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November_Option_1_copy_2

Last updated Mar 2, 2024

Asset Allocation


IUIT.L 50%VWCE.DE 50%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

Performance

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


40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
107.33%
71.03%
November_Option_1_copy_2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 25, 2019, corresponding to the inception date of VWCE.DE

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
November_Option_1_copy_28.39%4.43%16.47%39.17%N/AN/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
11.64%5.34%21.42%58.43%25.79%N/A
VWCE.DE
Vanguard FTSE All-World UCITS ETF
5.18%3.52%11.54%21.37%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.40%4.64%
2023-1.67%-5.27%-2.54%11.05%5.06%

Sharpe Ratio

The current November_Option_1_copy_2 Sharpe ratio is 2.86. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.86

The Sharpe ratio of November_Option_1_copy_2 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.86
2.44
November_Option_1_copy_2
Benchmark (^GSPC)
Portfolio components

Dividend yield


November_Option_1_copy_2 doesn't pay dividends

Expense Ratio

The November_Option_1_copy_2 features an expense ratio of 0.18%, 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%0.22%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
November_Option_1_copy_2
2.86
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
3.09
VWCE.DE
Vanguard FTSE All-World UCITS ETF
2.05

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IUIT.LVWCE.DE
IUIT.L1.000.81
VWCE.DE0.811.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
November_Option_1_copy_2
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.87%Feb 20, 202023Mar 23, 202078Jul 13, 2020101
-29.75%Jan 3, 2022201Oct 12, 2022196Jul 19, 2023397
-10.26%Jul 20, 202371Oct 26, 202317Nov 20, 202388
-9.72%Sep 3, 202013Sep 21, 202035Nov 9, 202048
-7.95%Feb 16, 202114Mar 5, 202120Apr 6, 202134

Volatility Chart

The current November_Option_1_copy_2 volatility is 4.52%, 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%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
4.52%
3.47%
November_Option_1_copy_2
Benchmark (^GSPC)
Portfolio components
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