ryoku research - long term etf portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
^GSPC S&P 500 | 50% | |
^SSMI Swiss Market Index | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ryoku research - long term etf portfolio, 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 Jan 4, 1988, corresponding to the inception date of ^SSMI
Returns By Period
As of Nov 13, 2024, the ryoku research - long term etf portfolio returned 12.64% Year-To-Date and 7.42% of annualized return in the last 10 years.
| 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% |
| ryoku research - long term etf portfolio | 12.36% | -2.36% | 6.55% | 21.26% | 9.26% | 7.39% |
| Portfolio components: | ||||||
^SSMI Swiss Market Index | -0.18% | -7.07% | 0.15% | 9.59% | 4.76% | 3.49% |
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.59% | 11.10% |
Monthly Returns
The table below presents the monthly returns of ryoku research - long term etf portfolio, 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 | 0.51% | 1.73% | 1.91% | -5.01% | 6.70% | 1.86% | 3.14% | 3.30% | 0.16% | -3.04% | 12.36% | ||
| 2023 | 6.16% | -3.49% | 3.28% | 3.40% | -1.75% | 4.38% | 3.05% | -2.33% | -4.88% | -3.48% | 8.79% | 5.56% | 19.08% |
| 2022 | -5.86% | -2.00% | 2.18% | -7.12% | -1.46% | -7.73% | 6.63% | -4.71% | -7.85% | 5.95% | 7.06% | -3.60% | -18.49% |
| 2021 | -1.60% | 0.02% | 2.69% | 4.16% | 2.60% | 2.21% | 2.96% | 2.13% | -6.27% | 6.36% | -0.37% | 5.45% | 21.56% |
| 2020 | 0.29% | -8.06% | -8.70% | 7.74% | 3.56% | 2.71% | 4.44% | 4.70% | -2.71% | -4.11% | 10.48% | 4.54% | 13.69% |
| 2019 | 6.61% | 3.61% | 1.52% | 2.30% | -3.70% | 6.73% | -0.14% | -0.84% | 1.38% | 2.31% | 2.34% | 3.61% | 28.42% |
| 2018 | 4.85% | -4.91% | -2.89% | -0.78% | -1.04% | 0.94% | 5.12% | 1.46% | 0.17% | -5.14% | 1.45% | -7.23% | -8.46% |
| 2017 | 2.81% | 2.53% | 0.78% | 1.74% | 3.20% | 0.12% | 1.35% | -0.26% | 1.76% | 0.07% | 2.55% | 1.31% | 19.45% |
| 2016 | -6.96% | -1.88% | 5.03% | 1.22% | 0.60% | -0.27% | 2.81% | -0.35% | 0.18% | -3.72% | 0.68% | 3.01% | -0.22% |
| 2015 | -1.43% | 4.66% | -1.23% | 2.28% | 0.99% | -3.28% | 2.96% | -6.38% | -3.38% | 5.86% | -1.63% | 0.07% | -1.20% |
| 2014 | -2.87% | 5.45% | -0.06% | 0.67% | 1.40% | 0.72% | -2.78% | 2.82% | -1.72% | 0.76% | 2.85% | -2.25% | 4.76% |
| 2013 | 6.84% | 0.48% | 2.54% | 2.61% | -0.09% | -1.87% | 4.38% | -2.24% | 4.72% | 3.45% | 1.62% | 1.83% | 26.67% |
Expense Ratio
ryoku research - long term etf portfolio has an expense ratio of 0.00%, indicating no management fees are charged. 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 ryoku research - long term etf portfolio is 28, 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 | |
|---|---|---|---|---|---|
^SSMI Swiss Market Index | 0.64 | 0.96 | 1.11 | 0.58 | 2.24 |
^GSPC S&P 500 | 2.59 | 3.48 | 1.49 | 3.70 | 16.52 |
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 ryoku research - long term etf portfolio. 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 ryoku research - long term etf portfolio was 54.34%, occurring on Mar 9, 2009. Recovery took 1001 trading sessions.
The current ryoku research - long term etf portfolio drawdown is 2.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.34% | Oct 11, 2007 | 363 | Mar 9, 2009 | 1001 | Jan 24, 2013 | 1364 |
| -44.57% | Aug 29, 2000 | 654 | Mar 12, 2003 | 698 | Nov 23, 2005 | 1352 |
| -30.78% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 24, 2020 | 132 |
| -26.5% | Dec 30, 2021 | 204 | Oct 12, 2022 | 360 | Mar 7, 2024 | 564 |
| -24.28% | Jul 21, 1998 | 55 | Oct 5, 1998 | 63 | Jan 4, 1999 | 118 |
Volatility
Volatility Chart
The current ryoku research - long term etf portfolio volatility is 2.71%, 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
| ^GSPC | ^SSMI | |
|---|---|---|
| ^GSPC | 1.00 | 0.30 |
| ^SSMI | 0.30 | 1.00 |