.82 |
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 1.54 | 2.19 | 1.28 | 1.05 | 8.43 |
^STOXX STOXX Europe 600 Index | 1.36 | 2.00 | 1.23 | 0.87 | 6.34 |
SGLP.L Invesco Physical Gold A | 1.98 | 2.78 | 1.35 | 2.40 | 11.10 |
Dividends
Dividend yield
4 ETF & GOLD granted a 0.77% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
4 ETF & GOLD | 0.77% | 0.87% | 1.00% | 0.72% | 0.94% | 1.19% | 1.32% | 1.05% | 1.20% | 1.36% | 1.09% | 1.08% |
Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.28% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
CN1.L Amundi MSCI Nordic UCITS ETF EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
^STOXX STOXX Europe 600 Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGLP.L Invesco Physical Gold A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 4 ETF & GOLD. 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 4 ETF & GOLD was 27.76%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.
The current 4 ETF & GOLD drawdown is 0.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-27.76% | Feb 20, 2020 | 23 | Mar 23, 2020 | 81 | Jul 15, 2020 | 104 |
-22.85% | Jan 4, 2022 | 200 | Oct 11, 2022 | 198 | Jul 18, 2023 | 398 |
-7.87% | Aug 1, 2023 | 64 | Oct 27, 2023 | 18 | Nov 22, 2023 | 82 |
-7.29% | Sep 3, 2020 | 16 | Sep 24, 2020 | 33 | Nov 10, 2020 | 49 |
-6.3% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current 4 ETF & GOLD volatility is 4.25%, 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
SGLP.L | IVV | CN1.L | EMXC.DE | ^STOXX | |
---|---|---|---|---|---|
SGLP.L | 1.00 | 0.09 | 0.17 | 0.19 | 0.15 |
IVV | 0.09 | 1.00 | 0.48 | 0.55 | 0.55 |
CN1.L | 0.17 | 0.48 | 1.00 | 0.63 | 0.81 |
EMXC.DE | 0.19 | 0.55 | 0.63 | 1.00 | 0.76 |
^STOXX | 0.15 | 0.55 | 0.81 | 0.76 | 1.00 |