lzyXbnav_EUR
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
ASML ASML Holding N.V. | Technology | 9.17% |
BTC-USD Bitcoin | 15% | |
ETH-USD Ethereum | 10% | |
LIN Linde plc | Basic Materials | 9.17% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 9.17% |
PHG Koninklijke Philips N.V. | Healthcare | 9.17% |
SAP SAP SE | Technology | 9.17% |
SSUN.F Samsung Electronics Co., Ltd. | Technology | 9.17% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 15% |
VNQ Vanguard Real Estate ETF | REIT | 5% |
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.
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 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 |
Portfolio components: | ||||||
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% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 5.37% | -4.97% | -4.10% | 1.75% | 0.08% | -2.21% | |||||||
2024 | 0.62% | 14.71% | 5.62% | -5.64% | 5.15% | -0.87% | 1.87% | -1.65% | 1.38% | -5.67% | 11.75% | -4.44% | 22.66% |
2023 | 18.43% | -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% |
2021 | 8.82% | 6.98% | 14.03% | 8.25% | -3.37% | -3.52% | 5.72% | 6.78% | -7.16% | 14.55% | -3.40% | -3.10% | 50.55% |
2020 | 7.22% | -0.44% | -14.16% | 15.43% | 6.92% | 3.44% | 13.37% | 4.16% | -4.33% | 0.46% | 24.38% | 18.43% | 95.58% |
2019 | 3.06% | 5.14% | 4.35% | 9.36% | 15.91% | 15.18% | -3.86% | -1.25% | 0.38% | 4.33% | -2.78% | 0.90% | 61.03% |
2018 | 3.12% | -7.40% | -9.33% | 14.78% | -4.55% | -5.16% | 4.77% | -4.71% | -3.02% | -8.19% | -10.51% | -1.66% | -29.62% |
2017 | 6.39% | 9.62% | 39.84% | 13.06% | 40.05% | 10.60% | 1.94% | 17.46% | -0.96% | 9.99% | 16.43% | 17.30% | 408.76% |
2016 | 13.38% | 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.
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 | |
---|---|---|---|---|---|
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -1.02 | -1.41 | 0.84 | -0.82 | -2.07 |
SSUN.F Samsung Electronics Co., Ltd. | -0.90 | -1.61 | 0.83 | -0.69 | -1.47 |
ASML ASML Holding N.V. | -0.45 | -0.58 | 0.92 | -0.48 | -1.32 |
LIN Linde plc | 0.40 | -0.19 | 0.98 | 0.51 | -0.64 |
SAP SAP SE | 1.95 | 2.60 | 1.34 | 1.12 | 10.16 |
PHG Koninklijke Philips N.V. | -0.12 | -0.86 | 0.86 | -0.12 | -1.53 |
BTC-USD Bitcoin | 1.16 | 2.68 | 1.28 | 1.84 | 9.23 |
ETH-USD Ethereum | -0.55 | -0.45 | 0.95 | 0.03 | -1.22 |
TLT iShares 20+ Year Treasury Bond ETF | 0.03 | -1.04 | 0.88 | 0.01 | -1.22 |
VNQ Vanguard Real Estate ETF | 0.74 | -0.21 | 0.97 | 0.55 | -0.71 |
Dividends
Dividend yield
lzyXbnav_EUR provided a 1.60% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.60% | 1.61% | 1.39% | 2.11% | 1.21% | 1.37% | 1.57% | 1.98% | 1.52% | 1.75% | 1.81% | 2.05% |
Portfolio components: | ||||||||||||
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.
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, 2021 | 341 | Oct 15, 2022 | 506 | Mar 4, 2024 | 847 |
-40.75% | Dec 19, 2017 | 362 | Dec 15, 2018 | 191 | Jun 24, 2019 | 553 |
-35.73% | Feb 15, 2020 | 33 | Mar 18, 2020 | 118 | Jul 14, 2020 | 151 |
-19.05% | Dec 9, 2024 | 121 | Apr 8, 2025 | — | — | — |
-17.71% | Mar 14, 2016 | 7 | Mar 20, 2016 | 84 | Jun 12, 2016 | 91 |
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.
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
^GSPC | TLT | BTC-USD | ETH-USD | SSUN.F | VNQ | MC.PA | PHG | LIN | ASML | SAP | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | -0.14 | 0.19 | 0.21 | 0.34 | 0.61 | 0.42 | 0.53 | 0.63 | 0.68 | 0.62 | 0.51 |
TLT | -0.14 | 1.00 | -0.00 | 0.01 | -0.07 | 0.10 | -0.04 | -0.06 | -0.10 | -0.07 | -0.04 | 0.05 |
BTC-USD | 0.19 | -0.00 | 1.00 | 0.64 | 0.07 | 0.10 | 0.10 | 0.09 | 0.11 | 0.14 | 0.13 | 0.73 |
ETH-USD | 0.21 | 0.01 | 0.64 | 1.00 | 0.09 | 0.08 | 0.09 | 0.09 | 0.12 | 0.15 | 0.15 | 0.78 |
SSUN.F | 0.34 | -0.07 | 0.07 | 0.09 | 1.00 | 0.19 | 0.33 | 0.27 | 0.22 | 0.30 | 0.28 | 0.30 |
VNQ | 0.61 | 0.10 | 0.10 | 0.08 | 0.19 | 1.00 | 0.24 | 0.35 | 0.37 | 0.33 | 0.37 | 0.29 |
MC.PA | 0.42 | -0.04 | 0.10 | 0.09 | 0.33 | 0.24 | 1.00 | 0.39 | 0.33 | 0.41 | 0.45 | 0.37 |
PHG | 0.53 | -0.06 | 0.09 | 0.09 | 0.27 | 0.35 | 0.39 | 1.00 | 0.40 | 0.43 | 0.50 | 0.38 |
LIN | 0.63 | -0.10 | 0.11 | 0.12 | 0.22 | 0.37 | 0.33 | 0.40 | 1.00 | 0.45 | 0.44 | 0.35 |
ASML | 0.68 | -0.07 | 0.14 | 0.15 | 0.30 | 0.33 | 0.41 | 0.43 | 0.45 | 1.00 | 0.56 | 0.44 |
SAP | 0.62 | -0.04 | 0.13 | 0.15 | 0.28 | 0.37 | 0.45 | 0.50 | 0.44 | 0.56 | 1.00 | 0.44 |
Portfolio | 0.51 | 0.05 | 0.73 | 0.78 | 0.30 | 0.29 | 0.37 | 0.38 | 0.35 | 0.44 | 0.44 | 1.00 |