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Patxi
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IGLO.L 24%CMR.TO 12.6%SGLN.L 15%CMFP.L 9.6%PHPP.L 5%VT 9.6%VEURX 9.6%VDPG.L 9.6%IEUS 5%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
CMFP.L
L&G Longer Dated All Commodities UCITS ETF

9.60%

CMR.TO
iShares Premium Money Market ETF

12.60%

IEUS
iShares MSCI Europe Small-Cap ETF
Europe Equities

5%

IGLO.L
iShares Global Government Bond UCITS
Global Bonds

24%

PHPP.L
WisdomTree Physical Precious Metals
Precious Metals

5%

SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities

15%

VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
Asia Pacific Equities

9.60%

VEURX
Vanguard European Stock Index Fund
Europe Equities

9.60%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

9.60%

S&P 500

Performance

Performance Chart

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


10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2024FebruaryMarchApril
25.36%
66.82%
Patxi
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Patxi1.59%0.32%10.14%5.36%N/AN/A
VT
Vanguard Total World Stock ETF
2.40%-4.59%16.95%15.50%9.21%8.16%
VEURX
Vanguard European Stock Index Fund
0.69%-3.31%16.85%5.52%6.22%3.90%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
-5.78%-5.18%9.97%-0.54%N/AN/A
IEUS
iShares MSCI Europe Small-Cap ETF
-3.77%-3.36%18.32%2.15%3.40%4.22%
SGLN.L
iShares Physical Gold ETC
16.10%10.16%20.17%20.97%14.29%9.49%
PHPP.L
WisdomTree Physical Precious Metals
11.53%9.93%14.62%4.46%9.17%7.15%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
6.36%4.22%1.12%2.96%11.20%3.98%
CMR.TO
iShares Premium Money Market ETF
-2.27%-0.70%2.20%3.29%1.90%1.34%
IGLO.L
iShares Global Government Bond UCITS
-5.09%-2.51%3.51%-3.74%-2.79%-1.24%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.67%0.24%3.42%
2023-3.17%-0.57%4.77%3.82%

Expense Ratio

The Patxi features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.44%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.14%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


Patxi
Sharpe ratio
The chart of Sharpe ratio for Patxi, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.67
Sortino ratio
The chart of Sortino ratio for Patxi, currently valued at 1.04, compared to the broader market-2.000.002.004.006.001.04
Omega ratio
The chart of Omega ratio for Patxi, currently valued at 1.13, compared to the broader market0.801.001.201.401.601.801.13
Calmar ratio
The chart of Calmar ratio for Patxi, currently valued at 0.43, compared to the broader market0.002.004.006.008.000.43
Martin ratio
The chart of Martin ratio for Patxi, currently valued at 1.71, compared to the broader market0.0010.0020.0030.0040.001.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF
1.311.951.231.004.32
VEURX
Vanguard European Stock Index Fund
0.420.711.080.341.21
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
0.020.141.020.010.05
IEUS
iShares MSCI Europe Small-Cap ETF
0.060.211.020.030.15
SGLN.L
iShares Physical Gold ETC
1.632.491.301.724.53
PHPP.L
WisdomTree Physical Precious Metals
0.350.621.070.180.58
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
0.400.651.070.201.06
CMR.TO
iShares Premium Money Market ETF
0.600.911.110.371.74
IGLO.L
iShares Global Government Bond UCITS
-0.63-0.870.90-0.17-1.02

Sharpe Ratio

The current Patxi Sharpe ratio is 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.67

The Sharpe ratio of Patxi is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.67
1.66
Patxi
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Patxi granted a 1.78% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Patxi1.78%1.57%1.05%0.74%0.71%1.22%1.19%0.85%0.99%0.84%1.24%1.01%
VT
Vanguard Total World Stock ETF
2.17%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
VEURX
Vanguard European Stock Index Fund
3.24%3.00%3.07%2.90%1.97%3.14%3.77%2.55%3.35%3.09%4.46%2.65%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan 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%
IEUS
iShares MSCI Europe Small-Cap ETF
3.08%2.97%3.00%2.62%1.21%4.03%3.20%2.12%2.47%2.06%2.37%2.50%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHPP.L
WisdomTree Physical Precious Metals
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMFP.L
L&G Longer Dated All Commodities 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%
CMR.TO
iShares Premium Money Market ETF
4.81%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%0.77%0.81%
IGLO.L
iShares Global Government Bond UCITS
2.11%1.47%0.78%0.63%0.99%1.21%1.07%0.93%1.09%0.60%1.52%1.39%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.64%
-5.46%
Patxi
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Patxi. 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 Patxi was 19.08%, occurring on Sep 27, 2022. Recovery took 394 trading sessions.

The current Patxi drawdown is 1.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.08%Jun 11, 2021337Sep 27, 2022394Apr 9, 2024731
-18.01%Jan 21, 202042Mar 18, 202084Jul 15, 2020126
-3.98%Sep 3, 202016Sep 24, 202030Nov 5, 202046
-2.86%Feb 25, 20218Mar 8, 202126Apr 14, 202134
-2.17%Jan 6, 202118Jan 29, 202111Feb 15, 202129

Volatility

Volatility Chart

The current Patxi volatility is 1.98%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.98%
3.15%
Patxi
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.

IGLO.LSGLN.LCMFP.LPHPP.LCMR.TOVTVDPG.LIEUSVEURX
IGLO.L1.000.430.060.330.160.100.160.170.15
SGLN.L0.431.000.420.710.290.150.240.190.19
CMFP.L0.060.421.000.500.440.310.430.320.33
PHPP.L0.330.710.501.000.370.250.390.300.30
CMR.TO0.160.290.440.371.000.610.600.620.62
VT0.100.150.310.250.611.000.660.820.87
VDPG.L0.160.240.430.390.600.661.000.670.71
IEUS0.170.190.320.300.620.820.671.000.92
VEURX0.150.190.330.300.620.870.710.921.00