P1
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ACB Aurora Cannabis Inc. | Healthcare | 1.12% |
ACWL.L Lyxor MSCI All Country World UCITS ETF | Global Equities | 9.80% |
AIR.DE Airbus SE | Industrials | 5.08% |
ALIZY Allianz SE ADR | Financial Services | 8.18% |
CGC Canopy Growth Corporation | Healthcare | 1.22% |
DTE.DE Deutsche Telekom AG | Communication Services | 3.63% |
EPOL iShares MSCI Poland ETF | Europe Equities | 3.89% |
IFX.DE Infineon Technologies AG | Technology | 3.30% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 1.68% |
MSFT Microsoft Corporation | Technology | 12.50% |
NVDA NVIDIA Corporation | Technology | 1.72% |
PG The Procter & Gamble Company | Consumer Defensive | 4.92% |
SYK Stryker Corporation | Healthcare | 10.82% |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 23.50% |
V Visa Inc. | Financial Services | 8.64% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in P1, 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 Feb 2, 2015, corresponding to the inception date of ACWL.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
P1 | 16.52% | 6.08% | 8.62% | 26.65% | 14.17% | N/A |
Portfolio components: | ||||||
SYK Stryker Corporation | 20.92% | 8.70% | 2.51% | 28.00% | 11.51% | 17.24% |
DTE.DE Deutsche Telekom AG | 22.48% | 7.92% | 23.39% | 38.34% | 16.09% | 12.92% |
IFX.DE Infineon Technologies AG | -11.69% | 13.14% | -1.03% | 4.01% | 16.77% | 15.15% |
URTH iShares MSCI World ETF | 16.85% | 6.61% | 9.82% | 24.46% | 13.10% | 9.85% |
ACWL.L Lyxor MSCI All Country World UCITS ETF | 14.91% | 6.17% | 8.99% | 22.31% | 11.17% | N/A |
V Visa Inc. | 6.76% | 3.88% | -2.02% | 12.27% | 9.58% | 18.67% |
PG The Procter & Gamble Company | 19.27% | 0.86% | 9.34% | 13.83% | 9.62% | 10.63% |
ACB Aurora Cannabis Inc. | 27.68% | 3.05% | 91.80% | 28.84% | -60.21% | -23.74% |
CGC Canopy Growth Corporation | 1.96% | -20.70% | 62.31% | -5.27% | -53.01% | -13.52% |
MSFT Microsoft Corporation | 11.54% | 2.30% | 0.76% | 27.87% | 25.59% | 26.94% |
ALIZY Allianz SE ADR | 16.15% | 12.69% | 13.89% | 28.26% | 11.56% | 10.81% |
INDA iShares MSCI India ETF | 18.25% | 2.60% | 11.17% | 30.47% | 14.18% | 7.64% |
EPOL iShares MSCI Poland ETF | 10.48% | 5.41% | 6.44% | 33.58% | 6.09% | 0.88% |
NVDA NVIDIA Corporation | 141.08% | 11.28% | 45.10% | 146.15% | 93.34% | 74.27% |
AIR.DE Airbus SE | 0.92% | 6.57% | -5.68% | 8.21% | 3.81% | 13.29% |
Monthly Returns
The table below presents the monthly returns of P1, 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 | 2.95% | 3.44% | 4.83% | -1.99% | 2.63% | -0.26% | 0.37% | 16.52% | |||||
2023 | 7.32% | -1.31% | 5.35% | 3.41% | -2.53% | 6.54% | 1.88% | -1.65% | -3.77% | -0.39% | 9.88% | 3.10% | 30.38% |
2022 | -3.28% | -3.56% | 1.93% | -7.71% | -0.87% | -8.97% | 5.00% | -4.92% | -9.15% | 10.02% | 9.23% | -2.68% | -16.01% |
2021 | -1.93% | 3.83% | 1.77% | 4.69% | 1.99% | 1.58% | 2.08% | 1.63% | -3.99% | 4.34% | -3.73% | 5.18% | 18.30% |
