portfolio_1
Asset Allocation
| Position | Category/Sector | 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
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
The earliest data available for this chart is Feb 23, 2016, corresponding to the inception date of ANXG.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| portfolio_1 | 29.10% | 2.27% | 15.10% | 37.19% | 20.81% | N/A |
| Portfolio components: | ||||||
500U.L Amundi S&P 500 UCITS ETF C USD | 26.57% | 2.63% | 13.94% | 34.82% | 15.70% | 13.21% |
ANXG.L Amundi Nasdaq-100 UCITS USD | 25.06% | 3.20% | 13.74% | 33.58% | 21.10% | N/A |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 35.55% | 1.01% | 17.39% | 43.00% | 25.29% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.54% | 4.73% | 2.64% | -3.55% | 4.57% | 8.91% | -1.79% | 0.67% | 2.71% | 0.20% | 29.10% | ||
| 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 compared to other funds. 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 portfolio_1 is 40, 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 | |
|---|---|---|---|---|---|
500U.L Amundi S&P 500 UCITS ETF C USD | 3.00 | 4.15 | 1.57 | 4.43 | 19.16 |
ANXG.L Amundi Nasdaq-100 UCITS USD | 2.06 | 2.77 | 1.37 | 2.71 | 9.60 |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 2.09 | 2.74 | 1.36 | 2.93 | 9.74 |
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.
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 0.29%.
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 |
| -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 |
| -11.34% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The current portfolio_1 volatility is 4.29%, 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.
Diversification
Asset Correlations Table
| 500U.L | IITU.L | ANXG.L | |
|---|---|---|---|
| 500U.L | 1.00 | 0.82 | 0.85 |
| IITU.L | 0.82 | 1.00 | 0.95 |
| ANXG.L | 0.85 | 0.95 | 1.00 |