Main
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | Global Equities | 100% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Mar 24, 2022 | Buy | Vanguard FTSE All-World UCITS ETF Distributing | 500 | £100.00 |
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
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Main | 8.84% | -1.76% | 7.48% | 13.23% | N/A | N/A |
| Portfolio components: | ||||||
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 11.15% | 0.03% | 10.00% | 16.18% | 10.07% | 12.07% |
Monthly Returns
The table below presents the monthly returns of Main, 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 | 1.10% | 3.98% | 3.16% | -1.82% | 0.92% | 3.67% | 8.84% | ||||||
| 2023 | 4.36% | -0.66% | 0.06% | -0.11% | 0.20% | 2.82% | 2.39% | -1.00% | -0.77% | -2.94% | 4.61% | 4.12% | 13.52% |
| 2022 | -10.33% | -2.89% | -1.95% | -5.66% | 6.19% | 1.61% | -4.85% | 1.25% | 1.82% | -3.30% | -17.55% |
Expense Ratio
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 Main is 57, 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 | |
|---|---|---|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.45 | 2.20 | 1.26 | 1.58 | 4.85 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 2.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22% | Mar 24, 2022 | 56 | Jun 16, 2022 | 446 | Mar 21, 2024 | 502 |
| -2.88% | Apr 2, 2024 | 12 | Apr 17, 2024 | 13 | May 7, 2024 | 25 |
| -2.68% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
| -2.59% | May 17, 2024 | 10 | May 31, 2024 | 12 | Jun 18, 2024 | 22 |
| -0.54% | Jul 1, 2024 | 2 | Jul 2, 2024 | 2 | Jul 4, 2024 | 4 |
Volatility
Volatility Chart
The current Main volatility is 2.45%, 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.