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Main
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Asset Allocation


VWRL.L 100%EquityEquity
PositionCategory/SectorWeight
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
Global Equities

100%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Mar 24, 2022BuyVanguard FTSE All-World UCITS ETF Distributing500£100.00

1–1 of 1

Performance

Performance Chart

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


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
-1.38%
11.47%
Main
Benchmark (^GSPC)
Portfolio components

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Main5.37%-2.66%13.74%14.34%N/AN/A
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
3.36%-4.38%17.30%16.94%9.99%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.10%3.98%3.16%
2023-0.77%-2.94%4.61%4.12%

Expense Ratio

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%0.22%

Risk-Adjusted Performance

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.


Main
Sharpe ratio
The chart of Sharpe ratio for Main, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.001.49
Sortino ratio
The chart of Sortino ratio for Main, currently valued at 2.25, compared to the broader market-2.000.002.004.006.002.25
Omega ratio
The chart of Omega ratio for Main, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for Main, currently valued at 0.91, compared to the broader market0.002.004.006.008.000.91
Martin ratio
The chart of Martin ratio for Main, currently valued at 8.51, compared to the broader market0.0010.0020.0030.0040.008.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
1.502.261.271.655.24

Sharpe Ratio

The current Main Sharpe ratio is 1.49. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.49

The Sharpe ratio of Main lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.49
1.66
Main
Benchmark (^GSPC)
Portfolio components

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.84%
-5.46%
Main
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Main. 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 Main was 22.00%, occurring on Jun 16, 2022. Recovery took 446 trading sessions.

The current Main drawdown is 2.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22%Mar 24, 202256Jun 16, 2022446Mar 21, 2024502
-2.88%Apr 2, 202412Apr 17, 2024
-0.34%Mar 22, 20242Mar 25, 20243Mar 28, 20245

Volatility

Volatility Chart

The current Main volatility is 2.87%, 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%NovemberDecember2024FebruaryMarchApril
2.87%
3.15%
Main
Benchmark (^GSPC)
Portfolio components