asaaa
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IMID.L SPDR MSCI ACWI IMI | Global Equities | 90% |
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 asaaa, 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 Aug 10, 2011, corresponding to the inception date of IMID.L
Returns By Period
As of Sep 4, 2024, the asaaa returned 13.72% Year-To-Date and 8.51% 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 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
| asaaa | 13.11% | 6.25% | 7.80% | 20.69% | 11.04% | 8.45% |
| Portfolio components: | ||||||
IMID.L SPDR MSCI ACWI IMI | 12.27% | 6.57% | 6.86% | 19.75% | 10.90% | 8.43% |
SGLN.L iShares Physical Gold ETC | 20.70% | 3.58% | 16.45% | 29.34% | 10.28% | 6.77% |
Monthly Returns
The table below presents the monthly returns of asaaa, 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 | 0.37% | 2.83% | 4.12% | -2.16% | 2.29% | 2.91% | 1.82% | 1.77% | 13.11% | ||||
| 2023 | 6.86% | -2.51% | 2.67% | 1.19% | -1.31% | 5.48% | 3.27% | -2.39% | -4.05% | -2.89% | 8.35% | 5.35% | 20.79% |
| 2022 | -5.41% | -0.69% | 2.62% | -6.69% | -1.60% | -7.69% | 5.28% | -2.66% | -7.91% | 4.10% | 5.96% | -1.48% | -16.22% |
| 2021 | 0.06% | 1.13% | 2.52% | 4.00% | 2.07% | -0.12% | 1.24% | 1.98% | -3.37% | 3.98% | -2.18% | 3.96% | 16.02% |
| 2020 | -0.53% | -8.12% | -10.61% | 9.24% | 3.22% | 3.27% | 5.56% | 6.00% | -2.71% | -2.68% | 10.62% | 5.45% | 17.58% |
| 2019 | 7.24% | 2.55% | 0.62% | 2.66% | -4.95% | 6.27% | 1.16% | -2.48% | 1.89% | 2.31% | 2.38% | 3.33% | 24.83% |
| 2018 | 4.77% | -3.16% | -2.70% | 1.42% | -0.25% | -0.45% | 2.01% | 0.33% | 0.66% | -7.02% | 0.67% | -5.48% | -9.40% |
| 2017 | 2.34% | 3.30% | 1.10% | 1.42% | 1.29% | 0.60% | 2.59% | 0.49% | 1.78% | 1.66% | 1.58% | 2.22% | 22.36% |
| 2016 | -5.71% | 1.76% | 6.13% | 1.68% | -0.12% | 0.20% | 4.26% | 0.32% | 1.14% | -2.05% | 0.29% | 1.81% | 9.64% |
| 2015 | -1.01% | 4.43% | -1.25% | 2.64% | -0.18% | -1.83% | -0.01% | -5.54% | -4.17% | 7.45% | -1.16% | -1.58% | -2.87% |
| 2014 | -3.50% | 5.31% | -0.44% | 0.82% | 1.86% | 2.58% | -1.21% | 1.65% | -2.96% | 0.18% | 1.74% | -0.97% | 4.84% |
| 2013 | 3.13% | 0.46% | 1.30% | -0.75% | 2.73% | -4.30% | 5.27% | -1.27% | 3.97% | 3.81% | 1.02% | 0.91% | 17.12% |
Expense Ratio
asaaa 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 asaaa is 69, 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 | |
|---|---|---|---|---|---|
IMID.L SPDR MSCI ACWI IMI | 1.72 | 2.46 | 1.32 | 1.44 | 8.29 |
SGLN.L iShares Physical Gold ETC | 2.06 | 2.86 | 1.36 | 2.53 | 11.83 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the asaaa. 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 asaaa was 35.55%, occurring on Mar 12, 2020. Recovery took 104 trading sessions.
The current asaaa drawdown is 1.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.55% | Feb 20, 2020 | 16 | Mar 12, 2020 | 104 | Aug 11, 2020 | 120 |
| -24.4% | Nov 17, 2021 | 226 | Oct 12, 2022 | 304 | Dec 27, 2023 | 530 |
| -17.96% | May 22, 2015 | 169 | Jan 20, 2016 | 144 | Aug 15, 2016 | 313 |
| -17.57% | Jan 29, 2018 | 231 | Dec 24, 2018 | 210 | Oct 24, 2019 | 441 |
| -10.7% | Mar 28, 2012 | 38 | May 23, 2012 | 80 | Sep 17, 2012 | 118 |
Volatility
Volatility Chart
The current asaaa volatility is 3.17%, 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
| IMID.L | SGLN.L | |
|---|---|---|
| IMID.L | 1.00 | 0.02 |
| SGLN.L | 0.02 | 1.00 |