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70/30/20
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SWRD.L 50%EIMI.L 30%^GSPC 20%EquityEquity
PositionCategory/SectorWeight
^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%

S&P 500

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


30.00%40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2024FebruaryMarchApril
53.50%
77.86%
77.86%
70/30/20
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 4, 2019, corresponding to the inception date of SWRD.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%
70/30/202.37%-3.99%15.78%15.18%7.82%N/A
SWRD.L
SPDR MSCI World UCITS ETF
3.39%-4.43%17.91%17.99%10.22%N/A
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
-0.63%-2.53%10.96%7.23%1.67%N/A
^GSPC
S&P 500
4.14%-5.10%17.59%20.17%10.87%10.22%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.02%3.64%3.33%
2023-3.84%-3.55%9.07%4.85%

Expense Ratio

The 70/30/20 features an expense ratio of 0.11%, falling within the medium range. 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%0.18%
0.50%1.00%1.50%2.00%0.12%

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.


70/30/20
Sharpe ratio
The chart of Sharpe ratio for 70/30/20, currently valued at 1.43, compared to the broader market-1.000.001.002.003.004.001.43
Sortino ratio
The chart of Sortino ratio for 70/30/20, currently valued at 2.10, compared to the broader market-2.000.002.004.006.002.10
Omega ratio
The chart of Omega ratio for 70/30/20, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for 70/30/20, currently valued at 1.01, compared to the broader market0.002.004.006.008.001.01
Martin ratio
The chart of Martin ratio for 70/30/20, currently valued at 4.45, compared to the broader market0.0010.0020.0030.0040.004.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.001.75
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.56, compared to the broader market-2.000.002.004.006.002.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.002.004.006.008.001.31
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.84, compared to the broader market0.0010.0020.0030.0040.006.84

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SWRD.L
SPDR MSCI World UCITS ETF
1.652.401.301.495.95
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.520.861.100.261.55
^GSPC
S&P 500
1.752.561.311.316.84

Sharpe Ratio

The current 70/30/20 Sharpe ratio is 1.43. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.43

The Sharpe ratio of 70/30/20 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
1.43
1.75
1.75
70/30/20
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


70/30/20 doesn't pay dividends

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
-4.49%
-5.46%
-5.46%
70/30/20
Benchmark (^GSPC)
Portfolio components

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 4.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.59%Jan 20, 202046Mar 23, 2020108Aug 24, 2020154
-26.54%Nov 17, 2021235Oct 12, 2022350Feb 22, 2024585
-7.14%Jul 5, 201930Aug 15, 201951Oct 25, 201981
-6.83%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-6.53%May 6, 201917May 29, 201923Jul 1, 201940

Volatility

Volatility Chart

The current 70/30/20 volatility is 2.76%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.76%
3.15%
3.15%
70/30/20
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.

^GSPCEIMI.LSWRD.L
^GSPC1.000.470.59
EIMI.L0.471.000.72
SWRD.L0.590.721.00