November_Option_1_copy_2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | Technology Equities | 50% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | Global Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in November_Option_1_copy_2, 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
The earliest data available for this chart is Jul 25, 2019, corresponding to the inception date of VWCE.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| November_Option_1_copy_2 | 27.25% | 0.44% | 13.06% | 34.94% | 17.93% | N/A |
| Portfolio components: | ||||||
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 35.56% | 1.05% | 17.68% | 43.38% | 24.80% | N/A |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 18.93% | -0.20% | 8.19% | 26.46% | 10.92% | N/A |
Monthly Returns
The table below presents the monthly returns of November_Option_1_copy_2, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.40% | 4.47% | 3.10% | -3.41% | 4.74% | 8.05% | -1.09% | 1.11% | 2.64% | -0.76% | 27.25% | ||
| 2023 | 8.01% | -0.62% | 6.20% | 0.90% | 4.99% | 6.04% | 3.18% | -1.67% | -5.27% | -2.54% | 11.05% | 5.05% | 39.92% |
| 2022 | -7.27% | -2.80% | 3.52% | -8.55% | -2.62% | -8.62% | 9.19% | -3.76% | -9.30% | 4.90% | 3.85% | -3.79% | -24.15% |
| 2021 | -0.29% | 1.87% | 1.90% | 4.76% | 0.27% | 3.87% | 2.18% | 3.20% | -4.39% | 5.35% | 1.41% | 4.27% | 26.83% |
| 2020 | 1.94% | -9.16% | -7.79% | 9.59% | 4.46% | 5.65% | 4.57% | 9.90% | -3.62% | -3.98% | 10.65% | 6.21% | 29.08% |
| 2019 | -0.32% | -3.09% | 2.14% | 2.99% | 4.29% | 3.88% | 10.10% |
Expense Ratio
November_Option_1_copy_2 has an expense ratio of 0.18%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of November_Option_1_copy_2 is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 2.01 | 2.68 | 1.36 | 2.81 | 9.36 |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 2.42 | 3.37 | 1.45 | 3.34 | 15.11 |
Dividends
Dividend yield
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 November_Option_1_copy_2. 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 November_Option_1_copy_2 was 32.87%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.
The current November_Option_1_copy_2 drawdown is 0.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 13, 2020 | 101 |
| -29.75% | Jan 3, 2022 | 201 | Oct 12, 2022 | 196 | Jul 19, 2023 | 397 |
| -11.06% | Jul 16, 2024 | 15 | Aug 5, 2024 | 47 | Oct 9, 2024 | 62 |
| -10.26% | Jul 20, 2023 | 71 | Oct 26, 2023 | 17 | Nov 20, 2023 | 88 |
| -9.72% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The current November_Option_1_copy_2 volatility is 4.04%, 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
| IUIT.L | VWCE.DE | |
|---|---|---|
| IUIT.L | 1.00 | 0.80 |
| VWCE.DE | 0.80 | 1.00 |