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lzyXbnav_EUR

Last updated Dec 9, 2023

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
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds15%
BTC-USD
Bitcoin
15%
ETH-USD
Ethereum
10%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical9.17%
SSUN.F
Samsung Electronics Co., Ltd.
Technology9.17%
ASML
ASML Holding N.V.
Technology9.17%
LIN
Linde plc
Basic Materials9.17%
SAP
SAP SE
Technology9.17%
PHG
Koninklijke Philips N.V.
Healthcare9.17%
VNQ
Vanguard Real Estate ETF
REIT5%

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


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
13.34%
7.10%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
lzyXbnav_EUR44.80%8.37%13.34%39.33%22.86%N/A
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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.54%5.88%-1.80%-4.92%-5.15%3.77%10.84%

Sharpe Ratio

The current lzyXbnav_EUR Sharpe ratio is 1.12. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.12

The Sharpe ratio of lzyXbnav_EUR 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.12
1.23
lzyXbnav_EUR
Benchmark (^GSPC)
Portfolio components

Dividend yield

lzyXbnav_EUR granted a 1.33% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
lzyXbnav_EUR1.33%2.11%1.21%1.41%1.58%2.01%1.53%1.76%1.80%2.05%1.70%3.37%
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.


0.15%
0.00%2.15%
0.12%
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
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

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

TLTBTC-USDETH-USDSSUN.FVNQMC.PALINPHGASMLSAP
TLT1.00-0.000.00-0.090.05-0.07-0.14-0.09-0.08-0.06
BTC-USD-0.001.000.620.070.090.100.110.090.130.13
ETH-USD0.000.621.000.080.060.090.120.080.140.14
SSUN.F-0.090.070.081.000.190.350.240.290.330.29
VNQ0.050.090.060.191.000.250.370.350.340.37
MC.PA-0.070.100.090.350.251.000.360.420.440.47
LIN-0.140.110.120.240.370.361.000.430.480.45
PHG-0.090.090.080.290.350.420.431.000.460.53
ASML-0.080.130.140.330.340.440.480.461.000.58
SAP-0.060.130.140.290.370.470.450.530.581.00

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-18.48%
-4.01%
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 48.91%, occurring on Oct 15, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.91%Nov 9, 2021341Oct 15, 2022
-40.96%Dec 19, 2017361Dec 14, 2018193Jun 25, 2019554
-35.82%Feb 15, 202033Mar 18, 2020118Jul 14, 2020151
-17.71%Mar 14, 20167Mar 20, 201684Jun 12, 201691
-17.34%May 10, 202172Jul 20, 202143Sep 1, 2021115

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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.15%
1.61%
lzyXbnav_EUR
Benchmark (^GSPC)
Portfolio components
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