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4 ETF & GOLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

4 ETF & GOLD

Last updated Oct 30, 2024

Portafoglio con 5 etf

Asset Allocation

SGLP.L 20%IVV 60%CN1.L 10%EMXC.DE 5%^STOXX 5%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
^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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
14.62%
15.83%
4 ETF & GOLD
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 10, 2019, corresponding to the inception date of EMXC.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
4 ETF & GOLD21.60%1.51%14.61%37.22%14.00%N/A
Portfolio components:
IVV
iShares Core S&P 500 ETF		23.62%1.83%16.68%42.02%15.35%13.25%
CN1.L
Amundi MSCI Nordic UCITS ETF EUR (C)		0.47%0.00%0.00%19.79%12.90%N/A
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc		9.75%-5.18%7.12%28.10%6.38%N/A
^STOXX
STOXX Europe 600 Index		6.01%-4.94%4.08%22.48%4.72%4.32%
SGLP.L
Invesco Physical Gold A		34.03%4.59%20.77%38.09%12.39%11.06%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.68%3.34%3.99%-1.94%3.56%2.25%1.69%2.35%2.39%21.60%
20235.79%-2.99%4.49%1.72%-0.77%5.78%2.93%-1.78%-4.33%-0.50%7.89%4.27%23.97%
2022-4.63%-1.27%2.84%-6.70%-0.74%-7.39%6.33%-4.16%-8.09%5.64%7.38%-2.82%-14.24%
2021-1.19%0.53%3.25%4.76%2.63%-0.24%2.51%1.95%-4.30%5.17%-1.29%4.23%19.05%
20200.21%-6.44%-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%0.91%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.

CN1.L
Amundi MSCI Nordic UCITS ETF EUR (C)
Expense ratio chart for CN1.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc
Expense ratio chart for EMXC.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
SGLP.L
Invesco Physical Gold A
Expense ratio chart for SGLP.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
IVV
iShares Core S&P 500 ETF
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 4 ETF & GOLD is 88, placing it in the top 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of 4 ETF & GOLD is 8888
Combined Rank
The Sharpe Ratio Rank of 4 ETF & GOLD is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of 4 ETF & GOLD is 8686Sortino Ratio Rank
The Omega Ratio Rank of 4 ETF & GOLD is 9191Omega Ratio Rank
The Calmar Ratio Rank of 4 ETF & GOLD is 8989Calmar Ratio Rank
The Martin Ratio Rank of 4 ETF & GOLD is 8787Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

4 ETF & GOLD
Sharpe ratio
The chart of Sharpe ratio for 4 ETF & GOLD, currently valued at 3.61, compared to the broader market0.002.004.006.003.61
Sortino ratio
The chart of Sortino ratio for 4 ETF & GOLD, currently valued at 4.92, compared to the broader market-2.000.002.004.006.004.92
Omega ratio
The chart of Omega ratio for 4 ETF & GOLD, currently valued at 1.71, compared to the broader market0.801.001.201.401.601.802.001.71
Calmar ratio
The chart of Calmar ratio for 4 ETF & GOLD, currently valued at 5.24, compared to the broader market0.005.0010.005.24
Martin ratio
The chart of Martin ratio for 4 ETF & GOLD, currently valued at 24.96, compared to the broader market0.0010.0020.0030.0040.0050.0060.0024.96
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVV
iShares Core S&P 500 ETF		2.973.981.574.1719.14
CN1.L
Amundi MSCI Nordic UCITS ETF EUR (C)		2.365.792.842.6253.77
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc		1.011.501.251.255.49
^STOXX
STOXX Europe 600 Index		1.522.231.261.147.96
SGLP.L
Invesco Physical Gold A		3.013.941.527.0218.73

Sharpe Ratio

The current 4 ETF & GOLD Sharpe ratio is 3.61. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of 4 ETF & GOLD with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50MayJuneJulyAugustSeptemberOctober
3.61
3.43
4 ETF & GOLD
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

4 ETF & GOLD provided a 0.76% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
4 ETF & GOLD0.76%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		1.27%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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.11%
-0.54%
4 ETF & GOLD
Benchmark (^GSPC)
Portfolio components

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 0.11%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.76%Feb 20, 202023Mar 23, 202081Jul 15, 2020104
-22.84%Jan 4, 2022200Oct 11, 2022198Jul 18, 2023398
-7.87%Aug 1, 202364Oct 27, 202318Nov 22, 202382
-7.29%Sep 3, 202016Sep 24, 202033Nov 10, 202049
-6.24%Jul 17, 202414Aug 5, 202412Aug 21, 202426

Volatility

Volatility Chart

The current 4 ETF & GOLD volatility is 1.97%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.97%
2.71%
4 ETF & GOLD
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.
SGLP.LIVVCN1.LEMXC.DE^STOXX
SGLP.L1.000.090.170.200.16
IVV0.091.000.470.540.54
CN1.L0.170.471.000.620.80
EMXC.DE0.200.540.621.000.75
^STOXX0.160.540.800.751.00
The correlation results are calculated based on daily price changes starting from Jul 11, 2019