option_7
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SGLP.L Invesco Physical Gold A | Precious Metals | 30% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | Large Cap Growth Equities | 35% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | Small Cap Value Equities | 35% |
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
The earliest data available for this chart is Feb 20, 2015, corresponding to the inception date of ZPRV.DE
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| option_7 | 14.89% | 6.68% | 5.90% | 12.96% | 12.58% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.17% | 5.01% | 4.34% | -1.85% | -4.71% | -1.20% | 6.90% |
Dividend yield
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| SGLP.L | ZPRV.DE | CSPX.L | |
|---|---|---|---|
| SGLP.L | 1.00 | -0.02 | -0.05 |
| ZPRV.DE | -0.02 | 1.00 | 0.65 |
| CSPX.L | -0.05 | 0.65 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 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.