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Portfolio 1 Aktien
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Portfolio 1 Aktien

Currency in EUR · Last updated Jun 2, 2025

Asset Allocation

CASH 68%SIE.DE 4%MSFT 4%AAPL 4%XYL 4%SAP 4%V 4%MUV2.DE 4%MTX.DE 4%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
4%
CASH
Meta Financial Group, Inc.		Financial Services
68%
MSFT
Microsoft Corporation		Technology
4%
MTX.DE
MTU Aero Engines AG		Industrials
4%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		Financial Services
4%
SAP
SAP SE		Technology
4%
SIE.DE
Siemens Aktiengesellschaft		Industrials
4%
V
Visa Inc.		Financial Services
4%
XYL
Xylem Inc.		Industrials
4%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Oct 13, 2011, corresponding to the inception date of XYL

Returns By Period

As of Jun 2, 2025, the Portfolio 1 Aktien returned -0.61% Year-To-Date and 21.58% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.92%4.38%-1.84%12.48%13.71%10.99%
Portfolio 1 Aktien -1.82%-3.94%-9.32%33.49%29.81%21.49%
Portfolio components:
SIE.DE
Siemens Aktiengesellschaft		15.96%1.84%16.23%24.05%20.89%13.15%
MSFT
Microsoft Corporation		-0.45%4.97%-1.29%6.26%20.63%27.34%
AAPL
Apple Inc		-26.94%-2.90%-22.58%-0.11%20.17%21.13%
XYL
Xylem Inc.		-1.35%0.19%-8.63%-14.53%13.30%14.29%
SAP
SAP SE		12.95%0.56%16.70%59.63%19.46%16.73%
V
Visa Inc.		4.94%3.93%6.19%27.99%13.55%18.73%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		23.25%0.07%17.99%31.10%24.54%18.25%
MTX.DE
MTU Aero Engines AG		9.93%10.97%10.38%54.92%16.18%16.95%
CASH
Meta Financial Group, Inc.		-4.87%-6.75%-14.90%37.82%32.05%19.46%
*Annualized

Monthly Returns

The table below presents the monthly returns of Portfolio 1 Aktien , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.19%-1.00%-8.42%1.83%0.44%-1.22%-1.82%
20241.48%1.15%0.20%-0.24%4.23%6.36%12.54%0.43%-2.88%6.65%17.48%-7.05%45.41%
202311.56%4.22%-13.01%4.54%1.75%3.90%7.04%-2.92%-4.46%-0.71%7.57%4.05%23.33%
2022-0.19%-6.13%0.71%-12.53%-4.60%-5.41%-3.61%-1.51%0.05%21.71%0.80%-4.11%-16.78%
20213.37%11.46%5.46%5.37%3.66%0.17%-0.45%0.77%4.57%5.48%5.80%1.62%58.16%
20203.29%-10.75%-27.67%-6.88%0.61%2.24%-0.91%4.22%-0.10%34.19%10.86%7.16%5.05%
201916.60%1.40%-8.21%23.43%-0.16%6.09%9.27%0.68%5.47%-2.53%11.14%1.15%80.39%
201815.52%-4.87%0.17%3.69%5.60%-9.14%-3.54%-0.04%-2.03%-5.97%-6.69%-13.39%-21.37%
2017-11.33%1.96%2.94%-3.82%-1.48%0.80%-15.50%-0.73%9.17%11.16%3.45%-1.71%-8.00%
2016-4.45%-3.84%4.84%4.18%4.49%1.01%6.91%10.01%-1.01%16.68%21.26%11.80%95.07%
20152.83%7.43%12.26%-1.30%0.45%2.50%14.38%-13.28%-2.85%7.90%8.10%-2.02%38.78%
20140.16%3.10%4.13%-4.79%-4.81%4.39%-4.02%4.84%-1.63%5.85%-2.05%2.04%6.53%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Portfolio 1 Aktien has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, Portfolio 1 Aktien is among the top 19% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Portfolio 1 Aktien is 8181
Overall Rank
The Sharpe Ratio Rank of Portfolio 1 Aktien is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of Portfolio 1 Aktien is 8383
Sortino Ratio Rank
The Omega Ratio Rank of Portfolio 1 Aktien is 8282
Omega Ratio Rank
The Calmar Ratio Rank of Portfolio 1 Aktien is 8484
Calmar Ratio Rank
The Martin Ratio Rank of Portfolio 1 Aktien is 7474
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SIE.DE
Siemens Aktiengesellschaft		0.741.291.170.932.86
MSFT
Microsoft Corporation		0.230.331.040.080.21
AAPL
Apple Inc		-0.000.191.03-0.04-0.09
XYL
Xylem Inc.		-0.52-0.560.92-0.48-1.22
SAP
SAP SE		2.062.661.342.288.21
V
Visa Inc.		1.121.521.231.263.78
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		1.271.791.262.557.90
MTX.DE
MTU Aero Engines AG		1.762.151.312.187.88
CASH
Meta Financial Group, Inc.		1.111.691.221.373.63

