Balanced without bonds
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Balanced without bonds, 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 Mar 29, 2018, corresponding to the inception date of WLDS.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
Balanced without bonds | 14.87% | 1.70% | 8.32% | 27.36% | 10.36% | N/A |
Portfolio components: | ||||||
iShares MSCI EM UCITS ETF (Acc) | 10.61% | 1.05% | 8.08% | 17.66% | 4.13% | 4.92% |
iShares European Property Yield UCITS ETF | 9.83% | 5.22% | 18.95% | 36.42% | -2.08% | 4.71% |
iShares NASDAQ 100 UCITS ETF | 18.42% | 0.25% | 8.26% | 33.75% | 20.28% | 19.01% |
iShares Core MSCI World UCITS ETF USD (Acc) | 16.96% | 1.44% | 7.54% | 28.89% | 12.35% | 12.16% |
iShares MSCI World Small Cap UCITS ETF | 8.42% | 2.57% | 6.43% | 22.38% | 8.24% | N/A |
iShares Core U.S. Aggregate Bond ETF | 5.10% | 1.80% | 6.01% | 11.01% | 0.44% | 1.91% |
Monthly Returns
The table below presents the monthly returns of Balanced without bonds, 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 | 0.07% | 2.35% | 3.48% | -2.35% | 2.70% | 2.97% | 1.65% | 1.77% | 14.87% | ||||
2023 | 6.93% | -2.97% | 2.21% | 1.98% | -1.11% | 5.29% | 3.87% | -2.20% | -4.16% | -3.35% | 9.09% | 6.25% | 22.81% |
2022 | -5.79% | -1.89% | 1.91% | -7.57% | -1.58% | -8.39% | 6.58% | -3.65% | -8.49% | 3.50% | 6.56% | -2.49% | -20.66% |
2021 | -0.30% | 1.53% | 2.16% | 4.30% | 1.70% | 1.23% | 1.27% | 2.13% | -4.02% | 4.30% | -1.42% | 3.18% | 16.95% |
2020 | -0.55% | -7.80% | -11.46% | 8.47% | 3.84% | 3.64% | 4.71% | 6.62% | -2.93% | -2.86% | 11.39% | 5.16% | 16.87% |
2019 | 7.21% | 2.33% | 1.70% | 2.69% | -4.54% | 4.93% | 0.78% | -2.35% | 2.30% | 2.63% | 2.60% | 3.33% | 25.73% |
2018 | 1.63% | 0.10% | 0.03% | 2.32% | 0.71% | 0.33% | -7.17% | 0.62% | -5.66% | -7.30% |
Expense Ratio
Balanced without bonds has an expense ratio of 0.22%, 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 rank of Balanced without bonds is 67, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
iShares MSCI EM UCITS ETF (Acc) | 1.28 | 1.96 | 1.23 | 0.58 | 6.92 |
iShares European Property Yield UCITS ETF | 1.71 | 2.61 | 1.31 | 0.76 | 6.14 |
iShares NASDAQ 100 UCITS ETF | 2.06 | 2.77 | 1.37 | 2.51 | 9.56 |
iShares Core MSCI World UCITS ETF USD (Acc) | 2.45 | 3.44 | 1.45 | 2.32 | 14.04 |
iShares MSCI World Small Cap UCITS ETF | 0.68 | 1.22 | 1.25 | 0.87 | 2.54 |
iShares Core U.S. Aggregate Bond ETF | 1.91 | 2.81 | 1.35 | 0.69 | 8.33 |
Dividends
Dividend yield
Balanced without bonds granted a 0.48% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Balanced without bonds | 0.48% | 0.43% | 0.51% | 0.30% | 0.36% | 0.43% | 0.47% | 0.39% | 0.38% | 0.42% | 0.43% | 0.42% |
Portfolio components: | ||||||||||||
iShares MSCI EM 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% |
iShares European Property Yield UCITS ETF | 3.15% | 3.05% | 4.90% | 2.47% | 2.96% | 3.46% | 3.70% | 3.20% | 3.07% | 3.60% | 3.78% | 3.62% |
iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Core MSCI World UCITS ETF USD (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% |
iShares MSCI World Small Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Core U.S. Aggregate Bond ETF | 3.73% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
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 Balanced without bonds. 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 Balanced without bonds was 31.34%, occurring on Mar 23, 2020. Recovery took 101 trading sessions.
The current Balanced without bonds drawdown is 0.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.34% | Feb 18, 2020 | 25 | Mar 23, 2020 | 101 | Aug 12, 2020 | 126 |
-28.79% | Nov 9, 2021 | 240 | Oct 11, 2022 | 354 | Feb 23, 2024 | 594 |
-15.13% | Aug 30, 2018 | 84 | Dec 26, 2018 | 82 | Apr 23, 2019 | 166 |
-7.02% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
-6.92% | Sep 3, 2020 | 16 | Sep 24, 2020 | 30 | Nov 5, 2020 | 46 |
Volatility
Volatility Chart
The current Balanced without bonds volatility is 4.00%, 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.
Diversification
Asset Correlations Table
AGG | IPRP.L | SEMA.L | CNDX.AS | WLDS.L | SWDA.L | |
---|---|---|---|---|---|---|
AGG | 1.00 | 0.20 | 0.05 | 0.09 | 0.05 | 0.06 |
IPRP.L | 0.20 | 1.00 | 0.46 | 0.42 | 0.58 | 0.57 |
SEMA.L | 0.05 | 0.46 | 1.00 | 0.63 | 0.70 | 0.74 |
CNDX.AS | 0.09 | 0.42 | 0.63 | 1.00 | 0.68 | 0.83 |
WLDS.L | 0.05 | 0.58 | 0.70 | 0.68 | 1.00 | 0.89 |
SWDA.L | 0.06 | 0.57 | 0.74 | 0.83 | 0.89 | 1.00 |