IE Global Alpha
Asset Allocation
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
The earliest data available for this chart is Feb 10, 2023, corresponding to the inception date of NUCG.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
IE Global Alpha | 9.59% | 4.29% | 0.55% | 31.03% | N/A | N/A |
Portfolio components: | ||||||
CBUK.DE iShares MSCI China Tech UCITS ETF USD Acc | -8.93% | -2.45% | -4.01% | -11.23% | N/A | N/A |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 15.35% | 4.92% | 5.12% | 24.91% | 12.43% | N/A |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.02% | 6.19% | 1.96% | 32.47% | 10.89% | N/A |
CSX5.L iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc | 10.01% | 7.30% | 0.59% | 21.26% | 9.63% | 7.15% |
PQVG.L Invesco S&P 500 QVM UCITS ETF | 25.40% | 5.29% | 10.23% | 32.19% | 13.14% | N/A |
BKCG.L Global X Blockchain UCITS ETF USD Accumulating | -27.12% | -7.43% | -14.83% | 50.52% | N/A | N/A |
CIBR.L First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation | 3.95% | 7.67% | -1.28% | 19.06% | N/A | N/A |
DGIT.L iShares Digitalisation UCITS Acc | 8.92% | 8.58% | 5.64% | 20.17% | 5.03% | N/A |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 13.21% | 5.45% | 0.60% | 27.64% | 17.78% | N/A |
SMGB.L VanEck Semiconductor UCITS ETF | 15.97% | 2.36% | -9.49% | 35.64% | N/A | N/A |
NUCG.L VanEck Uranium and Nuclear Technologies UCITS ETF | 4.59% | 2.72% | -8.88% | 13.37% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of IE Global Alpha , 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 | -1.34% | 7.18% | 4.82% | -4.84% | 3.65% | 4.01% | -0.29% | -0.27% | 9.59% | ||||
2023 | -1.83% | 3.35% | 0.62% | -0.18% | 8.07% | 6.11% | -4.41% | -4.74% | -2.81% | 11.53% | 13.86% | 31.32% |
Expense Ratio
IE Global Alpha features an expense ratio of 0.32%, falling within the medium range. 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 IE Global Alpha is 65, 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 | |
---|---|---|---|---|---|
CBUK.DE iShares MSCI China Tech UCITS ETF USD Acc | -0.35 | -0.35 | 0.96 | -0.34 | -0.98 |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 2.10 | 2.98 | 1.38 | 2.92 | 10.94 |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 1.95 | 2.59 | 1.36 | 2.36 | 10.05 |
CSX5.L iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc | 1.38 | 2.00 | 1.23 | 1.50 | 6.61 |
PQVG.L Invesco S&P 500 QVM UCITS ETF | 2.32 | 3.29 | 1.41 | 4.39 | 13.45 |
BKCG.L Global X Blockchain UCITS ETF USD Accumulating | 0.71 | 1.42 | 1.17 | 1.13 | 2.96 |
CIBR.L First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation | 1.01 | 1.45 | 1.18 | 1.59 | 3.58 |
DGIT.L iShares Digitalisation UCITS Acc | 1.27 | 1.84 | 1.22 | 1.22 | 5.62 |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 1.57 | 2.13 | 1.28 | 2.14 | 7.48 |
SMGB.L VanEck Semiconductor UCITS ETF | 1.34 | 1.85 | 1.24 | 1.67 | 5.26 |
NUCG.L VanEck Uranium and Nuclear Technologies UCITS ETF | 0.30 | 0.76 | 1.11 | 0.55 | 1.17 |
Dividends
Dividend yield
IE Global Alpha granted a 0.20% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
IE Global Alpha | 0.20% | 0.32% | 0.38% | 0.17% | 0.32% | 0.28% | 0.26% | 0.14% | 0.00% | 0.00% | 0.11% |
Portfolio components: | |||||||||||
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 | 1.01% | 1.61% | 1.77% | 0.87% | 1.59% | 1.41% | 1.30% | 0.72% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 12.54%, occurring on Aug 5, 2024. The portfolio has not yet recovered.
The current IE Global Alpha drawdown is 7.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-12.54% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
-12.13% | Aug 1, 2023 | 64 | Oct 27, 2023 | 25 | Dec 1, 2023 | 89 |
-8.26% | Feb 17, 2023 | 19 | Mar 15, 2023 | 17 | Apr 11, 2023 | 36 |
-7.23% | Mar 22, 2024 | 19 | Apr 19, 2024 | 22 | May 21, 2024 | 41 |
-5.52% | Dec 28, 2023 | 14 | Jan 17, 2024 | 15 | Feb 7, 2024 | 29 |
Volatility
Volatility Chart
The current IE Global Alpha volatility is 4.37%, 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
CBUK.DE | BKCG.L | NUCG.L | PQVG.L | CIBR.L | CSX5.L | SMGB.L | XDEM.DE | XAIX.DE | DGIT.L | XDEQ.DE | |
---|---|---|---|---|---|---|---|---|---|---|---|
CBUK.DE | 1.00 | 0.23 | 0.23 | 0.24 | 0.29 | 0.40 | 0.32 | 0.32 | 0.34 | 0.44 | 0.38 |
BKCG.L | 0.23 | 1.00 | 0.24 | 0.28 | 0.40 | 0.37 | 0.38 | 0.34 | 0.42 | 0.47 | 0.41 |
NUCG.L | 0.23 | 0.24 | 1.00 | 0.39 | 0.34 | 0.37 | 0.33 | 0.46 | 0.38 | 0.41 | 0.42 |
PQVG.L | 0.24 | 0.28 | 0.39 | 1.00 | 0.50 | 0.49 | 0.59 | 0.72 | 0.57 | 0.65 | 0.72 |
CIBR.L | 0.29 | 0.40 | 0.34 | 0.50 | 1.00 | 0.51 | 0.60 | 0.58 | 0.73 | 0.78 | 0.64 |
CSX5.L | 0.40 | 0.37 | 0.37 | 0.49 | 0.51 | 1.00 | 0.53 | 0.69 | 0.58 | 0.67 | 0.76 |
SMGB.L | 0.32 | 0.38 | 0.33 | 0.59 | 0.60 | 0.53 | 1.00 | 0.68 | 0.80 | 0.65 | 0.71 |
XDEM.DE | 0.32 | 0.34 | 0.46 | 0.72 | 0.58 | 0.69 | 0.68 | 1.00 | 0.80 | 0.68 | 0.90 |
XAIX.DE | 0.34 | 0.42 | 0.38 | 0.57 | 0.73 | 0.58 | 0.80 | 0.80 | 1.00 | 0.77 | 0.85 |
DGIT.L | 0.44 | 0.47 | 0.41 | 0.65 | 0.78 | 0.67 | 0.65 | 0.68 | 0.77 | 1.00 | 0.78 |
XDEQ.DE | 0.38 | 0.41 | 0.42 | 0.72 | 0.64 | 0.76 | 0.71 | 0.90 | 0.85 | 0.78 | 1.00 |