ETFs Patrimoine Equity
Main passive Equity holdings, tilting towards SCV.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 100% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Feb 1, 2024 | Buy | iShares Core MSCI World UCITS ETF USD (Acc) | 3 | $92.00 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFs Patrimoine Equity, 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
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| ETFs Patrimoine Equity | N/A | 3.79% | 10.65% | N/A | N/A | N/A |
| Portfolio components: | ||||||
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 16.10% | 3.79% | 10.65% | 27.63% | 13.44% | 9.66% |
Monthly Returns
The table below presents the monthly returns of ETFs Patrimoine Equity, 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 | 3.59% | 3.63% | -3.05% | 2.73% | 3.73% | 1.23% | 14.77% |
Expense Ratio
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 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 | |
|---|---|---|---|---|---|
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 2.31 | 3.25 | 1.43 | 2.15 | 10.93 |
Not enough dataDrawdowns
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 ETFs Patrimoine Equity. 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 ETFs Patrimoine Equity was 7.55%, occurring on Aug 5, 2024. Recovery took 14 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.55% | Jul 16, 2024 | 15 | Aug 5, 2024 | 14 | Aug 23, 2024 | 29 |
| -4.95% | Mar 22, 2024 | 19 | Apr 19, 2024 | 17 | May 15, 2024 | 36 |
| -2.14% | May 21, 2024 | 8 | May 31, 2024 | 4 | Jun 6, 2024 | 12 |
| -1.55% | Feb 13, 2024 | 1 | Feb 13, 2024 | 3 | Feb 16, 2024 | 4 |
| -1.11% | Mar 14, 2024 | 2 | Mar 15, 2024 | 4 | Mar 21, 2024 | 6 |
Volatility
Volatility Chart
The current ETFs Patrimoine Equity volatility is 5.02%, 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.