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IE Global Model Portfolio II
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CSPX.L 20%CSX5.L 15%IUIT.L 15%GERD.DE 10%SMGB.L 10%IUHC.L 7.5%IUCM.L 5%UIFS.L 5%XAIX.DE 5%FRIN.L 5%VGER.DE 2.5%EquityEquity
PositionCategory/SectorWeight
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Large Cap Growth Equities
20%
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
Europe Equities
15%
FRIN.L
Franklin FTSE India UCITS ETF
Asia Pacific Equities
5%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
Global Equities
10%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
Communications Equities
5%
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
Health & Biotech Equities
7.50%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities
15%
SMGB.L
VanEck Semiconductor UCITS ETF
Technology Equities
10%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
Financials Equities
5%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
Europe Equities
2.50%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Technology Equities
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IE Global Model Portfolio II, 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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.68%
9.66%
IE Global Model Portfolio II
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 20, 2023, corresponding to the inception date of CSPX.L

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
IE Global Model Portfolio II21.05%0.45%3.68%22.22%N/AN/A
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
4.04%1.23%-4.54%4.44%8.06%7.43%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
39.40%3.75%14.25%39.78%14.00%N/A
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
29.37%-4.75%16.21%31.17%11.96%N/A
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
2.02%-4.32%-6.22%3.43%7.42%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
38.91%3.87%8.66%39.96%24.65%N/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
25.35%0.29%9.26%26.77%N/AN/A
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
12.29%-2.33%4.18%12.92%N/AN/A
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
28.49%-0.33%9.52%29.44%20.32%N/A
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
9.26%1.67%4.16%9.73%5.83%N/A
SMGB.L
VanEck Semiconductor UCITS ETF
24.65%2.57%-7.99%27.03%N/AN/A
FRIN.L
Franklin FTSE India UCITS ETF
11.53%-1.02%-3.20%13.32%12.63%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of IE Global Model Portfolio II, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.56%4.71%3.67%-3.43%3.76%5.01%-0.53%1.69%2.05%-1.68%2.79%21.05%
20230.23%6.06%6.31%

Expense Ratio

IE Global Model Portfolio II has an expense ratio of 0.19%, 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.


Expense ratio chart for GERD.DE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for XAIX.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SMGB.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for FRIN.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for IUCM.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%
Expense ratio chart for UIFS.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%
Expense ratio chart for IUHC.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%
Expense ratio chart for IUIT.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%
Expense ratio chart for CSX5.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VGER.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IE Global Model Portfolio II is 51, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IE Global Model Portfolio II is 5151
Overall Rank
The Sharpe Ratio Rank of IE Global Model Portfolio II is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of IE Global Model Portfolio II is 5757
Sortino Ratio Rank
The Omega Ratio Rank of IE Global Model Portfolio II is 5555
Omega Ratio Rank
The Calmar Ratio Rank of IE Global Model Portfolio II is 4343
Calmar Ratio Rank
The Martin Ratio Rank of IE Global Model Portfolio II is 4646
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for IE Global Model Portfolio II, currently valued at 1.80, compared to the broader market-6.00-4.00-2.000.002.004.001.802.07
The chart of Sortino ratio for IE Global Model Portfolio II, currently valued at 2.50, compared to the broader market-6.00-4.00-2.000.002.004.006.002.502.76
The chart of Omega ratio for IE Global Model Portfolio II, currently valued at 1.32, compared to the broader market0.400.600.801.001.201.401.601.801.321.39
The chart of Calmar ratio for IE Global Model Portfolio II, currently valued at 2.30, compared to the broader market0.002.004.006.008.0010.0012.002.303.05
The chart of Martin ratio for IE Global Model Portfolio II, currently valued at 9.46, compared to the broader market0.0010.0020.0030.0040.009.4613.27
IE Global Model Portfolio II
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
0.330.571.070.451.13
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
2.743.771.515.1315.75
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
2.213.241.414.2513.72
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
0.050.141.020.040.13
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
2.082.751.362.939.76
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
2.162.851.422.8213.84
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
1.161.691.211.837.33
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
1.792.441.322.418.67
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
0.721.081.131.223.11
SMGB.L
VanEck Semiconductor UCITS ETF
0.951.401.181.242.68
FRIN.L
Franklin FTSE India UCITS ETF
0.801.121.171.123.16

The current IE Global Model Portfolio II Sharpe ratio is 1.80. 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 1.33 to 2.19, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of IE Global Model Portfolio II 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 Ratio1.601.802.002.202.402.602.80Nov 17Nov 24DecemberDec 08Dec 15Dec 22
1.80
2.07
IE Global Model Portfolio II
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IE Global Model Portfolio II provided a 0.06% dividend yield over the last twelve months.


TTM20232022202120202019
Portfolio0.06%0.07%0.15%0.05%0.07%0.06%
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
0.00%0.00%0.00%0.00%0.00%0.00%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
2.40%2.96%4.07%1.86%2.93%2.55%
SMGB.L
VanEck Semiconductor UCITS ETF
0.00%0.00%0.44%0.00%0.00%0.00%
FRIN.L
Franklin FTSE India UCITS ETF
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.56%
-1.91%
IE Global Model Portfolio II
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IE Global Model Portfolio II. 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 IE Global Model Portfolio II was 9.88%, occurring on Aug 5, 2024. Recovery took 38 trading sessions.

The current IE Global Model Portfolio II drawdown is 2.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.88%Jul 15, 202416Aug 5, 202438Sep 26, 202454
-5.7%Mar 22, 202420Apr 22, 202417May 15, 202437
-3.22%Oct 15, 202413Oct 31, 202424Dec 4, 202437
-3.13%Dec 6, 202410Dec 19, 2024
-2.26%Jan 2, 20242Jan 3, 202412Jan 19, 202414

Volatility

Volatility Chart

The current IE Global Model Portfolio II volatility is 3.00%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.00%
3.82%
IE Global Model Portfolio II
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.

FRIN.LIUHC.LIUCM.LUIFS.LIUIT.LSMGB.LCSPX.LVGER.DECSX5.LXAIX.DEGERD.DE
FRIN.L1.000.270.180.300.140.230.210.400.370.300.44
IUHC.L0.271.000.180.580.190.200.400.370.350.310.47
IUCM.L0.180.181.000.270.530.400.510.330.330.630.48
UIFS.L0.300.580.271.000.170.210.480.470.450.390.58
IUIT.L0.140.190.530.171.000.860.640.350.410.820.52
SMGB.L0.230.200.400.210.861.000.580.480.540.760.60
CSPX.L0.210.400.510.480.640.581.000.440.460.660.61
VGER.DE0.400.370.330.470.350.480.441.000.930.510.75
CSX5.L0.370.350.330.450.410.540.460.931.000.510.75
XAIX.DE0.300.310.630.390.820.760.660.510.511.000.69
GERD.DE0.440.470.480.580.520.600.610.750.750.691.00
The correlation results are calculated based on daily price changes starting from Nov 21, 2023
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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