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lzyXbnav_EUR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 15%BTC-USD 15%ETH-USD 10%MC.PA 9.17%SSUN.F 9.17%ASML 9.17%LIN 9.17%SAP 9.17%PHG 9.17%VNQ 5%BondBondCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in lzyXbnav_EUR, 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.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%December2025FebruaryMarchAprilMay
5,367.48%
172.62%
lzyXbnav_EUR
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
lzyXbnav_EUR-2.21%12.38%0.84%2.82%25.58%N/A
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-15.58%-2.47%-16.17%-33.79%9.39%13.66%
SSUN.F
Samsung Electronics Co., Ltd.
4.79%3.05%-5.49%-33.66%1.36%8.44%
ASML
ASML Holding N.V.
2.69%19.29%5.10%-21.59%19.45%21.84%
LIN
Linde plc
8.62%9.65%-2.01%7.30%20.90%16.47%
SAP
SAP SE
19.54%23.91%22.54%56.60%22.46%16.50%
PHG
Koninklijke Philips N.V.
-4.94%11.08%-12.63%-4.26%-8.19%1.67%
BTC-USD
Bitcoin
3.86%27.22%27.83%58.58%58.85%82.12%
ETH-USD
Ethereum
-45.64%23.02%-37.44%-39.08%53.64%N/A
TLT
iShares 20+ Year Treasury Bond ETF
0.93%-1.26%-2.78%0.41%-9.50%-0.61%
VNQ
Vanguard Real Estate ETF
0.45%11.00%-4.37%13.24%7.41%5.28%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.37%-4.97%-4.10%1.75%0.08%-2.21%
20240.62%14.71%5.62%-5.64%5.15%-0.87%1.87%-1.65%1.38%-5.67%11.75%-4.44%22.66%
202318.43%-2.94%10.46%3.32%-2.12%5.96%-1.80%-4.91%-5.09%3.75%10.88%8.12%49.97%
2022-10.89%-0.70%0.27%-11.24%-4.11%-15.90%13.25%-9.47%-9.34%5.90%7.19%-4.86%-36.26%
20218.82%6.98%14.03%8.25%-3.37%-3.52%5.72%6.78%-7.16%14.55%-3.40%-3.10%50.55%
20207.22%-0.44%-14.16%15.43%6.92%3.44%13.37%4.16%-4.33%0.46%24.38%18.43%95.58%
20193.06%5.14%4.35%9.36%15.91%15.18%-3.86%-1.25%0.38%4.33%-2.78%0.90%61.03%
20183.12%-7.40%-9.33%14.78%-4.55%-5.16%4.77%-4.71%-3.02%-8.19%-10.51%-1.66%-29.62%
20176.39%9.62%39.84%13.06%40.05%10.60%1.94%17.46%-0.96%9.99%16.43%17.30%408.76%
201613.38%41.04%41.24%-2.50%7.85%4.13%4.66%-0.07%2.34%-0.84%-2.68%7.55%174.73%
2015-12.36%-2.11%16.30%1.16%1.32%2.25%

Expense Ratio

lzyXbnav_EUR has an expense ratio of 0.03%, 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

The current rank of lzyXbnav_EUR is 6, meaning it’s performing worse than 94% of other 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 lzyXbnav_EUR is 66
Overall Rank
The Sharpe Ratio Rank of lzyXbnav_EUR is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of lzyXbnav_EUR is 66
Sortino Ratio Rank
The Omega Ratio Rank of lzyXbnav_EUR is 66
Omega Ratio Rank
The Calmar Ratio Rank of lzyXbnav_EUR is 66
Calmar Ratio Rank
The Martin Ratio Rank of lzyXbnav_EUR is 66
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
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-1.02-1.410.84-0.82-2.07
SSUN.F
Samsung Electronics Co., Ltd.
-0.90-1.610.83-0.69-1.47
ASML
ASML Holding N.V.
-0.45-0.580.92-0.48-1.32
LIN
Linde plc
0.40-0.190.980.51-0.64
SAP
SAP SE
1.952.601.341.1210.16
PHG
Koninklijke Philips N.V.
-0.12-0.860.86-0.12-1.53
BTC-USD
Bitcoin
1.162.681.281.849.23
ETH-USD
Ethereum
-0.55-0.450.950.03-1.22
TLT
iShares 20+ Year Treasury Bond ETF
0.03-1.040.880.01-1.22
VNQ
Vanguard Real Estate ETF
0.74-0.210.970.55-0.71

The current lzyXbnav_EUR Sharpe ratio is 0.14. 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 places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of lzyXbnav_EUR 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.14
0.48
lzyXbnav_EUR
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

lzyXbnav_EUR provided a 1.60% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.60%1.61%1.39%2.11%1.21%1.37%1.57%1.98%1.52%1.75%1.81%2.05%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.67%2.05%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%3.58%
SSUN.F
Samsung Electronics Co., Ltd.
2.43%3.16%2.21%2.60%2.04%4.25%3.74%4.51%2.09%1.98%1.90%2.10%
ASML
ASML Holding N.V.
0.98%0.97%0.85%1.21%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
LIN
Linde plc
1.25%1.33%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%
SAP
SAP SE
0.81%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.51%1.50%3.39%
PHG
Koninklijke Philips N.V.
0.00%0.00%0.00%6.95%3.03%1.87%2.17%3.11%2.52%3.18%3.94%4.17%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.36%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%
VNQ
Vanguard Real Estate ETF
4.10%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

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
-9.03%
-7.82%
lzyXbnav_EUR
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the lzyXbnav_EUR. 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 lzyXbnav_EUR was 48.77%, occurring on Oct 15, 2022. Recovery took 506 trading sessions.

The current lzyXbnav_EUR drawdown is 9.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.77%Nov 9, 2021341Oct 15, 2022506Mar 4, 2024847
-40.75%Dec 19, 2017362Dec 15, 2018191Jun 24, 2019553
-35.73%Feb 15, 202033Mar 18, 2020118Jul 14, 2020151
-19.05%Dec 9, 2024121Apr 8, 2025
-17.71%Mar 14, 20167Mar 20, 201684Jun 12, 201691

Volatility

Volatility Chart

The current lzyXbnav_EUR volatility is 8.31%, 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
8.31%
11.21%
lzyXbnav_EUR
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 9.27, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCTLTBTC-USDETH-USDSSUN.FVNQMC.PAPHGLINASMLSAPPortfolio
^GSPC1.00-0.140.190.210.340.610.420.530.630.680.620.51
TLT-0.141.00-0.000.01-0.070.10-0.04-0.06-0.10-0.07-0.040.05
BTC-USD0.19-0.001.000.640.070.100.100.090.110.140.130.73
ETH-USD0.210.010.641.000.090.080.090.090.120.150.150.78
SSUN.F0.34-0.070.070.091.000.190.330.270.220.300.280.30
VNQ0.610.100.100.080.191.000.240.350.370.330.370.29
MC.PA0.42-0.040.100.090.330.241.000.390.330.410.450.37
PHG0.53-0.060.090.090.270.350.391.000.400.430.500.38
LIN0.63-0.100.110.120.220.370.330.401.000.450.440.35
ASML0.68-0.070.140.150.300.330.410.430.451.000.560.44
SAP0.62-0.040.130.150.280.370.450.500.440.561.000.44
Portfolio0.510.050.730.780.300.290.370.380.350.440.441.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015