Vwce+zrpv+euna 80/10/10
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vwce+zrpv+euna 80/10/10, 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 Jul 25, 2019, corresponding to the inception date of VWCE.DE
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
Vwce+zrpv+euna 80/10/10 | 15.66% | -1.19% | 5.76% | 16.37% | 9.99% | N/A |
Portfolio components: | ||||||
iShares STOXX Europe 50 UCITS ETF | 0.98% | -1.13% | -7.28% | 1.36% | 5.71% | 6.56% |
SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 9.12% | -6.73% | 12.44% | 10.11% | 11.87% | N/A |
Vanguard FTSE All-World UCITS ETF | 18.31% | -0.46% | 6.58% | 19.03% | 10.06% | N/A |
Monthly Returns
The table below presents the monthly returns of Vwce+zrpv+euna 80/10/10, 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 | 0.37% | 3.15% | 3.63% | -3.00% | 3.00% | 2.57% | 2.27% | 1.48% | 2.13% | -1.72% | 3.61% | 15.66% | |
2023 | 7.04% | -2.27% | 1.76% | 1.68% | -1.49% | 6.02% | 3.59% | -2.47% | -3.99% | -3.71% | 8.76% | 5.98% | 21.69% |
2022 | -5.13% | -1.69% | 2.26% | -6.45% | -1.11% | -8.37% | 6.43% | -3.16% | -8.40% | 5.26% | 7.07% | -2.84% | -16.42% |
2021 | 0.45% | 2.91% | 3.21% | 4.02% | 1.98% | 0.77% | 0.66% | 2.24% | -3.55% | 4.31% | -2.08% | 3.99% | 20.25% |
2020 | -2.01% | -9.12% | -12.52% | 8.83% | 3.48% | 3.72% | 4.12% | 6.71% | -3.01% | -2.39% | 13.13% | 5.26% | 13.99% |
2019 | -0.50% | -2.97% | 2.72% | 2.38% | 2.78% | 3.86% | 8.39% |
Expense Ratio
Vwce+zrpv+euna 80/10/10 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Vwce+zrpv+euna 80/10/10 is 49, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
iShares STOXX Europe 50 UCITS ETF | 0.07 | 0.19 | 1.02 | 0.08 | 0.21 |
SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 0.49 | 0.84 | 1.10 | 0.93 | 2.44 |
Vanguard FTSE All-World UCITS ETF | 1.69 | 2.39 | 1.31 | 2.38 | 10.48 |
Dividends
Dividend yield
Vwce+zrpv+euna 80/10/10 provided a 0.26% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.26% | 0.26% | 0.26% | 0.22% | 0.24% | 0.30% | 0.35% | 0.32% | 0.33% | 0.30% | 0.28% | 0.27% |
Portfolio components: | ||||||||||||
iShares STOXX Europe 50 UCITS ETF | 2.59% | 2.56% | 2.62% | 2.22% | 2.42% | 2.96% | 3.51% | 3.24% | 3.29% | 3.05% | 2.80% | 2.74% |
SPDR MSCI USA Small Cap Value Weighted 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% |
Vanguard FTSE All-World 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% |
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 Vwce+zrpv+euna 80/10/10. 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 Vwce+zrpv+euna 80/10/10 was 34.97%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Vwce+zrpv+euna 80/10/10 drawdown is 2.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.97% | Jan 21, 2020 | 45 | Mar 23, 2020 | 114 | Sep 2, 2020 | 159 |
-25.18% | Nov 9, 2021 | 240 | Oct 12, 2022 | 305 | Dec 19, 2023 | 545 |
-7.29% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
-6.89% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
-6.82% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
Volatility
Volatility Chart
The current Vwce+zrpv+euna 80/10/10 volatility is 2.68%, 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
ZPRV.DE | EUNA.AS | VWCE.DE | |
---|---|---|---|
ZPRV.DE | 1.00 | 0.66 | 0.77 |
EUNA.AS | 0.66 | 1.00 | 0.86 |
VWCE.DE | 0.77 | 0.86 | 1.00 |