Quality 7 fund
Asset Allocation
Position | Category/Sector | Target 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.
The earliest data available for this chart is Oct 17, 2016, corresponding to the inception date of IUSF.L
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 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 |
Portfolio components: | ||||||
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% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 3.79% | -0.89% | -1.55% | -3.14% | -1.90% | ||||||||
2024 | 1.54% | 2.88% | 4.05% | -3.11% | 2.84% | 2.46% | 2.28% | 2.34% | 2.18% | 0.06% | 4.03% | -4.56% | 17.89% |
2023 | 4.02% | -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% |
2020 | 0.32% | -8.34% | -10.57% | 9.92% | 3.72% | 1.64% | 4.54% | 5.28% | -2.04% | -2.14% | 8.20% | 3.83% | 12.95% |
2019 | 7.14% | 3.90% | 1.47% | 2.92% | -3.92% | 5.88% | 1.92% | -1.20% | 1.71% | 1.18% | 2.72% | 3.18% | 29.88% |
2018 | 2.84% | -2.74% | -1.86% | 1.38% | 0.91% | 0.43% | 1.81% | 1.94% | 0.35% | -5.34% | 0.72% | -6.66% | -6.52% |
2017 | 0.38% | 3.66% | 0.53% | 0.51% | 1.05% | 0.40% | 1.62% | -0.07% | 0.87% | 1.94% | 3.83% | 1.65% | 17.56% |
2016 | 0.56% | 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.
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.
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 | |
---|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | 2.65 | 3.43 | 1.46 | 5.30 | 14.50 |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.33 | 0.55 | 1.08 | 0.30 | 1.42 |
IUSF.L iShares Edge MSCI USA Size Factor UCITS ETF | 0.13 | 0.29 | 1.04 | 0.10 | 0.41 |
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF | 0.79 | 1.15 | 1.17 | 0.89 | 4.25 |
Dividends
Dividend yield
Quality 7 fund provided a 0.00% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.10% |
Portfolio components: | ||||||||||||
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.
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, 2020 | 25 | Mar 23, 2020 | 108 | Aug 26, 2020 | 133 |
-21.39% | Jan 4, 2022 | 194 | Oct 11, 2022 | 322 | Jan 22, 2024 | 516 |
-14.29% | Sep 24, 2018 | 66 | Dec 24, 2018 | 60 | Mar 21, 2019 | 126 |
-12.67% | Feb 20, 2025 | 33 | Apr 7, 2025 | — | — | — |
-7.9% | Jan 30, 2018 | 9 | Feb 9, 2018 | 132 | Aug 20, 2018 | 141 |
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.
Diversification
Asset Correlations Table
SGLN.L | IUSF.L | MVUS.L | XDEQ.L | |
---|---|---|---|---|
SGLN.L | 1.00 | 0.08 | 0.14 | 0.13 |
IUSF.L | 0.08 | 1.00 | 0.81 | 0.86 |
MVUS.L | 0.14 | 0.81 | 1.00 | 0.88 |
XDEQ.L | 0.13 | 0.86 | 0.88 | 1.00 |