lzyXbnav_EUR
Asset Allocation
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 Quarterly
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
lzyXbnav_EUR | 17.98% | -4.60% | 2.56% | 42.24% | 26.68% | N/A |
Portfolio components: | ||||||
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -14.89% | -13.08% | -17.35% | -2.47% | 11.42% | 19.58% |
Samsung Electronics Co., Ltd. | -25.02% | -15.23% | -25.17% | -9.67% | 3.59% | 11.93% |
ASML Holding N.V. | -4.76% | -14.82% | -17.69% | 22.73% | 23.46% | 23.05% |
Linde plc | 16.63% | -1.01% | 8.31% | 26.82% | 20.84% | 16.41% |
SAP SE | 58.71% | 6.28% | 35.40% | 83.58% | 14.83% | 15.43% |
Koninklijke Philips N.V. | 18.98% | -18.02% | 4.55% | 49.15% | -5.96% | 3.02% |
Bitcoin | 72.06% | 10.79% | 19.93% | 110.77% | 51.21% | 71.74% |
Ethereum | 15.63% | -0.80% | -12.43% | 45.74% | 70.34% | N/A |
iShares 20+ Year Treasury Bond ETF | -4.13% | -6.33% | 6.41% | 13.97% | -5.94% | -0.11% |
Vanguard Real Estate ETF | 11.11% | -1.36% | 22.28% | 38.62% | 4.09% | 6.10% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.62% | 14.71% | 5.62% | -5.64% | 5.15% | -0.86% | 1.87% | -1.65% | 1.33% | 17.98% | |||
2023 | 18.43% | -2.94% | 10.47% | 3.32% | -2.12% | 5.97% | -1.80% | -4.91% | -5.08% | 3.75% | 10.88% | 8.12% | 50.02% |
2022 | -10.89% | -0.70% | 0.27% | -11.24% | -4.10% | -15.90% | 13.25% | -9.47% | -9.34% | 5.90% | 7.19% | -4.85% | -36.24% |
2021 | 8.83% | 6.98% | 14.03% | 8.25% | -3.37% | -3.51% | 5.72% | 6.78% | -7.16% | 14.55% | -3.40% | -3.10% | 50.58% |
2020 | 7.22% | -0.44% | -14.15% | 15.43% | 6.92% | 3.45% | 13.37% | 4.16% | -4.32% | 0.46% | 24.38% | 18.47% | 95.71% |
2019 | 3.07% | 5.14% | 4.36% | 9.35% | 15.91% | 15.19% | -3.86% | -1.25% | 0.39% | 4.33% | -2.78% | 0.91% | 61.09% |
2018 | 3.12% | -7.41% | -9.31% | 14.78% | -4.55% | -5.15% | 4.77% | -4.71% | -3.01% | -8.19% | -10.51% | -1.65% | -29.59% |
2017 | 6.39% | 9.62% | 39.84% | 13.06% | 40.05% | 10.61% | 1.94% | 17.46% | -0.95% | 9.99% | 16.43% | 17.31% | 408.86% |
2016 | 13.38% | 41.04% | 41.24% | -2.50% | 7.85% | 4.13% | 4.66% | -0.07% | 2.34% | -0.84% | -2.68% | 7.58% | 174.80% |
2015 | -12.36% | -2.11% | 16.30% | 1.15% | 1.34% | 2.27% |
Expense Ratio
lzyXbnav_EUR has an expense ratio of 0.03%, 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 lzyXbnav_EUR is 3, indicating that it is in the bottom 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -1.08 | -1.64 | 0.82 | -0.26 | -1.65 |
Samsung Electronics Co., Ltd. | -0.98 | -1.44 | 0.85 | -0.42 | -2.37 |
ASML Holding N.V. | -0.58 | -0.55 | 0.93 | 0.60 | -1.67 |
Linde plc | 1.07 | 1.44 | 1.20 | 0.30 | 2.69 |
SAP SE | 2.41 | 3.28 | 1.39 | 2.36 | 17.50 |
Koninklijke Philips N.V. | 1.28 | 2.40 | 1.39 | 0.38 | 12.62 |
Bitcoin | 1.12 | 1.81 | 1.18 | 0.98 | 4.65 |
Ethereum | -0.27 | 0.03 | 1.00 | 0.00 | -0.67 |
