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equity mix 1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SGLN.L 10%ACWI 40%MOAT 25%FSEU.L 25%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities

40%

FSEU.L
iShares Edge MSCI Europe Multifactor UCITS
Europe Equities

25%

MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities

25%

SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in equity mix 1, 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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
19.25%
19.38%
equity mix 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 8, 2015, corresponding to the inception date of FSEU.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
equity mix 14.72%-1.73%19.25%16.45%10.37%N/A
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.03%-3.17%18.36%17.35%13.24%12.73%
FSEU.L
iShares Edge MSCI Europe Multifactor UCITS
5.37%-1.77%22.16%12.75%7.25%N/A
SGLN.L
iShares Physical Gold ETC
11.50%5.79%17.29%15.76%12.05%8.95%
ACWI
iShares MSCI ACWI ETF
4.92%-2.68%18.47%18.10%9.44%8.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.47%3.53%4.25%
2023-4.57%-2.28%8.68%5.40%

Expense Ratio

The equity mix 1 has a high expense ratio of 0.36%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for FSEU.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

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.


equity mix 1
Sharpe ratio
The chart of Sharpe ratio for equity mix 1, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.005.001.59
Sortino ratio
The chart of Sortino ratio for equity mix 1, currently valued at 2.37, compared to the broader market0.002.004.006.002.37
Omega ratio
The chart of Omega ratio for equity mix 1, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for equity mix 1, currently valued at 1.51, compared to the broader market0.002.004.006.008.001.51
Martin ratio
The chart of Martin ratio for equity mix 1, currently valued at 4.53, compared to the broader market0.0010.0020.0030.0040.0050.004.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.211.771.211.073.20
FSEU.L
iShares Edge MSCI Europe Multifactor UCITS
1.071.631.190.773.60
SGLN.L
iShares Physical Gold ETC
1.211.851.221.323.46
ACWI
iShares MSCI ACWI ETF
1.562.291.271.235.24

Sharpe Ratio

The current equity mix 1 Sharpe ratio is 1.59. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.59

The Sharpe ratio of equity mix 1 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.59
1.92
equity mix 1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

equity mix 1 granted a 0.93% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
equity mix 10.93%0.97%1.03%0.96%0.94%1.26%1.35%1.05%1.17%1.56%1.24%0.95%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.85%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
FSEU.L
iShares Edge MSCI Europe Multifactor UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
ACWI
iShares MSCI ACWI ETF
1.79%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%

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
-2.51%
-3.50%
equity mix 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the equity mix 1. 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 equity mix 1 was 31.03%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.

The current equity mix 1 drawdown is 2.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.03%Feb 20, 202023Mar 23, 202098Aug 10, 2020121
-25.86%Nov 15, 2021239Oct 14, 2022202Jul 31, 2023441
-17.24%Jan 29, 2018234Dec 24, 2018133Jul 3, 2019367
-11.19%Nov 4, 201554Jan 20, 201659Apr 13, 2016113
-10.78%Aug 1, 202364Oct 27, 202333Dec 13, 202397

Volatility

Volatility Chart

The current equity mix 1 volatility is 2.23%, 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
2.23%
3.58%
equity mix 1
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.LFSEU.LMOATACWI
SGLN.L1.000.160.040.09
FSEU.L0.161.000.500.62
MOAT0.040.501.000.88
ACWI0.090.620.881.00