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New thought 2.75
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XDEQ.L 45%MVUS.L 25%LCJP.L 20%FRIN.L 10%EquityEquity
PositionCategory/SectorWeight
FRIN.L
Franklin FTSE India UCITS ETF
Asia Pacific Equities

10%

LCJP.L
Amundi MSCI Japan UCITS ETF Acc
Japan Equities

20%

MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF
Large Cap Blend Equities

25%

XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
Global Equities

45%

S&P 500

Performance

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 Quarterly


30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2024FebruaryMarchApril
57.23%
68.85%
New thought 2.75
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 28, 2019, corresponding to the inception date of FRIN.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
New thought 2.754.83%-4.62%17.66%19.02%N/AN/A
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
4.79%-5.23%18.77%21.50%12.04%N/A
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF
4.58%-3.78%15.74%10.46%10.20%13.49%
LCJP.L
Amundi MSCI Japan UCITS ETF Acc
4.21%-7.37%16.57%16.42%6.88%N/A
FRIN.L
Franklin FTSE India UCITS ETF
6.55%1.70%19.17%35.31%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.63%3.72%2.94%
2023-3.33%-2.24%7.50%5.00%

Expense Ratio

The New thought 2.75 has a high expense ratio of 0.21%, 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.


0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

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.


New thought 2.75
Sharpe ratio
The chart of Sharpe ratio for New thought 2.75, currently valued at 1.85, compared to the broader market-1.000.001.002.003.004.001.85
Sortino ratio
The chart of Sortino ratio for New thought 2.75, currently valued at 2.75, compared to the broader market-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for New thought 2.75, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for New thought 2.75, currently valued at 1.63, compared to the broader market0.002.004.006.008.001.63
Martin ratio
The chart of Martin ratio for New thought 2.75, currently valued at 7.66, compared to the broader market0.0010.0020.0030.0040.007.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
1.802.641.321.558.16
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF
1.131.681.200.823.52
LCJP.L
Amundi MSCI Japan UCITS ETF Acc
1.101.621.190.874.60
FRIN.L
Franklin FTSE India UCITS ETF
2.743.641.492.1820.45

Sharpe Ratio

The current New thought 2.75 Sharpe ratio is 1.85. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.85

The Sharpe ratio of New thought 2.75 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.85
1.66
New thought 2.75
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

New thought 2.75 granted a 0.00% dividend yield in the last twelve months.


New thought 2.75 doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.66%
-5.46%
New thought 2.75
Benchmark (^GSPC)
Portfolio components

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 31.58%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.

The current New thought 2.75 drawdown is 5.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.58%Feb 12, 202029Mar 23, 2020112Sep 2, 2020141
-24.26%Jan 4, 2022194Oct 11, 2022301Dec 19, 2023495
-6.62%Sep 7, 202120Oct 4, 202124Nov 5, 202144
-5.89%Jul 5, 201930Aug 15, 201920Sep 13, 201950
-5.85%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The current New thought 2.75 volatility is 4.07%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
4.07%
3.15%
New thought 2.75
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.

FRIN.LLCJP.LMVUS.LXDEQ.L
FRIN.L1.000.520.510.56
LCJP.L0.521.000.600.70
MVUS.L0.510.601.000.88
XDEQ.L0.560.700.881.00