30/70
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IGLO.L iShares Global Government Bond UCITS | Global Bonds | 30% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 30/70, 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 Nov 5, 2009, corresponding to the inception date of SWDA.L
Returns By Period
As of Aug 31, 2024, the 30/70 returned 11.14% Year-To-Date and 6.74% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| 30/70 | 11.14% | 4.47% | 7.66% | 18.04% | 8.47% | 6.74% |
| Portfolio components: | ||||||
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 15.64% | 6.24% | 9.23% | 23.53% | 13.17% | 9.57% |
IGLO.L iShares Global Government Bond UCITS | 0.81% | 0.62% | 3.86% | 5.63% | -3.00% | -0.63% |
Monthly Returns
The table below presents the monthly returns of 30/70, 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 | 0.40% | 2.06% | 2.69% | -2.76% | 2.05% | 2.65% | 1.77% | 11.14% | |||||
| 2023 | 5.17% | -2.68% | 3.18% | 1.66% | -1.15% | 4.10% | 2.28% | -1.78% | -3.89% | -2.64% | 7.56% | 5.26% | 17.57% |
| 2022 | -5.01% | -1.46% | 1.24% | -6.94% | -1.24% | -6.77% | 5.64% | -3.62% | -6.98% | 3.17% | 5.45% | -1.96% | -17.97% |
| 2021 | -0.81% | 0.90% | 1.83% | 3.47% | 1.47% | 0.68% | 1.81% | 1.44% | -3.28% | 3.40% | -0.89% | 2.62% | 13.16% |
| 2020 | 0.16% | -6.08% | -7.27% | 6.60% | 2.93% | 2.33% | 4.01% | 4.91% | -2.16% | -2.50% | 8.79% | 3.87% | 15.23% |
| 2019 | 5.35% | 2.19% | 1.36% | 2.15% | -3.10% | 4.66% | 0.56% | -1.06% | 1.51% | 1.78% | 1.85% | 2.17% | 20.92% |
| 2018 | 3.47% | -2.55% | -1.64% | 1.00% | -0.20% | 0.09% | 1.71% | 0.59% | 0.37% | -5.39% | 0.36% | -3.86% | -6.19% |
| 2017 | 1.32% | 2.04% | 1.27% | 1.20% | 1.66% | 0.50% | 2.21% | 0.43% | 0.88% | 1.43% | 1.78% | 1.41% | 17.37% |
| 2016 | -3.89% | 1.04% | 4.80% | 1.13% | 0.12% | 0.66% | 2.86% | 0.27% | 0.36% | -1.98% | -0.36% | 1.67% | 6.61% |
| 2015 | -1.40% | 3.30% | -1.21% | 1.91% | -0.53% | -1.71% | 1.60% | -3.96% | -3.01% | 5.65% | -0.62% | -1.21% | -1.60% |
| 2014 | -2.11% | 3.87% | -0.10% | 0.95% | 1.52% | 1.69% | -1.24% | 1.36% | -2.50% | 0.21% | 1.27% | -0.83% | 3.98% |
| 2013 | 2.86% | -0.34% | 1.77% | 1.74% | 0.31% | -2.46% | 4.06% | -1.66% | 3.91% | 3.13% | 0.85% | 0.98% | 15.96% |
Expense Ratio
30/70 has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 30/70 is 51, 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 | |
|---|---|---|---|---|---|
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 1.98 | 2.80 | 1.36 | 1.81 | 8.70 |
IGLO.L iShares Global Government Bond UCITS | 0.75 | 1.16 | 1.14 | 0.21 | 1.71 |
Dividends
Dividend yield
30/70 granted a 0.72% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30/70 | 0.72% | 0.44% | 0.24% | 0.19% | 0.30% | 0.36% | 0.32% | 0.28% | 0.33% | 0.18% | 0.46% | 0.42% |
| Portfolio components: | ||||||||||||
SWDA.L iShares Core MSCI World 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% | 0.00% |
IGLO.L iShares Global Government Bond UCITS | 2.40% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% | 1.52% | 1.39% |
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 30/70. 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 30/70 was 25.08%, occurring on Oct 11, 2022. Recovery took 355 trading sessions.
The current 30/70 drawdown is 0.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.08% | Nov 9, 2021 | 231 | Oct 11, 2022 | 355 | Mar 7, 2024 | 586 |
| -23.84% | Feb 18, 2020 | 25 | Mar 23, 2020 | 82 | Jul 21, 2020 | 107 |
| -15.1% | May 3, 2011 | 108 | Oct 4, 2011 | 233 | Sep 7, 2012 | 341 |
| -12.59% | Jan 29, 2018 | 231 | Dec 24, 2018 | 85 | Apr 29, 2019 | 316 |
| -12% | Apr 28, 2015 | 186 | Jan 20, 2016 | 107 | Jun 23, 2016 | 293 |
Volatility
Volatility Chart
The current 30/70 volatility is 3.04%, 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
| IGLO.L | SWDA.L | |
|---|---|---|
| IGLO.L | 1.00 | -0.04 |
| SWDA.L | -0.04 | 1.00 |