Diverses
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 25% | |
GC=F Gold | 25% | |
TRET.AS VanEck Global Real Estate UCITS ETF | REIT | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Diverses, 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 Mar 9, 2011, corresponding to the inception date of TRET.AS
Returns By Period
As of Sep 21, 2024, the Diverses returned 30.39% Year-To-Date and 30.73% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Diverses | 30.50% | 2.19% | 10.84% | 59.31% | 26.10% | 30.95% |
| Portfolio components: | ||||||
TRET.AS VanEck Global Real Estate UCITS ETF | 13.01% | 2.79% | 16.40% | 28.98% | 2.76% | 4.37% |
VOO Vanguard S&P 500 ETF | 20.75% | 1.40% | 9.72% | 33.92% | 15.80% | 13.27% |
BTC-USD Bitcoin | 49.99% | -1.09% | -5.71% | 138.51% | 49.07% | 65.51% |
GC=F Gold | 28.35% | 5.53% | 22.66% | 36.06% | 11.97% | 8.11% |
Monthly Returns
The table below presents the monthly returns of Diverses, 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 | -0.46% | 12.09% | 8.59% | -5.29% | 4.81% | -0.36% | 3.92% | 0.41% | 30.50% | ||||
| 2023 | 15.02% | -2.53% | 8.73% | 2.00% | -2.93% | 4.57% | 1.10% | -3.66% | -2.98% | 6.97% | 7.70% | 7.51% | 47.72% |
| 2022 | -7.42% | 3.03% | 3.75% | -7.64% | -6.38% | -12.62% | 8.33% | -7.28% | -6.52% | 3.43% | 0.13% | -1.61% | -28.47% |
| 2021 | 2.78% | 9.97% | 12.29% | 2.93% | -5.71% | -1.96% | 6.90% | 4.49% | -5.19% | 14.20% | -2.91% | -2.64% | 38.03% |
| 2020 | 9.01% | -6.56% | -15.00% | 15.54% | 4.64% | 0.47% | 10.90% | 3.25% | -4.38% | 5.00% | 16.91% | 20.18% | 69.85% |
| 2019 | 3.39% | 3.17% | 2.51% | 8.05% | 17.40% | 15.98% | -0.46% | 1.16% | -2.38% | 4.16% | -4.86% | 0.15% | 56.95% |
| 2018 | -5.78% | -2.59% | -6.60% | 8.30% | -5.22% | -3.86% | 5.94% | -2.16% | -2.48% | -2.36% | -8.04% | -3.61% | -26.00% |
| 2017 | 2.10% | 8.01% | -2.98% | 7.23% | 21.84% | 3.87% | 5.51% | 18.20% | -3.68% | 12.90% | 21.11% | 15.46% | 175.36% |
| 2016 | -5.16% | 7.17% | 2.26% | 3.11% | 3.84% | 10.24% | 0.60% | -3.34% | 1.46% | 1.34% | 0.00% | 8.99% | 33.69% |
| 2015 | -5.65% | 2.72% | -1.14% | -0.80% | -0.58% | 1.47% | 1.77% | -7.14% | -0.30% | 12.28% | 3.99% | 4.22% | 9.94% |
| 2014 | 1.72% | -5.38% | -4.05% | 0.51% | 10.60% | 2.74% | -2.36% | -3.89% | -7.07% | -1.82% | 3.92% | -3.55% | -9.48% |
| 2013 | 13.00% | 17.56% | 85.19% | 13.13% | -4.10% | -11.26% | 5.46% | 7.23% | -0.44% | 15.41% | 147.81% | -24.07% | 479.15% |
Expense Ratio
Diverses has an expense ratio of 0.07%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Diverses is 72, 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 | |
|---|---|---|---|---|---|
TRET.AS VanEck Global Real Estate UCITS ETF | 1.50 | 2.06 | 1.27 | 0.06 | 7.71 |
VOO Vanguard S&P 500 ETF | 2.39 | 3.18 | 1.44 | 1.19 | 14.57 |
BTC-USD Bitcoin | 1.40 | 2.07 | 1.21 | 0.83 | 6.16 |
GC=F Gold | 3.03 | 3.77 | 1.52 | 3.06 | 19.19 |
Dividends
Dividend yield
Diverses granted a 1.15% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Diverses | 1.15% | 1.28% | 1.59% | 0.76% | 1.49% | 1.30% | 1.59% | 1.23% | 1.29% | 1.16% | 1.14% | 1.21% |
| Portfolio components: | ||||||||||||
TRET.AS VanEck Global Real Estate UCITS ETF | 3.35% | 3.67% | 4.68% | 1.78% | 4.43% | 3.33% | 4.31% | 3.16% | 3.13% | 2.55% | 2.70% | 3.01% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GC=F Gold | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Diverses. 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 Diverses was 96.53%, occurring on Dec 15, 2011. Recovery took 46 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -96.53% | Dec 2, 2011 | 14 | Dec 15, 2011 | 46 | Jan 30, 2012 | 60 |
| -96.45% | Nov 24, 2011 | 1 | Nov 24, 2011 | 7 | Dec 1, 2011 | 8 |
| -96.33% | Mar 28, 2012 | 54 | May 20, 2012 | 57 | Jul 16, 2012 | 111 |
| -96.23% | Feb 9, 2012 | 11 | Feb 19, 2012 | 36 | Mar 26, 2012 | 47 |
| -95.91% | Feb 1, 2012 | 1 | Feb 1, 2012 | 7 | Feb 8, 2012 | 8 |
Volatility
Volatility Chart
The current Diverses volatility is 5.09%, 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
| GC=F | BTC-USD | TRET.AS | VOO | |
|---|---|---|---|---|
| GC=F | 1.00 | 0.02 | 0.07 | 0.03 |
| BTC-USD | 0.02 | 1.00 | 0.03 | 0.10 |
| TRET.AS | 0.07 | 0.03 | 1.00 | 0.41 |
| VOO | 0.03 | 0.10 | 0.41 | 1.00 |