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portfolio_1

Last updated Dec 9, 2023

Asset Allocation


500U.L 33.33%ANXG.L 33.33%IITU.L 33.33%EquityEquity
PositionCategory/SectorWeight
500U.L
Amundi S&P 500 UCITS ETF C USD
Large Cap Blend Equities33.33%
ANXG.L
Amundi Nasdaq-100 UCITS USD
Large Cap Growth Equities33.33%
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
Technology Equities33.33%

Performance

The chart shows the growth of an initial investment of $10,000 in portfolio_1, 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%300.00%JulyAugustSeptemberOctoberNovemberDecember
289.73%
109.07%
portfolio_1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 23, 2016, corresponding to the inception date of ANXG.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
portfolio_140.42%5.12%10.35%33.24%19.70%N/A
500U.L
Amundi S&P 500 UCITS ETF C USD
21.52%5.08%7.44%17.61%13.39%11.62%
ANXG.L
Amundi Nasdaq-100 UCITS USD
42.66%3.07%11.03%35.43%20.27%N/A
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
47.25%3.57%12.77%40.72%24.61%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.94%6.21%3.33%-1.02%-5.35%-2.59%10.87%

Sharpe Ratio

The current portfolio_1 Sharpe ratio is 1.93. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.93

The Sharpe ratio of portfolio_1 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.93
1.16
portfolio_1
Benchmark (^GSPC)
Portfolio components

Dividend yield


portfolio_1 doesn't pay dividends

Expense Ratio

The portfolio_1 features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
0.00%2.15%
0.13%
0.00%2.15%
0.05%
0.00%2.15%

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
500U.L
Amundi S&P 500 UCITS ETF C USD
1.26
ANXG.L
Amundi Nasdaq-100 UCITS USD
1.93
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
2.01

Asset Correlations Table

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

500U.LIITU.LANXG.L
500U.L1.000.830.84
IITU.L0.831.000.95
ANXG.L0.840.951.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-5.31%
portfolio_1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the portfolio_1. 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 portfolio_1 was 31.15%, occurring on Oct 11, 2022. Recovery took 193 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.15%Jan 4, 2022194Oct 11, 2022193Jul 19, 2023387
-31.07%Feb 20, 202023Mar 23, 202062Jun 23, 202085
-19.06%Oct 2, 201861Dec 27, 201875Apr 12, 2019136
-11.34%Sep 3, 202013Sep 21, 202035Nov 9, 202048
-10.37%Jul 20, 202370Oct 26, 202317Nov 20, 202387

Volatility Chart

The current portfolio_1 volatility is 3.19%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.19%
2.42%
portfolio_1
Benchmark (^GSPC)
Portfolio components
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