2020 | 0.75% | -7.54% | -15.02% | 9.59% | 5.20% | 5.62% | 3.83% | 6.66% | -4.13% | -3.29% | 17.55% | 3.48% | 20.38% |
2019 | 7.47% | 4.87% | 2.90% | 4.45% | -5.42% | 7.14% | 0.30% | -1.01% | 0.39% | 3.24% | 0.97% | 3.02% | 31.39% |
2018 | 7.41% | -3.58% | -1.80% | 1.54% | 0.55% | 0.10% | 3.31% | 2.82% | 1.66% | -6.79% | 1.92% | -6.44% | -0.23% |
2017 | 3.63% | 3.29% | 2.44% | 2.44% | 3.52% | -0.45% | 4.94% | 0.83% | 2.56% | 5.28% | 3.26% | 2.27% | 39.64% |
2016 | -4.22% | -1.51% | 7.34% | -0.75% | 1.84% | -1.23% | 3.87% | 2.57% | 2.56% | 1.35% | 1.73% | 2.38% | 16.61% |
2015 | 4.29% | -1.22% | 3.80% | -0.27% | -2.60% | 3.43% | -5.60% | -1.30% | 10.17% | 2.05% | -1.28% | 11.10% |
Expense Ratio
P1 has an expense ratio of 0.14%, 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 P1 is 72, 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 | |
---|---|---|---|---|---|
SYK Stryker Corporation | 1.22 | 1.73 | 1.23 | 1.55 | 4.47 |
DTE.DE Deutsche Telekom AG | 2.68 | 3.65 | 1.47 | 2.20 | 10.42 |
IFX.DE Infineon Technologies AG | 0.19 | 0.56 | 1.06 | 0.17 | 0.57 |
URTH iShares MSCI World ETF | 2.19 | 3.04 | 1.40 | 1.98 | 10.21 |
ACWL.L Lyxor MSCI All Country World UCITS ETF | 1.97 | 2.77 | 1.38 | 1.66 | 9.06 |
V Visa Inc. | 0.84 | 1.18 | 1.16 | 1.01 | 2.47 |
PG The Procter & Gamble Company | 1.01 | 1.45 | 1.20 | 1.56 | 5.48 |
ACB Aurora Cannabis Inc. | 0.12 | 1.44 | 1.16 | 0.15 | 0.32 |
CGC Canopy Growth Corporation | -0.25 | 0.87 | 1.10 | -0.44 | -0.71 |
MSFT Microsoft Corporation | 1.30 | 1.77 | 1.23 | 1.66 | 5.42 |
ALIZY Allianz SE ADR | 1.76 | 2.35 | 1.29 | 2.78 | 6.79 |
INDA iShares MSCI India ETF | 2.06 | 2.59 | 1.42 | 2.41 | 15.12 |
EPOL iShares MSCI Poland ETF | 1.78 | 2.55 | 1.31 | 1.15 | 9.74 |
NVDA NVIDIA Corporation | 3.25 | 3.57 | 1.46 | 5.99 | 21.05 |
AIR.DE Airbus SE | 0.32 | 0.58 | 1.08 | 0.31 | 0.76 |
Dividends
Dividend yield
P1 granted a 1.52% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
P1 | 1.52% | 1.50% | 1.61% | 1.41% | 1.57% | 1.67% | 1.87% | 1.64% | 1.94% | 1.97% | 2.00% | 1.67% |
Portfolio components: | ||||||||||||
SYK Stryker Corporation | 0.87% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% | 1.46% |
DTE.DE Deutsche Telekom AG | 2.99% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% | 3.77% | 5.63% |
IFX.DE Infineon Technologies AG | 1.06% | 0.85% | 0.95% | 0.54% | 0.86% | 1.33% | 1.44% | 0.96% | 1.21% | 1.33% | 1.36% | 1.55% |
URTH iShares MSCI World ETF | 1.48% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
ACWL.L Lyxor MSCI All Country World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.75% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
PG The Procter & Gamble Company | 2.27% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
ACB Aurora Cannabis Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CGC Canopy Growth Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
