18.02.24 Opt
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 18.02.24 Opt, 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 Jan 28, 2021, corresponding to the inception date of XNAQ.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
18.02.24 Opt | 19.80% | 2.98% | 11.22% | 36.19% | N/A | N/A |
Portfolio components: | ||||||
6AQQ.DE Amundi Nasdaq 100 UCITS ETF EUR | 16.08% | 2.99% | 9.05% | 30.84% | 21.12% | 20.09% |
ANXG.L Amundi Nasdaq-100 UCITS USD | 15.93% | 2.84% | 9.15% | 32.37% | 19.94% | N/A |
CNDX.AS iShares NASDAQ 100 UCITS ETF | 16.95% | 2.94% | 9.19% | 30.61% | 20.77% | 19.20% |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 15.86% | 2.84% | 9.12% | 32.19% | 19.67% | 20.35% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 15.92% | 2.89% | 9.16% | 32.37% | 19.70% | 20.39% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 27.35% | 2.87% | 16.23% | 45.81% | 24.90% | N/A |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 24.06% | 3.34% | 13.38% | 41.04% | 22.96% | 22.08% |
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 16.22% | 2.98% | 9.24% | 30.45% | 21.06% | 19.51% |
NASL.L Lyxor UCITS Nasdaq-100 D-EUR | 16.00% | 2.83% | 9.18% | 32.45% | 19.92% | N/A |
SXLK.AS SPDR S&P U.S. Technology Select Sector UCITS ETF | 16.13% | 2.54% | 8.60% | 31.12% | 30.10% | N/A |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 15.95% | 2.97% | 9.08% | 30.62% | 20.90% | 19.40% |
WTCH.AS SPDR MSCI World Technology UCITS ETF | 25.23% | 3.33% | 13.42% | 41.91% | 23.07% | N/A |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 24.21% | 3.46% | 13.36% | 41.51% | 23.29% | N/A |
XLKQ.L Invesco US Technology Sector UCITS ETF | 30.21% | 2.79% | 17.15% | 49.93% | 25.75% | 24.19% |
XNAQ.L Xtrackers Nasdaq 100 UCITS ETF 1C | 15.92% | 2.89% | 9.03% | 32.07% | N/A | N/A |
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 25.65% | 3.18% | 15.32% | 44.85% | 23.78% | N/A |
Monthly Returns
The table below presents the monthly returns of 18.02.24 Opt, 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 | 2.82% | 4.75% | 2.04% | -3.55% | 4.52% | 10.07% | -2.97% | 19.80% | |||||
2023 | 10.13% | 0.14% | 8.96% | 0.43% | 9.46% | 5.98% | 3.26% | -1.09% | -5.46% | -2.44% | 11.63% | 5.90% | 55.89% |
2022 | -10.36% | -3.93% | 4.71% | -11.19% | -4.38% | -8.62% | 11.13% | -4.06% | -9.09% | 2.83% | 2.33% | -6.02% | -32.92% |
2021 | -2.26% | 0.55% | 1.00% | 5.71% | -1.22% | 6.61% | 2.90% | 4.17% | -5.03% | 6.38% | 3.61% | 3.52% | 28.36% |
Expense Ratio
18.02.24 Opt has an expense ratio of 0.24%, 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 18.02.24 Opt is 34, 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.
Dividends
Dividend yield
18.02.24 Opt granted a 0.05% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
18.02.24 Opt | 0.05% | 0.06% | 0.15% | 0.08% | 0.09% | 0.15% | 0.12% | 0.04% | 0.05% | 0.05% | 0.06% | 0.06% |
Portfolio components: | ||||||||||||
6AQQ.DE Amundi Nasdaq 100 UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ANXG.L Amundi Nasdaq-100 UCITS USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CNDX.AS iShares NASDAQ 100 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% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.42% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% | 1.01% | 0.95% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYPG.DE Amundi MSCI World Information Technology 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% |
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 0.00% | 0.00% | 0.79% | 0.51% | 0.40% | 0.54% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NASL.L Lyxor UCITS Nasdaq-100 D-EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.69% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SXLK.AS SPDR S&P U.S. Technology Select 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% |
SXRV.DE 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% |
WTCH.AS SPDR MSCI World Technology 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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLKQ.L Invesco US Technology 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% |
XNAQ.L Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 0.42% | 0.53% | 1.08% | 0.53% | 0.63% | 0.60% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 18.02.24 Opt. 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 18.02.24 Opt was 35.21%, occurring on Oct 11, 2022. Recovery took 300 trading sessions.
