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ESA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VEVE.L 55%CNDX.L 45%EquityEquity
PositionCategory/SectorWeight
CNDX.L
iShares NASDAQ 100 UCITS ETF
Large Cap Blend Equities

45%

VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
Global Equities

55%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ESA, 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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
18.75%
19.37%
ESA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 1, 2014, corresponding to the inception date of VEVE.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
ESA3.84%-4.36%18.75%25.92%13.94%N/A
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
4.24%-4.05%18.60%18.32%10.46%N/A
CNDX.L
iShares NASDAQ 100 UCITS ETF
3.35%-4.72%18.91%35.63%17.89%17.91%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.50%3.82%2.72%
2023-4.39%-3.31%9.82%6.07%

Expense Ratio

The ESA has a high expense ratio of 0.21%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for CNDX.L: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for VEVE.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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.


ESA
Sharpe ratio
The chart of Sharpe ratio for ESA, currently valued at 2.04, compared to the broader market-1.000.001.002.003.004.005.002.04
Sortino ratio
The chart of Sortino ratio for ESA, currently valued at 2.93, compared to the broader market0.002.004.006.002.93
Omega ratio
The chart of Omega ratio for ESA, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for ESA, currently valued at 1.60, compared to the broader market0.002.004.006.008.001.60
Martin ratio
The chart of Martin ratio for ESA, currently valued at 7.95, compared to the broader market0.0010.0020.0030.0040.0050.007.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
1.622.411.291.415.71
CNDX.L
iShares NASDAQ 100 UCITS ETF
2.253.131.391.6110.44

Sharpe Ratio

The current ESA Sharpe ratio is 2.04. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.04

The Sharpe ratio of ESA lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.04
1.92
ESA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ESA granted a 0.88% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ESA0.88%0.96%1.11%0.81%0.91%1.10%1.26%1.20%1.10%1.19%0.77%0.07%
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
1.57%1.71%1.98%1.45%1.62%1.95%2.24%1.93%1.88%2.03%0.45%0.00%
CNDX.L
iShares NASDAQ 100 UCITS ETF
0.03%0.04%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%1.16%0.16%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.21%
-3.50%
ESA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ESA. 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 ESA was 31.22%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.

The current ESA drawdown is 5.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.22%Feb 20, 202023Mar 23, 202071Jul 6, 202094
-30.04%Jan 4, 2022194Oct 11, 2022298Dec 14, 2023492
-18.77%Oct 2, 201860Dec 24, 201881Apr 23, 2019141
-16.54%Jul 21, 2015144Feb 11, 2016117Jul 29, 2016261
-9.56%Sep 3, 202013Sep 21, 202035Nov 9, 202048

Volatility

Volatility Chart

The current ESA volatility is 3.40%, 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.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.40%
3.58%
ESA
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.

CNDX.LVEVE.L
CNDX.L1.000.81
VEVE.L0.811.00