London Retirement
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AZN.L AstraZeneca plc | Healthcare | 12% |
PGR The Progressive Corporation | Financial Services | 14% |
PMLP.L HANetf Alerian Midstream Energy Dividend UCITS ETF | Energy Equities | 15% |
RYCEY Rolls-Royce Holdings plc | Industrials | 10% |
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 10% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 10% |
VUSA.L Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 15% |
XLUP.L Invesco US Utilities Sector UCITS ETF | Utilities Equities | 14% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in London Retirement, 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 31, 2020, corresponding to the inception date of PMLP.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| London Retirement | 37.76% | -0.93% | 12.97% | 47.17% | N/A | N/A |
| Portfolio components: | ||||||
VUSA.L Vanguard S&P 500 UCITS ETF | 26.33% | 2.48% | 13.47% | 34.33% | 16.22% | 15.90% |
PMLP.L HANetf Alerian Midstream Energy Dividend UCITS ETF | 37.36% | 5.21% | 20.58% | 40.25% | N/A | N/A |
AZN.L AstraZeneca plc | -3.56% | -18.30% | -17.02% | 2.22% | 9.04% | 11.52% |
SGLN.L iShares Physical Gold ETC | 25.83% | -1.77% | 8.88% | 32.10% | 12.13% | 10.30% |
RYCEY Rolls-Royce Holdings plc | 92.33% | 2.68% | 35.13% | 147.28% | 13.26% | 3.80% |
SMH VanEck Vectors Semiconductor ETF | 44.03% | -3.61% | 7.68% | 57.29% | 33.67% | 28.85% |
PGR The Progressive Corporation | 65.75% | 4.15% | 25.48% | 65.49% | 32.25% | 28.80% |
XLUP.L Invesco US Utilities Sector UCITS ETF | 26.44% | -1.79% | 9.81% | 30.74% | 7.62% | 10.76% |
Monthly Returns
The table below presents the monthly returns of London Retirement, 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 | 2.46% | 5.14% | 7.53% | 0.48% | 5.06% | 1.21% | 2.15% | 6.40% | 1.52% | -0.61% | 37.76% | ||
| 2023 | 5.49% | 2.75% | 3.98% | 1.13% | -1.61% | 3.23% | 4.04% | 1.29% | -2.66% | 0.54% | 8.41% | 3.73% | 34.27% |
| 2022 | -0.76% | -0.11% | 5.75% | -6.28% | 2.46% | -6.17% | 5.43% | -2.97% | -8.67% | 5.81% | 8.90% | -2.15% | -0.50% |
| 2021 | -1.03% | 1.41% | 4.43% | 3.97% | 2.38% | 0.46% | -0.47% | 2.54% | -0.11% | 3.85% | -2.02% | 4.36% | 21.32% |
| 2020 | 3.62% | -6.71% | 2.18% | 34.25% | -14.17% | 13.82% |
Expense Ratio
London Retirement has an expense ratio of 0.13%, 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 London Retirement is 98, placing it in the top 2% 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 | |
|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 3.04 | 4.17 | 1.58 | 4.42 | 18.86 |
PMLP.L HANetf Alerian Midstream Energy Dividend UCITS ETF | 2.98 | 4.09 | 1.54 | 6.02 | 22.87 |
AZN.L AstraZeneca plc | 0.14 | 0.33 | 1.05 | 0.11 | 0.42 |
SGLN.L iShares Physical Gold ETC | 2.25 | 2.93 | 1.39 | 4.98 | 13.90 |
RYCEY Rolls-Royce Holdings plc | 4.38 | 4.81 | 1.61 | 10.27 | 42.64 |
SMH VanEck Vectors Semiconductor ETF | 1.57 | 2.08 | 1.28 | 2.16 | 5.93 |
PGR The Progressive Corporation | 3.25 | 4.28 | 1.58 | 9.25 | 24.56 |
XLUP.L Invesco US Utilities Sector UCITS ETF | 2.08 | 2.83 | 1.36 | 1.45 | 8.87 |
Dividends
Dividend yield
London Retirement provided a 1.07% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.07% | 1.52% | 1.65% | 2.40% | 14.60% | 1.88% | 1.45% | 1.34% | 1.48% | 1.87% | 1.95% | 1.45% |
| Portfolio components: | ||||||||||||
VUSA.L Vanguard S&P 500 UCITS ETF | 0.74% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
PMLP.L HANetf Alerian Midstream Energy Dividend UCITS ETF | 3.84% | 6.48% | 6.12% | 6.57% | 4.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AZN.L AstraZeneca plc | 2.34% | 2.21% | 1.98% | 2.33% | 2.95% | 2.87% | 3.44% | 4.28% | 4.50% | 3.95% | 3.73% | 5.03% |
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RYCEY Rolls-Royce Holdings plc | 0.00% | 0.00% | 0.00% | 0.00% | 128.87% | 1.68% | 1.50% | 1.29% | 1.96% | 4.08% | 2.74% | 1.50% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
XLUP.L Invesco US Utilities Sector 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% |
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 London Retirement. 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 London Retirement was 17.88%, occurring on Oct 14, 2022. Recovery took 63 trading sessions.
The current London Retirement drawdown is 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.88% | Mar 31, 2022 | 141 | Oct 14, 2022 | 63 | Jan 13, 2023 | 204 |
| -16.47% | Dec 2, 2020 | 41 | Jan 29, 2021 | 186 | Oct 20, 2021 | 227 |
| -8.42% | Aug 26, 2020 | 22 | Sep 24, 2020 | 11 | Oct 9, 2020 | 33 |
| -7.06% | Oct 12, 2020 | 15 | Oct 30, 2020 | 6 | Nov 9, 2020 | 21 |
| -6.04% | Jan 18, 2022 | 28 | Feb 24, 2022 | 21 | Mar 25, 2022 | 49 |
Volatility
Volatility Chart
The current London Retirement volatility is 2.48%, 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
| PGR | SGLN.L | AZN.L | RYCEY | SMH | XLUP.L | PMLP.L | VUSA.L | |
|---|---|---|---|---|---|---|---|---|
| PGR | 1.00 | 0.02 | 0.08 | 0.13 | 0.12 | 0.19 | 0.08 | 0.11 |
| SGLN.L | 0.02 | 1.00 | 0.18 | 0.07 | 0.11 | 0.22 | 0.16 | 0.16 |
| AZN.L | 0.08 | 0.18 | 1.00 | 0.12 | 0.13 | 0.26 | 0.20 | 0.32 |
| RYCEY | 0.13 | 0.07 | 0.12 | 1.00 | 0.34 | 0.12 | 0.27 | 0.35 |
| SMH | 0.12 | 0.11 | 0.13 | 0.34 | 1.00 | 0.08 | 0.17 | 0.55 |
| XLUP.L | 0.19 | 0.22 | 0.26 | 0.12 | 0.08 | 1.00 | 0.30 | 0.41 |
| PMLP.L | 0.08 | 0.16 | 0.20 | 0.27 | 0.17 | 0.30 | 1.00 | 0.43 |
| VUSA.L | 0.11 | 0.16 | 0.32 | 0.35 | 0.55 | 0.41 | 0.43 | 1.00 |