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Patxi
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Patxi

Last updated Oct 17, 2024

Mi portfolio en Enero 2024

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		Commodities
9.60%
CMR.TO
iShares Premium Money Market ETF		Money Market
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%

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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
7.66%
16.59%
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		22.49%3.72%16.33%33.60%14.41%11.99%
Patxi9.15%0.44%7.65%18.35%5.76%N/A
Portfolio components:
VT
Vanguard Total World Stock ETF		18.15%2.94%14.84%32.25%11.68%10.03%
VEURX
Vanguard European Stock Index Fund		9.18%-1.34%8.62%24.30%7.53%6.00%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc		5.03%1.21%11.24%19.57%5.04%N/A
IEUS
iShares MSCI Europe Small-Cap ETF		6.33%-1.40%10.17%28.55%5.40%6.71%
SGLN.L
iShares Physical Gold ETC		29.27%4.08%12.27%37.33%11.74%10.13%
PHPP.L
WisdomTree Physical Precious Metals		22.01%2.61%10.01%28.40%6.32%7.84%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF		4.61%1.90%-0.81%0.56%10.10%4.37%
CMR.TO
iShares Premium Money Market ETF		0.03%-0.80%2.42%4.62%1.22%1.53%
IGLO.L
iShares Global Government Bond UCITS		0.28%-2.38%5.60%9.60%-2.69%-0.64%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.67%0.24%3.43%-0.97%2.81%-0.33%1.74%2.33%2.45%9.15%
20234.71%-4.09%3.44%1.04%-2.42%1.28%2.47%-2.35%-3.16%-0.57%4.77%3.82%8.71%
2022-1.62%0.77%1.19%-3.93%-0.11%-5.73%2.39%-3.77%-6.33%1.27%7.70%-0.28%-8.91%
2021-0.71%-0.29%0.19%3.64%3.17%-2.17%1.46%-0.09%-2.76%2.09%-2.43%2.45%4.37%
2020-0.50%-2.60%-6.62%4.21%2.18%2.89%4.99%2.88%-2.23%-1.27%5.15%4.97%14.10%
2019-0.48%2.20%-0.50%3.41%4.65%

Expense Ratio

Patxi has an expense ratio of 0.18%, 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.

PHPP.L
WisdomTree Physical Precious Metals
Expense ratio chart for PHPP.L: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%
IEUS
iShares MSCI Europe Small-Cap ETF
Expense ratio chart for IEUS: 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%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
Expense ratio chart for CMFP.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
VEURX
Vanguard European Stock Index Fund
Expense ratio chart for VEURX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
IGLO.L
iShares Global Government Bond UCITS
Expense ratio chart for IGLO.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
Expense ratio chart for VDPG.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%
CMR.TO
iShares Premium Money Market ETF
Expense ratio chart for CMR.TO: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
VT
Vanguard Total World Stock ETF
Expense ratio chart for VT: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Patxi is 43, 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 Patxi is 4343
Combined Rank
The Sharpe Ratio Rank of Patxi is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of Patxi is 5656Sortino Ratio Rank
The Omega Ratio Rank of Patxi is 5454Omega Ratio Rank
The Calmar Ratio Rank of Patxi is 2727Calmar Ratio Rank
The Martin Ratio Rank of Patxi 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.

Patxi
Sharpe ratio
The chart of Sharpe ratio for Patxi, currently valued at 2.43, compared to the broader market0.002.004.002.43
Sortino ratio
The chart of Sortino ratio for Patxi, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.58
Omega ratio
The chart of Omega ratio for Patxi, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.802.001.47
Calmar ratio
The chart of Calmar ratio for Patxi, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for Patxi, currently valued at 12.79, compared to the broader market0.0010.0020.0030.0040.0050.0012.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.802.001.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.43, compared to the broader market0.0010.0020.0030.0040.0050.0016.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF		3.044.161.572.4120.55
VEURX
Vanguard European Stock Index Fund		2.112.991.371.6912.96
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc		1.422.051.250.886.60
IEUS
iShares MSCI Europe Small-Cap ETF		1.962.751.340.9311.94
SGLN.L
iShares Physical Gold ETC		2.613.481.455.9215.86
PHPP.L
WisdomTree Physical Precious Metals		1.542.161.260.916.48
CMFP.L
L&G Longer Dated All Commodities UCITS ETF		0.150.291.030.080.33
CMR.TO
iShares Premium Money Market ETF		1.081.631.200.614.07
IGLO.L
iShares Global Government Bond UCITS		1.322.051.250.353.04

Sharpe Ratio

The current Patxi Sharpe ratio is 2.43. 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 2.18 to 2.98, 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 Patxi 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 Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.43
2.69
Patxi
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Patxi granted a 1.79% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Patxi1.79%1.57%1.05%0.74%0.71%1.22%1.19%0.85%0.99%0.84%1.24%1.01%
Portfolio components:
VT
Vanguard Total World Stock ETF		1.85%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		2.80%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		4.84%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		2.42%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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.68%
-0.30%
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 1.68%.

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
-3.11%Jul 17, 202415Aug 6, 20248Aug 16, 202423
-2.86%Feb 25, 20218Mar 8, 202126Apr 14, 202134

Volatility

Volatility Chart

The current Patxi volatility is 2.07%, 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%MayJuneJulyAugustSeptemberOctober
2.07%
3.03%
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.L1.000.410.050.320.170.100.160.180.16
SGLN.L0.411.000.430.730.300.170.250.220.21
CMFP.L0.050.431.000.510.440.320.430.330.34
PHPP.L0.320.730.511.000.370.270.390.310.31
CMR.TO0.170.300.440.371.000.600.590.610.62
VT0.100.170.320.270.601.000.670.820.87
VDPG.L0.160.250.430.390.590.671.000.670.72
IEUS0.180.220.330.310.610.820.671.000.91
VEURX0.160.210.340.310.620.870.720.911.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019