ADS
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VUAA.L Vanguard S&P 500 UCITS ETF | Large Cap Growth Equities | 100% |
Performance
Performance Chart
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The earliest data available for this chart is May 16, 2019, corresponding to the inception date of VUAA.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| ADS | -4.15% | 7.90% | -5.02% | 9.75% | 15.60% | N/A |
| Portfolio components: | ||||||
VUAA.L Vanguard S&P 500 UCITS ETF | -4.15% | 7.90% | -5.02% | 9.75% | 15.60% | N/A |
Monthly Returns
The table below presents the monthly returns of ADS, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.07% | -3.65% | -5.52% | -0.70% | 2.87% | -4.15% | |||||||
| 2024 | 2.09% | 4.07% | 3.50% | -3.12% | 2.64% | 5.68% | 0.63% | 1.24% | 2.64% | -0.09% | 5.48% | -1.62% | 25.27% |
| 2023 | 5.67% | -1.40% | 2.67% | 1.68% | 0.59% | 6.67% | 3.29% | -1.23% | -4.50% | -3.17% | 9.12% | 5.42% | 26.68% |
| 2022 | -6.92% | -1.75% | 4.86% | -7.89% | -2.39% | -8.01% | 8.26% | -2.62% | -7.78% | 5.72% | 2.33% | -3.08% | -19.14% |
| 2021 | 0.07% | 2.58% | 4.23% | 5.10% | 0.89% | 2.01% | 2.55% | 3.08% | -3.92% | 5.78% | -0.07% | 4.75% | 30.16% |
| 2020 | 0.59% | -9.98% | -9.06% | 10.50% | 3.56% | 2.18% | 5.52% | 7.92% | -3.29% | -3.17% | 10.36% | 3.83% | 17.66% |
| 2019 | -3.99% | 5.99% | 3.04% | -3.16% | 2.24% | 1.79% | 4.07% | 2.50% | 12.72% |
Expense Ratio
ADS has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ADS is 40, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VUAA.L Vanguard S&P 500 UCITS ETF | 0.58 | 0.87 | 1.13 | 0.53 | 2.09 |
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Dividends
Dividend yield
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the ADS. 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 ADS was 34.05%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current ADS drawdown is 7.34%.
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 | 297 | Dec 14, 2023 | 492 |
| -18.39% | Feb 20, 2025 | 33 | Apr 7, 2025 | — | — | — |
| -8.68% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
| -7.71% | Jul 16, 2024 | 15 | Aug 5, 2024 | 19 | Sep 2, 2024 | 34 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VUAA.L | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.58 | 0.58 |
| VUAA.L | 0.58 | 1.00 | 1.00 |
| Portfolio | 0.58 | 1.00 | 1.00 |