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IMIE + IUSQ + SGLD + CSSPX

Last updated Feb 21, 2024

Asset Allocation


IMID.L 50%SSAC.L 30%SGLD.TO 5%CSSPX 15%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
IMID.L
SPDR MSCI ACWI IMI
Global Equities

50%

SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
Global Equities

30%

SGLD.TO
Sabre Gold Mines Corp.
Basic Materials

5%

CSSPX
Cohen & Steers Global Realty Shares, Inc.
REIT

15%

Performance

The chart shows the growth of an initial investment of $10,000 in IMIE + IUSQ + SGLD + CSSPX, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
8.23%
13.40%
IMIE + IUSQ + SGLD + CSSPX
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 31, 2011, corresponding to the inception date of SSAC.L

Returns

As of Feb 21, 2024, the IMIE + IUSQ + SGLD + CSSPX returned -0.80% Year-To-Date and 6.32% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
IMIE + IUSQ + SGLD + CSSPX-0.80%1.84%8.23%7.80%5.79%6.32%
SGLD.TO
Sabre Gold Mines Corp.
-35.71%-18.18%-30.77%-60.87%-42.42%-34.44%
IMID.L
SPDR MSCI ACWI IMI
2.35%3.86%11.66%16.46%1.97%1.65%
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
3.51%4.07%13.01%12.31%10.92%11.16%
CSSPX
Cohen & Steers Global Realty Shares, Inc.
-4.38%-1.03%4.15%-3.05%1.61%4.36%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.64%
20232.96%-2.82%-4.27%-4.92%9.78%6.09%

Sharpe Ratio

The current IMIE + IUSQ + SGLD + CSSPX Sharpe ratio is 0.89. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.89

The Sharpe ratio of IMIE + IUSQ + SGLD + CSSPX is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.89
1.75
IMIE + IUSQ + SGLD + CSSPX
Benchmark (^GSPC)
Portfolio components

Dividend yield

IMIE + IUSQ + SGLD + CSSPX granted a 0.45% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IMIE + IUSQ + SGLD + CSSPX0.45%0.43%0.45%0.48%0.36%1.25%0.59%0.42%1.03%0.40%0.26%0.32%
SGLD.TO
Sabre Gold Mines Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IMID.L
SPDR MSCI ACWI IMI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSSPX
Cohen & Steers Global Realty Shares, Inc.
2.98%2.85%3.02%3.21%2.41%8.32%3.95%2.79%6.89%2.68%1.75%2.12%

Expense Ratio

The IMIE + IUSQ + SGLD + CSSPX has a high expense ratio of 0.40%, 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.


0.90%
0.00%2.15%
0.40%
0.00%2.15%
0.20%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SGLD.TO
Sabre Gold Mines Corp.
-0.80
IMID.L
SPDR MSCI ACWI IMI
1.33
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
1.14
CSSPX
Cohen & Steers Global Realty Shares, Inc.
-0.19

Asset Correlations Table

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

SGLD.TOCSSPXIMID.LSSAC.L
SGLD.TO1.000.210.140.17
CSSPX0.211.000.430.47
IMID.L0.140.431.000.85
SSAC.L0.170.470.851.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-10.77%
-1.08%
IMIE + IUSQ + SGLD + CSSPX
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IMIE + IUSQ + SGLD + CSSPX. 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 IMIE + IUSQ + SGLD + CSSPX was 34.76%, occurring on Mar 23, 2020. Recovery took 144 trading sessions.

The current IMIE + IUSQ + SGLD + CSSPX drawdown is 10.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.76%Feb 20, 202023Mar 23, 2020144Oct 12, 2020167
-28.42%Nov 17, 2021226Sep 29, 2022
-22.15%Feb 16, 2015240Jan 20, 2016122Jul 11, 2016362
-19.84%Jan 29, 2018235Dec 24, 2018135Jul 4, 2019370
-11.55%Mar 20, 201262Jun 14, 201266Sep 17, 2012128

Volatility Chart

The current IMIE + IUSQ + SGLD + CSSPX volatility is 2.57%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
2.57%
3.37%
IMIE + IUSQ + SGLD + CSSPX
Benchmark (^GSPC)
Portfolio components
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