ETF
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 80% |
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 10% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 10% |
Performance
Performance Chart
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
The earliest data available for this chart is Apr 12, 2011, corresponding to the inception date of SGLN.L
Returns By Period
As of Jul 25, 2024, the ETF returned 16.33% Year-To-Date and 17.72% of annualized return in the last 10 years.
| 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% |
| ETF | 14.76% | -4.37% | 11.08% | 25.31% | 19.81% | 17.59% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 18.95% | 17.43% |
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 33.60% | 28.17% |
SGLN.L iShares Physical Gold ETC | 14.22% | 2.62% | 17.06% | 21.83% | 10.31% | 5.82% |
Monthly Returns
The table below presents the monthly returns of ETF, 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 | 1.99% | 5.67% | 2.48% | -3.57% | 6.22% | 5.98% | 14.76% | ||||||
| 2023 | 10.75% | -0.77% | 9.47% | -0.10% | 7.88% | 5.33% | 3.89% | -1.58% | -5.24% | -1.32% | 10.32% | 5.59% | 52.08% |
| 2022 | -8.22% | -3.18% | 3.93% | -12.50% | -1.04% | -8.92% | 11.41% | -5.38% | -10.12% | 3.17% | 7.28% | -7.81% | -29.59% |
| 2021 | 0.34% | -0.12% | 1.28% | 5.10% | 0.03% | 4.75% | 2.72% | 3.59% | -5.38% | 7.07% | 2.78% | 1.40% | 25.59% |
| 2020 | 2.55% | -5.22% | -6.79% | 13.98% | 6.04% | 6.14% | 7.74% | 9.30% | -4.97% | -2.48% | 10.33% | 5.25% | 47.27% |
| 2019 | 8.56% | 3.07% | 3.35% | 5.24% | -8.09% | 8.10% | 2.57% | -1.02% | 0.75% | 4.51% | 3.38% | 4.91% | 40.18% |
| 2018 | 8.23% | -1.22% | -3.45% | -0.33% | 5.47% | 0.15% | 2.32% | 4.74% | -0.51% | -7.88% | 0.14% | -6.87% | -0.44% |
| 2017 | 4.95% | 4.08% | 2.02% | 2.33% | 3.88% | -2.50% | 3.93% | 2.37% | 0.01% | 4.47% | 1.50% | 0.66% | 31.20% |
| 2016 | -5.54% | 0.02% | 6.21% | -2.54% | 3.59% | -0.88% | 7.05% | 1.03% | 2.34% | -1.64% | -0.03% | 1.09% | 10.48% |
| 2015 | -1.33% | 5.99% | -2.43% | 1.51% | 2.68% | -3.06% | 2.57% | -5.69% | -1.90% | 10.22% | 0.18% | -1.39% | 6.52% |
| 2014 | -1.54% | 5.41% | -2.02% | -0.44% | 3.60% | 3.75% | 0.56% | 4.64% | -1.31% | 1.82% | 4.58% | -1.63% | 18.37% |
| 2013 | 2.72% | 0.04% | 2.64% | 1.63% | 2.82% | -3.23% | 6.06% | 0.05% | 3.97% | 4.22% | 2.40% | 2.62% | 28.86% |
Expense Ratio
ETF has an expense ratio of 0.20%, 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 ETF is 65, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.46 | 2.01 | 1.26 | 1.68 | 8.78 |
SMH VanEck Vectors Semiconductor ETF | 1.87 | 2.46 | 1.32 | 3.39 | 10.54 |
SGLN.L iShares Physical Gold ETC | 1.56 | 2.24 | 1.28 | 1.84 | 8.54 |
Dividends
Dividend yield
ETF granted a 0.55% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF | 0.55% | 0.55% | 0.88% | 0.44% | 0.58% | 1.20% | 1.10% | 0.95% | 1.01% | 1.22% | 1.36% | 1.12% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.63% | 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 | 0.44% | 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% |
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 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.
The current ETF drawdown is 7.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.78% | Nov 22, 2021 | 234 | Oct 14, 2022 | 282 | Nov 20, 2023 | 516 |
| -26.84% | Feb 20, 2020 | 18 | Mar 16, 2020 | 54 | Jun 2, 2020 | 72 |
| -20% | Aug 30, 2018 | 83 | Dec 24, 2018 | 61 | Mar 21, 2019 | 144 |
| -13.29% | Dec 7, 2015 | 45 | Feb 9, 2016 | 106 | Jul 8, 2016 | 151 |
| -13.22% | Jul 27, 2011 | 18 | Aug 19, 2011 | 49 | Oct 27, 2011 | 67 |
Volatility
Volatility Chart
The current ETF volatility is 6.04%, 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
| SGLN.L | SMH | QQQ | |
|---|---|---|---|
| SGLN.L | 1.00 | 0.02 | 0.04 |
| SMH | 0.02 | 1.00 | 0.82 |
| QQQ | 0.04 | 0.82 | 1.00 |