Laura
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AASG.L Amundi MSCI Emerging Markets Asia UCITS ETF USD | Asia Pacific Equities | 8.57% |
ALV.DE Allianz SE | Financial Services | 12.48% |
BMY Bristol-Myers Squibb Company | Healthcare | 4.50% |
BNP.PA BNP Paribas SA | Financial Services | 13.27% |
ENEL.MI Enel SpA | Utilities | 11.87% |
EQNR Equinor ASA | Energy | 10.87% |
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | Japan Equities | 3.04% |
RKT.L Reckitt Benckiser Group plc | Consumer Defensive | 4.50% |
SREN.SW Swiss Re AG | Financial Services | 15.20% |
STLA Stellantis N.V. | Consumer Cyclical | 15.70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Laura, 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 Feb 23, 2016, corresponding to the inception date of AASG.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Laura | 6.46% | 1.79% | 1.41% | 15.38% | 12.35% | N/A |
| Portfolio components: | ||||||
STLA Stellantis N.V. | -31.28% | -7.98% | -45.08% | -17.18% | 10.34% | 14.60% |
ALV.DE Allianz SE | 28.47% | 7.60% | 16.79% | 38.72% | 12.43% | 13.09% |
ENEL.MI Enel SpA | 12.14% | 6.27% | 22.67% | 29.34% | 6.99% | 10.10% |
EQNR Equinor ASA | -14.38% | -6.22% | -2.50% | -13.33% | 11.16% | 3.91% |
BNP.PA BNP Paribas SA | 11.74% | 6.53% | 13.75% | 19.30% | 13.59% | 7.01% |
SREN.SW Swiss Re AG | 29.23% | 0.58% | 12.75% | 39.88% | 12.82% | 10.69% |
AASG.L Amundi MSCI Emerging Markets Asia UCITS ETF USD | 13.58% | 1.13% | 9.75% | 19.38% | 4.97% | N/A |
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 22.12% | 1.11% | 2.08% | 28.97% | 15.44% | 8.96% |
BMY Bristol-Myers Squibb Company | 0.05% | 3.76% | -2.28% | -11.96% | 3.00% | 2.61% |
RKT.L Reckitt Benckiser Group plc | -8.94% | 6.83% | 12.61% | -12.67% | -2.05% | 1.52% |
Monthly Returns
The table below presents the monthly returns of Laura, 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 | -2.44% | 0.64% | 7.68% | -5.34% | 7.28% | -4.61% | -0.72% | 4.86% | 6.46% | ||||
| 2023 | 8.63% | 0.43% | -0.66% | 4.47% | -5.66% | 7.54% | 5.94% | -3.46% | 0.13% | -1.68% | 7.96% | 3.59% | 29.34% |
| 2022 | 3.15% | -4.73% | -0.43% | -6.11% | 4.61% | -10.33% | 1.98% | -2.60% | -9.38% | 7.38% | 15.83% | -1.60% | -5.07% |
| 2021 | -2.77% | 6.27% | 4.34% | 0.73% | 6.57% | -3.62% | -2.55% | 1.63% | -1.92% | 4.70% | -6.26% | 6.90% | 13.66% |
| 2020 | -3.32% | -9.01% | -21.60% | 7.35% | 4.45% | 9.83% | 2.95% | 5.29% | -5.43% | -4.34% | 25.25% | 6.14% | 10.72% |
| 2019 | 7.26% | 0.10% | -0.39% | 4.60% | -5.95% | 6.59% | -3.47% | -0.97% | 5.09% | 5.90% | 0.70% | 4.25% | 25.28% |
| 2018 | 11.69% | -5.58% | -1.02% | 2.42% | -5.23% | -3.07% | 2.02% | -3.88% | 3.91% | -9.37% | 2.57% | -4.87% | -11.50% |
| 2017 | 3.12% | -0.64% | 3.70% | 2.41% | 3.79% | 0.66% | 7.90% | 4.21% | 5.86% | 0.98% | 0.25% | 0.57% | 37.76% |
| 2016 | 2.27% | 9.16% | 3.50% | -1.76% | -5.66% | 2.09% | 0.92% | 0.62% | 3.68% | 1.23% | 7.38% | 25.12% |
Expense Ratio
Laura has an expense ratio of 0.04%, 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 Laura is 15, indicating that it is in the bottom 15% 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 | |
|---|---|---|---|---|---|
STLA Stellantis N.V. | -0.53 | -0.56 | 0.93 | -0.36 | -0.77 |
ALV.DE Allianz SE | 2.69 | 3.44 | 1.44 | 4.65 | 13.75 |
ENEL.MI Enel SpA | 1.92 | 2.65 | 1.33 | 0.95 | 6.04 |
EQNR Equinor ASA | -0.60 | -0.71 | 0.92 | -0.48 | -1.07 |