iShares 20+ Year Treasury Bond ETF | 0.19 | 0.36 | 1.04 | 0.01 | 0.64 |
Vanguard Real Estate ETF | 1.64 | 2.24 | 1.29 | 0.28 | 7.08 |
Dividends
Dividend yield
lzyXbnav_EUR provided a 1.50% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
lzyXbnav_EUR | 1.50% | 1.41% | 2.15% | 1.23% | 1.42% | 1.60% | 2.03% | 1.55% | 1.78% | 1.83% | 2.07% | 1.72% |
Portfolio components: | ||||||||||||
LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.06% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% | 2.26% |
Samsung Electronics Co., Ltd. | 2.46% | 2.51% | 2.95% | 2.31% | 4.82% | 4.14% | 5.11% | 2.37% | 2.25% | 2.16% | 2.38% | 1.98% |
ASML Holding N.V. | 1.15% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
Linde plc | 1.15% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% |
SAP SE | 0.99% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.38% | 1.27% |
Koninklijke Philips N.V. | 0.00% | 0.00% | 6.95% | 3.03% | 1.87% | 2.17% | 3.11% | 2.52% | 3.18% | 3.94% | 4.17% | 2.93% |
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% |
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% |
iShares 20+ Year Treasury Bond ETF | 3.97% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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 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 48.75%, occurring on Oct 15, 2022. Recovery took 506 trading sessions.
The current lzyXbnav_EUR drawdown is 5.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-48.75% | Nov 9, 2021 | 341 | Oct 15, 2022 | 506 | Mar 4, 2024 | 847 |
-40.73% | Dec 19, 2017 | 362 | Dec 15, 2018 | 191 | Jun 24, 2019 | 553 |
-35.73% | Feb 15, 2020 | 33 | Mar 18, 2020 | 116 | Jul 12, 2020 | 149 |
-17.71% | Mar 14, 2016 | 7 | Mar 20, 2016 | 84 | Jun 12, 2016 | 91 |
-17.2% | May 9, 2021 | 73 | Jul 20, 2021 | 43 | Sep 1, 2021 | 116 |
Volatility
Volatility Chart
The current lzyXbnav_EUR volatility is 5.08%, 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
TLT | BTC-USD | ETH-USD | SSUN.F | VNQ | MC.PA | LIN | PHG | ASML | SAP | |
---|---|---|---|---|---|---|---|---|---|---|
TLT | 1.00 | -0.00 | 0.01 | -0.07 | 0.09 | -0.05 | -0.11 | -0.07 | -0.07 | -0.05 |
BTC-USD | -0.00 | 1.00 | 0.64 | 0.06 | 0.10 | 0.11 | 0.11 | 0.09 | 0.14 | 0.14 |
ETH-USD | 0.01 | 0.64 | 1.00 | 0.08 | 0.08 | 0.10 | 0.12 | 0.09 | 0.14 | 0.14 |
SSUN.F | -0.07 | 0.06 | 0.08 | 1.00 | 0.19 | 0.35 | 0.23 | 0.27 | 0.31 | 0.28 |
VNQ | 0.09 | 0.10 | 0.08 | 0.19 | 1.00 | 0.24 | 0.37 | 0.34 | 0.33 | 0.37 |
MC.PA | -0.05 | 0.11 | 0.10 | 0.35 | 0.24 | 1.00 | 0.35 | 0.40 | 0.42 | 0.46 |
LIN | -0.11 | 0.11 | 0.12 | 0.23 | 0.37 | 0.35 | 1.00 | 0.41 | 0.46 | 0.45 |
PHG | -0.07 | 0.09 | 0.09 | 0.27 | 0.34 | 0.40 | 0.41 | 1.00 | 0.44 | 0.50 |
ASML | -0.07 | 0.14 | 0.14 | 0.31 | 0.33 | 0.42 | 0.46 | 0.44 | 1.00 | 0.57 |
SAP | -0.05 | 0.14 | 0.14 | 0.28 | 0.37 | 0.46 | 0.45 | 0.50 | 0.57 | 1.00 |