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1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

1

Last updated Aug 27, 2024

Asset Allocation

IDTL.L 7%IBTM.L 7%VUAA.L 15%VEUA.L 15%VHVG.L 15%IUIT.L 10%VYM 8%VYMI 8%EIMI.L 5%RBOD.L 5%LOCK.L 5%BondBondEquityEquity
PositionCategory/SectorWeight
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		Emerging Markets Equities
5%
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)		Government Bonds
7%
IDTL.L
iShares Treasury Bond 20+ UCITS		Government Bonds
7%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
10%
LOCK.L
iShares Digital Security UCITS ETF USD Acc		Technology Equities
5%
RBOD.L
iShares Automation & Robotics UCITS ETF		Technology Equities
5%
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating		Europe Equities
15%
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc		Global Equities
15%
VUAA.L
Vanguard S&P 500 UCITS ETF		Large Cap Growth Equities
15%
VYM
Vanguard High Dividend Yield ETF		Dividend, Large Cap Value Equities
8%
VYMI
Vanguard International High Dividend Yield ETF		Foreign Large Cap Equities, Dividend
8%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1, 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

50.00%60.00%70.00%80.00%90.00%MarchAprilMayJuneJulyAugust
69.24%
88.64%
1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of VHVG.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.76%2.89%10.80%27.49%14.28%10.89%
112.76%3.39%9.46%23.71%N/AN/A
Portfolio components:
VUAA.L
Vanguard S&P 500 UCITS ETF		18.45%3.45%11.78%29.89%15.86%N/A
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating		11.36%3.27%9.37%21.51%8.30%N/A
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		10.85%3.49%9.64%17.81%6.31%2.88%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		28.36%3.86%17.32%47.19%26.83%N/A
IDTL.L
iShares Treasury Bond 20+ UCITS		1.69%6.44%7.63%7.62%-5.57%N/A
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)		0.86%2.24%3.21%5.55%-2.52%4.10%
VYM
Vanguard High Dividend Yield ETF		14.43%1.96%10.80%21.53%11.67%9.84%
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc		14.72%2.74%9.68%26.23%N/AN/A
VYMI
Vanguard International High Dividend Yield ETF		11.30%2.95%10.02%20.43%9.66%N/A
RBOD.L
iShares Automation & Robotics UCITS ETF		1.37%2.64%-1.97%20.53%13.40%N/A
LOCK.L
iShares Digital Security UCITS ETF USD Acc		8.08%5.72%4.36%24.18%11.45%N/A

Monthly Returns

The table below presents the monthly returns of 1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.39%2.57%2.95%-3.15%2.83%3.10%1.46%12.76%
20236.59%-2.01%3.37%1.25%-0.30%4.74%2.68%-2.34%-4.20%-3.45%9.27%5.85%22.46%
2022-5.39%-1.98%1.34%-7.19%-0.86%-7.56%5.96%-3.68%-8.28%4.24%6.36%-2.02%-18.71%
2021-0.36%0.97%2.47%3.63%1.84%1.48%1.58%2.01%-3.69%4.16%-0.92%3.83%18.08%
2020-0.22%-6.92%-8.90%8.19%3.52%3.54%4.14%5.10%-2.57%-3.18%11.00%4.81%17.86%
20190.22%2.41%2.52%2.96%8.33%

Expense Ratio

1 has an expense ratio of 0.14%, 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.

RBOD.L
iShares Automation & Robotics UCITS ETF
Expense ratio chart for RBOD.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
LOCK.L
iShares Digital Security UCITS ETF USD Acc
Expense ratio chart for LOCK.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
VYMI
Vanguard International High Dividend Yield ETF
Expense ratio chart for VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
Expense ratio chart for EIMI.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc
Expense ratio chart for VHVG.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
Expense ratio chart for VEUA.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VUAA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IDTL.L
iShares Treasury Bond 20+ UCITS
Expense ratio chart for IDTL.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
Expense ratio chart for IBTM.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VYM
Vanguard High Dividend Yield ETF
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1 is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of 1 is 4141
1
The Sharpe Ratio Rank of 1 is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of 1 is 4949Sortino Ratio Rank
The Omega Ratio Rank of 1 is 5050Omega Ratio Rank
The Calmar Ratio Rank of 1 is 3131Calmar Ratio Rank
The Martin Ratio Rank of 1 is 3434Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

