All Word - NQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | Global Equities | 50% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All Word - NQ, 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 Nov 4, 2011, corresponding to the inception date of ISAC.L
Returns By Period
As of Nov 13, 2024, the All Word - NQ returned 22.35% Year-To-Date and 13.50% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| All Word - NQ | 22.14% | 1.54% | 11.21% | 30.41% | 15.99% | 13.48% |
| Portfolio components: | ||||||
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 18.93% | -0.19% | 8.43% | 27.09% | 11.00% | 9.04% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 25.23% | 3.24% | 13.88% | 33.60% | 20.69% | 17.78% |
Monthly Returns
The table below presents the monthly returns of All Word - NQ, 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 | 1.33% | 3.89% | 2.66% | -3.13% | 3.26% | 6.22% | -0.65% | 0.97% | 2.78% | -0.73% | 22.14% | ||
| 2023 | 8.69% | -1.04% | 5.61% | 1.09% | 3.75% | 6.21% | 3.69% | -1.88% | -4.29% | -3.32% | 9.90% | 6.01% | 38.79% |
| 2022 | -8.22% | -2.45% | 3.84% | -9.54% | -3.00% | -8.53% | 8.77% | -3.14% | -8.55% | 2.95% | 3.96% | -4.31% | -26.37% |
| 2021 | 0.48% | 1.12% | 1.79% | 4.96% | 0.09% | 3.85% | 1.80% | 3.47% | -4.47% | 5.53% | 0.60% | 2.95% | 24.11% |
| 2020 | 1.02% | -8.12% | -7.82% | 10.65% | 4.14% | 5.29% | 6.12% | 9.33% | -3.90% | -3.16% | 10.76% | 5.66% | 31.16% |
| 2019 | 8.28% | 3.03% | 2.29% | 4.25% | -6.33% | 6.27% | 2.39% | -3.18% | 1.62% | 3.42% | 3.67% | 3.73% | 32.66% |
| 2018 | 6.39% | -2.09% | -4.20% | 1.89% | 2.39% | 0.59% | 2.27% | 3.14% | 0.22% | -8.10% | 0.12% | -7.37% | -5.66% |
| 2017 | 2.74% | 3.97% | 1.64% | 2.13% | 2.96% | -0.80% | 3.65% | 0.83% | 0.85% | 3.32% | 1.93% | 2.05% | 28.28% |
| 2016 | -8.39% | 0.75% | 6.18% | -1.63% | 2.70% | -1.75% | 6.29% | 0.57% | 1.69% | -1.50% | 0.75% | 1.73% | 6.74% |
| 2015 | -2.71% | 6.08% | -1.65% | 2.48% | 0.30% | -2.50% | 2.71% | -6.19% | -3.86% | 10.07% | -0.21% | -0.58% | 2.91% |
| 2014 | -3.08% | 5.61% | -1.57% | 0.12% | 3.48% | 2.59% | 0.20% | 3.08% | -1.36% | 1.11% | 3.50% | -1.20% | 12.83% |
| 2013 | 4.71% | 0.12% | 2.04% | 2.36% | 3.06% | -3.52% | 5.50% | -1.43% | 4.91% | 4.70% | 2.42% | 2.02% | 29.96% |
Expense Ratio
All Word - NQ has an expense ratio of 0.21%, 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 All Word - NQ is 40, 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 | |
|---|---|---|---|---|---|
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 2.34 | 3.30 | 1.43 | 3.40 | 14.92 |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 2.02 | 2.75 | 1.37 | 2.62 | 9.30 |
Dividends
Dividend yield
All Word - NQ provided a 0.00% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% | 0.35% | 0.38% | 0.54% | 0.59% | 0.35% | 0.24% |
| Portfolio components: | ||||||||||||
ISAC.L iShares MSCI ACWI 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% |
LYMS.DE Amundi Nasdaq-100 II UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% | 0.69% | 0.76% | 1.09% | 1.18% | 0.71% | 0.48% |
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 All Word - NQ. 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 All Word - NQ was 31.25%, occurring on Mar 23, 2020. Recovery took 73 trading sessions.
The current All Word - NQ drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 73 | Jul 6, 2020 | 96 |
| -30.19% | Jan 3, 2022 | 201 | Oct 12, 2022 | 302 | Dec 14, 2023 | 503 |
| -17.77% | Oct 2, 2018 | 60 | Dec 24, 2018 | 81 | Apr 23, 2019 | 141 |
| -17.18% | Jul 21, 2015 | 146 | Feb 11, 2016 | 119 | Jul 29, 2016 | 265 |
| -12.25% | Mar 28, 2012 | 45 | Jun 4, 2012 | 69 | Sep 7, 2012 | 114 |
Volatility
Volatility Chart
The current All Word - NQ volatility is 3.76%, 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
| ISAC.L | LYMS.DE | |
|---|---|---|
| ISAC.L | 1.00 | 0.74 |
| LYMS.DE | 0.74 | 1.00 |