Holy Trio
Replacement of SSAC
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | Large Cap Blend Equities | 60% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | Emerging Markets Equities | 20% |
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | Europe Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Holy Trio, 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
The earliest data available for this chart is Jun 9, 2014, corresponding to the inception date of EIMI.L
Returns By Period
As of Nov 2, 2024, the Holy Trio returned 17.10% Year-To-Date and 9.51% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 20.10% | -0.39% | 11.72% | 31.44% | 13.30% | 10.96% |
| Holy Trio | 17.11% | -0.92% | 9.16% | 27.85% | 11.07% | 9.42% |
| Portfolio components: | ||||||
CSPX.AS iShares Core S&P 500 UCITS ETF | 22.21% | 0.72% | 12.28% | 33.41% | 14.58% | 12.38% |
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | 7.01% | -2.72% | 2.92% | 19.05% | 6.98% | 5.53% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 12.17% | -4.06% | 6.16% | 20.14% | 4.20% | 3.89% |
Monthly Returns
The table below presents the monthly returns of Holy Trio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.71% | 3.57% | 3.45% | -2.30% | 2.85% | 3.80% | 0.97% | 1.63% | 2.75% | -1.76% | 17.11% | ||
| 2023 | 6.71% | -2.54% | 2.74% | 1.83% | -0.99% | 5.75% | 3.56% | -2.48% | -4.13% | -3.36% | 8.98% | 4.74% | 21.68% |
| 2022 | -5.04% | -2.56% | 2.31% | -6.77% | -1.21% | -8.09% | 6.04% | -3.02% | -8.52% | 4.23% | 7.30% | -2.67% | -17.95% |
| 2021 | 0.45% | 2.27% | 2.88% | 4.35% | 1.61% | 1.34% | 0.75% | 2.42% | -3.83% | 4.45% | -1.41% | 4.06% | 20.79% |
| 2020 | -1.17% | -8.68% | -11.45% | 8.85% | 3.04% | 3.97% | 5.50% | 6.91% | -3.31% | -2.77% | 11.44% | 4.80% | 15.39% |
| 2019 | 7.25% | 2.70% | 1.34% | 3.40% | -5.63% | 5.96% | 0.67% | -2.99% | 2.35% | 2.54% | 2.78% | 3.69% | 26.08% |
| 2018 | 5.80% | -3.86% | -2.58% | 1.31% | -0.14% | -0.39% | 2.84% | 0.46% | 0.66% | -7.42% | 1.26% | -5.98% | -8.48% |
| 2017 | 2.67% | 3.20% | 1.69% | 1.74% | 2.15% | 0.62% | 3.13% | 0.35% | 1.56% | 2.42% | 1.81% | 1.93% | 25.88% |
| 2016 | -6.43% | 1.00% | 7.03% | 0.39% | 0.44% | -0.45% | 4.56% | 0.57% | 0.64% | -1.55% | 0.75% | 1.68% | 8.38% |
| 2015 | -2.23% | 5.14% | -1.59% | 3.27% | -0.67% | -2.61% | 0.54% | -6.49% | -3.34% | 8.03% | -0.80% | -1.85% | -3.42% |
| 2014 | 1.25% | -1.02% | 2.44% | -2.50% | 0.30% | 2.42% | -1.31% | 1.48% |
Expense Ratio
Holy Trio has an expense ratio of 0.10%, 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 Holy Trio is 57, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
CSPX.AS iShares Core S&P 500 UCITS ETF | 2.97 | 4.10 | 1.58 | 4.21 | 18.62 |
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | 1.61 | 2.38 | 1.28 | 2.12 | 8.38 |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 1.36 | 2.04 | 1.25 | 0.75 | 7.44 |
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 Holy Trio. 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 Holy Trio was 33.90%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current Holy Trio drawdown is 2.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.9% | Feb 18, 2020 | 25 | Mar 23, 2020 | 108 | Aug 24, 2020 | 133 |
| -26.09% | Jan 5, 2022 | 199 | Oct 12, 2022 | 328 | Jan 24, 2024 | 527 |
| -19.44% | May 20, 2015 | 190 | Feb 11, 2016 | 216 | Dec 13, 2016 | 406 |
| -17.83% | Jan 29, 2018 | 234 | Dec 24, 2018 | 132 | Jul 3, 2019 | 366 |
| -9.05% | Sep 4, 2014 | 30 | Oct 15, 2014 | 86 | Feb 17, 2015 | 116 |
Volatility
Volatility Chart
The current Holy Trio volatility is 2.23%, 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
| EIMI.L | CSPX.AS | SMEA.L | |
|---|---|---|---|
| EIMI.L | 1.00 | 0.61 | 0.69 |
| CSPX.AS | 0.61 | 1.00 | 0.71 |
| SMEA.L | 0.69 | 0.71 | 1.00 |