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ETF

Last updated Mar 2, 2024

Asset Allocation


SGLN.L 10%QQQ 80%SMH 10%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities

10%

QQQ
Invesco QQQ
Large Cap Blend Equities

80%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ETF, 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


200.00%300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
741.82%
290.90%
ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 12, 2011, corresponding to the inception date of SGLN.L

Returns

As of Mar 2, 2024, the ETF returned 9.64% Year-To-Date and 17.77% of annualized return in the last 10 years.


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%
ETF9.64%4.83%19.54%48.57%21.71%17.81%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.12%17.90%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%36.26%28.54%
SGLN.L
iShares Physical Gold ETC
0.34%1.92%6.77%11.62%9.59%4.18%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.99%5.68%
2023-1.58%-5.24%-1.32%10.32%5.59%

Sharpe Ratio

The current ETF Sharpe ratio is 3.38. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.38

The Sharpe ratio of ETF 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.38
2.44
ETF
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF granted a 0.50% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF0.50%0.55%0.88%0.44%0.58%1.20%1.10%0.95%1.01%1.22%1.36%1.12%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
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%

Expense Ratio

The ETF has a high expense ratio of 0.20%, 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.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%

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
ETF
3.38
QQQ
Invesco QQQ
3.29
SMH
VanEck Vectors Semiconductor ETF
3.11
SGLN.L
iShares Physical Gold ETC
1.05

Asset Correlations Table

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

SGLN.LSMHQQQ
SGLN.L1.000.020.04
SMH0.021.000.82
QQQ0.040.821.00

Drawdowns Chart

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


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

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF. 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 ETF was 33.78%, occurring on Oct 14, 2022. Recovery took 282 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.78%Nov 22, 2021234Oct 14, 2022282Nov 20, 2023516
-26.84%Feb 20, 202018Mar 16, 202054Jun 2, 202072
-20%Aug 30, 201883Dec 24, 201861Mar 21, 2019144
-13.29%Dec 7, 201545Feb 9, 2016106Jul 8, 2016151
-13.22%Jul 27, 201118Aug 19, 201149Oct 27, 201167

Volatility Chart

The current ETF volatility is 4.65%, 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%6.00%OctoberNovemberDecember2024FebruaryMarch
4.65%
3.47%
ETF
Benchmark (^GSPC)
Portfolio components
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