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70 SXR8 + 25 QDVE + 5 VVSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SXR8.DE 70%QDVE.DE 25%VVSM.DE 5%EquityEquity
PositionCategory/SectorWeight
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

25%

SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
Large Cap Blend Equities

70%

VVSM.DE
VanEck Semiconductor UCITS ETF
Technology Equities

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 70 SXR8 + 25 QDVE + 5 VVSM, 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


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
50.35%
35.47%
70 SXR8 + 25 QDVE + 5 VVSM
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 3, 2020, corresponding to the inception date of VVSM.DE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
70 SXR8 + 25 QDVE + 5 VVSM5.14%-5.72%20.73%28.07%N/AN/A
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
5.13%-7.90%23.40%39.28%23.06%N/A
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
4.74%-4.59%18.47%22.32%14.07%14.78%
VVSM.DE
VanEck Semiconductor UCITS ETF
10.11%-10.33%38.57%56.35%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.59%5.00%3.41%
2023-5.16%-2.74%10.21%5.57%

Expense Ratio

The 70 SXR8 + 25 QDVE + 5 VVSM features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

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.


70 SXR8 + 25 QDVE + 5 VVSM
Sharpe ratio
The chart of Sharpe ratio for 70 SXR8 + 25 QDVE + 5 VVSM, currently valued at 2.37, compared to the broader market-1.000.001.002.003.004.002.37
Sortino ratio
The chart of Sortino ratio for 70 SXR8 + 25 QDVE + 5 VVSM, currently valued at 3.39, compared to the broader market-2.000.002.004.006.003.39
Omega ratio
The chart of Omega ratio for 70 SXR8 + 25 QDVE + 5 VVSM, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for 70 SXR8 + 25 QDVE + 5 VVSM, currently valued at 1.96, compared to the broader market0.002.004.006.008.001.96
Martin ratio
The chart of Martin ratio for 70 SXR8 + 25 QDVE + 5 VVSM, currently valued at 9.65, compared to the broader market0.0010.0020.0030.0040.009.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
2.333.231.402.5410.29
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
2.213.201.391.688.57
VVSM.DE
VanEck Semiconductor UCITS ETF
2.303.211.381.8411.24

Sharpe Ratio

The current 70 SXR8 + 25 QDVE + 5 VVSM Sharpe ratio is 2.37. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.37

The Sharpe ratio of 70 SXR8 + 25 QDVE + 5 VVSM 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.37
1.66
70 SXR8 + 25 QDVE + 5 VVSM
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


70 SXR8 + 25 QDVE + 5 VVSM doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.28%
-5.46%
70 SXR8 + 25 QDVE + 5 VVSM
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 70 SXR8 + 25 QDVE + 5 VVSM. 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 70 SXR8 + 25 QDVE + 5 VVSM was 28.28%, occurring on Oct 12, 2022. Recovery took 293 trading sessions.

The current 70 SXR8 + 25 QDVE + 5 VVSM drawdown is 6.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.28%Jan 3, 2022201Oct 12, 2022293Dec 1, 2023494
-6.89%Feb 16, 202114Mar 5, 202119Apr 1, 202133
-6.47%Sep 7, 202120Oct 4, 202116Oct 26, 202136
-6.28%Mar 22, 202419Apr 19, 2024
-4.41%May 10, 20218May 19, 202114Jun 9, 202122

Volatility

Volatility Chart

The current 70 SXR8 + 25 QDVE + 5 VVSM volatility is 3.30%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.30%
3.15%
70 SXR8 + 25 QDVE + 5 VVSM
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.

VVSM.DESXR8.DEQDVE.DE
VVSM.DE1.000.780.86
SXR8.DE0.781.000.89
QDVE.DE0.860.891.00