70/30/20
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
^GSPC S&P 500 | 20% | |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | Emerging Markets Equities | 30% |
SWRD.L SPDR MSCI World UCITS ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 70/30/20, 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 Mar 4, 2019, corresponding to the inception date of SWRD.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% |
70/30/20 | 14.89% | 3.50% | 10.42% | 24.54% | 11.07% | N/A |
Portfolio components: | ||||||
SWRD.L SPDR MSCI World UCITS ETF | 16.13% | 3.74% | 10.75% | 27.74% | 12.97% | N/A |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 10.85% | 3.49% | 9.64% | 17.81% | 5.98% | 2.88% |
^GSPC S&P 500 | 17.76% | 2.89% | 10.61% | 26.70% | 13.65% | 10.89% |
Monthly Returns
The table below presents the monthly returns of 70/30/20, 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 | 0.02% | 3.64% | 3.33% | -2.27% | 2.62% | 3.76% | 1.05% | 14.89% | |||||
2023 | 6.94% | -3.26% | 2.82% | 1.00% | -1.29% | 6.12% | 4.08% | -3.19% | -3.84% | -3.55% | 9.07% | 4.85% | 20.27% |
2022 | -4.51% | -2.54% | 1.79% | -7.13% | -0.95% | -7.91% | 5.38% | -2.31% | -9.26% | 3.55% | 7.41% | -2.57% | -18.77% |
2021 | 0.46% | 2.20% | 2.01% | 3.79% | 1.52% | 1.34% | -0.19% | 2.22% | -3.60% | 3.93% | -2.27% | 3.91% | 16.09% |
2020 | -1.94% | -8.21% | -12.17% | 9.63% | 3.02% | 4.33% | 5.97% | 6.37% | -2.97% | -2.05% | 11.40% | 5.22% | 16.98% |
2019 | 1.26% | 2.91% | -5.96% | 6.30% | 0.42% | -3.48% | 2.46% | 2.57% | 2.40% | 4.03% | 13.03% |
Expense Ratio
70/30/20 has an expense ratio of 0.11%, 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 70/30/20 is 37, 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 | |
---|---|---|---|---|---|
SWRD.L SPDR MSCI World UCITS ETF | 2.03 | 2.84 | 1.38 | 1.92 | 9.46 |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 1.06 | 1.62 | 1.19 | 0.52 | 5.07 |
^GSPC S&P 500 | 1.97 | 2.71 | 1.36 | 1.72 | 9.07 |
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 70/30/20. 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 70/30/20 was 33.59%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current 70/30/20 drawdown is 0.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.59% | Jan 20, 2020 | 46 | Mar 23, 2020 | 108 | Aug 24, 2020 | 154 |
-26.54% | Nov 17, 2021 | 235 | Oct 12, 2022 | 350 | Feb 22, 2024 | 585 |
-8.39% | Jul 15, 2024 | 16 | Aug 5, 2024 | — | — | — |
-7.14% | Jul 5, 2019 | 30 | Aug 15, 2019 | 51 | Oct 25, 2019 | 81 |
-6.83% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
Volatility
Volatility Chart
The current 70/30/20 volatility is 5.42%, 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
^GSPC | EIMI.L | SWRD.L | |
---|---|---|---|
^GSPC | 1.00 | 0.47 | 0.59 |
EIMI.L | 0.47 | 1.00 | 0.72 |
SWRD.L | 0.59 | 0.72 | 1.00 |