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option_7
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SGLP.L 30%CSPX.L 35%ZPRV.DE 35%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Large Cap Growth Equities
35%
SGLP.L
Invesco Physical Gold A
Precious Metals
30%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
Small Cap Value Equities
35%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in option_7, 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%JuneJulyAugustSeptemberOctoberNovember
14.00%
11.72%
option_7
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 20, 2015, corresponding to the inception date of ZPRV.DE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
20.10%0.34%11.72%32.68%13.33%11.05%
option_720.00%1.67%14.00%32.50%14.39%N/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
21.41%1.03%13.14%33.38%14.53%12.79%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
8.13%0.93%9.96%26.65%12.60%N/A
SGLP.L
Invesco Physical Gold A
32.55%3.24%19.35%37.51%12.35%10.97%

Monthly Returns

The table below presents the monthly returns of option_7, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.84%1.85%5.53%-2.17%2.67%1.28%5.27%0.71%3.18%1.24%20.00%
20237.45%-2.49%0.58%0.54%-1.16%5.00%4.34%-1.85%-4.71%-1.20%6.89%7.05%21.31%
2022-4.79%2.36%2.81%-5.08%-2.01%-6.85%5.55%-2.32%-6.76%4.83%4.35%-1.95%-10.49%
20212.33%2.02%3.45%4.22%3.47%-1.82%1.13%1.57%-2.55%3.58%-0.93%3.82%21.92%
2020-0.60%-7.10%-10.93%10.72%3.13%2.96%5.60%5.52%-3.84%-0.16%10.11%5.47%20.13%
20198.05%2.81%-0.87%2.37%-4.90%6.88%1.87%-1.38%1.11%2.10%1.78%3.68%25.38%
20183.05%-3.16%-1.89%1.78%2.04%-0.29%0.59%1.39%-0.50%-4.78%0.44%-5.50%-7.01%
20171.19%3.38%-0.60%0.96%-1.06%0.97%1.70%0.44%1.90%0.59%2.43%1.70%14.39%
2016-4.98%5.77%5.09%2.73%-1.32%0.48%5.84%-0.32%0.34%-2.80%3.20%1.75%16.25%
20150.63%-1.31%0.43%0.30%-1.71%-1.55%-4.73%-1.89%5.65%-0.60%-2.27%-7.13%

Expense Ratio

option_7 has an expense ratio of 0.17%, 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.


Expense ratio chart for ZPRV.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for SGLP.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%
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of option_7 is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of option_7 is 8686
Combined Rank
The Sharpe Ratio Rank of option_7 is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of option_7 is 8787Sortino Ratio Rank
The Omega Ratio Rank of option_7 is 8686Omega Ratio Rank
The Calmar Ratio Rank of option_7 is 9292Calmar Ratio Rank
The Martin Ratio Rank of option_7 is 8787Martin 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.


option_7
Sharpe ratio
The chart of Sharpe ratio for option_7, currently valued at 2.99, compared to the broader market0.002.004.002.99
Sortino ratio
The chart of Sortino ratio for option_7, currently valued at 4.32, compared to the broader market-2.000.002.004.006.004.32
Omega ratio
The chart of Omega ratio for option_7, currently valued at 1.58, compared to the broader market0.801.001.201.401.601.801.58
Calmar ratio
The chart of Calmar ratio for option_7, currently valued at 5.60, compared to the broader market0.002.004.006.008.0010.0012.0014.005.60
Martin ratio
The chart of Martin ratio for option_7, currently valued at 21.79, compared to the broader market0.0010.0020.0030.0040.0050.0021.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market0.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-2.000.002.004.006.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.008.0010.0012.0014.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0040.0050.0018.62

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
2.934.051.564.3218.61
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
1.552.351.292.228.33
SGLP.L
Invesco Physical Gold A
2.943.851.516.8718.31

Sharpe Ratio

The current option_7 Sharpe ratio is 2.99. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.14 to 2.96, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of option_7 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.99
2.88
option_7
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


option_7 doesn't pay dividends

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.38%
-2.32%
option_7
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the option_7. 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 option_7 was 28.57%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current option_7 drawdown is 1.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.57%Feb 24, 202021Mar 23, 202053Jun 8, 202074
-18.15%Nov 17, 2021223Sep 27, 2022203Jul 13, 2023426
-15%May 19, 2015169Jan 15, 2016101Jun 8, 2016270
-12.78%Jan 29, 2018234Dec 24, 201842Feb 25, 2019276
-9.08%Aug 1, 202347Oct 4, 202342Dec 1, 202389

Volatility

Volatility Chart

The current option_7 volatility is 2.44%, 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%JuneJulyAugustSeptemberOctoberNovember
2.44%
3.23%
option_7
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.

SGLP.LZPRV.DECSPX.L
SGLP.L1.000.00-0.03
ZPRV.DE0.001.000.65
CSPX.L-0.030.651.00
The correlation results are calculated based on daily price changes starting from Feb 23, 2015