PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
my retirement 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

my retirement 2

Last updated Nov 13, 2024

Asset Allocation

SGLN.L 8%PGR 16%VUSA.L 13%BRK-B 12%SMGB.L 12%AZN 11%PMLP.L 10%UNH 10%LMT 8%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
AZN
AstraZeneca PLC		Healthcare
11%
BRK-B
Berkshire Hathaway Inc.		Financial Services
12%
LMT
Lockheed Martin Corporation		Industrials
8%
PGR
The Progressive Corporation		Financial Services
16%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		Energy Equities
10%
SGLN.L
iShares Physical Gold ETC		Precious Metals, Commodities
8%
SMGB.L
VanEck Semiconductor UCITS ETF		Technology Equities
12%
UNH
UnitedHealth Group Incorporated		Healthcare
10%
VUSA.L
Vanguard S&P 500 UCITS ETF		Large Cap Blend Equities
13%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in my retirement 2, 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%JuneJulyAugustSeptemberOctoberNovember
12.52%
12.73%
my retirement 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 3, 2020, corresponding to the inception date of SMGB.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
my retirement 230.64%-1.40%12.52%35.20%N/AN/A
Portfolio components:
LMT
Lockheed Martin Corporation		27.34%-7.35%23.46%30.85%10.68%14.83%
AZN
AstraZeneca PLC		-1.12%-16.53%-14.78%3.69%9.24%9.51%
PGR
The Progressive Corporation		65.75%4.15%25.48%65.49%32.25%28.80%
SGLN.L
iShares Physical Gold ETC		25.83%-1.77%8.88%32.10%12.13%10.30%
VUSA.L
Vanguard S&P 500 UCITS ETF		26.33%2.48%13.47%34.33%16.22%15.90%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		37.36%5.21%20.58%40.25%N/AN/A
BRK-B
Berkshire Hathaway Inc.		30.74%1.37%12.97%31.63%16.33%12.38%
SMGB.L
VanEck Semiconductor UCITS ETF		25.16%-5.78%1.03%40.26%N/AN/A
UNH
UnitedHealth Group Incorporated		18.13%1.53%19.69%15.46%21.00%22.42%

Monthly Returns

The table below presents the monthly returns of my retirement 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.03%3.49%5.34%-0.09%2.99%1.96%4.13%6.22%-0.45%-2.40%30.64%
20233.09%-0.52%3.17%0.74%0.11%2.88%1.42%-0.38%-1.48%2.21%5.37%1.79%19.78%
20220.13%2.46%6.09%-5.13%1.66%-6.09%4.75%-2.28%-7.09%8.28%6.29%-2.49%5.21%
2021-1.48%1.20%6.39%5.25%3.02%0.28%-0.49%1.23%-3.05%5.24%-1.45%6.48%24.40%
20201.98%1.98%

Expense Ratio

my retirement 2 has an expense ratio of 0.09%, 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.

PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
Expense ratio chart for PMLP.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
SMGB.L
VanEck Semiconductor UCITS ETF
Expense ratio chart for SMGB.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
VUSA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUSA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of my retirement 2 is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of my retirement 2 is 9696
Combined Rank
The Sharpe Ratio Rank of my retirement 2 is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of my retirement 2 is 9797Sortino Ratio Rank
The Omega Ratio Rank of my retirement 2 is 9797Omega Ratio Rank
The Calmar Ratio Rank of my retirement 2 is 9595Calmar Ratio Rank
The Martin Ratio Rank of my retirement 2 is 9696Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

my retirement 2
Sharpe ratio
The chart of Sharpe ratio for my retirement 2, currently valued at 4.14, compared to the broader market0.002.004.006.004.14
Sortino ratio
The chart of Sortino ratio for my retirement 2, currently valued at 5.73, compared to the broader market-2.000.002.004.006.005.73
Omega ratio
The chart of Omega ratio for my retirement 2, currently valued at 1.82, compared to the broader market0.801.001.201.401.601.802.001.82
Calmar ratio
The chart of Calmar ratio for my retirement 2, currently valued at 7.20, compared to the broader market0.005.0010.0015.007.20
Martin ratio
The chart of Martin ratio for my retirement 2, currently valued at 29.43, compared to the broader market0.0010.0020.0030.0040.0050.0060.0029.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
LMT
Lockheed Martin Corporation		1.952.711.402.087.97
AZN
AstraZeneca PLC		0.220.421.060.160.63
PGR
The Progressive Corporation		3.254.281.589.2524.56
SGLN.L
iShares Physical Gold ETC		2.252.931.394.9813.90
VUSA.L
Vanguard S&P 500 UCITS ETF		3.044.171.584.4218.86
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		2.984.091.546.0222.87
BRK-B
Berkshire Hathaway Inc.		2.032.891.373.839.99
SMGB.L
VanEck Semiconductor UCITS ETF		1.251.741.221.603.94
UNH
UnitedHealth Group Incorporated		0.691.081.150.832.17

Sharpe Ratio

The current my retirement 2 Sharpe ratio is 4.14. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.97, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of my retirement 2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
4.14
2.90
my retirement 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

my retirement 2 provided a 1.11% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.11%1.44%1.44%2.41%1.70%1.45%1.31%1.15%1.52%1.40%1.88%1.29%
Portfolio components:
LMT
Lockheed Martin Corporation		2.23%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
AZN
AstraZeneca PLC		2.28%2.15%2.14%2.40%2.80%2.81%3.61%3.95%5.01%4.06%3.98%4.72%
PGR
The Progressive Corporation		0.44%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%
SGLN.L
iShares Physical Gold ETC		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.L
Vanguard S&P 500 UCITS ETF		0.74%1.25%1.41%1.05%1.46%1.48%1.70%1.60%1.55%1.73%1.50%1.62%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		3.84%6.48%6.12%6.57%4.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMGB.L
VanEck Semiconductor UCITS ETF		0.00%0.00%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated		1.30%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.40%
-0.29%
my retirement 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the my retirement 2. 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 my retirement 2 was 15.44%, occurring on Oct 14, 2022. Recovery took 84 trading sessions.

The current my retirement 2 drawdown is 1.40%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.44%Apr 11, 2022134Oct 14, 202284Feb 13, 2023218
-4.95%Jan 22, 20216Jan 29, 202128Mar 10, 202134
-4.8%Oct 15, 202415Nov 4, 2024———
-4.31%Feb 16, 202320Mar 15, 202311Mar 30, 202331
-4.29%Jan 18, 20225Jan 24, 202225Feb 28, 202230

Volatility

Volatility Chart

The current my retirement 2 volatility is 3.33%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.33%
3.86%
my retirement 2
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.
SGLN.LAZNPGRLMTSMGB.LUNHPMLP.LVUSA.LBRK-B
SGLN.L1.000.16-0.010.120.130.040.180.160.07
AZN0.161.000.160.180.120.260.140.200.26
PGR-0.010.161.000.34-0.030.330.100.090.47
LMT0.120.180.341.00-0.030.300.180.090.39
SMGB.L0.130.12-0.03-0.031.000.030.300.790.22
UNH0.040.260.330.300.031.000.150.180.39
PMLP.L0.180.140.100.180.300.151.000.460.34
VUSA.L0.160.200.090.090.790.180.461.000.43
BRK-B0.070.260.470.390.220.390.340.431.00
The correlation results are calculated based on daily price changes starting from Dec 4, 2020