Cor Test 2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MXUS.L Invesco MSCI USA UCITS ETF | Large Cap Blend Equities | 33.33% |
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | Commodities | 33.33% |
XDWM.L Xtrackers MSCI World Materials UCITS ETF 1C | Industrials Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cor Test 2, 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 24, 2016, corresponding to the inception date of XDWM.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.24% | -1.20% | 6.72% | 18.21% | 12.53% | 11.04% |
| Cor Test 2 | 5.42% | 1.33% | 5.50% | 13.37% | 12.50% | N/A |
| Portfolio components: | ||||||
MXUS.L Invesco MSCI USA UCITS ETF | 2.78% | -0.16% | 9.22% | 21.84% | 14.32% | 12.84% |
XDWM.L Xtrackers MSCI World Materials UCITS ETF 1C | 7.56% | 2.24% | -2.86% | 5.68% | 8.51% | N/A |
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 5.92% | 1.91% | 9.02% | 11.00% | 12.84% | 6.92% |
Monthly Returns
The table below presents the monthly returns of Cor Test 2, 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 | 3.95% | 5.42% | |||||||||||
| 2024 | -0.74% | 1.71% | 4.61% | -0.85% | 1.61% | 0.68% | -0.16% | 0.78% | 3.58% | -1.93% | 1.94% | -3.22% | 8.04% |
| 2023 | 6.01% | -3.65% | 1.36% | 0.25% | -3.68% | 5.90% | 5.17% | -2.01% | -2.42% | -2.74% | 5.80% | 3.75% | 13.67% |
| 2022 | -2.41% | 2.91% | 6.68% | -3.62% | -0.29% | -10.31% | 3.36% | -2.17% | -6.64% | 3.77% | 6.50% | -1.24% | -4.87% |
| 2021 | 0.76% | 4.89% | 1.48% | 6.41% | 2.80% | -0.82% | 2.97% | 0.64% | -2.35% | 4.04% | -1.83% | 5.06% | 26.34% |
| 2020 | -3.99% | -8.58% | -12.08% | 7.32% | 5.49% | 4.29% | 5.76% | 6.11% | -1.92% | -2.43% | 11.00% | 4.98% | 14.03% |
| 2019 | 7.38% | 2.79% | 0.85% | 1.88% | -5.40% | 6.29% | 0.01% | -4.05% | 2.54% | 1.73% | 2.14% | 3.73% | 20.96% |
| 2018 | 3.60% | -2.84% | -3.16% | 3.18% | 1.19% | -1.19% | 0.44% | -0.32% | 1.35% | -6.29% | -1.88% | -5.20% | -11.06% |
| 2017 | 3.13% | 1.09% | -0.56% | -0.12% | -0.23% | 0.80% | 3.85% | 0.81% | 1.62% | 2.93% | 1.36% | 2.92% | 18.93% |
| 2016 | 0.40% | 5.66% | -0.11% | 0.88% | 1.65% | 0.37% | 1.89% | -0.48% | 2.62% | 1.93% | 15.68% |
Expense Ratio
Cor Test 2 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 Cor Test 2 is 35, 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 | |
|---|---|---|---|---|---|
MXUS.L Invesco MSCI USA UCITS ETF | 1.73 | 2.36 | 1.32 | 2.70 | 10.55 |
XDWM.L Xtrackers MSCI World Materials UCITS ETF 1C | 0.35 | 0.58 | 1.07 | 0.32 | 0.75 |
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 1.10 | 1.61 | 1.19 | 0.93 | 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 Cor Test 2. 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 Cor Test 2 was 31.57%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.
The current Cor Test 2 drawdown is 0.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.57% | Jan 21, 2020 | 45 | Mar 23, 2020 | 102 | Aug 18, 2020 | 147 |
| -20.28% | Apr 21, 2022 | 108 | Sep 26, 2022 | 316 | Dec 27, 2023 | 424 |
| -17.17% | Jan 29, 2018 | 231 | Dec 24, 2018 | 245 | Dec 12, 2019 | 476 |
| -6.78% | May 21, 2024 | 54 | Aug 5, 2024 | 32 | Sep 19, 2024 | 86 |
| -5.84% | Jun 9, 2016 | 13 | Jun 27, 2016 | 11 | Jul 12, 2016 | 24 |
Volatility
Volatility Chart
The current Cor Test 2 volatility is 2.56%, 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
| UC15.L | MXUS.L | XDWM.L | |
|---|---|---|---|
| UC15.L | 1.00 | 0.29 | 0.42 |
| MXUS.L | 0.29 | 1.00 | 0.73 |
| XDWM.L | 0.42 | 0.73 | 1.00 |