New thought 2.75
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ICSU.L iShares S&P 500 Consumer Staples Sector UCITS ETF | Consumer Staples Equities | 15% |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF | Large Cap Blend Equities | 70% |
XDWI.L Xtrackers MSCI World Industrials UCITS ETF 1C | Industrials Equities | 15% |
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 every year.
The earliest data available for this chart is Mar 22, 2017, corresponding to the inception date of ICSU.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| New thought 2.75 | -0.68% | -3.33% | -4.08% | 11.46% | 11.81% | N/A |
| Portfolio components: | ||||||
ICSU.L iShares S&P 500 Consumer Staples Sector UCITS ETF | 6.16% | 3.72% | 2.88% | 16.98% | 10.27% | N/A |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF | -2.33% | -4.37% | -5.37% | 11.11% | 11.31% | 11.07% |
XDWI.L Xtrackers MSCI World Industrials UCITS ETF 1C | 0.20% | -5.46% | -5.03% | 7.31% | 15.49% | N/A |
Monthly Returns
The table below presents the monthly returns of New thought 2.75, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.22% | 0.59% | -1.64% | -2.74% | -0.68% | ||||||||
| 2024 | 2.53% | 2.88% | 3.31% | -2.98% | 2.73% | 2.45% | 2.08% | 2.79% | 1.93% | -0.78% | 4.18% | -4.75% | 17.16% |
| 2023 | 1.51% | -3.20% | 3.04% | 2.81% | -3.29% | 4.93% | 1.38% | -1.63% | -4.28% | -2.38% | 7.27% | 4.02% | 9.83% |
| 2022 | -5.77% | -1.38% | 4.72% | -3.49% | -2.93% | -5.17% | 5.39% | -2.37% | -6.99% | 6.59% | 3.94% | -1.36% | -9.58% |
| 2021 | -1.74% | 0.22% | 6.29% | 3.51% | 1.40% | 0.56% | 2.72% | 1.80% | -4.07% | 4.52% | 0.23% | 5.83% | 22.89% |
| 2020 | 0.28% | -9.39% | -10.26% | 8.59% | 3.17% | 1.07% | 4.23% | 5.75% | -1.26% | -2.86% | 7.97% | 2.56% | 8.10% |
| 2019 | 6.72% | 4.04% | 1.90% | 3.57% | -3.88% | 5.39% | 2.20% | -0.82% | 2.18% | 0.41% | 2.76% | 2.88% | 30.50% |
| 2018 | 2.60% | -3.45% | -2.60% | 0.68% | 0.35% | 1.15% | 2.80% | 1.99% | 0.90% | -4.84% | 1.03% | -8.03% | -7.77% |
| 2017 | 0.49% | 0.54% | 1.59% | 0.02% | 1.41% | -0.52% | 0.95% | 1.82% | 4.18% | 1.87% | 12.99% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 79, New thought 2.75 is among the top 21% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
ICSU.L iShares S&P 500 Consumer Staples Sector UCITS ETF | 1.13 | 1.61 | 1.22 | 1.60 | 5.05 |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF | 0.79 | 1.15 | 1.17 | 0.89 | 4.25 |
XDWI.L Xtrackers MSCI World Industrials UCITS ETF 1C | 0.45 | 0.73 | 1.10 | 0.54 | 2.38 |
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.
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 32.38%, occurring on Mar 23, 2020. Recovery took 140 trading sessions.
The current New thought 2.75 drawdown is 5.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.38% | Feb 18, 2020 | 25 | Mar 23, 2020 | 140 | Oct 12, 2020 | 165 |
| -19.03% | Jan 4, 2022 | 194 | Oct 11, 2022 | 316 | Jan 12, 2024 | 510 |
| -15.05% | Sep 24, 2018 | 66 | Dec 24, 2018 | 68 | Apr 2, 2019 | 134 |
| -11.82% | Mar 4, 2025 | 25 | Apr 7, 2025 | — | — | — |
| -9.29% | Jan 30, 2018 | 66 | May 3, 2018 | 81 | Aug 29, 2018 | 147 |
Volatility
Volatility Chart
The current New thought 2.75 volatility is 9.74%, 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
| XDWI.L | ICSU.L | MVUS.L | |
|---|---|---|---|
| XDWI.L | 1.00 | 0.39 | 0.69 |
| ICSU.L | 0.39 | 1.00 | 0.73 |
| MVUS.L | 0.69 | 0.73 | 1.00 |