ADS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VUAA.L Vanguard S&P 500 UCITS ETF | Large Cap Growth Equities | 100% |
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 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 |
| Portfolio components: | ||||||
VUAA.L Vanguard S&P 500 UCITS ETF | -4.65% | 5.49% | 13.32% | 19.00% | 11.03% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.67% | 1.68% | 0.59% | 6.67% | 3.29% | -1.23% | -4.50% |
Dividend yield
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 23 | Mar 23, 2020 | 97 | Aug 11, 2020 | 120 |
| -24.36% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -8.68% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
| -5.78% | Jul 30, 2019 | 13 | Aug 15, 2019 | 24 | Sep 19, 2019 | 37 |
| -5.69% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
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.