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18.02.24 Opt
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


6AQQ.DE 6.25%ANXG.L 6.25%CNDX.AS 6.25%CNX1.L 6.25%EQQQ.L 6.25%IITU.L 6.25%LYPG.DE 6.25%NADQ.DE 6.25%NASL.L 6.25%SXLK.AS 6.25%SXRV.DE 6.25%WTCH.AS 6.25%XDWT.DE 6.25%XLKQ.L 6.25%XNAQ.L 6.25%XSTC.L 6.25%EquityEquity
PositionCategory/SectorWeight
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
Large Cap Growth Equities

6.25%

ANXG.L
Amundi Nasdaq-100 UCITS USD
Large Cap Growth Equities

6.25%

CNDX.AS
iShares NASDAQ 100 UCITS ETF
Large Cap Growth Equities

6.25%

CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Large Cap Growth Equities

6.25%

EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
Large Cap Growth Equities

6.25%

IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
Technology Equities

6.25%

LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
Technology Equities

6.25%

NADQ.DE
Amundi Nasdaq-100 II UCITS ETF Dist
Large Cap Growth Equities

6.25%

NASL.L
Lyxor UCITS Nasdaq-100 D-EUR
Large Cap Growth Equities

6.25%

SXLK.AS
SPDR S&P U.S. Technology Select Sector UCITS ETF
Technology Equities

6.25%

SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
Large Cap Growth Equities

6.25%

WTCH.AS
SPDR MSCI World Technology UCITS ETF
Technology Equities

6.25%

XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
Technology Equities

6.25%

XLKQ.L
Invesco US Technology Sector UCITS ETF
Technology Equities

6.25%

XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C
Large Cap Growth Equities

6.25%

XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
Technology Equities

6.25%

S&P 500

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


10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
38.40%
31.15%
18.02.24 Opt
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2021, corresponding to the inception date of XNAQ.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
18.02.24 Opt3.11%-7.09%20.41%34.44%N/AN/A
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
1.81%-6.21%18.02%32.77%19.22%21.73%
ANXG.L
Amundi Nasdaq-100 UCITS USD
2.06%-6.51%18.39%33.17%19.37%N/A
CNDX.AS
iShares NASDAQ 100 UCITS ETF
2.67%-6.14%17.94%32.59%18.89%20.32%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
2.06%-6.47%18.34%32.92%19.11%21.18%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
2.08%-6.35%18.40%32.92%19.16%21.23%
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
5.26%-8.09%23.84%39.54%23.18%N/A
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
3.80%-8.18%22.91%33.59%20.11%23.04%
NADQ.DE
Amundi Nasdaq-100 II UCITS ETF Dist
1.99%-6.14%17.71%32.43%19.20%20.62%
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR
2.17%-6.39%18.50%33.31%19.36%N/A
SXLK.AS
SPDR S&P U.S. Technology Select Sector UCITS ETF
1.42%-7.36%18.74%32.03%27.82%N/A
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
1.71%-6.26%17.93%32.39%19.01%20.82%
WTCH.AS
SPDR MSCI World Technology UCITS ETF
4.79%-8.10%23.51%34.27%20.26%N/A
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
4.01%-8.05%23.50%34.42%20.50%N/A
XLKQ.L
Invesco US Technology Sector UCITS ETF
7.16%-8.30%26.88%44.19%23.90%23.89%
XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C
2.12%-6.32%18.45%33.23%N/AN/A
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
4.44%-8.32%23.41%36.87%22.10%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.82%4.75%2.04%
2023-5.46%-2.44%11.63%5.90%

Expense Ratio

The 18.02.24 Opt has a high expense ratio of 0.24%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.36%
0.50%1.00%1.50%2.00%0.36%
0.50%1.00%1.50%2.00%0.36%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.23%
0.50%1.00%1.50%2.00%0.22%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.14%
0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

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.