The current 18.02.24 Opt drawdown is 5.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.21% | Dec 31, 2021 | 201 | Oct 11, 2022 | 300 | Dec 11, 2023 | 501 |
-13.7% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-11.16% | Feb 16, 2021 | 14 | Mar 5, 2021 | 25 | Apr 13, 2021 | 39 |
-8.7% | Mar 22, 2024 | 20 | Apr 22, 2024 | 18 | May 16, 2024 | 38 |
-8.07% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
Volatility
Volatility Chart
The current 18.02.24 Opt volatility is 7.17%, 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
SXLK.AS | IITU.L | XLKQ.L | WTCH.AS | XSTC.L | XDWT.DE | ANXG.L | LYPG.DE | SXRV.DE | NADQ.DE | 6AQQ.DE | CNDX.AS | CNX1.L | NASL.L | XNAQ.L | EQQQ.L | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXLK.AS | 1.00 | 0.89 | 0.89 | 0.93 | 0.89 | 0.92 | 0.86 | 0.93 | 0.90 | 0.90 | 0.90 | 0.90 | 0.86 | 0.86 | 0.86 | 0.86 |
IITU.L | 0.89 | 1.00 | 0.99 | 0.94 | 0.99 | 0.94 | 0.95 | 0.94 | 0.91 | 0.91 | 0.91 | 0.91 | 0.95 | 0.96 | 0.96 | 0.95 |
XLKQ.L | 0.89 | 0.99 | 1.00 | 0.94 | 0.99 | 0.94 | 0.95 | 0.94 | 0.91 | 0.91 | 0.91 | 0.91 | 0.95 | 0.96 | 0.96 | 0.95 |
WTCH.AS | 0.93 | 0.94 | 0.94 | 1.00 | 0.94 | 0.98 | 0.91 | 0.99 | 0.95 | 0.96 | 0.95 | 0.96 | 0.91 | 0.91 | 0.92 | 0.92 |
XSTC.L | 0.89 | 0.99 | 0.99 | 0.94 | 1.00 | 0.94 | 0.96 | 0.94 | 0.91 | 0.91 | 0.91 | 0.92 | 0.96 | 0.97 | 0.97 | 0.96 |
XDWT.DE | 0.92 | 0.94 | 0.94 | 0.98 | 0.94 | 1.00 | 0.91 | 0.99 | 0.97 | 0.97 | 0.97 | 0.96 | 0.92 | 0.92 | 0.92 | 0.92 |
ANXG.L | 0.86 | 0.95 | 0.95 | 0.91 | 0.96 | 0.91 | 1.00 | 0.92 | 0.94 | 0.94 | 0.94 | 0.94 | 0.99 | 0.99 | 0.99 | 0.99 |
LYPG.DE | 0.93 | 0.94 | 0.94 | 0.99 | 0.94 | 0.99 | 0.92 | 1.00 | 0.97 | 0.97 | 0.97 | 0.96 | 0.92 | 0.92 | 0.92 | 0.92 |
SXRV.DE | 0.90 | 0.91 | 0.91 | 0.95 | 0.91 | 0.97 | 0.94 | 0.97 | 1.00 | 1.00 | 1.00 | 0.99 | 0.94 | 0.94 | 0.94 | 0.95 |
NADQ.DE | 0.90 | 0.91 | 0.91 | 0.96 | 0.91 | 0.97 | 0.94 | 0.97 | 1.00 | 1.00 | 1.00 | 0.99 | 0.95 | 0.94 | 0.94 | 0.95 |
6AQQ.DE | 0.90 | 0.91 | 0.91 | 0.95 | 0.91 | 0.97 | 0.94 | 0.97 | 1.00 | 1.00 | 1.00 | 0.99 | 0.95 | 0.94 | 0.94 | 0.95 |
CNDX.AS | 0.90 | 0.91 | 0.91 | 0.96 | 0.92 | 0.96 | 0.94 | 0.96 | 0.99 | 0.99 | 0.99 | 1.00 | 0.95 | 0.95 | 0.95 | 0.95 |
CNX1.L | 0.86 | 0.95 | 0.95 | 0.91 | 0.96 | 0.92 | 0.99 | 0.92 | 0.94 | 0.95 | 0.95 | 0.95 | 1.00 | 0.99 | 0.99 | 0.99 |
NASL.L | 0.86 | 0.96 | 0.96 | 0.91 | 0.97 | 0.92 | 0.99 | 0.92 | 0.94 | 0.94 | 0.94 | 0.95 | 0.99 | 1.00 | 1.00 | 0.99 |
XNAQ.L | 0.86 | 0.96 | 0.96 | 0.92 | 0.97 | 0.92 | 0.99 | 0.92 | 0.94 | 0.94 | 0.94 | 0.95 | 0.99 | 1.00 | 1.00 | 0.99 |
EQQQ.L | 0.86 | 0.95 | 0.95 | 0.92 | 0.96 | 0.92 | 0.99 | 0.92 | 0.95 | 0.95 | 0.95 | 0.95 | 0.99 | 0.99 | 0.99 | 1.00 |