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VR USA+ EURO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

VR USA+ EURO

Last updated Sep 14, 2024

Asset Allocation

CSP1.L 30%CEU1.L 10%XDEQ.L 10%GOOGL 7.6%NVDA 7.6%AMZN 7.6%MSFT 7.6%LOCK.L 7.6%CNX1.L 7%SMH 5%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.		Consumer Cyclical
7.60%
CEU1.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)		Europe Equities
10%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		Large Cap Growth Equities
7%
CSP1.L
iShares Core S&P 500 UCITS ETF		Large Cap Blend Equities
30%
GOOGL
Alphabet Inc.		Communication Services
7.60%
LOCK.L
iShares Digital Security UCITS ETF USD Acc		Technology Equities
7.60%
MSFT
Microsoft Corporation		Technology
7.60%
NVDA
NVIDIA Corporation		Technology
7.60%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
5%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C		Global Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VR USA+ EURO, 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

80.00%100.00%120.00%140.00%160.00%180.00%200.00%AprilMayJuneJulyAugustSeptember
190.45%
94.99%
VR USA+ EURO
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 12, 2018, corresponding to the inception date of LOCK.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.10%1.42%10.08%26.58%13.42%10.87%
VR USA+ EURO25.36%0.64%9.69%37.30%22.41%N/A
Portfolio components:
CEU1.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)		9.15%1.61%3.33%18.82%8.03%7.70%
CSP1.L
iShares Core S&P 500 UCITS ETF		18.55%1.23%9.47%27.43%14.61%14.91%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		15.08%-0.60%7.56%27.85%19.81%19.94%
SMH
VanEck Vectors Semiconductor ETF		35.48%-3.97%8.53%62.34%33.48%28.25%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C		17.38%0.85%7.54%27.93%12.86%N/A
GOOGL
Alphabet Inc.		13.00%-3.25%6.89%14.88%20.24%18.02%
NVDA
NVIDIA Corporation		140.55%-4.39%34.67%171.38%90.20%74.60%
AMZN
Amazon.com, Inc.		21.69%4.42%5.97%31.70%14.93%27.60%
MSFT
Microsoft Corporation		15.13%2.90%3.55%31.37%26.02%26.89%
LOCK.L
iShares Digital Security UCITS ETF USD Acc		8.64%3.58%5.76%21.75%10.32%N/A

Monthly Returns

The table below presents the monthly returns of VR USA+ EURO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.74%7.14%4.51%-2.66%5.20%6.03%-1.37%0.70%25.36%
202310.65%-0.52%7.97%1.46%7.22%5.56%4.09%-0.19%-5.53%-2.26%10.30%5.35%52.14%
2022-8.75%-1.70%4.03%-12.32%-1.59%-9.25%10.40%-5.51%-9.77%3.60%7.32%-5.77%-27.95%
20210.49%2.49%2.20%6.67%1.19%4.98%2.18%4.57%-5.24%8.02%2.69%1.23%35.61%
20201.52%-6.19%-8.07%12.31%5.40%4.98%6.08%9.34%-4.02%-2.84%10.66%4.02%35.43%
20197.78%3.65%3.90%4.66%-7.86%6.92%2.62%-2.70%2.14%3.96%4.09%4.08%37.48%
20181.58%-10.21%-0.32%-7.93%-16.29%

Expense Ratio

VR USA+ EURO has an expense ratio of 0.13%, 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.

LOCK.L
iShares Digital Security UCITS ETF USD Acc
Expense ratio chart for LOCK.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%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Expense ratio chart for CNX1.L: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
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%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
Expense ratio chart for XDEQ.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
CEU1.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)
Expense ratio chart for CEU1.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
CSP1.L
iShares Core S&P 500 UCITS ETF
Expense ratio chart for CSP1.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 VR USA+ EURO is 89, placing it in the top 11% 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 VR USA+ EURO is 8989
VR USA+ EURO
The Sharpe Ratio Rank of VR USA+ EURO is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of VR USA+ EURO is 8888Sortino Ratio Rank
The Omega Ratio Rank of VR USA+ EURO is 9292Omega Ratio Rank
The Calmar Ratio Rank of VR USA+ EURO is 9090Calmar Ratio Rank
The Martin Ratio Rank of VR USA+ EURO is 8686Martin 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.