ALIZY Allianz SE ADR | 4.84% | 4.68% | 5.43% | 4.87% | 4.22% | 4.20% | 4.90% | 3.50% | 4.88% | 4.36% | 4.42% | 3.25% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
EPOL iShares MSCI Poland ETF | 4.41% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% | 3.44% | 3.28% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AIR.DE Airbus SE | 2.02% | 1.28% | 1.35% | 0.00% | 1.97% | 1.25% | 1.80% | 1.61% | 2.07% | 1.91% | 1.82% | 1.08% |
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 P1. 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 P1 was 34.04%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 26, 2020 | 134 |
-29.54% | Nov 9, 2021 | 240 | Oct 12, 2022 | 193 | Jul 12, 2023 | 433 |
-15.42% | Oct 2, 2018 | 60 | Dec 24, 2018 | 47 | Mar 1, 2019 | 107 |
-11.51% | Dec 2, 2015 | 51 | Feb 11, 2016 | 43 | Apr 13, 2016 | 94 |
-10.72% | May 20, 2015 | 68 | Aug 24, 2015 | 44 | Oct 23, 2015 | 112 |
Volatility
Volatility Chart
The current P1 volatility is 4.40%, 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
ACWL.L | ACB | PG | CGC | DTE.DE | AIR.DE | IFX.DE | NVDA | SYK | INDA | MSFT | EPOL | ALIZY | V | URTH | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWL.L | 1.00 | 0.14 | 0.07 | 0.11 | 0.17 | 0.22 | 0.26 | 0.22 | 0.16 | 0.14 | 0.18 | 0.22 | 0.18 | 0.14 | 0.29 |
ACB | 0.14 | 1.00 | 0.04 | 0.67 | 0.12 | 0.17 | 0.17 | 0.24 | 0.19 | 0.19 | 0.20 | 0.22 | 0.17 | 0.20 | 0.30 |
PG | 0.07 | 0.04 | 1.00 | 0.05 | 0.22 | 0.14 | 0.11 | 0.16 | 0.37 | 0.24 | 0.33 | 0.24 | 0.29 | 0.35 | 0.40 |
CGC | 0.11 | 0.67 | 0.05 | 1.00 | 0.13 | 0.16 | 0.19 | 0.25 | 0.18 | 0.22 | 0.21 | 0.24 | 0.19 | 0.21 | 0.33 |
DTE.DE | 0.17 | 0.12 | 0.22 | 0.13 | 1.00 | 0.45 | 0.40 | 0.18 | 0.25 | 0.30 | 0.22 | 0.38 | 0.50 | 0.29 | 0.40 |
AIR.DE | 0.22 | 0.17 | 0.14 | 0.16 | 0.45 | 1.00 | 0.45 | 0.20 | 0.28 | 0.33 | 0.23 | 0.37 | 0.49 | 0.34 | 0.45 |
IFX.DE | 0.26 | 0.17 | 0.11 | 0.19 | 0.40 | 0.45 | 1.00 | 0.38 | 0.27 | 0.34 | 0.32 | 0.41 | 0.42 | 0.33 | 0.49 |
NVDA | 0.22 | 0.24 | 0.16 | 0.25 | 0.18 | 0.20 | 0.38 | 1.00 | 0.36 | 0.35 | 0.59 | 0.35 | 0.31 | 0.44 | 0.59 |
SYK | 0.16 | 0.19 | 0.37 | 0.18 | 0.25 | 0.28 | 0.27 | 0.36 | 1.00 | 0.36 | 0.48 | 0.34 | 0.35 | 0.53 | 0.59 |
INDA | 0.14 | 0.19 | 0.24 | 0.22 | 0.30 | 0.33 | 0.34 | 0.35 | 0.36 | 1.00 | 0.39 | 0.53 | 0.45 | 0.42 | 0.59 |
MSFT | 0.18 | 0.20 | 0.33 | 0.21 | 0.22 | 0.23 | 0.32 | 0.59 | 0.48 | 0.39 | 1.00 | 0.39 | 0.36 | 0.60 | 0.70 |
EPOL | 0.22 | 0.22 | 0.24 | 0.24 | 0.38 | 0.37 | 0.41 | 0.35 | 0.34 | 0.53 | 0.39 | 1.00 | 0.56 | 0.41 | 0.61 |
ALIZY | 0.18 | 0.17 | 0.29 | 0.19 | 0.50 | 0.49 | 0.42 | 0.31 | 0.35 | 0.45 | 0.36 | 0.56 | 1.00 | 0.44 | 0.62 |
V | 0.14 | 0.20 | 0.35 | 0.21 | 0.29 | 0.34 | 0.33 | 0.44 | 0.53 | 0.42 | 0.60 | 0.41 | 0.44 | 1.00 | 0.67 |
URTH | 0.29 | 0.30 | 0.40 | 0.33 | 0.40 | 0.45 | 0.49 | 0.59 | 0.59 | 0.59 | 0.70 | 0.61 | 0.62 | 0.67 | 1.00 |