IANZI Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGGG.L iShares Global Aggregate Bond UCITS Dist | Global Bonds | 14.93% |
BTCE.DE ETC Group Physical Bitcoin | Blockchain | 15% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | Large Cap Growth Equities | 32.14% |
IGLN.L iShares Physical Gold ETC | Gold, Precious Metals | 37.93% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 18, 2020, corresponding to the inception date of BTCE.DE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| IANZI Portfolio | 11.19% | 5.58% | 13.05% | 26.23% | N/A | N/A |
| Portfolio components: | ||||||
AGGG.L iShares Global Aggregate Bond UCITS Dist | 3.92% | -0.67% | 3.78% | 5.24% | -1.49% | N/A |
IGLN.L iShares Physical Gold ETC | 21.81% | -3.53% | 23.97% | 31.93% | 12.73% | 9.92% |
BTCE.DE ETC Group Physical Bitcoin | 11.09% | 23.09% | 15.33% | 51.49% | N/A | N/A |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.38% | 12.16% | 1.34% | 13.12% | 16.37% | 12.41% |
Monthly Returns
The table below presents the monthly returns of IANZI Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.74% | -3.60% | 2.14% | 4.24% | 2.45% | 11.19% | |||||||
| 2024 | 0.24% | 7.78% | 6.78% | -2.35% | 3.03% | 0.45% | 3.47% | 0.06% | 4.39% | 2.59% | 6.79% | -2.61% | 34.44% |
| 2023 | 10.53% | -2.67% | 8.48% | 1.08% | -1.53% | 2.73% | 1.77% | -2.23% | -3.75% | 5.71% | 5.95% | 5.25% | 34.71% |
| 2022 | -5.87% | 2.60% | 3.73% | -6.50% | -4.62% | -8.58% | 5.75% | -5.16% | -4.53% | 1.24% | 1.47% | 0.11% | -19.58% |
| 2021 | 4.27% | 3.39% | 6.08% | 2.70% | -1.82% | -3.24% | 4.17% | 3.96% | -4.13% | 8.92% | -1.65% | -1.24% | 22.54% |
| 2020 | 0.44% | 9.94% | 2.66% | -3.81% | 2.35% | 9.62% | 13.63% | 39.01% |
Expense Ratio
IANZI Portfolio has an expense ratio of 0.43%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 94, IANZI Portfolio is among the top 6% 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.
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 | |
|---|---|---|---|---|---|
AGGG.L iShares Global Aggregate Bond UCITS Dist | 0.75 | 1.30 | 1.16 | 0.28 | 1.81 |
IGLN.L iShares Physical Gold ETC | 1.88 | 2.53 | 1.34 | 4.14 | 11.56 |
BTCE.DE ETC Group Physical Bitcoin | 1.12 | 1.50 | 1.19 | 1.57 | 3.41 |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.71 | 1.08 | 1.16 | 0.68 | 2.67 |
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Dividends
Dividend yield
IANZI Portfolio provided a 0.43% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.43% | 0.41% | 0.30% | 0.23% | 0.20% | 0.22% | 0.24% | 0.14% |
| Portfolio components: | ||||||||
AGGG.L iShares Global Aggregate Bond UCITS Dist | 2.90% | 2.74% | 2.01% | 1.55% | 1.33% | 1.46% | 1.62% | 0.96% |
IGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTCE.DE ETC Group Physical Bitcoin | 0.00% | 0.00% | 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% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the IANZI Portfolio. 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 IANZI Portfolio was 28.34%, occurring on Oct 13, 2022. Recovery took 304 trading sessions.
The current IANZI Portfolio drawdown is 0.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.34% | Nov 11, 2021 | 239 | Oct 13, 2022 | 304 | Dec 19, 2023 | 543 |
| -8.08% | Feb 21, 2025 | 32 | Apr 7, 2025 | 9 | Apr 22, 2025 | 41 |
| -7.64% | May 11, 2021 | 50 | Jul 19, 2021 | 25 | Aug 23, 2021 | 75 |
| -6.97% | Feb 22, 2021 | 10 | Mar 5, 2021 | 9 | Mar 18, 2021 | 19 |
| -6.96% | Sep 7, 2021 | 17 | Sep 29, 2021 | 12 | Oct 15, 2021 | 29 |
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 4 assets, with an effective number of assets of 3.43, 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
| ^GSPC | AGGG.L | IGLN.L | BTCE.DE | CSPX.L | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.15 | 0.06 | 0.26 | 0.57 | 0.37 |
| AGGG.L | 0.15 | 1.00 | 0.42 | 0.05 | 0.20 | 0.32 |
| IGLN.L | 0.06 | 0.42 | 1.00 | 0.10 | 0.14 | 0.51 |
| BTCE.DE | 0.26 | 0.05 | 0.10 | 1.00 | 0.37 | 0.81 |
| CSPX.L | 0.57 | 0.20 | 0.14 | 0.37 | 1.00 | 0.61 |
| Portfolio | 0.37 | 0.32 | 0.51 | 0.81 | 0.61 | 1.00 |