[Core] All Rounder passive fund
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAXJ iShares MSCI All Country Asia ex-Japan ETF | Asia Pacific Equities | 20% |
IWQU.L iShares MSCI World Quality Factor UCITS | Global Equities | 60% |
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in [Core] All Rounder passive fund, 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 Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| [Core] All Rounder passive fund | 11.95% | -2.06% | 10.71% | 17.84% | N/A | N/A |
| Portfolio components: | ||||||
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 6.63% | -1.72% | 10.84% | 4.11% | 2.15% | 2.76% |
QQQM Invesco NASDAQ 100 ETF | 13.56% | -3.32% | 9.07% | 23.73% | N/A | N/A |
IWQU.L iShares MSCI World Quality Factor UCITS | 13.12% | -1.76% | 11.16% | 20.62% | 11.96% | N/A |
Monthly Returns
The table below presents the monthly returns of [Core] All Rounder passive fund, 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 | 0.49% | 4.71% | 2.77% | -3.12% | 4.52% | 4.17% | 11.95% | ||||||
| 2023 | 7.30% | -2.83% | 4.74% | 0.98% | 0.76% | 5.41% | 4.09% | -2.43% | -4.35% | -2.24% | 8.56% | 5.16% | 26.98% |
| 2022 | -6.82% | -2.93% | 2.30% | -8.10% | -1.81% | -7.38% | 6.37% | -3.61% | -9.47% | 2.88% | 8.75% | -3.21% | -22.28% |
| 2021 | -0.02% | 1.86% | 2.07% | 4.34% | 1.12% | 2.40% | 0.99% | 2.72% | -5.43% | 5.71% | -1.02% | 2.79% | 18.50% |
| 2020 | -6.34% | 10.31% | 4.75% | 8.22% |
Expense Ratio
[Core] All Rounder passive fund features an expense ratio of 0.35%, falling within the medium range. 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 [Core] All Rounder passive fund is 50, 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 | |
|---|---|---|---|---|---|
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 0.24 | 0.45 | 1.05 | 0.10 | 0.82 |
QQQM Invesco NASDAQ 100 ETF | 1.37 | 1.88 | 1.24 | 1.60 | 8.53 |
IWQU.L iShares MSCI World Quality Factor UCITS | 1.73 | 2.52 | 1.32 | 1.62 | 8.61 |
Dividends
Dividend yield
[Core] All Rounder passive fund granted a 0.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| [Core] All Rounder passive fund | 0.52% | 0.58% | 0.51% | 0.52% | 0.24% | 0.36% | 0.42% | 0.40% | 0.35% | 0.49% | 0.35% | 0.35% |
| Portfolio components: | ||||||||||||
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 1.94% | 2.26% | 1.73% | 2.20% | 1.05% | 1.82% | 2.09% | 1.98% | 1.76% | 2.43% | 1.77% | 1.76% |
QQQM Invesco NASDAQ 100 ETF | 0.68% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWQU.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the [Core] All Rounder passive fund. 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 [Core] All Rounder passive fund was 29.87%, occurring on Oct 14, 2022. Recovery took 336 trading sessions.
The current [Core] All Rounder passive fund drawdown is 4.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.87% | Nov 22, 2021 | 234 | Oct 14, 2022 | 336 | Feb 6, 2024 | 570 |
| -7.73% | Sep 7, 2021 | 20 | Oct 4, 2021 | 23 | Nov 4, 2021 | 43 |
| -6.34% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -6.26% | Feb 16, 2021 | 14 | Mar 5, 2021 | 23 | Apr 8, 2021 | 37 |
| -5.62% | Mar 22, 2024 | 20 | Apr 19, 2024 | 16 | May 13, 2024 | 36 |
Volatility
Volatility Chart
The current [Core] All Rounder passive fund volatility is 3.48%, 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
| IWQU.L | AAXJ | QQQM | |
|---|---|---|---|
| IWQU.L | 1.00 | 0.51 | 0.57 |
| AAXJ | 0.51 | 1.00 | 0.62 |
| QQQM | 0.57 | 0.62 | 1.00 |