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IE Global Alpha
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CSX5.L 20%PQVG.L 20%XDEQ.DE 10%XDEM.DE 10%BKCG.L 10%CBUK.DE 5%CIBR.L 5%DGIT.L 5%XAIX.DE 5%SMGB.L 5%NUCG.L 5%EquityEquity
PositionCategory/SectorWeight
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
Europe Equities

20%

PQVG.L
Invesco S&P 500 QVM UCITS ETF
Large Cap Blend Equities

20%

XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
Global Equities

10%

XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
Global Equities

10%

BKCG.L
Global X Blockchain UCITS ETF USD Accumulating
Technology Equities

10%

CBUK.DE
iShares MSCI China Tech UCITS ETF USD Acc
Technology Equities

5%

CIBR.L
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation
Technology Equities

5%

DGIT.L
iShares Digitalisation UCITS Acc
Technology Equities

5%

XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Technology Equities

5%

SMGB.L
VanEck Semiconductor UCITS ETF
Technology Equities

5%

NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
Commodity Producers Equities

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IE Global Alpha , 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


-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
31.17%
15.74%
IE Global Alpha
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 10, 2023, corresponding to the inception date of NUCG.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
IE Global Alpha 6.48%-0.71%31.17%33.91%N/AN/A
CBUK.DE
iShares MSCI China Tech UCITS ETF USD Acc
-5.08%-4.31%-3.32%-9.39%N/AN/A
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
7.86%-0.52%17.81%24.86%12.87%N/A
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
18.81%1.67%30.82%29.86%13.58%N/A
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
6.59%-2.45%21.81%13.07%10.55%7.89%
PQVG.L
Invesco S&P 500 QVM UCITS ETF
15.03%2.06%21.31%22.71%14.40%N/A
BKCG.L
Global X Blockchain UCITS ETF USD Accumulating
-25.09%-7.41%82.64%59.98%N/AN/A
CIBR.L
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation
-0.54%-4.37%14.96%28.16%N/AN/A
DGIT.L
iShares Digitalisation UCITS Acc
1.81%-0.94%19.22%21.83%5.73%N/A
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
10.07%0.17%26.76%51.24%17.87%N/A
SMGB.L
VanEck Semiconductor UCITS ETF
19.82%0.58%44.12%68.02%N/AN/A
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
21.74%9.40%29.52%63.34%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.34%7.18%4.82%
2023-4.74%-2.81%11.53%13.86%

Expense Ratio

The IE Global Alpha has a high expense ratio of 0.32%, 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.


0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.45%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.25%

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.


IE Global Alpha
Sharpe ratio
The chart of Sharpe ratio for IE Global Alpha , currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.005.002.19
Sortino ratio
The chart of Sortino ratio for IE Global Alpha , 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 IE Global Alpha , currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for IE Global Alpha , currently valued at 2.88, compared to the broader market0.002.004.006.008.0010.002.88
Martin ratio
The chart of Martin ratio for IE Global Alpha , currently valued at 7.54, compared to the broader market0.0010.0020.0030.0040.0050.007.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
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 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CBUK.DE
iShares MSCI China Tech UCITS ETF USD Acc
-0.35-0.340.96-0.37-0.92
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
2.273.271.412.9410.19
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
2.313.351.413.8411.67
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
0.891.361.160.962.50
PQVG.L
Invesco S&P 500 QVM UCITS ETF
1.882.761.332.779.59
BKCG.L
Global X Blockchain UCITS ETF USD Accumulating
0.821.581.191.322.45
CIBR.L
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation
1.562.111.273.008.64
DGIT.L
iShares Digitalisation UCITS Acc
1.301.891.231.243.71
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
3.174.171.545.6518.17
SMGB.L
VanEck Semiconductor UCITS ETF
2.603.571.434.8213.21
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
1.752.581.463.237.61

Sharpe Ratio

The current IE Global Alpha Sharpe ratio is 2.19. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.19

The Sharpe ratio of IE Global Alpha 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 Ratio2.002.503.00Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
2.19
1.89
IE Global Alpha
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IE Global Alpha granted a 0.00% dividend yield in the last twelve months.


TTM2023202220212020201920182017201620152014
IE Global Alpha 0.00%0.00%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.11%
CBUK.DE
iShares MSCI China Tech UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.63%
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PQVG.L
Invesco S&P 500 QVM UCITS ETF
0.01%0.02%0.02%0.01%0.02%0.01%0.01%0.01%0.00%0.00%0.00%
BKCG.L
Global X Blockchain UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CIBR.L
First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGIT.L
iShares Digitalisation UCITS Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMGB.L
VanEck Semiconductor UCITS ETF
0.00%0.00%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.65%
-3.66%
IE Global Alpha
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IE Global Alpha . 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 IE Global Alpha was 12.13%, occurring on Oct 27, 2023. Recovery took 25 trading sessions.

The current IE Global Alpha drawdown is 4.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.13%Aug 1, 202364Oct 27, 202325Dec 1, 202389
-8.26%Feb 17, 202319Mar 15, 202317Apr 11, 202336
-5.52%Dec 28, 202314Jan 17, 202415Feb 7, 202429
-4.65%Mar 22, 202415Apr 15, 2024
-4.64%Apr 19, 202311May 4, 202328Jun 13, 202339

Volatility

Volatility Chart

The current IE Global Alpha volatility is 4.86%, 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%NovemberDecember2024FebruaryMarchApril
4.86%
3.44%
IE Global Alpha
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.

NUCG.LCBUK.DEBKCG.LPQVG.LCIBR.LCSX5.LSMGB.LXDEM.DEXAIX.DEDGIT.LXDEQ.DE
NUCG.L1.000.190.210.400.300.300.270.420.340.410.37
CBUK.DE0.191.000.250.240.330.390.340.320.360.460.37
BKCG.L0.210.251.000.250.390.370.370.310.410.470.40
PQVG.L0.400.240.251.000.470.510.510.730.530.620.72
CIBR.L0.300.330.390.471.000.520.600.550.720.790.62
CSX5.L0.300.390.370.510.521.000.550.720.600.700.76
SMGB.L0.270.340.370.510.600.551.000.630.800.660.70
XDEM.DE0.420.320.310.730.550.720.631.000.770.690.89
XAIX.DE0.340.360.410.530.720.600.800.771.000.790.85
DGIT.L0.410.460.470.620.790.700.660.690.791.000.79
XDEQ.DE0.370.370.400.720.620.760.700.890.850.791.00