Nicole_basis
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
4GLD.DE Xetra-Gold ETF | Gold, Precious Metals | 10% |
SPYY.DE SPDR MSCI ACWI UCITS ETF | Global Equities | 70% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | Bank Loan | 20% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Jun 1, 2011, corresponding to the inception date of SPYY.DE
Returns By Period
As of Jun 1, 2025, the Nicole_basis returned -0.74% Year-To-Date and 7.66% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 5.49% | -2.00% | 12.02% | 14.19% | 10.85% |
| Nicole_basis | -0.74% | 4.04% | -1.53% | 10.98% | 10.87% | 7.66% |
| Portfolio components: | ||||||
4GLD.DE Xetra-Gold ETF | 15.68% | -0.59% | 15.01% | 35.03% | 13.22% | 10.46% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 1.06% | 0.17% | 1.33% | 3.16% | 1.45% | 0.47% |
SPYY.DE SPDR MSCI ACWI UCITS ETF | -3.63% | 6.14% | -4.68% | 9.50% | 12.98% | 9.03% |
Monthly Returns
The table below presents the monthly returns of Nicole_basis, 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 | 3.84% | -1.35% | -4.47% | -2.51% | 4.04% | -0.74% | |||||||
| 2024 | 2.19% | 2.71% | 3.40% | -0.68% | 0.77% | 3.74% | 0.38% | -0.09% | 1.82% | 1.56% | 4.74% | -0.79% | 21.43% |
| 2023 | 4.01% | -0.30% | 0.72% | -0.13% | 1.94% | 2.19% | 2.03% | -0.70% | -1.30% | -1.71% | 4.06% | 2.86% | 14.32% |
| 2022 | -3.37% | -0.79% | 3.13% | -1.29% | -2.80% | -4.02% | 6.12% | -1.27% | -4.09% | 2.03% | 1.28% | -3.74% | -9.01% |
| 2021 | 0.80% | 1.29% | 4.18% | 1.21% | 0.41% | 2.89% | 0.80% | 2.05% | -1.51% | 3.55% | 0.47% | 2.92% | 20.64% |
| 2020 | 0.17% | -5.67% | -7.50% | 6.80% | 1.32% | 1.87% | 0.57% | 3.39% | -0.80% | -1.57% | 5.23% | 1.79% | 4.78% |
| 2019 | 6.06% | 2.43% | 1.73% | 2.44% | -3.43% | 3.40% | 2.77% | -0.68% | 2.02% | 0.09% | 2.82% | 1.75% | 23.28% |
| 2018 | 0.93% | -1.35% | -2.60% | 2.73% | 2.41% | -0.57% | 1.36% | 0.82% | 0.44% | -3.38% | 0.67% | -5.16% | -3.96% |
| 2017 | -0.17% | 4.10% | 0.21% | -0.56% | -1.07% | -1.04% | -0.45% | -0.15% | 1.61% | 2.65% | -0.44% | 1.19% | 5.89% |
| 2016 | -4.26% | 1.55% | 0.63% | 0.71% | 2.00% | 0.71% | 2.95% | -0.07% | 0.14% | 0.29% | 2.83% | 1.78% | 9.43% |
| 2015 | 5.13% | 4.01% | 2.09% | -1.15% | 2.24% | -4.12% | 0.97% | -5.88% | -4.13% | 9.54% | 1.71% | -2.97% | 6.54% |
| 2014 | -1.14% | 2.11% | -0.64% | 0.99% | 2.66% | 1.67% | 0.74% | 2.43% | 1.13% | 0.66% | 2.10% | 0.83% | 14.34% |
Expense Ratio
Nicole_basis has an expense ratio of 0.30%, placing it in the medium range. 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
The current rank of Nicole_basis is 54, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
4GLD.DE Xetra-Gold ETF | 2.11 | 2.90 | 1.38 | 6.30 | 16.79 |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 12.16 | 26.25 | 7.72 | 37.45 | 410.86 |
SPYY.DE SPDR MSCI ACWI UCITS ETF | 0.51 | 0.83 | 1.13 | 0.45 | 1.58 |
Loading data...
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Nicole_basis. 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 Nicole_basis was 24.01%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.
The current Nicole_basis drawdown is 5.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.01% | Feb 20, 2020 | 23 | Mar 23, 2020 | 199 | Jan 6, 2021 | 222 |
| -16.93% | Apr 14, 2015 | 213 | Feb 11, 2016 | 211 | Dec 8, 2016 | 424 |
| -14.89% | Feb 20, 2025 | 35 | Apr 9, 2025 | — | — | — |
| -10.58% | Jan 5, 2022 | 115 | Jun 16, 2022 | 286 | Jul 27, 2023 | 401 |
| -9.36% | Oct 2, 2018 | 59 | Dec 27, 2018 | 37 | Feb 20, 2019 | 96 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 1.85, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | XEON.DE | 4GLD.DE | SPYY.DE | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.02 | 0.02 | 0.54 | 0.53 |
| XEON.DE | -0.02 | 1.00 | 0.02 | -0.02 | -0.01 |
| 4GLD.DE | 0.02 | 0.02 | 1.00 | 0.03 | 0.20 |
| SPYY.DE | 0.54 | -0.02 | 0.03 | 1.00 | 0.98 |
| Portfolio | 0.53 | -0.01 | 0.20 | 0.98 | 1.00 |