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Barak

Last updated Mar 2, 2024

Technology sector

Asset Allocation


IAU 50%IUIT.L 50%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
IAU
iShares Gold Trust
Precious Metals, Gold

50%

IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

50%

S&P 500

Performance

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


100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
243.21%
146.19%
Barak
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 23, 2015, corresponding to the inception date of IUIT.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Barak6.31%3.89%14.36%34.11%17.90%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
11.64%5.34%21.56%58.43%25.24%N/A
IAU
iShares Gold Trust
0.95%2.31%7.18%11.96%9.69%4.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.31%2.95%
2023-1.12%-5.70%2.85%7.70%3.09%

Sharpe Ratio

The current Barak Sharpe ratio is 3.01. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.01

The Sharpe ratio of Barak 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.01
2.44
Barak
Benchmark (^GSPC)
Portfolio components

Dividend yield


Barak doesn't pay dividends

Expense Ratio

The Barak has a high expense ratio of 0.20%, 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.


0.50%1.00%1.50%2.00%0.25%

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
^GSPC
S&P 500
2.44
Barak
3.01
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
2.99
IAU
iShares Gold Trust
1.07

Asset Correlations Table

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

IAUIUIT.L
IAU1.00-0.01
IUIT.L-0.011.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Barak
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Barak. 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 Barak was 21.98%, occurring on Oct 14, 2022. Recovery took 157 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.98%Jan 3, 2022204Oct 14, 2022157May 26, 2023361
-18.64%Feb 20, 202021Mar 19, 202041May 18, 202062
-9.63%Jun 15, 2018138Dec 26, 201836Feb 15, 2019174
-8.71%Jul 20, 202354Oct 3, 202330Nov 14, 202384
-8.55%Feb 16, 202114Mar 5, 202129Apr 16, 202143

Volatility Chart

The current Barak volatility is 3.83%, 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%OctoberNovemberDecember2024FebruaryMarch
3.83%
3.47%
Barak
Benchmark (^GSPC)
Portfolio components
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