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18.02.24 Opt
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

18.02.24 Opt

Last updated Aug 27, 2024

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

30.00%40.00%50.00%60.00%70.00%MarchAprilMayJuneJulyAugust
60.81%
48.30%
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		17.76%2.89%10.80%27.49%14.28%10.89%
18.02.24 Opt19.80%2.98%11.22%36.19%N/AN/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/AN/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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.82%4.75%2.04%-3.55%4.52%10.07%-2.97%19.80%
202310.13%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.

CNDX.AS
iShares NASDAQ 100 UCITS ETF
Expense ratio chart for CNDX.AS: 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%
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%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
Expense ratio chart for SXRV.DE: 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%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
Expense ratio chart for EQQQ.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
Expense ratio chart for LYPG.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR
Expense ratio chart for NASL.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
WTCH.AS
SPDR MSCI World Technology UCITS ETF
Expense ratio chart for WTCH.AS: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
Expense ratio chart for XDWT.DE: 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%
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
Expense ratio chart for 6AQQ.DE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
NADQ.DE
Amundi Nasdaq-100 II UCITS ETF Dist
Expense ratio chart for NADQ.DE: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C
Expense ratio chart for XNAQ.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
Expense ratio chart for IITU.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
SXLK.AS
SPDR S&P U.S. Technology Select Sector UCITS ETF
Expense ratio chart for SXLK.AS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
XLKQ.L
Invesco US Technology Sector UCITS ETF
Expense ratio chart for XLKQ.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
ANXG.L
Amundi Nasdaq-100 UCITS USD
Expense ratio chart for ANXG.L: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
Expense ratio chart for XSTC.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%

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.

The Risk-Adjusted Performance Rank of 18.02.24 Opt is 3434
18.02.24 Opt
The Sharpe Ratio Rank of 18.02.24 Opt is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of 18.02.24 Opt is 2525Sortino Ratio Rank
The Omega Ratio Rank of 18.02.24 Opt is 3030Omega Ratio Rank
The Calmar Ratio Rank of 18.02.24 Opt is 6060Calmar Ratio Rank
The Martin Ratio Rank of 18.02.24 Opt is 2929Martin 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.

18.02.24 Opt
Sharpe ratio
The chart of Sharpe ratio for 18.02.24 Opt, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.001.78
Sortino ratio
The chart of Sortino ratio for 18.02.24 Opt, currently valued at 2.38, compared to the broader market-2.000.002.004.002.38
Omega ratio
The chart of Omega ratio for 18.02.24 Opt, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for 18.02.24 Opt, currently valued at 2.23, compared to the broader market0.002.004.006.008.002.23
Martin ratio
The chart of Martin ratio for 18.02.24 Opt, currently valued at 7.71, compared to the broader market0.005.0010.0015.0020.0025.0030.007.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.09, compared to the broader market-2.000.002.004.003.09
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.00, compared to the broader market0.002.004.006.008.002.00
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.55, compared to the broader market0.005.0010.0015.0020.0025.0030.0010.55
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR		1.692.311.312.017.72
ANXG.L
Amundi Nasdaq-100 UCITS USD		1.582.141.291.927.07
CNDX.AS
iShares NASDAQ 100 UCITS ETF		1.662.251.301.937.56
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		1.572.131.291.907.02
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		1.572.131.291.907.05
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS		1.892.491.332.578.31
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc		1.882.521.332.418.18
NADQ.DE
Amundi Nasdaq-100 II UCITS ETF Dist		1.662.271.301.977.59
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR		1.582.141.291.947.05
SXLK.AS
SPDR S&P U.S. Technology Select Sector UCITS ETF		1.451.971.261.416.23
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)		1.662.271.301.937.59
WTCH.AS
SPDR MSCI World Technology UCITS ETF		1.902.511.332.448.29
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		1.902.551.342.438.26
XLKQ.L
Invesco US Technology Sector UCITS ETF		2.052.681.352.829.13
XNAQ.L
Xtrackers Nasdaq 100 UCITS ETF 1C		1.582.131.291.937.06
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D		1.832.421.322.468.01

Sharpe Ratio

The current 18.02.24 Opt Sharpe ratio is 1.78. 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 1.79 to 2.40, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of 18.02.24 Opt 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 Ratio1.502.002.503.003.50MarchAprilMayJuneJulyAugust
1.78
2.28
18.02.24 Opt
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

18.02.24 Opt granted a 0.05% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
18.02.24 Opt0.05%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.

-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MarchAprilMayJuneJulyAugust
-5.44%
-0.89%
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 5.44%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.21%Dec 31, 2021201Oct 11, 2022300Dec 11, 2023501
-13.7%Jul 11, 202418Aug 5, 2024———
-11.16%Feb 16, 202114Mar 5, 202125Apr 13, 202139
-8.7%Mar 22, 202420Apr 22, 202418May 16, 202438
-8.07%Sep 7, 202120Oct 4, 202118Oct 28, 202138

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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%MarchAprilMayJuneJulyAugust
7.17%
5.88%
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.LXLKQ.LWTCH.ASXSTC.LXDWT.DEANXG.LLYPG.DESXRV.DENADQ.DE6AQQ.DECNDX.ASCNX1.LNASL.LXNAQ.LEQQQ.L
SXLK.AS1.000.890.890.930.890.920.860.930.900.900.900.900.860.860.860.86
IITU.L0.891.000.990.940.990.940.950.940.910.910.910.910.950.960.960.95
XLKQ.L0.890.991.000.940.990.940.950.940.910.910.910.910.950.960.960.95
WTCH.AS0.930.940.941.000.940.980.910.990.950.960.950.960.910.910.920.92
XSTC.L0.890.990.990.941.000.940.960.940.910.910.910.920.960.970.970.96
XDWT.DE0.920.940.940.980.941.000.910.990.970.970.970.960.920.920.920.92
ANXG.L0.860.950.950.910.960.911.000.920.940.940.940.940.990.990.990.99
LYPG.DE0.930.940.940.990.940.990.921.000.970.970.970.960.920.920.920.92
SXRV.DE0.900.910.910.950.910.970.940.971.001.001.000.990.940.940.940.95
NADQ.DE0.900.910.910.960.910.970.940.971.001.001.000.990.950.940.940.95
6AQQ.DE0.900.910.910.950.910.970.940.971.001.001.000.990.950.940.940.95
CNDX.AS0.900.910.910.960.920.960.940.960.990.990.991.000.950.950.950.95
CNX1.L0.860.950.950.910.960.920.990.920.940.950.950.951.000.990.990.99
NASL.L0.860.960.960.910.970.920.990.920.940.940.940.950.991.001.000.99
XNAQ.L0.860.960.960.920.970.920.990.920.940.940.940.950.991.001.000.99
EQQQ.L0.860.950.950.920.960.920.990.920.950.950.950.950.990.990.991.00
The correlation results are calculated based on daily price changes starting from Jan 29, 2021