Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) | S&P 500 | 70% |
ICSU.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) | Consumer Staples Equities, S&P 500 | 15% |
XDWI.L Xtrackers MSCI World Industrials UCITS ETF 1C | Industrials Equities | 15% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in New thought 2.75, 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 Every year.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio New thought 2.75 | -0.31% | 0.69% | 4.95% | 5.94% | 11.04% | 12.62% | 8.75% | — | 10.00% |
| Portfolio components: | |||||||||
ICSU.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) | -1.56% | 1.57% | 3.87% | 9.17% | 7.57% | 8.06% | 7.26% | — | 5.37% |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) | 0.03% | 1.27% | 5.25% | 4.24% | 10.53% | 12.25% | 8.29% | 9.90% | 7.95% |
XDWI.L Xtrackers MSCI World Industrials UCITS ETF 1C | -0.55% | -2.62% | 4.73% | 10.69% | 16.51% | 18.37% | 11.71% | 12.14% | 10.62% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 22, 2017, New thought 2.75's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +8.7%, while the worst month was Mar 2020 at -10.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, New thought 2.75 closed higher 55% of trading days. The best single day was Nov 16, 2023 with a return of +20.4%, while the worst single day was Nov 17, 2023 at -16.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.63% | 3.32% | -7.00% | 5.69% | 1.90% | 0.55% | 0.18% | 5.94% | |||||
| 2025 | 3.22% | 0.58% | -1.63% | -0.63% | 3.82% | 2.01% | 0.31% | 0.68% | 1.26% | 0.25% | 1.14% | 1.09% | 12.66% |
| 2024 | 2.58% | 2.87% | 3.31% | -2.97% | 2.71% | 2.46% | 2.08% | 2.75% | 1.97% | -0.78% | 4.10% | -4.69% | 17.20% |
| 2023 | 1.59% | -3.20% | 3.02% | 2.78% | -3.25% | 4.85% | 1.43% | -1.62% | -4.25% | -2.41% | 7.28% | 3.97% | 9.87% |
| 2022 | -5.77% | -1.39% | 4.73% | -3.50% | -2.93% | -5.15% | 5.42% | -2.41% | -7.02% | 6.55% | 4.01% | -1.43% | -9.64% |
| 2021 | -1.71% | 0.25% | 6.32% | 3.54% | 1.35% | 0.61% | 2.74% | 1.78% | -4.08% | 4.47% | 0.28% | 5.82% | 23.01% |
Benchmark Metrics
New thought 2.75 has an annualized alpha of 5.69%, beta of 0.41, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since March 22, 2017.
- This portfolio participated in 75.28% of S&P 500 Index downside but only 71.49% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.41 may look defensive, but with R2 of 0.22 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.22 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.69%
- Beta
- 0.41
- R²
- 0.22
- Upside Capture
- 71.49%
- Downside Capture
- 75.28%
Expense Ratio
New thought 2.75 has an expense ratio of 0.20%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
New thought 2.75 ranks 29 for risk / return — below 29% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for New thought 2.75 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.38 | 1.45 | -0.07 |
| Sortino ratioReturn per unit of downside risk | 2.02 | 2.03 | -0.01 |
| Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.01 | -0.54 |
| Martin ratioReturn relative to average drawdown | 5.64 | 8.68 | -3.04 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ICSU.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) | 21 | 0.50 | 0.82 | 1.10 | 0.80 | 1.54 |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) | 48 | 1.30 | 1.89 | 1.23 | 1.60 | 6.44 |
XDWI.L Xtrackers MSCI World Industrials UCITS ETF 1C | 39 | 1.00 | 1.59 | 1.19 | 1.46 | 5.32 |
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Dividends
Dividend yield
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the New thought 2.75. 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 New thought 2.75 was 32.41%, occurring on Mar 23, 2020. Recovery took 140 trading sessions.
The current New thought 2.75 drawdown is 1.17%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-32.41%Mar 2020 | 1mo 4d | 6mo 23d | 7mo 27dFeb 2020 - Oct 2020 | COVID crash2020 |
-19.08%Oct 2022 | 9mo 14d | 1y 1mo | 1y 10moDec 2021 - Nov 2023 | Bear market2022 |
-16.67%Nov 2023 | 0s | 9mo 2d | 9mo 2dNov 2023 - Aug 2024 | — |
-15.13%Dec 2018 | 3mo 1d | 3mo 9d | 6mo 10dSep 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-11.85%Apr 2025 | 1mo 4d | 1mo 12d | 2mo 16dMar 2025 - May 2025 | 2025 selloff2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 1.87, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.30 | 1.11 | 1.10 | 1.10 |
The portfolio has a diversification ratio of 1.10, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
New thought 2.75 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2017 | 0.55 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MVUS.L has the highest benchmark correlation at 0.55, while ICSU.L has the lowest at 0.25.
Asset Correlations Table
Find what New thought 2.75 is missing
See which holdings overlap, where New thought 2.75 is concentrated, and which low-correlation assets could fill the gaps.
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