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Quality 7 fund
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SGLN.L 10%MVUS.L 50%XDEQ.L 20%IUSF.L 20%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
IUSF.L
iShares Edge MSCI USA Size Factor UCITS ETF
Mid Cap Blend Equities
20%
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF
Large Cap Blend Equities
50%
SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities
10%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
Global Equities
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Quality 7 fund, 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 every 3 months.


120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
133.93%
148.42%
Quality 7 fund
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 17, 2016, corresponding to the inception date of IUSF.L

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-10.18%-6.71%-9.92%6.35%13.40%9.65%
Quality 7 fund-1.90%-3.76%-4.71%10.94%12.29%N/A
SGLN.L
iShares Physical Gold ETC
26.60%8.67%21.23%38.15%14.12%11.90%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
-6.18%-5.33%-9.16%5.22%12.60%10.66%
IUSF.L
iShares Edge MSCI USA Size Factor UCITS ETF
-9.76%-7.14%-10.88%2.51%12.81%N/A
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF
-2.33%-4.29%-5.37%11.42%11.16%11.15%
*Annualized

Monthly Returns

The table below presents the monthly returns of Quality 7 fund, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.79%-0.89%-1.55%-3.14%-1.90%
20241.54%2.88%4.05%-3.11%2.84%2.46%2.28%2.34%2.18%0.06%4.03%-4.56%17.89%
20234.02%-3.75%2.51%1.86%-1.95%4.65%2.28%-1.46%-4.39%-2.01%7.50%4.96%14.27%
2022-6.55%-0.43%4.36%-5.00%-2.52%-6.25%5.29%-2.68%-6.75%4.83%4.65%-1.59%-13.03%
2021-1.11%0.81%4.25%4.52%1.82%0.63%2.63%1.92%-4.20%4.94%0.07%4.42%22.29%
20200.32%-8.34%-10.57%9.92%3.72%1.64%4.54%5.28%-2.04%-2.14%8.20%3.83%12.95%
20197.14%3.90%1.47%2.92%-3.92%5.88%1.92%-1.20%1.71%1.18%2.72%3.18%29.88%
20182.84%-2.74%-1.86%1.38%0.91%0.43%1.81%1.94%0.35%-5.34%0.72%-6.66%-6.52%
20170.38%3.66%0.53%0.51%1.05%0.40%1.62%-0.07%0.87%1.94%3.83%1.65%17.56%
20160.56%1.18%1.47%3.24%

Expense Ratio

Quality 7 fund has an expense ratio of 0.19%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for XDEQ.L: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XDEQ.L: 0.25%
Expense ratio chart for IUSF.L: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUSF.L: 0.20%
Expense ratio chart for MVUS.L: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MVUS.L: 0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, Quality 7 fund is among the top 23% 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 Quality 7 fund is 7777
Overall Rank
The Sharpe Ratio Rank of Quality 7 fund is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of Quality 7 fund is 7575
Sortino Ratio Rank
The Omega Ratio Rank of Quality 7 fund is 7777
Omega Ratio Rank
The Calmar Ratio Rank of Quality 7 fund is 7777
Calmar Ratio Rank
The Martin Ratio Rank of Quality 7 fund is 7979
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 Portfolio, currently valued at 0.82, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.82
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 1.18, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.18
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.17, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.17
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 0.84, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 0.85
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 4.11, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 4.11
^GSPC: 1.08

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SGLN.L
iShares Physical Gold ETC
2.653.431.465.3014.50
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
0.330.551.080.301.42
IUSF.L
iShares Edge MSCI USA Size Factor UCITS ETF
0.130.291.040.100.41
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF
0.791.151.170.894.25

The current Quality 7 fund Sharpe ratio is 0.82. 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 0.21 to 0.77, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Quality 7 fund 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.82
0.24
Quality 7 fund
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Quality 7 fund provided a 0.00% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.10%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%
IUSF.L
iShares Edge MSCI USA Size Factor 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%
MVUS.L
iShares Edge S&P 500 Minimum Volatility 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.68%
-14.02%
Quality 7 fund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Quality 7 fund. 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 Quality 7 fund was 31.23%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current Quality 7 fund drawdown is 6.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.23%Feb 18, 202025Mar 23, 2020108Aug 26, 2020133
-21.39%Jan 4, 2022194Oct 11, 2022322Jan 22, 2024516
-14.29%Sep 24, 201866Dec 24, 201860Mar 21, 2019126
-12.67%Feb 20, 202533Apr 7, 2025
-7.9%Jan 30, 20189Feb 9, 2018132Aug 20, 2018141

Volatility

Volatility Chart

The current Quality 7 fund volatility is 9.44%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.44%
13.60%
Quality 7 fund
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.

SGLN.LIUSF.LMVUS.LXDEQ.L
SGLN.L1.000.080.140.13
IUSF.L0.081.000.810.86
MVUS.L0.140.811.000.88
XDEQ.L0.130.860.881.00
The correlation results are calculated based on daily price changes starting from Oct 18, 2016
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Disclaimer

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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