option_7
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
The earliest data available for this chart is Feb 20, 2015, corresponding to the inception date of ZPRV.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| option_7 | 21.17% | 1.45% | 16.22% | 39.15% | 14.96% | N/A |
| Portfolio components: | ||||||
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 22.89% | 1.42% | 15.42% | 42.15% | 15.21% | 12.88% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 8.77% | -1.22% | 12.79% | 36.75% | 13.42% | N/A |
SGLP.L Invesco Physical Gold A | 34.03% | 4.59% | 20.77% | 38.09% | 12.47% | 11.06% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.84% | 1.85% | 5.53% | -2.17% | 2.67% | 1.28% | 5.27% | 0.71% | 3.18% | 21.17% | |||
| 2023 | 7.45% | -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% |
| 2021 | 2.33% | 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% |
| 2019 | 8.05% | 2.81% | -0.87% | 2.37% | -4.90% | 6.88% | 1.87% | -1.38% | 1.11% | 2.10% | 1.78% | 3.68% | 25.38% |
| 2018 | 3.05% | -3.16% | -1.89% | 1.78% | 2.04% | -0.29% | 0.59% | 1.39% | -0.50% | -4.78% | 0.44% | -5.50% | -7.01% |
| 2017 | 1.19% | 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% |
| 2015 | 0.63% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of option_7 is 66, 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 | |
|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 3.15 | 4.41 | 1.61 | 4.57 | 19.79 |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 1.41 | 2.16 | 1.27 | 2.02 | 7.61 |
SGLP.L Invesco Physical Gold A | 2.87 | 3.77 | 1.50 | 6.71 | 17.84 |
Dividends
Dividend yield
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 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 0.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.57% | Feb 24, 2020 | 21 | Mar 23, 2020 | 53 | Jun 8, 2020 | 74 |
| -18.15% | Nov 17, 2021 | 223 | Sep 27, 2022 | 203 | Jul 13, 2023 | 426 |
| -15% | May 19, 2015 | 169 | Jan 15, 2016 | 101 | Jun 8, 2016 | 270 |
| -12.78% | Jan 29, 2018 | 234 | Dec 24, 2018 | 42 | Feb 25, 2019 | 276 |
| -9.08% | Aug 1, 2023 | 47 | Oct 4, 2023 | 42 | Dec 1, 2023 | 89 |
Volatility
Volatility Chart
The current option_7 volatility is 1.99%, 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
| SGLP.L | ZPRV.DE | CSPX.L | |
|---|---|---|---|
| SGLP.L | 1.00 | 0.00 | -0.03 |
| ZPRV.DE | 0.00 | 1.00 | 0.65 |
| CSPX.L | -0.03 | 0.65 | 1.00 |