1
Sharpe ratio
The chart of Sharpe ratio for 1, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for 1, currently valued at 2.87, compared to the broader market-2.000.002.004.002.87
Omega ratio
The chart of Omega ratio for 1, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for 1, currently valued at 1.42, compared to the broader market0.002.004.006.008.001.42
Martin ratio
The chart of Martin ratio for 1, currently valued at 8.11, compared to the broader market0.005.0010.0015.0020.0025.0030.008.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.09, compared to the broader market-2.000.002.004.003.09
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.00, compared to the broader market0.002.004.006.008.002.00
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.55, compared to the broader market0.005.0010.0015.0020.0025.0030.0010.55
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUAA.L
Vanguard S&P 500 UCITS ETF		2.223.091.422.2610.29
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating		1.542.271.271.477.33
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		1.061.621.190.525.07
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		1.992.621.352.729.10
IDTL.L
iShares Treasury Bond 20+ UCITS		0.500.821.100.161.26
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)		0.560.831.100.221.62
VYM
Vanguard High Dividend Yield ETF		1.882.671.332.047.73
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc		1.922.711.351.768.38
VYMI
Vanguard International High Dividend Yield ETF		1.612.251.282.098.21
RBOD.L
iShares Automation & Robotics UCITS ETF		0.801.221.150.482.75
LOCK.L
iShares Digital Security UCITS ETF USD Acc		1.041.501.190.703.61

Sharpe Ratio

The current 1 Sharpe ratio is 1.99. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.79 to 2.40, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of 1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.00MarchAprilMayJuneJulyAugust
1.99
2.28
1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

1 granted a 1.20% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
11.20%1.18%1.02%0.81%0.80%1.02%1.08%0.85%0.78%0.62%0.46%0.44%
Portfolio components:
VUAA.L
Vanguard S&P 500 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%
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EIMI.L
iShares Core MSCI EM IMI 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%
IUIT.L
iShares S&P 500 Information Technology Sector 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%
IDTL.L
iShares Treasury Bond 20+ UCITS		4.05%3.79%3.01%1.74%1.76%2.49%2.79%2.60%2.63%2.14%0.00%0.00%
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)		4.50%3.93%2.34%1.57%2.13%3.25%3.07%2.64%2.40%3.01%3.44%3.02%
VYM
Vanguard High Dividend Yield ETF		2.83%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
VHVG.L
Vanguard FTSE Developed World UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF		4.39%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%0.00%0.00%
RBOD.L
iShares Automation & Robotics UCITS ETF		0.43%0.45%0.56%0.32%0.34%0.79%1.17%0.00%0.00%0.00%0.00%0.00%
LOCK.L
iShares Digital Security UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MarchAprilMayJuneJulyAugust0
-0.89%
1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 1. 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 1 was 27.66%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.66%Feb 18, 202025Mar 23, 202084Jul 21, 2020109
-26.76%Jan 4, 2022200Oct 11, 2022333Jan 29, 2024533
-6.93%Sep 3, 202042Oct 30, 20206Nov 9, 202048
-6.35%Jul 17, 202414Aug 5, 202412Aug 21, 202426
-5.55%Sep 7, 202120Oct 4, 202121Nov 2, 202141

Volatility

Volatility Chart

The current 1 volatility is 4.07%, 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.

2.00%3.00%4.00%5.00%6.00%MarchAprilMayJuneJulyAugust
4.07%
5.88%
1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
IDTL.LIBTM.LVYMVYMIEIMI.LIUIT.LLOCK.LVEUA.LRBOD.LVUAA.LVHVG.L
IDTL.L1.000.72-0.12-0.09-0.10-0.07-0.03-0.07-0.06-0.11-0.09
IBTM.L0.721.000.000.02-0.13-0.13-0.120.03-0.13-0.170.03
VYM-0.120.001.000.790.400.320.380.530.410.480.55
VYMI-0.090.020.791.000.640.410.480.730.540.520.65
EIMI.L-0.10-0.130.400.641.000.620.690.680.750.670.68
IUIT.L-0.07-0.130.320.410.621.000.800.620.850.890.79
LOCK.L-0.03-0.120.380.480.690.801.000.680.910.830.79
VEUA.L-0.070.030.530.730.680.620.681.000.750.740.88
RBOD.L-0.06-0.130.410.540.750.850.910.751.000.860.84
VUAA.L-0.11-0.170.480.520.670.890.830.740.861.000.90
VHVG.L-0.090.030.550.650.680.790.790.880.840.901.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019