equity mix 1
moat, equity
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Sep 8, 2015, corresponding to the inception date of FSEU.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| equity mix 1 | 9.52% | 0.80% | 9.67% | 14.82% | 10.68% | N/A |
| Portfolio components: | ||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 4.97% | 2.67% | 5.38% | 9.20% | 13.13% | 12.79% |
FSEU.L iShares Edge MSCI Europe Multifactor UCITS | 10.63% | 0.90% | 11.69% | 16.40% | 8.28% | N/A |
SGLN.L iShares Physical Gold ETC | 14.22% | 2.62% | 17.06% | 21.83% | 10.31% | 8.88% |
ACWI iShares MSCI ACWI ETF | 10.43% | -0.90% | 9.24% | 15.57% | 10.04% | 8.42% |
Monthly Returns
The table below presents the monthly returns of equity mix 1, 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 | -0.47% | 3.53% | 4.25% | -2.54% | 3.65% | 0.17% | 9.52% | ||||||
| 2023 | 8.35% | -2.59% | 4.02% | 1.72% | -1.75% | 4.96% | 3.70% | -2.91% | -4.57% | -2.28% | 8.68% | 5.40% | 23.87% |
| 2022 | -3.90% | -1.62% | 1.54% | -7.02% | -0.29% | -7.86% | 6.07% | -5.15% | -8.92% | 5.61% | 9.29% | -2.82% | -15.72% |
| 2021 | -0.85% | 1.99% | 3.68% | 4.34% | 3.09% | -0.19% | 1.89% | 1.25% | -4.40% | 4.11% | -2.72% | 4.46% | 17.44% |
| 2020 | -1.07% | -6.99% | -12.13% | 9.74% | 4.44% | 2.46% | 5.14% | 4.99% | -2.87% | -2.80% | 11.21% | 4.75% | 15.29% |
| 2019 | 8.01% | 2.37% | 0.39% | 3.16% | -5.77% | 6.80% | 0.22% | -1.41% | 2.18% | 3.47% | 2.06% | 3.40% | 27.06% |
| 2018 | 6.21% | -4.69% | -1.71% | 1.02% | 0.12% | -0.43% | 2.65% | -0.12% | 0.52% | -6.43% | 1.16% | -5.56% | -7.70% |
| 2017 | 2.88% | 2.95% | 1.53% | 2.44% | 1.83% | 0.60% | 2.46% | 0.45% | 1.60% | 1.24% | 1.73% | 1.72% | 23.60% |
| 2016 | -4.21% | 1.31% | 5.95% | 2.62% | 0.37% | -1.65% | 4.23% | 0.48% | 0.26% | -2.40% | 0.58% | 1.88% | 9.37% |
| 2015 | -3.17% | 6.67% | -0.13% | -2.15% | 0.94% |
Expense Ratio
equity mix 1 features an expense ratio of 0.36%, falling within the medium range. 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 equity mix 1 is 50, 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 | |
|---|---|---|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.77 | 1.16 | 1.14 | 0.65 | 2.26 |
FSEU.L iShares Edge MSCI Europe Multifactor UCITS | 1.50 | 2.27 | 1.26 | 1.04 | 5.70 |
SGLN.L iShares Physical Gold ETC | 1.56 | 2.24 | 1.28 | 1.84 | 8.54 |
ACWI iShares MSCI ACWI ETF | 1.53 | 2.22 | 1.27 | 1.17 | 6.74 |
Dividends
Dividend yield
equity mix 1 granted a 0.89% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| equity mix 1 | 0.89% | 0.97% | 1.03% | 0.96% | 0.94% | 1.26% | 1.35% | 1.05% | 1.17% | 1.56% | 1.24% | 0.95% |
| Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.82% | 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 | 1.70% | 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.
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 2.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.03% | Feb 20, 2020 | 23 | Mar 23, 2020 | 98 | Aug 10, 2020 | 121 |
| -25.86% | Nov 15, 2021 | 239 | Oct 14, 2022 | 202 | Jul 31, 2023 | 441 |
| -17.24% | Jan 29, 2018 | 234 | Dec 24, 2018 | 133 | Jul 3, 2019 | 367 |
| -11.19% | Nov 4, 2015 | 54 | Jan 20, 2016 | 59 | Apr 13, 2016 | 113 |
| -10.78% | Aug 1, 2023 | 64 | Oct 27, 2023 | 33 | Dec 13, 2023 | 97 |
Volatility
Volatility Chart
The current equity mix 1 volatility is 2.66%, 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 | FSEU.L | MOAT | ACWI | |
|---|---|---|---|---|
| SGLN.L | 1.00 | 0.17 | 0.04 | 0.10 |
| FSEU.L | 0.17 | 1.00 | 0.50 | 0.62 |
| MOAT | 0.04 | 0.50 | 1.00 | 0.87 |
| ACWI | 0.10 | 0.62 | 0.87 | 1.00 |