BNP.PA BNP Paribas SA | 0.86 | 1.23 | 1.17 | 1.18 | 2.74 |
SREN.SW Swiss Re AG | 2.13 | 2.72 | 1.38 | 3.12 | 9.12 |
AASG.L Amundi MSCI Emerging Markets Asia UCITS ETF USD | 1.34 | 2.01 | 1.23 | 0.55 | 6.82 |
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 1.39 | 1.90 | 1.27 | 1.36 | 5.80 |
BMY Bristol-Myers Squibb Company | -0.40 | -0.43 | 0.95 | -0.22 | -0.69 |
RKT.L Reckitt Benckiser Group plc | -0.38 | -0.28 | 0.95 | -0.25 | -0.64 |
Dividends
Dividend yield
Laura granted a 6.61% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Laura | 6.61% | 5.45% | 5.48% | 5.51% | 2.90% | 5.63% | 3.56% | 2.79% | 2.62% | 2.24% | 3.03% | 2.66% |
| Portfolio components: | ||||||||||||
STLA Stellantis N.V. | 11.00% | 6.34% | 7.90% | 14.55% | 0.00% | 14.86% | 0.00% | 0.00% | 0.09% | 0.00% | 0.00% | 0.00% |
ALV.DE Allianz SE | 4.73% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% | 3.86% | 3.45% |
ENEL.MI Enel SpA | 6.15% | 5.94% | 7.55% | 5.08% | 3.96% | 3.96% | 4.42% | 3.12% | 1.91% | 1.28% | 3.52% | 4.73% |
EQNR Equinor ASA | 12.87% | 9.80% | 4.13% | 2.24% | 4.32% | 4.85% | 3.13% | 2.99% | 3.54% | 4.85% | 7.34% | 3.56% |
BNP.PA BNP Paribas SA | 7.10% | 6.23% | 6.89% | 4.38% | 0.00% | 5.72% | 7.65% | 4.34% | 3.82% | 2.87% | 3.05% | 2.65% |
SREN.SW Swiss Re AG | 5.34% | 6.05% | 6.82% | 6.54% | 7.08% | 5.15% | 5.55% | 5.32% | 4.77% | 3.06% | 4.60% | 4.27% |
AASG.L Amundi MSCI Emerging Markets Asia UCITS ETF USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BMY Bristol-Myers Squibb Company | 4.80% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
RKT.L Reckitt Benckiser Group plc | 4.35% | 3.45% | 3.03% | 2.75% | 2.67% | 2.83% | 2.80% | 2.34% | 2.13% | 2.06% | 2.63% | 2.95% |
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 Laura. 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 Laura was 43.47%, occurring on Mar 23, 2020. Recovery took 174 trading sessions.
The current Laura drawdown is 1.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.47% | Jan 29, 2018 | 555 | Mar 23, 2020 | 174 | Nov 23, 2020 | 729 |
| -29.38% | Jan 18, 2022 | 191 | Oct 12, 2022 | 146 | May 8, 2023 | 337 |
| -15.46% | Apr 29, 2016 | 42 | Jun 27, 2016 | 115 | Dec 5, 2016 | 157 |
| -11.38% | Jun 8, 2021 | 30 | Jul 19, 2021 | 126 | Jan 11, 2022 | 156 |
| -10.84% | Jun 4, 2024 | 46 | Aug 6, 2024 | — | — | — |
Volatility
Volatility Chart
The current Laura volatility is 3.39%, 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
| BMY | RKT.L | EQNR | STLA | ENEL.MI | SREN.SW | AASG.L | BNP.PA | IJPH.L | ALV.DE | |
|---|---|---|---|---|---|---|---|---|---|---|
| BMY | 1.00 | 0.15 | 0.16 | 0.19 | 0.13 | 0.15 | 0.17 | 0.14 | 0.18 | 0.18 |
| RKT.L | 0.15 | 1.00 | 0.11 | 0.14 | 0.33 | 0.24 | 0.28 | 0.13 | 0.29 | 0.23 |
| EQNR | 0.16 | 0.11 | 1.00 | 0.37 | 0.24 | 0.26 | 0.37 | 0.36 | 0.34 | 0.32 |
| STLA | 0.19 | 0.14 | 0.37 | 1.00 | 0.38 | 0.33 | 0.40 | 0.48 | 0.44 | 0.47 |
| ENEL.MI | 0.13 | 0.33 | 0.24 | 0.38 | 1.00 | 0.43 | 0.38 | 0.43 | 0.40 | 0.52 |
| SREN.SW | 0.15 | 0.24 | 0.26 | 0.33 | 0.43 | 1.00 | 0.35 | 0.53 | 0.44 | 0.67 |
| AASG.L | 0.17 | 0.28 | 0.37 | 0.40 | 0.38 | 0.35 | 1.00 | 0.43 | 0.59 | 0.46 |
| BNP.PA | 0.14 | 0.13 | 0.36 | 0.48 | 0.43 | 0.53 | 0.43 | 1.00 | 0.54 | 0.70 |
| IJPH.L | 0.18 | 0.29 | 0.34 | 0.44 | 0.40 | 0.44 | 0.59 | 0.54 | 1.00 | 0.55 |
| ALV.DE | 0.18 | 0.23 | 0.32 | 0.47 | 0.52 | 0.67 | 0.46 | 0.70 | 0.55 | 1.00 |