RW MB
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CGR.TO iShares Global Real Estate Index ETF | REIT | 17.50% |
FWWFX Fidelity Worldwide Fund | Global Equities | 65% |
IGLO.L iShares Global Government Bond UCITS | Global Bonds | 17.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RW MB, 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 Mar 9, 2009, corresponding to the inception date of IGLO.L
Returns By Period
As of Nov 13, 2024, the RW MB returned 20.68% Year-To-Date and 8.34% 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% |
| RW MB | 20.26% | -0.47% | 7.12% | 27.49% | 9.04% | 8.30% |
| Portfolio components: | ||||||
FWWFX Fidelity Worldwide Fund | 30.31% | 0.52% | 8.51% | 36.36% | 14.20% | 11.78% |
IGLO.L iShares Global Government Bond UCITS | -2.75% | -2.10% | 0.65% | 2.82% | -3.12% | -0.63% |
CGR.TO iShares Global Real Estate Index ETF | 6.78% | -2.72% | 7.35% | 18.95% | 0.92% | 3.00% |
Monthly Returns
The table below presents the monthly returns of RW MB, 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 | 0.73% | 6.09% | 3.59% | -4.14% | 5.31% | 0.88% | 1.14% | 3.41% | 2.49% | -2.65% | 20.26% | ||
| 2023 | 6.04% | -3.10% | 2.25% | 1.45% | -0.25% | 4.64% | 2.36% | -1.62% | -5.32% | -2.46% | 9.20% | 4.95% | 18.57% |
| 2022 | -7.63% | -3.61% | 1.96% | -7.25% | -0.82% | -6.97% | 6.61% | -5.38% | -9.45% | 3.96% | 6.03% | -3.51% | -24.53% |
| 2021 | -1.86% | 2.37% | 1.03% | 4.37% | 1.41% | 1.85% | 1.44% | 3.11% | -4.48% | 5.03% | -1.07% | 1.84% | 15.66% |
| 2020 | 0.21% | -5.08% | -10.47% | 9.21% | 5.50% | 3.37% | 5.06% | 5.72% | -2.12% | -3.42% | 8.86% | 3.98% | 20.54% |
| 2019 | 6.49% | 2.46% | 2.68% | 2.15% | -2.97% | 4.18% | 0.42% | 0.26% | -0.67% | 1.88% | 1.52% | 3.12% | 23.38% |
| 2018 | 5.26% | -3.56% | -0.26% | 0.38% | 1.75% | 0.21% | 1.14% | 2.48% | 0.40% | -7.19% | 1.63% | -5.11% | -3.46% |
| 2017 | 2.46% | 2.06% | 1.07% | 2.34% | 2.68% | -0.11% | 3.17% | 1.39% | 0.35% | 2.31% | 1.53% | 0.67% | 21.77% |
| 2016 | -4.87% | -0.75% | 5.86% | 0.85% | 0.63% | 0.23% | 3.33% | -0.84% | 1.13% | -3.96% | -1.90% | 0.92% | 0.18% |
| 2015 | 0.58% | 3.54% | -0.26% | -0.11% | 0.93% | -1.34% | 2.21% | -5.37% | -1.90% | 4.86% | -0.29% | 0.32% | 2.83% |
| 2014 | -1.10% | 4.53% | -2.28% | -0.34% | 2.51% | 1.85% | -2.31% | 1.68% | -3.58% | 2.40% | 0.81% | -0.39% | 3.54% |
| 2013 | 2.99% | -0.19% | 2.38% | 3.34% | -1.77% | -2.08% | 4.94% | -2.41% | 5.39% | 2.73% | 0.66% | 2.61% | 19.78% |
Expense Ratio
RW MB features an expense ratio of 0.81%, falling within the medium range. 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 RW MB is 38, 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 | |
|---|---|---|---|---|---|
FWWFX Fidelity Worldwide Fund | 2.18 | 2.98 | 1.40 | 2.47 | 12.88 |
IGLO.L iShares Global Government Bond UCITS | 0.32 | 0.51 | 1.06 | 0.09 | 0.67 |
CGR.TO iShares Global Real Estate Index ETF | 1.29 | 1.82 | 1.24 | 0.66 | 5.15 |
Dividends
Dividend yield
RW MB provided a 1.33% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.33% | 1.32% | 1.11% | 0.70% | 0.59% | 0.99% | 0.87% | 1.34% | 1.27% | 3.62% | 8.23% | 6.25% |
| Portfolio components: | ||||||||||||
FWWFX Fidelity Worldwide Fund | 0.72% | 0.94% | 0.84% | 0.45% | 0.05% | 0.63% | 0.37% | 0.66% | 0.90% | 4.60% | 11.54% | 8.74% |
IGLO.L iShares Global Government Bond UCITS | 2.49% | 1.47% | 0.78% | 0.63% | 0.99% | 1.21% | 1.07% | 0.93% | 1.09% | 0.60% | 1.52% | 1.39% |
CGR.TO iShares Global Real Estate Index ETF | 2.40% | 2.59% | 2.40% | 1.70% | 2.22% | 2.10% | 2.54% | 4.25% | 2.83% | 2.97% | 2.65% | 1.82% |
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 RW MB. 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 RW MB was 31.33%, occurring on Oct 14, 2022. Recovery took 427 trading sessions.
The current RW MB drawdown is 0.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.33% | Nov 9, 2021 | 243 | Oct 14, 2022 | 427 | Jun 12, 2024 | 670 |
| -27.56% | Feb 20, 2020 | 23 | Mar 23, 2020 | 81 | Jul 15, 2020 | 104 |
| -18.11% | May 2, 2011 | 110 | Oct 3, 2011 | 241 | Sep 7, 2012 | 351 |
| -14.09% | Sep 28, 2018 | 62 | Dec 24, 2018 | 61 | Mar 21, 2019 | 123 |
| -13.06% | Apr 15, 2010 | 38 | Jun 7, 2010 | 79 | Sep 24, 2010 | 117 |
Volatility
Volatility Chart
The current RW MB volatility is 3.07%, 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.
Diversification
Asset Correlations Table
| IGLO.L | FWWFX | CGR.TO | |
|---|---|---|---|
| IGLO.L | 1.00 | -0.01 | 0.11 |
| FWWFX | -0.01 | 1.00 | 0.58 |
| CGR.TO | 0.11 | 0.58 | 1.00 |