2024-2025

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

2024-2025

Currency in USD · Last updated May 30, 2025

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Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	3.29%
AGNC AGNC Investment Corp.	Real Estate	6.51%
AMZN Amazon.com, Inc.	Consumer Cyclical	15.44%
BAESY BAE Systems PLC	Industrials	4.04%
BNS The Bank of Nova Scotia	Financial Services	1.02%
DEC.L Diversified Energy Company plc	Energy	2.51%
GOOGL Alphabet Inc Class A	Communication Services	2.76%
OXLC Oxford Lane Capital Corp.	Financial Services	6.97%
PASG Passage Bio, Inc.	Healthcare	0.60%
PG The Procter & Gamble Company	Consumer Defensive	2.70%
PLTR Palantir Technologies Inc.	Technology	3.84%
RHM.DE Rheinmetall AG	Industrials	6.04%
TSCO.L Tesco PLC	Consumer Defensive	2.91%
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating	Large Cap Blend Equities	41.37%

Benchmark

S&P 500

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Performance

Performance Chart

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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.52%	6.32%	-1.44%	12.25%	14.20%	10.84%
2024-2025	14.55%	7.99%	15.65%	37.02%	N/A	N/A
Portfolio components:
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating	0.30%	7.01%	-1.28%	13.33%	13.74%	N/A
AMZN Amazon.com, Inc.	-6.24%	9.77%	-0.02%	13.01%	10.99%	25.31%
OXLC Oxford Lane Capital Corp.	-3.29%	-1.88%	-4.43%	2.76%	25.02%	5.94%
AGNC AGNC Investment Corp.	3.94%	1.79%	0.61%	11.52%	5.61%	4.08%
RHM.DE Rheinmetall AG	235.86%	29.73%	227.87%	286.15%	94.36%	47.61%
BAESY BAE Systems PLC	81.79%	10.97%	60.44%	52.49%	38.45%	17.13%
PLTR Palantir Technologies Inc.	61.73%	5.38%	85.19%	484.15%	N/A	N/A
AAPL Apple Inc	-19.96%	-5.21%	-14.68%	5.57%	20.94%	21.20%
TSCO.L Tesco PLC	15.01%	8.32%	14.06%	36.52%	14.30%	8.66%
GOOGL Alphabet Inc Class A	-9.11%	7.31%	1.79%	-1.83%	19.23%	20.19%
PG The Procter & Gamble Company	1.81%	3.88%	-4.84%	6.84%	10.47%	10.94%
DEC.L Diversified Energy Company plc	-16.47%	10.19%	-10.72%	0.16%	-12.79%	N/A
BNS The Bank of Nova Scotia	2.15%	7.57%	-3.25%	22.31%	12.21%	5.45%
PASG Passage Bio, Inc.	-20.35%	44.91%	-32.24%	-62.04%	-54.04%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of 2024-2025, 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
2025	5.12%	-0.16%	-1.36%	2.32%	8.14%								14.55%
2024	1.59%	8.63%	4.06%	-2.04%	4.14%	3.32%	2.08%	1.07%	1.88%	-0.53%	10.64%	0.03%	40.06%
2023	10.57%	-2.72%	4.87%	1.74%	4.01%	5.63%	4.87%	-1.74%	-4.79%	-1.84%	9.32%	4.07%	38.15%
2022	-4.13%	1.57%	7.13%	-9.87%	-2.13%	-6.31%	9.78%	-5.45%	-9.94%	2.84%	3.93%	-3.97%	-17.29%
2021	2.44%	-0.90%	2.50%	6.16%	-0.37%	2.40%	0.28%	3.58%	-3.37%	4.84%	-1.43%	2.07%	19.32%
2020										-2.95%	17.58%	3.69%	18.32%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

2024-2025 has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VUAG.L

Vanguard S&P 500 UCITS ETF (USD) Accumulating

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 95, 2024-2025 is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating	0.80	1.01	1.15	0.61	2.34
AMZN Amazon.com, Inc.	0.42	0.72	1.09	0.38	0.96
OXLC Oxford Lane Capital Corp.	0.08	-0.04	0.99	-0.22	-0.69
AGNC AGNC Investment Corp.	0.46	0.61	1.09	0.29	1.07
RHM.DE Rheinmetall AG	5.83	5.69	1.79	15.29	37.71
BAESY BAE Systems PLC	1.46	2.21	1.29	2.38	5.23
PLTR Palantir Technologies Inc.	6.19	4.88	1.67	10.44	31.38
AAPL Apple Inc	0.15	0.33	1.05	0.06	0.18
TSCO.L Tesco PLC	1.48	2.09	1.31	1.99	6.30
GOOGL Alphabet Inc Class A	0.01	0.17	1.02	-0.03	-0.07
PG The Procter & Gamble Company	0.32	0.36	1.05	0.29	0.62
DEC.L Diversified Energy Company plc	-0.12	0.29	1.04	0.00	0.00
BNS The Bank of Nova Scotia	1.19	1.66	1.23	0.67	2.70
PASG Passage Bio, Inc.	-0.46	-0.30	0.97	-0.62	-1.32

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

2024-2025 Sharpe ratios as of May 30, 2025 (values are recalculated daily):

1-Year: 2.29
All Time: 1.37

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2024-2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

