EUR
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ASML.AS ASML Holding NV | Technology | 99.06% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Jan 25, 2024 | Buy | ASML Holding NV | 12 | €813.40 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in EUR, 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| EUR | N/A | -14.33% | -19.73% | N/A | N/A | N/A |
| Portfolio components: | ||||||
ASML.AS ASML Holding NV | -3.11% | -14.42% | -19.85% | 19.96% | 23.53% | 24.29% |
Monthly Returns
The table below presents the monthly returns of EUR, 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 | 6.14% | 9.11% | 2.34% | -7.52% | 6.28% | 9.38% | -10.67% | -2.55% | -7.41% | -12.03% |
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 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 | |
|---|---|---|---|---|---|
ASML.AS ASML Holding NV | 0.28 | 0.62 | 1.09 | 0.30 | 0.78 |
Not enough dataDrawdowns
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 EUR. 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 EUR was 36.88%, occurring on Oct 17, 2024. The portfolio has not yet recovered.
The current EUR drawdown is 34.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.88% | Jul 15, 2024 | 69 | Oct 17, 2024 | — | — | — |
| -16.59% | Mar 8, 2024 | 30 | Apr 22, 2024 | 32 | Jun 6, 2024 | 62 |
| -5.08% | Jun 13, 2024 | 10 | Jun 26, 2024 | 7 | Jul 5, 2024 | 17 |
| -4.55% | Feb 13, 2024 | 7 | Feb 21, 2024 | 1 | Feb 22, 2024 | 8 |
| -1.95% | Jan 26, 2024 | 4 | Jan 31, 2024 | 1 | Feb 1, 2024 | 5 |
Volatility
Volatility Chart
The current EUR volatility is 19.44%, 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.