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option_7

Last updated Dec 9, 2023

Asset Allocation


SGLP.L 30%CSPX.L 35%ZPRV.DE 35%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
SGLP.L
Invesco Physical Gold A
Precious Metals30%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Large Cap Growth Equities35%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
Small Cap Value Equities35%

Performance

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


85.00%90.00%95.00%100.00%105.00%110.00%115.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
116.84%
108.07%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
option_714.89%6.68%5.90%12.96%12.58%N/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
21.44%5.04%7.44%17.56%13.10%11.47%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
11.65%9.34%6.93%6.67%11.89%N/A
SGLP.L
Invesco Physical Gold A
5.77%0.51%2.44%9.25%10.15%7.35%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.17%5.01%4.34%-1.85%-4.71%-1.20%6.90%

Sharpe Ratio

The current option_7 Sharpe ratio is 1.31. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.31

The Sharpe ratio of option_7 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
1.31
1.37
option_7
Benchmark (^GSPC)
Portfolio components

Dividend yield


option_7 doesn't pay dividends

Expense Ratio

The option_7 features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.30%
0.00%2.15%
0.12%
0.00%2.15%
0.07%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
1.24
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
0.53
SGLP.L
Invesco Physical Gold A
0.80

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.L1.00-0.02-0.05
ZPRV.DE-0.021.000.65
CSPX.L-0.050.651.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.03%
-4.05%
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.


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 Chart

The current option_7 volatility is 3.60%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.60%
2.42%
option_7
Benchmark (^GSPC)
Portfolio components
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