lzyXbnav_EUR
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 15% |
BTC-USD Bitcoin | 15% | |
ETH-USD Ethereum | 10% | |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 9.17% |
SSUN.F Samsung Electronics Co., Ltd. | Technology | 9.17% |
ASML ASML Holding N.V. | Technology | 9.17% |
LIN Linde plc | Basic Materials | 9.17% |
SAP SAP SE | Technology | 9.17% |
PHG Koninklijke Philips N.V. | Healthcare | 9.17% |
VNQ Vanguard Real Estate ETF | REIT | 5% |
Performance
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
| 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 |
| lzyXbnav_EUR | 44.80% | 8.37% | 13.34% | 39.33% | 22.86% | N/A |
| Portfolio components: | ||||||
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 10.43% | 5.89% | -9.15% | 4.42% | 25.55% | 22.29% |
SSUN.F Samsung Electronics Co., Ltd. | 8.74% | 1.39% | -6.59% | 5.81% | 10.21% | 12.00% |
ASML ASML Holding N.V. | 28.53% | 8.94% | -2.32% | 15.72% | 35.51% | 23.66% |
LIN Linde plc | 24.72% | 2.61% | 11.94% | 21.57% | 23.40% | 14.52% |
SAP SAP SE | 57.79% | 12.65% | 20.68% | 51.01% | 11.71% | 8.83% |
PHG Koninklijke Philips N.V. | 34.56% | 1.05% | 3.22% | 44.28% | -8.94% | -2.62% |
BTC-USD Bitcoin | 166.91% | 23.87% | 66.79% | 156.28% | 41.32% | 29.99% |
ETH-USD Ethereum | 97.09% | 24.85% | 28.18% | 84.12% | 55.87% | N/A |
TLT iShares 20+ Year Treasury Bond ETF | -2.06% | 5.89% | -5.54% | -10.46% | -2.28% | 1.48% |
VNQ Vanguard Real Estate ETF | 4.59% | 9.92% | 3.30% | 1.73% | 4.14% | 6.59% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.54% | 5.88% | -1.80% | -4.92% | -5.15% | 3.77% | 10.84% |
Dividend yield
lzyXbnav_EUR granted a 1.33% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| lzyXbnav_EUR | 1.33% | 2.11% | 1.21% | 1.41% | 1.58% | 2.01% | 1.53% | 1.76% | 1.80% | 2.05% | 1.70% | 3.37% |
| Portfolio components: | ||||||||||||
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 1.69% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% | 2.26% | 2.09% |
SSUN.F Samsung Electronics Co., Ltd. | 1.34% | 2.95% | 2.31% | 4.82% | 4.14% | 5.11% | 2.37% | 2.25% | 2.16% | 2.38% | 1.98% | 1.07% |
ASML ASML Holding N.V. | 0.79% | 1.03% | 0.42% | 0.50% | 1.01% | 0.92% | 0.64% | 0.92% | 0.73% | 0.67% | 0.63% | 19.47% |
LIN Linde plc | 1.27% | 1.43% | 1.22% | 1.46% | 1.64% | 2.11% | 2.04% | 2.56% | 2.79% | 2.01% | 1.85% | 2.01% |
SAP SAP SE | 1.36% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.38% | 1.27% | 1.84% |
PHG Koninklijke Philips N.V. | 0.00% | 6.72% | 2.90% | 1.80% | 2.10% | 3.01% | 2.43% | 3.08% | 3.81% | 4.04% | 2.83% | 4.01% |
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 | 3.48% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% | 2.68% |
VNQ Vanguard Real Estate ETF | 4.29% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% | 3.56% |
Expense Ratio
The lzyXbnav_EUR has an expense ratio of 0.03% which is considered to be low. 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 | |
|---|---|---|---|---|---|
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 0.27 | ||||
SSUN.F Samsung Electronics Co., Ltd. | 0.29 | ||||
ASML ASML Holding N.V. | 0.53 | ||||
LIN Linde plc | 1.18 | ||||
SAP SAP SE | 2.35 | ||||
PHG Koninklijke Philips N.V. | 1.21 | ||||
BTC-USD Bitcoin | 1.71 | ||||
ETH-USD Ethereum | 0.83 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.58 | ||||
VNQ Vanguard Real Estate ETF | 0.12 |
Asset Correlations Table
| TLT | BTC-USD | ETH-USD | SSUN.F | VNQ | MC.PA | LIN | PHG | ASML | SAP | |
|---|---|---|---|---|---|---|---|---|---|---|
| TLT | 1.00 | -0.00 | 0.00 | -0.09 | 0.05 | -0.07 | -0.14 | -0.09 | -0.08 | -0.06 |
| BTC-USD | -0.00 | 1.00 | 0.62 | 0.07 | 0.09 | 0.10 | 0.11 | 0.09 | 0.13 | 0.13 |
| ETH-USD | 0.00 | 0.62 | 1.00 | 0.08 | 0.06 | 0.09 | 0.12 | 0.08 | 0.14 | 0.14 |
| SSUN.F | -0.09 | 0.07 | 0.08 | 1.00 | 0.19 | 0.35 | 0.24 | 0.29 | 0.33 | 0.29 |
| VNQ | 0.05 | 0.09 | 0.06 | 0.19 | 1.00 | 0.25 | 0.37 | 0.35 | 0.34 | 0.37 |
| MC.PA | -0.07 | 0.10 | 0.09 | 0.35 | 0.25 | 1.00 | 0.36 | 0.42 | 0.44 | 0.47 |
| LIN | -0.14 | 0.11 | 0.12 | 0.24 | 0.37 | 0.36 | 1.00 | 0.43 | 0.48 | 0.45 |
| PHG | -0.09 | 0.09 | 0.08 | 0.29 | 0.35 | 0.42 | 0.43 | 1.00 | 0.46 | 0.53 |
| ASML | -0.08 | 0.13 | 0.14 | 0.33 | 0.34 | 0.44 | 0.48 | 0.46 | 1.00 | 0.58 |
| SAP | -0.06 | 0.13 | 0.14 | 0.29 | 0.37 | 0.47 | 0.45 | 0.53 | 0.58 | 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 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 48.91%, occurring on Oct 15, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.91% | Nov 9, 2021 | 341 | Oct 15, 2022 | — | — | — |
| -40.96% | Dec 19, 2017 | 361 | Dec 14, 2018 | 193 | Jun 25, 2019 | 554 |
| -35.82% | Feb 15, 2020 | 33 | Mar 18, 2020 | 118 | Jul 14, 2020 | 151 |
| -17.71% | Mar 14, 2016 | 7 | Mar 20, 2016 | 84 | Jun 12, 2016 | 91 |
| -17.34% | May 10, 2021 | 72 | Jul 20, 2021 | 43 | Sep 1, 2021 | 115 |
Volatility Chart
The current lzyXbnav_EUR volatility is 3.15%, 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.