IMIE + IUSQ + SGLD
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IMID.L SPDR MSCI ACWI IMI | Global Equities | 65% |
SGLD.TO Sabre Gold Mines Corp. | Basic Materials | 5% |
SSAC.L iShares MSCI ACWI UCITS ETF (Acc) | Global Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IMIE + IUSQ + SGLD, 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 Oct 31, 2011, corresponding to the inception date of SSAC.L
Returns By Period
As of Dec 19, 2024, the IMIE + IUSQ + SGLD returned 19.59% Year-To-Date and 8.90% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| IMIE + IUSQ + SGLD | 18.26% | -2.17% | 8.61% | 19.98% | 7.66% | 8.71% |
| Portfolio components: | ||||||
SGLD.TO Sabre Gold Mines Corp. | 11.91% | -17.38% | 34.99% | 20.75% | -35.04% | -14.77% |
IMID.L SPDR MSCI ACWI IMI | 16.50% | -0.51% | 6.20% | 17.81% | 9.67% | 8.84% |
SSAC.L iShares MSCI ACWI UCITS ETF (Acc) | 17.90% | -0.30% | 6.01% | 19.34% | 9.99% | 8.87% |
Monthly Returns
The table below presents the monthly returns of IMIE + IUSQ + SGLD, 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 | -0.92% | 2.77% | 4.65% | -1.05% | 1.60% | 1.80% | 1.36% | 0.72% | 2.43% | 5.81% | 1.70% | 18.26% | |
| 2023 | 7.22% | -1.24% | 0.75% | 1.33% | -1.69% | 6.05% | 2.96% | -2.77% | -3.87% | -4.81% | 9.50% | 5.92% | 19.73% |
| 2022 | -6.30% | -0.66% | 2.68% | -7.82% | -1.27% | -8.84% | 5.90% | -3.68% | -7.70% | 2.80% | 4.24% | -2.50% | -21.99% |
| 2021 | 0.20% | 1.62% | 2.44% | 4.36% | 1.56% | -0.13% | 0.35% | 2.64% | -3.76% | 3.71% | -2.67% | 3.37% | 14.20% |
| 2020 | -1.21% | -9.30% | -12.38% | 10.38% | 3.76% | 2.96% | 5.45% | 5.89% | -2.69% | -3.12% | 11.88% | 5.36% | 14.87% |
| 2019 | 7.90% | 3.55% | -0.85% | 3.73% | -4.47% | 7.12% | 1.72% | -3.29% | 2.23% | 0.61% | 2.81% | 3.53% | 26.67% |
| 2018 | 4.31% | -4.10% | -2.81% | 1.82% | -0.94% | -0.39% | 2.21% | -0.05% | 0.46% | -8.25% | 0.68% | -6.42% | -13.34% |
| 2017 | 2.97% | 2.42% | 3.31% | 1.42% | 1.56% | 2.78% | 2.15% | 1.25% | 3.62% | 0.78% | 1.97% | 2.37% | 30.03% |
| 2016 | -6.55% | 7.65% | 5.30% | 1.28% | 0.32% | 1.90% | 6.32% | -0.90% | 2.32% | -1.81% | -1.24% | 3.37% | 18.52% |
| 2015 | -1.09% | 8.13% | -0.42% | 1.37% | -0.42% | -3.25% | -1.22% | -6.85% | -5.11% | 9.41% | -2.14% | -1.71% | -4.44% |
| 2014 | -3.05% | 3.61% | 1.14% | -0.16% | 1.36% | 3.18% | -2.34% | 0.60% | -3.59% | -0.83% | 1.25% | -2.30% | -1.44% |
| 2013 | 4.06% | -0.44% | 1.76% | -1.38% | 1.69% | -2.73% | 3.80% | -2.25% | 7.83% | 3.14% | -0.10% | 1.40% | 17.57% |
Expense Ratio
IMIE + IUSQ + SGLD features an expense ratio of 0.32%, falling within the medium range. 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 IMIE + IUSQ + SGLD is 40, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SGLD.TO Sabre Gold Mines Corp. | 0.10 | 1.20 | 1.17 | 0.13 | 0.40 |
IMID.L SPDR MSCI ACWI IMI | 1.56 | 2.19 | 1.29 | 2.31 | 9.87 |
SSAC.L iShares MSCI ACWI UCITS ETF (Acc) | 1.73 | 2.43 | 1.32 | 2.45 | 10.65 |
Dividends
Dividend yield
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 IMIE + IUSQ + SGLD. 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 IMIE + IUSQ + SGLD was 35.09%, occurring on Mar 12, 2020. Recovery took 118 trading sessions.
The current IMIE + IUSQ + SGLD drawdown is 3.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.09% | Feb 13, 2020 | 21 | Mar 12, 2020 | 118 | Aug 26, 2020 | 139 |
| -27.94% | Nov 17, 2021 | 223 | Sep 29, 2022 | 416 | May 15, 2024 | 639 |
| -23% | May 20, 2015 | 173 | Jan 20, 2016 | 123 | Jul 12, 2016 | 296 |
| -21.44% | Jan 29, 2018 | 235 | Dec 24, 2018 | 236 | Nov 25, 2019 | 471 |
| -12.43% | Jul 3, 2014 | 131 | Jan 6, 2015 | 28 | Feb 13, 2015 | 159 |
Volatility
Volatility Chart
The current IMIE + IUSQ + SGLD volatility is 3.07%, 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
| SGLD.TO | IMID.L | SSAC.L | |
|---|---|---|---|
| SGLD.TO | 1.00 | 0.14 | 0.18 |
| IMID.L | 0.14 | 1.00 | 0.86 |
| SSAC.L | 0.18 | 0.86 | 1.00 |