PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
6's.3 portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

6's.3 portfolio

Last updated Sep 21, 2024

Asset Allocation

BTC-USD 10%FLIN 38%VOO 24%^NDX 13%LLY 5%NVO 5%ESP0.DE 4%URTH 1%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
^NDX
NASDAQ 100
13%
BTC-USD
Bitcoin
10%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF		Technology Equities
4%
FLIN
Franklin FTSE India ETF		Asia Pacific Equities
38%
LLY
Eli Lilly and Company		Healthcare
5%
NVO
Novo Nordisk A/S		Healthcare
5%
URTH
iShares MSCI World ETF		Large Cap Growth Equities
1%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
24%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 6's.3 portfolio, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
11.53%
8.95%
6's.3 portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 26, 2019, corresponding to the inception date of ESP0.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%2.37%8.95%32.00%13.81%11.08%
6's.3 portfolio27.36%1.09%11.53%47.61%26.06%N/A
Portfolio components:
FLIN
Franklin FTSE India ETF		22.22%3.10%18.12%35.22%14.95%N/A
VOO
Vanguard S&P 500 ETF		20.75%1.40%9.72%33.92%15.80%13.11%
URTH
iShares MSCI World ETF		17.56%0.85%8.29%30.11%12.98%10.03%
^NDX
NASDAQ 100		17.62%0.36%7.92%34.63%20.76%17.11%
LLY
Eli Lilly and Company		58.85%-3.28%19.95%68.50%54.23%32.79%
NVO
Novo Nordisk A/S		24.36%-6.91%-0.60%40.91%37.22%18.33%
BTC-USD
Bitcoin		49.99%-1.09%-5.71%138.51%49.07%65.03%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF		28.76%2.98%16.71%45.48%17.50%N/A

Monthly Returns

The table below presents the monthly returns of 6's.3 portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.70%8.53%4.03%-2.58%4.59%4.08%0.83%1.24%27.36%
20236.92%-2.96%7.31%3.12%1.37%6.52%2.00%-0.61%-1.72%1.44%8.24%5.86%43.57%
2022-5.39%-1.64%3.56%-6.62%-3.26%-8.35%9.37%-3.78%-6.39%5.27%3.71%-4.72%-18.23%
20212.07%6.58%5.93%1.57%0.36%2.44%3.84%6.56%-3.36%8.30%-1.93%0.34%37.13%
20203.33%-7.02%-15.16%14.77%4.07%4.41%8.22%5.08%-1.60%0.13%13.47%13.83%47.13%
2019-1.47%-2.53%-1.61%1.02%3.97%-0.24%2.28%1.26%

Expense Ratio

6's.3 portfolio has an expense ratio of 0.10%, 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.

URTH
iShares MSCI World ETF
Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
FLIN
Franklin FTSE India ETF
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF
Expense ratio chart for ESP0.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 6's.3 portfolio is 71, 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.

The Risk-Adjusted Performance Rank of 6's.3 portfolio is 7171
6's.3 portfolio
The Sharpe Ratio Rank of 6's.3 portfolio is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of 6's.3 portfolio is 8383Sortino Ratio Rank
The Omega Ratio Rank of 6's.3 portfolio is 7171Omega Ratio Rank
The Calmar Ratio Rank of 6's.3 portfolio is 2929Calmar Ratio Rank
The Martin Ratio Rank of 6's.3 portfolio is 8686Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

6's.3 portfolio
Sharpe ratio
The chart of Sharpe ratio for 6's.3 portfolio, currently valued at 2.73, compared to the broader market-1.000.001.002.003.004.005.002.73
Sortino ratio
The chart of Sortino ratio for 6's.3 portfolio, currently valued at 3.65, compared to the broader market-2.000.002.004.006.003.65
Omega ratio
The chart of Omega ratio for 6's.3 portfolio, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for 6's.3 portfolio, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.001.50
Martin ratio
The chart of Martin ratio for 6's.3 portfolio, currently valued at 17.51, compared to the broader market0.0010.0020.0030.0040.0017.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FLIN
Franklin FTSE India ETF		1.842.291.371.4517.50
VOO
Vanguard S&P 500 ETF		2.393.181.441.1914.57
URTH
iShares MSCI World ETF		2.132.891.380.9812.74
^NDX
NASDAQ 100		1.401.931.250.596.19
LLY
Eli Lilly and Company		2.283.101.411.6213.63
NVO
Novo Nordisk A/S		0.931.511.190.524.97
BTC-USD
Bitcoin		1.402.071.210.836.16
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF		2.183.081.360.5812.50

Sharpe Ratio

The current 6's.3 portfolio Sharpe ratio is 2.73. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of 6's.3 portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AprilMayJuneJulyAugustSeptember
2.73
2.32
6's.3 portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

6's.3 portfolio granted a 0.93% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
6's.3 portfolio0.93%0.70%0.77%1.23%0.73%0.91%0.96%0.57%0.64%0.65%0.61%0.64%
Portfolio components:
FLIN
Franklin FTSE India ETF		1.44%0.73%0.73%2.26%0.68%0.90%0.92%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
URTH
iShares MSCI World ETF		1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%
^NDX
NASDAQ 100		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company		0.55%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
NVO
Novo Nordisk A/S		0.80%0.36%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESP0.DE
VanEck Video Gaming and eSports 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%

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-0.19%
6's.3 portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 6's.3 portfolio. 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 6's.3 portfolio was 33.55%, occurring on Mar 23, 2020. Recovery took 121 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.55%Feb 13, 202040Mar 23, 2020121Jul 22, 2020161
-26.75%Nov 9, 2021222Jun 18, 2022507Nov 7, 2023729
-8.94%Jul 17, 202420Aug 5, 202446Sep 20, 202466
-8.28%Jul 4, 201997Oct 8, 201973Dec 20, 2019170
-6.64%Feb 22, 20217Feb 28, 202111Mar 11, 202118

Volatility

Volatility Chart

The current 6's.3 portfolio volatility is 4.07%, 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%7.00%AprilMayJuneJulyAugustSeptember
4.07%
4.31%
6's.3 portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BTC-USDLLYNVOESP0.DEFLIN^NDXVOOURTH
BTC-USD1.000.070.120.200.150.250.240.25
LLY0.071.000.430.120.190.320.340.33
NVO0.120.431.000.210.200.330.330.35
ESP0.DE0.200.120.211.000.370.510.460.50
FLIN0.150.190.200.371.000.440.510.54
^NDX0.250.320.330.510.441.000.870.83
VOO0.240.340.330.460.510.871.000.94
URTH0.250.330.350.500.540.830.941.00
The correlation results are calculated based on daily price changes starting from Jun 27, 2019