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My Retirement Mix

Last updated Nov 13, 2024

Asset Allocation

SGLN.L 13%VUSA.L 20%PMLP.L 15%SMH 15%DFNS.L 14%PGR 13%IUSU.L 10%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
DFNS.L
VanEck Defense UCITS ETF		Aerospace & Defense
14%
IUSU.L
iShares S&P 500 Utilities Sector UCITS ETF		Utilities Equities
10%
PGR
The Progressive Corporation		Financial Services
13%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		Energy Equities
15%
SGLN.L
iShares Physical Gold ETC		Precious Metals, Commodities
13%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
15%
VUSA.L
Vanguard S&P 500 UCITS ETF		Large Cap Blend Equities
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My Retirement Mix, 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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.60%
12.73%
My Retirement Mix
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 5, 2023, corresponding to the inception date of DFNS.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
My Retirement Mix40.70%2.46%16.60%46.55%N/AN/A
Portfolio components:
VUSA.L
Vanguard S&P 500 UCITS ETF		26.33%2.48%13.47%34.33%16.22%15.90%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		37.36%5.21%20.58%40.25%N/AN/A
SGLN.L
iShares Physical Gold ETC		25.83%-1.77%8.88%32.10%12.13%10.30%
SMH
VanEck Vectors Semiconductor ETF		44.03%-3.61%7.68%57.29%33.67%28.85%
PGR
The Progressive Corporation		65.75%4.15%25.48%65.49%32.25%28.80%
DFNS.L
VanEck Defense UCITS ETF		58.82%11.19%28.43%61.47%N/AN/A
IUSU.L
iShares S&P 500 Utilities Sector UCITS ETF		26.58%-1.82%9.73%30.70%7.62%N/A

Monthly Returns

The table below presents the monthly returns of My Retirement Mix, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.31%5.99%6.14%-1.09%4.65%1.86%2.00%4.47%2.23%1.20%40.70%
2023-0.68%0.93%4.51%2.75%-0.79%-2.95%1.43%7.16%2.80%15.80%

Expense Ratio

My Retirement Mix has an expense ratio of 0.22%, 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.

DFNS.L
VanEck Defense UCITS ETF
Expense ratio chart for DFNS.L: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
Expense ratio chart for PMLP.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
IUSU.L
iShares S&P 500 Utilities Sector UCITS ETF
Expense ratio chart for IUSU.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VUSA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUSA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of My Retirement Mix is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of My Retirement Mix is 9797
Combined Rank
The Sharpe Ratio Rank of My Retirement Mix is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of My Retirement Mix is 9898Sortino Ratio Rank
The Omega Ratio Rank of My Retirement Mix is 9898Omega Ratio Rank
The Calmar Ratio Rank of My Retirement Mix is 9595Calmar Ratio Rank
The Martin Ratio Rank of My Retirement Mix is 9898Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

My Retirement Mix
Sharpe ratio
The chart of Sharpe ratio for My Retirement Mix, currently valued at 4.75, compared to the broader market0.002.004.006.004.75
Sortino ratio
The chart of Sortino ratio for My Retirement Mix, currently valued at 6.54, compared to the broader market-2.000.002.004.006.006.54
Omega ratio
The chart of Omega ratio for My Retirement Mix, currently valued at 1.95, compared to the broader market0.801.001.201.401.601.802.001.95
Calmar ratio
The chart of Calmar ratio for My Retirement Mix, currently valued at 7.33, compared to the broader market0.005.0010.0015.007.33
Martin ratio
The chart of Martin ratio for My Retirement Mix, currently valued at 37.76, compared to the broader market0.0010.0020.0030.0040.0050.0060.0037.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUSA.L
Vanguard S&P 500 UCITS ETF		3.054.181.584.4418.91
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		2.954.061.535.9622.59
SGLN.L
iShares Physical Gold ETC		2.132.791.374.7113.07
SMH
VanEck Vectors Semiconductor ETF		1.642.151.292.256.18
PGR
The Progressive Corporation		3.134.151.578.9023.42
DFNS.L
VanEck Defense UCITS ETF		3.714.901.659.0732.53
IUSU.L
iShares S&P 500 Utilities Sector UCITS ETF		2.152.921.372.289.40

Sharpe Ratio

The current My Retirement Mix Sharpe ratio is 4.75. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.97, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of My Retirement Mix with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
4.75
2.90
My Retirement Mix
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My Retirement Mix provided a 0.84% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.84%1.34%1.59%2.16%1.47%1.70%1.15%0.91%0.88%1.27%1.37%0.93%
Portfolio components:
VUSA.L
Vanguard S&P 500 UCITS ETF		0.74%1.25%1.41%1.05%1.46%1.48%1.70%1.60%1.55%1.73%1.50%1.62%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		3.84%6.48%6.12%6.57%4.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGLN.L
iShares Physical Gold ETC		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF		0.41%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
PGR
The Progressive Corporation		0.44%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%
DFNS.L
VanEck Defense 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%
IUSU.L
iShares S&P 500 Utilities Sector 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%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.52%
-0.29%
My Retirement Mix
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My Retirement Mix. 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 My Retirement Mix was 6.16%, occurring on Aug 5, 2024. Recovery took 8 trading sessions.

The current My Retirement Mix drawdown is 0.52%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.16%Jul 16, 202415Aug 5, 20248Aug 15, 202423
-5.92%Aug 1, 202346Oct 3, 20239Oct 16, 202355
-3.88%Apr 12, 202317May 4, 202319Jun 1, 202336
-3.74%Oct 18, 20238Oct 27, 20235Nov 3, 202313
-3.3%Sep 3, 20244Sep 6, 20245Sep 13, 20249

Volatility

Volatility Chart

The current My Retirement Mix volatility is 3.42%, 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.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.42%
3.86%
My Retirement Mix
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.
PGRSGLN.LIUSU.LSMHPMLP.LDFNS.LVUSA.L
PGR1.00-0.060.04-0.070.040.09-0.07
SGLN.L-0.061.000.240.040.170.110.15
IUSU.L0.040.241.00-0.080.360.170.19
SMH-0.070.04-0.081.000.080.300.55
PMLP.L0.040.170.360.081.000.420.40
DFNS.L0.090.110.170.300.421.000.59
VUSA.L-0.070.150.190.550.400.591.00
The correlation results are calculated based on daily price changes starting from Apr 6, 2023