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ADS

Last updated Oct 3, 2023

Asset Allocation


VUAA.L 100%EquityEquity
PositionCategory/SectorWeight
VUAA.L
Vanguard S&P 500 UCITS ETF
Large Cap Growth Equities100%

Performance

The chart shows the growth of an initial investment of $10,000 in ADS, 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%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
5.85%
4.08%
ADS
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%3.82%10.88%16.20%7.62%N/A
ADS-4.65%5.49%13.32%19.00%11.03%N/A
VUAA.L
Vanguard S&P 500 UCITS ETF
-4.65%5.49%13.32%19.00%11.03%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.67%1.68%0.59%6.67%3.29%-1.23%-4.50%

Sharpe Ratio

The current ADS Sharpe ratio is 1.18. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.18

The Sharpe ratio of ADS lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
1.18
1.13
ADS
Benchmark (^GSPC)
Portfolio components

Dividend yield


ADS doesn't pay dividends

Expense Ratio

The ADS has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.07%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VUAA.L
Vanguard S&P 500 UCITS ETF
1.18

Drawdowns Chart

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


-15.00%-10.00%-5.00%MayJuneJulyAugustSeptemberOctober
-8.37%
-11.80%
ADS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the ADS. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ADS is 34.05%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.05%Feb 20, 202023Mar 23, 202097Aug 11, 2020120
-24.36%Jan 4, 2022195Oct 12, 2022
-8.68%Sep 3, 202013Sep 21, 202035Nov 9, 202048
-5.78%Jul 30, 201913Aug 15, 201924Sep 19, 201937
-5.69%Sep 7, 202120Oct 4, 202115Oct 25, 202135

Volatility Chart

The current ADS volatility is 2.92%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptemberOctober
2.92%
3.15%
ADS
Benchmark (^GSPC)
Portfolio components