VR USA+ EURO
Sharpe ratio
The chart of Sharpe ratio for VR USA+ EURO, currently valued at 2.73, compared to the broader market-1.000.001.002.003.004.002.73
Sortino ratio
The chart of Sortino ratio for VR USA+ EURO, currently valued at 3.55, compared to the broader market-2.000.002.004.003.55
Omega ratio
The chart of Omega ratio for VR USA+ EURO, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for VR USA+ EURO, currently valued at 3.60, compared to the broader market0.002.004.006.008.003.60
Martin ratio
The chart of Martin ratio for VR USA+ EURO, currently valued at 13.80, compared to the broader market0.0010.0020.0030.0013.80
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0010.0020.0030.0010.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CEU1.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)		1.472.121.251.327.64
CSP1.L
iShares Core S&P 500 UCITS ETF		2.483.431.452.6313.84
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		1.822.441.332.278.17
SMH
VanEck Vectors Semiconductor ETF		2.022.531.342.748.64
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C		2.453.471.432.4913.28
GOOGL
Alphabet Inc.		0.761.141.160.962.81
NVDA
NVIDIA Corporation		3.633.731.496.8922.07
AMZN
Amazon.com, Inc.		1.532.131.281.207.71
MSFT
Microsoft Corporation		1.882.441.322.387.30
LOCK.L
iShares Digital Security UCITS ETF USD Acc		1.391.971.250.955.31

Sharpe Ratio

The current VR USA+ EURO Sharpe ratio is 2.73. 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 1.68 to 2.31, 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 VR USA+ EURO 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 Ratio1.502.002.503.003.50AprilMayJuneJulyAugustSeptember
2.73
1.96
VR USA+ EURO
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

VR USA+ EURO granted a 0.10% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
VR USA+ EURO0.10%0.09%0.21%0.11%0.15%0.41%0.35%0.31%0.29%0.48%0.48%0.50%
Portfolio components:
CEU1.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (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%
CSP1.L
iShares Core 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%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (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%
SMH
VanEck Vectors Semiconductor ETF		0.44%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.00%
GOOGL
Alphabet Inc.		0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
LOCK.L
iShares Digital Security UCITS ETF USD 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%

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.87%
-0.60%
VR USA+ EURO
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VR USA+ EURO. 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 VR USA+ EURO was 34.36%, occurring on Oct 11, 2022. Recovery took 197 trading sessions.

The current VR USA+ EURO drawdown is 3.86%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.36%Nov 22, 2021231Oct 11, 2022197Jul 19, 2023428
-30.41%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-21.91%Oct 2, 201860Dec 24, 201883Apr 23, 2019143
-11.75%Jul 11, 202418Aug 5, 2024———
-10.4%Sep 3, 202013Sep 21, 202040Nov 16, 202053

Volatility

Volatility Chart

The current VR USA+ EURO volatility is 4.84%, 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%7.00%AprilMayJuneJulyAugustSeptember
4.84%
4.09%
VR USA+ EURO
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.
AMZNGOOGLNVDACEU1.LMSFTLOCK.LSMHCSP1.LXDEQ.LCNX1.L
AMZN1.000.690.610.340.700.400.610.430.410.52
GOOGL0.691.000.580.380.740.370.620.450.460.50
NVDA0.610.581.000.360.650.410.850.440.450.51
CEU1.L0.340.380.361.000.380.700.470.780.830.67
MSFT0.700.740.650.381.000.400.680.480.480.53
LOCK.L0.400.370.410.700.401.000.480.780.780.78
SMH0.610.620.850.470.680.481.000.510.520.54
CSP1.L0.430.450.440.780.480.780.511.000.970.91
XDEQ.L0.410.460.450.830.480.780.520.971.000.88
CNX1.L0.520.500.510.670.530.780.540.910.881.00
The correlation results are calculated based on daily price changes starting from Sep 13, 2018