Global PG
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LGGG.L L&G Global Equity UCITS ETF | Global Equities | 33.33% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | Global Equities | 33.33% |
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF | Technology Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global PG, 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 Sep 26, 2019, corresponding to the inception date of VHYG.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Global PG | 21.45% | 0.56% | 11.38% | 32.41% | 12.88% | N/A |
| Portfolio components: | ||||||
LGGG.L L&G Global Equity UCITS ETF | 20.23% | 1.26% | 10.66% | 31.25% | 12.64% | N/A |
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF | 31.82% | 2.38% | 18.58% | 43.24% | 16.59% | 16.84% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 12.22% | -2.03% | 4.65% | 22.63% | 7.61% | N/A |
Monthly Returns
The table below presents the monthly returns of Global PG, 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 | 1.81% | 3.43% | 3.40% | -3.44% | 3.96% | 5.12% | 0.45% | 1.50% | 2.10% | -1.17% | 21.45% | ||
| 2023 | 7.30% | -2.78% | 5.65% | 2.25% | 0.78% | 6.32% | 3.71% | -9.53% | -4.09% | -2.86% | 9.60% | 5.55% | 22.11% |
| 2022 | -5.23% | -2.38% | 1.98% | -9.12% | -0.45% | -9.78% | 7.53% | -5.42% | -10.31% | 7.29% | 8.80% | -3.84% | -21.15% |
| 2021 | -0.33% | 3.03% | 2.69% | 4.10% | 2.32% | 1.31% | 1.88% | 2.19% | -4.45% | 5.62% | -1.51% | 4.54% | 23.08% |
| 2020 | -0.43% | -9.27% | -12.90% | 10.41% | 3.86% | 4.66% | 6.14% | 8.34% | -4.65% | -3.83% | 13.96% | 5.92% | 20.21% |
| 2019 | 0.23% | 4.82% | 3.37% | 4.43% | 13.42% |
Expense Ratio
Global PG has an expense ratio of 0.21%, 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 Global PG is 30, 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 | |
|---|---|---|---|---|---|
LGGG.L L&G Global Equity UCITS ETF | 2.56 | 3.52 | 1.47 | 3.66 | 15.61 |
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF | 2.03 | 2.67 | 1.35 | 1.52 | 9.27 |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 0.63 | 1.16 | 1.33 | 1.07 | 2.00 |
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 Global PG. 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 Global PG was 35.78%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current Global PG drawdown is 0.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.78% | Feb 17, 2020 | 26 | Mar 23, 2020 | 94 | Aug 6, 2020 | 120 |
| -31.75% | Jan 5, 2022 | 193 | Oct 11, 2022 | 337 | Feb 12, 2024 | 530 |
| -9.42% | Sep 3, 2020 | 42 | Oct 30, 2020 | 6 | Nov 9, 2020 | 48 |
| -9.18% | Jul 15, 2024 | 16 | Aug 5, 2024 | 32 | Sep 19, 2024 | 48 |
| -6.61% | Sep 7, 2021 | 20 | Oct 4, 2021 | 22 | Nov 3, 2021 | 42 |
Volatility
Volatility Chart
The current Global PG volatility is 3.22%, 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
| XXTW.L | VHYG.L | LGGG.L | |
|---|---|---|---|
| XXTW.L | 1.00 | 0.54 | 0.67 |
| VHYG.L | 0.54 | 1.00 | 0.83 |
| LGGG.L | 0.67 | 0.83 | 1.00 |