[Core] All-Rounder MainFund
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAXJ iShares MSCI All Country Asia ex-Japan ETF | Asia Pacific Equities | 10% |
INDA iShares MSCI India 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 | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in [Core] All-Rounder MainFund, 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 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| [Core] All-Rounder MainFund | 18.81% | -0.94% | 8.82% | 28.98% | N/A | N/A |
| Portfolio components: | ||||||
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 14.49% | -4.57% | 5.84% | 21.10% | 3.53% | 3.84% |
QQQM Invesco NASDAQ 100 ETF | 26.13% | 4.17% | 15.62% | 37.26% | N/A | N/A |
IWQU.L iShares MSCI World Quality Factor UCITS | 20.47% | -0.01% | 9.46% | 30.76% | 12.82% | 10.67% |
INDA iShares MSCI India ETF | 11.74% | -4.63% | 4.58% | 22.78% | 11.57% | 6.84% |
Monthly Returns
The table below presents the monthly returns of [Core] All-Rounder MainFund, 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 | 1.28% | 4.24% | 2.53% | -2.44% | 3.82% | 4.30% | 0.41% | 2.08% | 2.00% | -2.90% | 18.81% | ||
| 2023 | 4.94% | -3.06% | 3.75% | 2.00% | 0.54% | 5.44% | 3.57% | -1.92% | -3.43% | -2.15% | 8.11% | 5.45% | 24.89% |
| 2022 | -5.81% | -3.07% | 2.71% | -6.62% | -2.81% | -7.18% | 6.97% | -2.75% | -8.18% | 3.69% | 7.24% | -3.29% | -18.86% |
| 2021 | -1.03% | 2.67% | 2.72% | 3.10% | 2.68% | 1.72% | 1.61% | 3.92% | -4.34% | 4.83% | -1.41% | 3.10% | 21.00% |
| 2020 | -6.13% | 10.13% | 5.69% | 9.26% |
Expense Ratio
[Core] All-Rounder MainFund features an expense ratio of 0.40%, 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 MainFund is 44, 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 | 1.09 | 1.61 | 1.20 | 0.51 | 5.38 |
QQQM Invesco NASDAQ 100 ETF | 1.99 | 2.64 | 1.36 | 2.52 | 9.16 |
IWQU.L iShares MSCI World Quality Factor UCITS | 2.45 | 3.47 | 1.45 | 3.68 | 14.03 |
INDA iShares MSCI India ETF | 1.51 | 1.96 | 1.30 | 2.55 | 8.69 |
Dividends
Dividend yield
[Core] All-Rounder MainFund provided a 0.24% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.24% | 0.32% | 0.26% | 1.55% | 0.18% | 0.38% | 0.40% | 0.42% | 0.36% | 0.48% | 0.30% | 0.26% |
| Portfolio components: | ||||||||||||
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 1.81% | 2.26% | 1.73% | 2.21% | 1.06% | 1.83% | 2.10% | 1.99% | 1.77% | 2.44% | 1.78% | 1.77% |
QQQM Invesco NASDAQ 100 ETF | 0.64% | 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% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% | 0.40% |
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 [Core] All-Rounder MainFund. 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 MainFund was 26.20%, occurring on Oct 14, 2022. Recovery took 308 trading sessions.
The current [Core] All-Rounder MainFund drawdown is 1.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.2% | Nov 16, 2021 | 238 | Oct 14, 2022 | 308 | Dec 27, 2023 | 546 |
| -7.54% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.54% | Sep 7, 2021 | 20 | Oct 4, 2021 | 23 | Nov 4, 2021 | 43 |
| -6.13% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -4.9% | Feb 16, 2021 | 14 | Mar 5, 2021 | 21 | Apr 6, 2021 | 35 |
Volatility
Volatility Chart
The current [Core] All-Rounder MainFund volatility is 2.67%, 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 | INDA | QQQM | AAXJ | |
|---|---|---|---|---|
| IWQU.L | 1.00 | 0.43 | 0.57 | 0.51 |
| INDA | 0.43 | 1.00 | 0.52 | 0.58 |
| QQQM | 0.57 | 0.52 | 1.00 | 0.61 |
| AAXJ | 0.51 | 0.58 | 0.61 | 1.00 |