UK.row
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CUKX.L iShares FTSE 100 UCITS ETF | 35% | |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | Global Equities | 65% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in UK.row, 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 Sep 30, 2014, corresponding to the inception date of VEVE.L
Returns By Period
As of Nov 13, 2024, the UK.row returned 15.16% Year-To-Date and 8.20% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| UK.row | 15.16% | -1.13% | 5.65% | 25.57% | 10.22% | 8.20% |
| Portfolio components: | ||||||
CUKX.L iShares FTSE 100 UCITS ETF | 7.09% | -5.05% | -2.18% | 16.10% | 5.27% | 3.56% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 19.50% | 0.91% | 10.02% | 30.70% | 12.71% | 10.62% |
Monthly Returns
The table below presents the monthly returns of UK.row, 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 | 0.20% | 2.23% | 3.99% | -1.47% | 3.48% | 1.66% | 2.40% | 2.12% | 1.15% | -2.57% | 15.16% | ||
| 2023 | 6.14% | -1.90% | 2.22% | 3.20% | -2.41% | 4.94% | 3.42% | -2.52% | -3.16% | -3.69% | 8.01% | 5.36% | 20.35% |
| 2022 | -3.85% | -0.84% | 1.90% | -6.18% | -0.52% | -8.45% | 5.65% | -4.13% | -8.22% | 5.35% | 8.33% | -1.90% | -13.60% |
| 2021 | -0.67% | 2.71% | 3.46% | 4.25% | 2.51% | -0.14% | 1.30% | 1.83% | -3.09% | 4.51% | -2.72% | 4.86% | 20.04% |
| 2020 | -1.88% | -10.05% | -12.88% | 7.93% | 3.11% | 3.17% | 3.11% | 6.00% | -3.30% | -3.84% | 13.41% | 5.54% | 7.39% |
| 2019 | 7.06% | 3.37% | 1.42% | 3.11% | -5.53% | 5.54% | -0.21% | -3.39% | 3.51% | 2.80% | 2.70% | 3.78% | 26.15% |
| 2018 | 3.74% | -4.41% | -1.79% | 2.98% | -0.13% | -0.10% | 2.03% | -1.17% | 1.32% | -7.26% | -0.32% | -5.68% | -10.87% |
| 2017 | 1.72% | 2.35% | 2.11% | 1.49% | 2.71% | 0.08% | 2.48% | 0.01% | 2.12% | 1.99% | 1.31% | 3.20% | 23.77% |
| 2016 | -5.98% | -0.52% | 6.11% | 1.63% | 0.16% | -1.73% | 3.76% | 0.84% | 0.56% | -2.62% | 0.81% | 3.20% | 5.83% |
| 2015 | -1.32% | 5.34% | -2.80% | 4.03% | -0.03% | -2.42% | 2.03% | -6.91% | -4.00% | 7.52% | -0.87% | -2.51% | -2.85% |
| 2014 | -0.91% | 1.71% | -1.62% | -0.85% |
Expense Ratio
UK.row has an expense ratio of 0.10%, 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 UK.row 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.
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 | |
|---|---|---|---|---|---|
CUKX.L iShares FTSE 100 UCITS ETF | 1.15 | 1.69 | 1.20 | 1.78 | 6.29 |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 2.60 | 3.58 | 1.48 | 3.66 | 16.01 |
Dividends
Dividend yield
UK.row provided a 0.76% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.76% | 1.12% | 1.29% | 0.94% | 1.06% | 1.27% | 1.46% | 1.26% | 1.20% | 1.32% | 0.19% |
| Portfolio components: | |||||||||||
CUKX.L iShares FTSE 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 1.17% | 1.72% | 1.98% | 1.45% | 1.64% | 1.96% | 2.24% | 1.93% | 1.85% | 2.04% | 0.29% |
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 UK.row. 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 UK.row was 35.98%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current UK.row drawdown is 2.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.98% | Jan 21, 2020 | 45 | Mar 23, 2020 | 165 | Nov 16, 2020 | 210 |
| -25.29% | Jan 6, 2022 | 192 | Oct 11, 2022 | 297 | Dec 13, 2023 | 489 |
| -20.52% | May 22, 2015 | 185 | Feb 11, 2016 | 262 | Feb 23, 2017 | 447 |
| -17.66% | Jan 29, 2018 | 233 | Dec 27, 2018 | 211 | Oct 28, 2019 | 444 |
| -7.02% | Oct 1, 2014 | 11 | Oct 15, 2014 | 27 | Nov 21, 2014 | 38 |
Volatility
Volatility Chart
The current UK.row volatility is 2.97%, 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
| CUKX.L | VEVE.L | |
|---|---|---|
| CUKX.L | 1.00 | 0.80 |
| VEVE.L | 0.80 | 1.00 |