2024-2025 provided a 3.30% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.30%	3.06%	3.39%	2.92%	2.60%	3.35%	2.93%	2.65%	2.42%	2.87%	3.04%	2.54%
Portfolio components:
VUAG.L Vanguard S&P 500 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%	0.00%
AMZN Amazon.com, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OXLC Oxford Lane Capital Corp.	23.94%	20.12%	18.83%	17.75%	10.58%	22.51%	19.85%	16.70%	17.91%	22.84%	24.10%	16.72%
AGNC AGNC Investment Corp.	17.12%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%	11.96%
RHM.DE Rheinmetall AG	0.43%	0.93%	1.50%	1.77%	2.41%	5.54%	2.05%	2.20%	1.37%	1.72%	0.49%	1.10%
BAESY BAE Systems PLC	1.65%	2.77%	2.45%	3.16%	4.45%	7.23%	3.75%	5.11%	3.49%	3.94%	4.36%	4.62%
PLTR Palantir Technologies Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AAPL Apple Inc	0.51%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
TSCO.L Tesco PLC	3.58%	3.39%	3.75%	5.15%	20.72%	4.19%	2.64%	1.93%	0.48%	0.00%	0.00%	5.97%
GOOGL Alphabet Inc Class A	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PG The Procter & Gamble Company	2.42%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.32%	2.78%
DEC.L Diversified Energy Company plc	6.62%	9.06%	26.73%	9.57%	8.05%	9.98%	12.72%	3.92%	2.95%	0.00%	0.00%	0.00%
BNS The Bank of Nova Scotia	5.74%	5.85%	6.41%	6.40%	4.03%	4.95%	3.53%	5.10%	3.75%	3.98%	6.62%	4.11%
PASG Passage Bio, Inc.	0.00%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 2024-2025. 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 2024-2025 was 25.66%, occurring on Oct 14, 2022. Recovery took 191 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.66%	Apr 5, 2022	138	Oct 14, 2022	191	Jul 12, 2023	329
-13.88%	Feb 19, 2025	34	Apr 7, 2025	24	May 12, 2025	58
-10.41%	Aug 8, 2023	58	Oct 26, 2023	13	Nov 14, 2023	71
-9.94%	Nov 8, 2021	78	Feb 23, 2022	18	Mar 21, 2022	96
-8.88%	Jul 17, 2024	14	Aug 5, 2024	33	Sep 19, 2024	47

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 4.65, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

	^GSPC	PG	BAESY	PASG	DEC.L	RHM.DE	TSCO.L	OXLC	PLTR	AGNC	AAPL	AMZN	GOOGL	BNS	VUAG.L	Portfolio
^GSPC	1.00	0.32	0.13	0.27	0.22	0.22	0.25	0.39	0.54	0.56	0.72	0.70	0.71	0.61	0.64	0.81
PG	0.32	1.00	0.10	0.02	0.02	0.03	0.17	0.10	-0.05	0.19	0.23	0.12	0.15	0.22	0.14	0.17
BAESY	0.13	0.10	1.00	0.02	0.20	0.53	0.22	0.05	-0.00	0.13	0.01	-0.02	0.04	0.22	0.25	0.29
PASG	0.27	0.02	0.02	1.00	0.08	0.08	0.01	0.14	0.22	0.21	0.19	0.24	0.21	0.19	0.18	0.26
DEC.L	0.22	0.02	0.20	0.08	1.00	0.20	0.23	0.12	0.12	0.19	0.13	0.10	0.13	0.30	0.31	0.33
RHM.DE	0.22	0.03	0.53	0.08	0.20	1.00	0.19	0.07	0.09	0.17	0.08	0.06	0.09	0.28	0.32	0.41
TSCO.L	0.25	0.17	0.22	0.01	0.23	0.19	1.00	0.14	0.10	0.22	0.17	0.11	0.15	0.31	0.31	0.33
OXLC	0.39	0.10	0.05	0.14	0.12	0.07	0.14	1.00	0.25	0.31	0.27	0.27	0.27	0.29	0.30	0.44
PLTR	0.54	-0.05	-0.00	0.22	0.12	0.09	0.10	0.25	1.00	0.33	0.40	0.50	0.40	0.29	0.36	0.60
AGNC	0.56	0.19	0.13	0.21	0.19	0.17	0.22	0.31	0.33	1.00	0.36	0.34	0.35	0.51	0.40	0.55
AAPL	0.72	0.23	0.01	0.19	0.13	0.08	0.17	0.27	0.40	0.36	1.00	0.59	0.60	0.34	0.45	0.60
AMZN	0.70	0.12	-0.02	0.24	0.10	0.06	0.11	0.27	0.50	0.34	0.59	1.00	0.67	0.31	0.44	0.70
GOOGL	0.71	0.15	0.04	0.21	0.13	0.09	0.15	0.27	0.40	0.35	0.60	0.67	1.00	0.36	0.43	0.62
BNS	0.61	0.22	0.22	0.19	0.30	0.28	0.31	0.29	0.29	0.51	0.34	0.31	0.36	1.00	0.49	0.55
VUAG.L	0.64	0.14	0.25	0.18	0.31	0.32	0.31	0.30	0.36	0.40	0.45	0.44	0.43	0.49	1.00	0.81
Portfolio	0.81	0.17	0.29	0.26	0.33	0.41	0.33	0.44	0.60	0.55	0.60	0.70	0.62	0.55	0.81	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

2024-2025

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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