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Portfolio 1 Aktien Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 1.23
  • 5-Year: 1.00
  • 10-Year: 0.67
  • All Time: 0.85

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Portfolio 1 Aktien compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Portfolio 1 Aktien provided a 0.59% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.59%0.59%0.73%0.87%0.67%0.91%0.91%1.35%1.01%1.29%1.48%1.78%
Portfolio components:
SIE.DE
Siemens Aktiengesellschaft		2.43%2.49%2.50%3.09%2.29%3.32%3.62%4.21%3.44%3.32%4.07%3.55%
MSFT
Microsoft Corporation		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
AAPL
Apple Inc		0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
XYL
Xylem Inc.		1.21%1.24%1.15%1.09%0.93%1.02%1.22%1.26%1.06%1.25%1.55%1.34%
SAP
SAP SE		0.83%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%
V
Visa Inc.		0.63%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
MUV2.DE
Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München		3.45%3.08%3.09%3.62%3.76%4.04%3.52%4.51%4.76%4.59%4.20%4.37%
MTX.DE
MTU Aero Engines AG		0.63%0.62%1.64%1.04%0.70%1.61%1.12%1.45%1.27%1.55%1.61%1.87%
CASH
Meta Financial Group, Inc.		0.26%0.27%0.38%0.46%0.34%0.55%0.55%0.96%0.56%0.88%1.13%1.48%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio 1 Aktien . 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 Portfolio 1 Aktien was 53.61%, occurring on Apr 3, 2020. Recovery took 214 trading sessions.

The current Portfolio 1 Aktien drawdown is 9.54%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.61%Feb 19, 202033Apr 3, 2020214Feb 2, 2021247
-38.6%Jun 6, 2018144Dec 24, 2018180Sep 5, 2019324
-34.44%Nov 26, 2021209Sep 16, 2022352Jan 29, 2024561
-31.42%Jan 12, 2017170Sep 7, 2017102Jan 31, 2018272
-21.85%Jul 21, 2015144Feb 9, 201681Jun 2, 2016225
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 2.10, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.
^GSPCMTX.DEMUV2.DESIE.DECASHAAPLXYLMSFTSAPVPortfolio
^GSPC1.000.290.300.390.480.650.660.750.590.710.59
MTX.DE0.291.000.430.460.200.150.240.180.330.260.30
MUV2.DE0.300.431.000.530.190.140.250.190.350.250.29
SIE.DE0.390.460.531.000.220.240.340.270.450.280.33
CASH0.480.200.190.221.000.260.410.300.270.330.98
AAPL0.650.150.140.240.261.000.390.570.430.460.36
XYL0.660.240.250.340.410.391.000.440.400.470.50
MSFT0.750.180.190.270.300.570.441.000.510.560.40
SAP0.590.330.350.450.270.430.400.511.000.470.39
V0.710.260.250.280.330.460.470.560.471.000.44
Portfolio0.590.300.290.330.980.360.500.400.390.441.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2011
Go to the full Correlations tool for more customization options