18.02.24 Opt
Sharpe ratio
The chart of Sharpe ratio for 18.02.24 Opt, currently valued at 2.26, compared to the broader market-1.000.001.002.003.004.002.26
Sortino ratio
The chart of Sortino ratio for 18.02.24 Opt, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for 18.02.24 Opt, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for 18.02.24 Opt, currently valued at 1.76, compared to the broader market0.002.004.006.008.001.76
Martin ratio
The chart of Martin ratio for 18.02.24 Opt, currently valued at 9.42, compared to the broader market0.0010.0020.0030.0040.009.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
2.313.211.401.599.98
ANXG.L
Amundi Nasdaq-100 UCITS USD
2.223.111.391.599.71
CNDX.AS
iShares NASDAQ 100 UCITS ETF
2.273.141.391.569.84
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
2.183.051.381.579.49
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
2.173.041.381.579.41
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
2.233.111.392.579.88
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
2.082.881.351.827.97
NADQ.DE
Amundi Nasdaq-100 II UCITS ETF Dist
2.283.161.391.579.97
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR
2.203.081.381.599.66
SXLK.AS
SPDR S&P U.S. Technology Select Sector UCITS ETF
2.072.901.361.288.70
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
2.283.161.391.569.94
WTCH.AS
SPDR MSCI World Technology UCITS ETF
2.122.901.361.898.18
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
2.132.971.371.918.24
XLKQ.L
Invesco US Technology Sector UCITS ETF
2.423.361.422.7511.20
XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C
2.203.061.381.589.63
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
2.132.961.362.128.95

Sharpe Ratio

The current 18.02.24 Opt Sharpe ratio is 2.26. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.26

The Sharpe ratio of 18.02.24 Opt 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.26
1.66
18.02.24 Opt
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

18.02.24 Opt granted a 0.00% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
18.02.24 Opt0.00%0.00%0.05%0.03%0.03%0.04%0.04%0.00%0.00%0.00%0.00%0.00%
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
0.00%0.00%0.01%0.00%0.00%0.01%0.01%0.01%0.01%0.01%0.01%0.01%
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%0.01%0.01%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
0.00%0.01%0.01%0.01%0.01%0.01%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.02%
-5.46%
18.02.24 Opt
Benchmark (^GSPC)
Portfolio components

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 8.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.21%Dec 31, 2021201Oct 11, 2022300Dec 11, 2023501
-11.16%Feb 16, 202114Mar 5, 202125Apr 13, 202139
-8.07%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-8.02%Mar 22, 202419Apr 19, 2024
-7.48%Apr 27, 202112May 12, 202124Jun 15, 202136

Volatility

Volatility Chart

The current 18.02.24 Opt volatility is 4.59%, 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%NovemberDecember2024FebruaryMarchApril
4.59%
3.15%
18.02.24 Opt
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.

SXLK.ASIITU.LWTCH.ASXLKQ.LXDWT.DEXSTC.LANXG.LLYPG.DESXRV.DE6AQQ.DENADQ.DECNDX.ASNASL.LCNX1.LXNAQ.LEQQQ.L
SXLK.AS1.000.900.920.900.920.890.860.920.890.890.890.900.860.860.860.86
IITU.L0.901.000.940.990.950.990.960.950.910.920.920.920.960.960.960.95
WTCH.AS0.920.941.000.950.980.950.920.990.960.960.960.960.920.920.920.93
XLKQ.L0.900.990.951.000.950.990.960.950.920.920.920.920.960.960.960.95
XDWT.DE0.920.950.980.951.000.950.920.990.970.970.970.960.920.930.920.93
XSTC.L0.890.990.950.990.951.000.960.950.920.920.920.920.970.960.970.96
ANXG.L0.860.960.920.960.920.961.000.920.950.950.950.950.990.990.990.99
LYPG.DE0.920.950.990.950.990.950.921.000.970.970.970.960.930.930.930.93
SXRV.DE0.890.910.960.920.970.920.950.971.001.001.000.990.950.950.950.96
6AQQ.DE0.890.920.960.920.970.920.950.971.001.001.000.990.950.950.950.96
NADQ.DE0.890.920.960.920.970.920.950.971.001.001.000.990.950.950.950.96
CNDX.AS0.900.920.960.920.960.920.950.960.990.990.991.000.950.950.950.96
NASL.L0.860.960.920.960.920.970.990.930.950.950.950.951.000.991.000.99
CNX1.L0.860.960.920.960.930.960.990.930.950.950.950.950.991.000.990.99
XNAQ.L0.860.960.920.960.920.970.990.930.950.950.950.951.000.991.000.99
EQQQ.L0.860.950.930.950.930.960.990.930.960.960.960.960.990.990.991.00