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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

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 Every 3 months.


10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
35.00%
24.55%
option_7
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 20, 2023, corresponding to the inception date of CSPX.L

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
option_74.23%9.95%0.48%16.96%N/AN/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
-3.77%9.94%-3.68%11.32%N/AN/A
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
-6.77%9.39%-13.73%0.96%17.38%8.46%
SGLP.L
Invesco Physical Gold A
27.70%10.57%23.51%43.37%12.51%12.48%
*Annualized

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
20255.12%-2.59%-0.74%-0.12%2.67%4.23%
2024-0.88%1.72%5.64%-2.12%2.67%1.20%5.00%1.05%3.06%1.31%4.06%-4.49%19.27%
20231.36%7.14%8.59%

Expense Ratio

option_7 has an expense ratio of 0.17%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, option_7 is among the top 22% 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.


The Risk-Adjusted Performance Rank of option_7 is 7878
Overall Rank
The Sharpe Ratio Rank of option_7 is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of option_7 is 7474
Sortino Ratio Rank
The Omega Ratio Rank of option_7 is 7777
Omega Ratio Rank
The Calmar Ratio Rank of option_7 is 7878
Calmar Ratio Rank
The Martin Ratio Rank of option_7 is 7979
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
0.630.831.120.522.03
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
0.040.021.00-0.08-0.24
SGLP.L
Invesco Physical Gold A
2.463.031.415.0913.45

The current option_7 Sharpe ratio is 1.16. 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 0.44 to 0.96, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
1.16
0.48
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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.01%
-7.82%
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 13.17%, occurring on Apr 7, 2025. The portfolio has not yet recovered.

The current option_7 drawdown is 2.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.17%Feb 20, 202533Apr 7, 2025
-6.41%Jul 18, 202413Aug 5, 202412Aug 21, 202425
-4.82%Dec 12, 20246Dec 19, 202424Jan 24, 202530
-3.59%Aug 26, 202413Sep 11, 20243Sep 16, 202416
-3.55%Dec 28, 202314Jan 17, 202418Feb 12, 202432

Volatility

Volatility Chart

The current option_7 volatility is 6.09%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.09%
11.21%
option_7
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 2.99, 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.

^GSPCSGLP.LCSPX.LZPRV.DEPortfolio
^GSPC1.000.120.410.380.42
SGLP.L0.121.000.070.170.51
CSPX.L0.410.071.000.580.72
ZPRV.DE0.380.170.581.000.85
Portfolio0.420.510.720.851.00
The correlation results are calculated based on daily price changes starting from Nov 21, 2023