portfolio_1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
500U.L Amundi S&P 500 UCITS ETF C USD | Large Cap Blend Equities | 33.33% |
ANXG.L Amundi Nasdaq-100 UCITS USD | Large Cap Growth Equities | 33.33% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | Technology Equities | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 23, 2016, corresponding to the inception date of ANXG.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| portfolio_1 | -6.24% | 9.59% | -5.85% | 11.32% | 18.23% | N/A |
| Portfolio components: | ||||||
500U.L Amundi S&P 500 UCITS ETF C USD | -4.18% | 7.76% | -5.03% | 9.78% | 15.78% | 12.21% |
ANXG.L Amundi Nasdaq-100 UCITS USD | -5.47% | 9.44% | -4.70% | 11.07% | 17.36% | N/A |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | -9.23% | 11.55% | -8.07% | 12.52% | 21.11% | N/A |
Monthly Returns
The table below presents the monthly returns of portfolio_1, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.05% | -4.51% | -7.34% | 0.87% | 3.96% | -6.24% | |||||||
| 2024 | 2.54% | 4.73% | 2.64% | -3.55% | 4.57% | 8.91% | -1.79% | 0.67% | 2.71% | 0.20% | 4.90% | 0.69% | 30.14% |
| 2023 | 8.49% | -0.52% | 7.22% | 1.02% | 6.95% | 6.20% | 3.33% | -1.02% | -5.35% | -2.60% | 10.86% | 5.69% | 46.68% |
| 2022 | -9.22% | -2.56% | 4.97% | -10.02% | -3.69% | -8.22% | 10.02% | -3.64% | -8.52% | 3.81% | 2.49% | -4.96% | -27.57% |
| 2021 | 0.14% | 1.17% | 2.35% | 5.44% | -0.33% | 4.97% | 2.79% | 3.76% | -4.45% | 5.92% | 2.87% | 3.64% | 31.64% |
| 2020 | 2.67% | -8.62% | -6.41% | 11.51% | 4.70% | 5.85% | 5.47% | 10.74% | -4.01% | -3.92% | 9.79% | 5.80% | 35.76% |
| 2019 | 8.18% | 4.51% | 3.45% | 4.93% | -6.53% | 6.72% | 3.87% | -3.36% | 1.89% | 3.40% | 4.73% | 3.65% | 40.51% |
| 2018 | 6.28% | -0.58% | -4.98% | 1.96% | 4.44% | 0.76% | 2.14% | 5.11% | 0.09% | -7.76% | -0.97% | -8.38% | -3.11% |
| 2017 | 2.21% | 4.72% | 1.94% | 1.79% | 3.01% | -1.12% | 3.49% | 1.67% | 0.54% | 5.14% | 1.93% | 1.52% | 30.20% |
| 2016 | 1.98% | 6.54% | -3.41% | 3.92% | -1.61% | 6.65% | 1.23% | 1.32% | -0.48% | 1.34% | 2.19% | 20.97% |
Expense Ratio
portfolio_1 has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of portfolio_1 is 36, 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 | |
|---|---|---|---|---|---|
500U.L Amundi S&P 500 UCITS ETF C USD | 0.59 | 0.87 | 1.13 | 0.53 | 2.10 |
ANXG.L Amundi Nasdaq-100 UCITS USD | 0.51 | 0.83 | 1.11 | 0.48 | 1.64 |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.49 | 0.81 | 1.11 | 0.47 | 1.55 |
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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.
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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 31.14%, occurring on Oct 11, 2022. Recovery took 193 trading sessions.
The current portfolio_1 drawdown is 8.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.14% | Jan 4, 2022 | 194 | Oct 11, 2022 | 193 | Jul 19, 2023 | 387 |
| -31.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 62 | Jun 23, 2020 | 85 |
| -22.33% | Feb 20, 2025 | 33 | Apr 7, 2025 | — | — | — |
| -19.05% | Oct 2, 2018 | 61 | Dec 27, 2018 | 74 | Apr 11, 2019 | 135 |
| -11.47% | Jul 16, 2024 | 15 | Aug 5, 2024 | 48 | Oct 11, 2024 | 63 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | 500U.L | IITU.L | ANXG.L | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.58 | 0.57 | 0.57 | 0.59 |
| 500U.L | 0.58 | 1.00 | 0.83 | 0.85 | 0.91 |
| IITU.L | 0.57 | 0.83 | 1.00 | 0.95 | 0.97 |
| ANXG.L | 0.57 | 0.85 | 0.95 | 1.00 | 0.98 |
| Portfolio | 0.59 | 0.91 | 0.97 | 0.98 | 1.00 |