Active Growth
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
CNDX.L iShares NASDAQ 100 UCITS ETF | Large Cap Blend Equities | 30% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | Emerging Markets Equities | 10% |
LQDA.L iShares USD Corporate Bond UCITS ETF (Acc) | Corporate Bonds | 10% |
USD=X USD Cash | 0% | |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Active Growth , 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 3 months.
The earliest data available for this chart is Apr 13, 2017, corresponding to the inception date of LQDA.L
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.25% | -6.60% | -5.32% | 3.55% | 16.80% | 10.02% |
Active Growth | -7.21% | -5.19% | -4.54% | 4.81% | 16.01% | N/A |
Portfolio components: | ||||||
CNDX.L iShares NASDAQ 100 UCITS ETF | -12.02% | -6.95% | -5.43% | 3.01% | 19.67% | 16.46% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 1.46% | 1.17% | -6.63% | 5.61% | 9.02% | 3.51% |
LQDA.L iShares USD Corporate Bond UCITS ETF (Acc) | 2.79% | 0.22% | -0.94% | 6.39% | 1.25% | N/A |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | -7.97% | -6.52% | -4.67% | 4.91% | 17.85% | 11.99% |
Monthly Returns
The table below presents the monthly returns of Active Growth , 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 | 2.26% | -2.10% | -5.03% | -2.41% | -7.21% | ||||||||
2024 | 1.01% | 3.99% | 2.63% | -3.30% | 3.89% | 4.92% | 0.08% | 1.59% | 2.77% | -1.27% | 4.40% | -0.95% | 21.21% |
2023 | 7.58% | -2.14% | 5.10% | 1.02% | 2.23% | 5.92% | 3.34% | -1.90% | -4.37% | -2.77% | 9.52% | 5.13% | 31.38% |
2022 | -6.17% | -2.95% | 2.97% | -9.23% | -1.12% | -7.62% | 8.35% | -3.52% | -8.88% | 4.02% | 4.98% | -4.67% | -22.92% |
2021 | -0.07% | 1.01% | 2.60% | 4.66% | 0.26% | 3.29% | 1.63% | 2.87% | -4.18% | 5.44% | -0.02% | 3.04% | 22.14% |
2020 | 0.67% | -6.76% | -9.35% | 11.43% | 4.06% | 4.11% | 6.28% | 7.12% | -3.55% | -2.22% | 9.72% | 4.50% | 26.45% |
2019 | 7.74% | 2.49% | 2.47% | 3.77% | -5.88% | 6.43% | 1.84% | -2.15% | 1.46% | 2.79% | 3.29% | 3.34% | 30.48% |
2018 | 5.70% | -2.62% | -2.99% | 0.56% | 2.37% | 0.38% | 2.82% | 3.04% | 0.22% | -7.18% | 1.06% | -6.74% | -4.16% |
2017 | 2.42% | 2.20% | -0.16% | 2.84% | 0.94% | 0.99% | 2.96% | 2.12% | 1.61% | 17.05% |
Expense Ratio
Active Growth has an expense ratio of 0.15%, 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
The current rank of Active Growth is 58, 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 | |
---|---|---|---|---|---|
CNDX.L iShares NASDAQ 100 UCITS ETF | 0.31 | 0.53 | 1.07 | 0.38 | 1.20 |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.64 | 1.00 | 1.12 | 0.45 | 1.83 |
LQDA.L iShares USD Corporate Bond UCITS ETF (Acc) | 1.37 | 2.07 | 1.24 | 0.58 | 3.49 |
USD=X USD Cash | — | — | — | — | — |
VOO Vanguard S&P 500 ETF | 0.57 | 0.82 | 1.12 | 0.68 | 2.70 |
Dividends
Dividend yield
Active Growth provided a 0.71% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.71% | 0.63% | 0.74% | 0.86% | 0.63% | 0.78% | 0.96% | 1.05% | 0.98% | 1.06% | 1.10% | 0.98% |
Portfolio components: | ||||||||||||
CNDX.L iShares NASDAQ 100 UCITS ETF | 0.00% | 0.02% | 0.05% | 0.06% | 0.03% | 0.04% | 0.07% | 0.06% | 0.30% | 0.16% | 0.16% | 0.19% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LQDA.L iShares USD Corporate Bond UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.41% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 Active Growth . 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 Active Growth was 30.27%, occurring on Mar 23, 2020. Recovery took 75 trading sessions.
The current Active Growth drawdown is 10.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 75 | Jul 6, 2020 | 98 |
-27.42% | Dec 31, 2021 | 204 | Oct 12, 2022 | 309 | Dec 19, 2023 | 513 |
-17.17% | Oct 2, 2018 | 60 | Dec 24, 2018 | 72 | Apr 3, 2019 | 132 |
-10.8% | Feb 20, 2025 | 31 | Apr 3, 2025 | — | — | — |
-8.57% | Sep 3, 2020 | 16 | Sep 24, 2020 | 32 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The current Active Growth volatility is 5.82%, 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
USD=X | LQDA.L | VOO | EIMI.L | CNDX.L | |
---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
LQDA.L | 0.00 | 1.00 | 0.16 | 0.17 | 0.19 |
VOO | 0.00 | 0.16 | 1.00 | 0.47 | 0.55 |
EIMI.L | 0.00 | 0.17 | 0.47 | 1.00 | 0.66 |
CNDX.L | 0.00 | 0.19 | 0.55 | 0.66 | 1.00 |