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Not My Money
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IWQU.L 60%QQQM 30%AAXJ 10%EquityEquity
PositionCategory/SectorWeight
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
Asia Pacific Equities

10%

IWQU.L
iShares MSCI World Quality Factor UCITS
Global Equities

60%

QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

30%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Not My Money, 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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
18.42%
19.37%
Not My Money
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Not My Money4.96%-3.67%18.41%24.52%N/AN/A
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
0.60%-0.73%8.71%3.21%0.41%3.15%
QQQM
Invesco NASDAQ 100 ETF
3.97%-4.73%18.89%35.57%N/AN/A
IWQU.L
iShares MSCI World Quality Factor UCITS
6.15%-3.62%19.76%22.79%11.07%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.20%4.79%2.61%
2023-4.53%-2.12%8.99%5.36%

Expense Ratio

The Not My Money has a high expense ratio of 0.29%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for AAXJ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for IWQU.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

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.


Not My Money
Sharpe ratio
The chart of Sharpe ratio for Not My Money, currently valued at 1.98, compared to the broader market-1.000.001.002.003.004.005.001.98
Sortino ratio
The chart of Sortino ratio for Not My Money, currently valued at 2.85, compared to the broader market0.002.004.006.002.85
Omega ratio
The chart of Omega ratio for Not My Money, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for Not My Money, currently valued at 1.46, compared to the broader market0.002.004.006.008.001.46
Martin ratio
The chart of Martin ratio for Not My Money, currently valued at 8.10, compared to the broader market0.0010.0020.0030.0040.0050.008.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
0.200.391.050.080.48
QQQM
Invesco NASDAQ 100 ETF
2.052.861.351.5810.21
IWQU.L
iShares MSCI World Quality Factor UCITS
1.942.831.351.618.36

Sharpe Ratio

The current Not My Money Sharpe ratio is 1.98. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.98

The Sharpe ratio of Not My Money 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.98
1.92
Not My Money
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Not My Money granted a 0.43% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Not My Money0.43%0.42%0.42%0.34%0.15%0.18%0.21%0.20%0.18%0.24%0.18%0.18%
AAXJ
iShares MSCI All Country Asia ex-Japan ETF
2.25%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.23%
-3.50%
Not My Money
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Not My Money. 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 Not My Money was 30.16%, occurring on Oct 14, 2022. Recovery took 308 trading sessions.

The current Not My Money drawdown is 4.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.16%Nov 22, 2021234Oct 14, 2022308Dec 27, 2023542
-7.74%Sep 7, 202120Oct 4, 202121Nov 2, 202141
-6.93%Oct 14, 202013Oct 30, 20204Nov 5, 202017
-6.36%Feb 16, 202114Mar 5, 202121Apr 6, 202135
-5.96%Mar 22, 202420Apr 19, 2024

Volatility

Volatility Chart

The current Not My Money volatility is 3.15%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.15%
3.58%
Not My Money
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

IWQU.LAAXJQQQM
IWQU.L1.000.510.57
AAXJ0.511.000.62
QQQM0.570.621.00