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London Retirement 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

London Retirement 2

Last updated Nov 13, 2024

Asset Allocation

SGLN.L 15%VUAA.L 25%PGR 25%PMLP.L 20%SMH 15%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
PGR
The Progressive Corporation		Financial Services
25%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		Energy Equities
20%
SGLN.L
iShares Physical Gold ETC		Precious Metals, Commodities
15%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
15%
VUAA.L
Vanguard S&P 500 UCITS ETF		Large Cap Growth Equities
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in London Retirement 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 Quarterly

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.65%
12.73%
London Retirement 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 31, 2020, corresponding to the inception date of PMLP.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%
London Retirement 241.23%1.89%16.64%47.02%N/AN/A
Portfolio components:
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		37.36%5.21%20.58%40.25%N/AN/A
VUAA.L
Vanguard S&P 500 UCITS ETF		26.27%2.45%13.78%34.40%15.65%N/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%

Monthly Returns

The table below presents the monthly returns of London Retirement 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.01%5.19%6.47%-0.97%3.52%2.75%1.50%5.65%1.80%0.11%41.23%
20236.94%-0.42%3.24%-1.01%0.21%4.02%1.49%0.64%-1.81%2.89%6.83%2.16%27.74%
20220.01%0.34%5.15%-6.24%3.58%-8.05%6.07%-0.93%-7.50%5.76%6.46%-3.38%-0.35%
2021-0.32%1.32%5.52%4.38%2.35%0.53%-0.16%0.89%-3.16%4.92%0.01%4.83%22.80%
20205.27%-2.57%-2.97%8.38%5.16%13.42%

Expense Ratio

London Retirement 2 has an expense ratio of 0.15%, 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.

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%
VUAA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUAA.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%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of London Retirement 2 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 London Retirement 2 is 9797
Combined Rank
The Sharpe Ratio Rank of London Retirement 2 is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of London Retirement 2 is 9898Sortino Ratio Rank
The Omega Ratio Rank of London Retirement 2 is 9898Omega Ratio Rank
The Calmar Ratio Rank of London Retirement 2 is 9494Calmar Ratio Rank
The Martin Ratio Rank of London Retirement 2 is 9797Martin 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.

London Retirement 2
Sharpe ratio
The chart of Sharpe ratio for London Retirement 2, currently valued at 4.79, compared to the broader market0.002.004.006.004.79
Sortino ratio
The chart of Sortino ratio for London Retirement 2, currently valued at 6.75, compared to the broader market-2.000.002.004.006.006.75
Omega ratio
The chart of Omega ratio for London Retirement 2, currently valued at 1.98, compared to the broader market0.801.001.201.401.601.802.001.98
Calmar ratio
The chart of Calmar ratio for London Retirement 2, currently valued at 6.81, compared to the broader market0.005.0010.0015.006.81
Martin ratio
The chart of Martin ratio for London Retirement 2, currently valued at 35.86, compared to the broader market0.0010.0020.0030.0040.0050.0060.0035.86
^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
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		2.984.091.546.0222.87
VUAA.L
Vanguard S&P 500 UCITS ETF		2.924.051.564.3518.69
SGLN.L
iShares Physical Gold ETC		2.252.931.394.9813.90
SMH
VanEck Vectors Semiconductor ETF		1.572.081.282.165.93
PGR
The Progressive Corporation		3.254.281.589.2524.56

Sharpe Ratio

The current London Retirement 2 Sharpe ratio is 4.79. 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 London Retirement 2 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
4.79
2.90
London Retirement 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

London Retirement 2 provided a 0.94% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.94%1.45%1.66%3.03%1.71%1.87%1.03%0.73%0.87%1.18%1.73%0.73%
Portfolio components:
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%
VUAA.L
Vanguard S&P 500 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%
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%

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
-0.62%
-0.29%
London Retirement 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the London Retirement 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 London Retirement 2 was 14.95%, occurring on Oct 14, 2022. Recovery took 72 trading sessions.

The current London Retirement 2 drawdown is 0.62%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.95%Mar 31, 2022141Oct 14, 202272Jan 26, 2023213
-7.22%Oct 13, 202014Oct 30, 202011Nov 16, 202025
-6.75%Jul 16, 202415Aug 5, 20248Aug 15, 202423
-6%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-5.32%Jan 13, 202231Feb 24, 202218Mar 22, 202249

Volatility

Volatility Chart

The current London Retirement 2 volatility is 3.43%, 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
3.43%
3.86%
London Retirement 2
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.LPMLP.LSMHVUAA.L
PGR1.000.020.080.120.08
SGLN.L0.021.000.160.110.08
PMLP.L0.080.161.000.170.40
SMH0.120.110.171.000.48
VUAA.L0.080.080.400.481.00
The correlation results are calculated based on daily price changes starting from Aug 3, 2020