3 Fund
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
^AW01 FTSE All World | 40% | |
BCOG.L L&G All Commodities UCITS ETF | Commodities | 0% |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | Money Market | 20% |
GLTA.L Invesco UK Gilts UCITS ETF Acc | European Government Bonds | 40% |
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | Commodities | 0% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 3 Fund, 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 Jun 10, 2019, corresponding to the inception date of GLTA.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| 3 Fund | 9.80% | 2.16% | 7.57% | 20.15% | 3.24% | N/A |
| Portfolio components: | ||||||
^AW01 FTSE All World | 15.03% | 1.77% | 7.20% | 25.96% | 9.44% | 6.84% |
BCOG.L L&G All Commodities UCITS ETF | 2.65% | 3.01% | 1.32% | -2.78% | 6.57% | N/A |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 8.87% | 2.23% | 8.06% | 14.81% | 3.48% | N/A |
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 3.90% | 2.65% | -0.08% | -0.88% | 9.06% | N/A |
GLTA.L Invesco UK Gilts UCITS ETF Acc | 4.93% | 2.52% | 7.61% | 16.72% | -3.68% | N/A |
Monthly Returns
The table below presents the monthly returns of 3 Fund, 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 | -0.80% | 0.95% | 1.91% | -2.76% | 2.73% | 1.02% | 2.54% | 2.44% | 9.80% | ||||
| 2023 | 5.11% | -3.98% | 3.99% | 0.99% | -2.58% | 3.43% | 2.40% | -2.04% | -4.29% | -1.44% | 7.33% | 4.76% | 13.62% |
| 2022 | -3.69% | -1.73% | -1.35% | -6.85% | -1.22% | -6.15% | 3.64% | -7.17% | -9.51% | 5.56% | 7.40% | -3.06% | -22.86% |
| 2021 | -0.76% | -0.48% | 0.41% | 2.08% | 2.36% | -0.76% | 1.66% | -0.04% | -4.46% | 3.91% | -1.50% | 1.17% | 3.39% |
| 2020 | 0.80% | -4.42% | -6.47% | 6.34% | 0.64% | 1.29% | 5.51% | 2.29% | -2.79% | -1.08% | 6.49% | 4.04% | 12.32% |
| 2019 | 0.66% | -1.62% | 0.45% | 1.67% | 3.43% | 0.54% | 2.36% | 7.66% |
Expense Ratio
3 Fund has an expense ratio of 0.04%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 3 Fund is 71, 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 | |
|---|---|---|---|---|---|
^AW01 FTSE All World | 2.81 | 3.74 | 1.53 | 1.75 | 15.63 |
BCOG.L L&G All Commodities UCITS ETF | 0.06 | 0.18 | 1.02 | 0.03 | 0.13 |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 2.42 | 3.64 | 1.47 | 1.55 | 15.50 |
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 0.10 | 0.40 | 1.09 | 0.15 | 0.20 |
GLTA.L Invesco UK Gilts UCITS ETF Acc | 1.83 | 2.62 | 1.34 | 0.52 | 5.22 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 3 Fund. 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 3 Fund was 34.29%, occurring on Sep 27, 2022. The portfolio has not yet recovered.
The current 3 Fund drawdown is 5.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.29% | Aug 6, 2021 | 298 | Sep 27, 2022 | — | — | — |
| -20.3% | Jan 24, 2020 | 40 | Mar 19, 2020 | 88 | Jul 21, 2020 | 128 |
| -5.5% | Sep 3, 2020 | 16 | Sep 24, 2020 | 37 | Nov 16, 2020 | 53 |
| -3.74% | Jul 5, 2019 | 29 | Aug 14, 2019 | 24 | Sep 17, 2019 | 53 |
| -2.71% | Feb 16, 2021 | 27 | Mar 24, 2021 | 16 | Apr 15, 2021 | 43 |
Volatility
Volatility Chart
The current 3 Fund volatility is 2.04%, 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
| GLTA.L | ^AW01 | BCOG.L | ROLG.L | CSH2.L | |
|---|---|---|---|---|---|
| GLTA.L | 1.00 | 0.24 | 0.18 | 0.17 | 0.61 |
| ^AW01 | 0.24 | 1.00 | 0.30 | 0.32 | 0.39 |
| BCOG.L | 0.18 | 0.30 | 1.00 | 0.86 | 0.36 |
| ROLG.L | 0.17 | 0.32 | 0.86 | 1.00 | 0.37 |
| CSH2.L | 0.61 | 0.39 | 0.36 | 0.37 | 1.00 |