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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%

IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

15%

GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
Global Equities

10%

SMGB.L
VanEck Semiconductor UCITS ETF
Technology Equities

10%

IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
Health & Biotech Equities

7.50%

IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
Communications Equities

5%

UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
Financials Equities

5%

XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Technology Equities

5%

FRIN.L
Franklin FTSE India UCITS ETF
Asia Pacific Equities

5%

VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
Europe Equities

2.50%

S&P 500

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


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
21.88%
15.74%
IE Global Model Portfolio II
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 21, 2023, corresponding to the inception date of GERD.DE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
IE Global Model Portfolio II8.89%-0.14%21.87%N/AN/AN/A
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
6.59%-2.45%21.81%17.10%10.55%7.89%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
15.74%5.01%25.56%44.85%12.16%N/A
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
7.23%-0.94%20.62%24.17%11.00%N/A
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
2.91%-3.08%7.09%5.87%11.72%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
11.52%0.69%25.40%47.49%23.61%N/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
7.67%0.55%18.13%25.97%13.70%12.37%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
4.31%-0.77%14.36%N/AN/AN/A
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
10.07%0.17%26.76%56.62%17.87%N/A
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
2.17%-2.01%17.10%11.27%5.83%N/A
SMGB.L
VanEck Semiconductor UCITS ETF
19.82%0.58%44.12%67.36%N/AN/A
FRIN.L
Franklin FTSE India UCITS ETF
6.39%1.95%16.56%33.81%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.59%4.77%3.60%
2023-4.50%-3.13%10.53%6.09%

Expense Ratio

The IE Global Model Portfolio II features an expense ratio of 0.19%, 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%0.50%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%

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.


IE Global Model Portfolio II
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
1.382.001.251.714.76
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
2.683.691.491.3422.72
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
1.952.731.351.3410.15
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
0.530.821.100.491.86
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
2.613.571.452.8012.18
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
2.363.391.441.879.49
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
3.534.801.632.5927.13
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
0.961.431.170.652.76
SMGB.L
VanEck Semiconductor UCITS ETF
2.563.591.433.6316.74
FRIN.L
Franklin FTSE India UCITS ETF
2.793.791.512.2125.20

Sharpe Ratio


Chart placeholderNot enough data

Dividends

Dividend yield

IE Global Model Portfolio II granted a 0.06% dividend yield in the last twelve months.


TTM20232022202120202019
IE Global Model Portfolio II0.06%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
2.58%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.78%
-3.66%
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 10.02%, occurring on Oct 27, 2023. Recovery took 18 trading sessions.

The current IE Global Model Portfolio II drawdown is 2.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.02%Jul 31, 202365Oct 27, 202318Nov 22, 202383
-2.78%Mar 22, 202415Apr 15, 2024
-2.21%Jan 2, 20242Jan 3, 202412Jan 19, 202414
-1.99%Jul 4, 20233Jul 6, 20234Jul 12, 20237
-1.82%Feb 13, 20241Feb 13, 20247Feb 22, 20248

Volatility

Volatility Chart

The current IE Global Model Portfolio II volatility is 3.10%, 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%NovemberDecember2024FebruaryMarchApril
3.10%
3.44%
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.LUIFS.LIUCM.LIUIT.LSMGB.LVGER.DECSX5.LXAIX.DEGERD.DECSPX.L
FRIN.L1.000.220.410.220.230.340.370.360.350.480.33
IUHC.L0.221.000.520.240.250.210.350.370.290.430.55
UIFS.L0.410.521.000.300.250.330.460.470.420.620.59
IUCM.L0.220.240.301.000.630.520.470.460.710.560.73
IUIT.L0.230.250.250.631.000.840.470.480.850.560.80
SMGB.L0.340.210.330.520.841.000.530.550.810.610.71
VGER.DE0.370.350.460.470.470.531.000.940.590.770.66
CSX5.L0.360.370.470.460.480.550.941.000.580.770.67
XAIX.DE0.350.290.420.710.850.810.590.581.000.710.82
GERD.DE0.480.430.620.560.560.610.770.770.711.000.80
CSPX.L0.330.550.590.730.800.710.660.670.820.801.00