geoooooooo
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | Europe Equities | 20% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 20% |
TUR iShares MSCI Turkey ETF | Emerging Markets Equities | 20% |
V50A.DE Amundi EURO STOXX 50 UCITS ETF EUR (C) | Europe Equities | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in geoooooooo, 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 Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Sep 21, 2024, the geoooooooo returned 16.49% Year-To-Date and 7.68% 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 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| geoooooooo | 16.50% | 0.55% | 7.56% | 24.77% | 13.89% | 7.89% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.75% | 1.40% | 9.72% | 33.92% | 15.39% | 12.95% |
INDA iShares MSCI India ETF | 20.34% | 2.91% | 16.34% | 32.06% | 13.04% | 8.04% |
TUR iShares MSCI Turkey ETF | 16.95% | 1.50% | 4.12% | 1.48% | 10.61% | 0.02% |
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | 10.39% | -1.89% | 3.71% | 26.81% | 12.51% | 7.11% |
V50A.DE Amundi EURO STOXX 50 UCITS ETF EUR (C) | 11.63% | -0.99% | 2.16% | 24.95% | 9.64% | 5.83% |
Monthly Returns
The table below presents the monthly returns of geoooooooo, 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 | 3.04% | 4.01% | 1.41% | 0.84% | 4.36% | 1.32% | 0.59% | -0.16% | 16.50% | ||||
| 2023 | 1.95% | -0.69% | 1.07% | 1.62% | -2.34% | 3.59% | 5.90% | 0.52% | -1.41% | -4.25% | 8.15% | 3.35% | 18.15% |
| 2022 | -1.53% | -5.46% | 3.55% | -2.95% | -1.63% | -8.52% | 6.43% | -0.32% | -6.77% | 10.51% | 13.36% | 0.23% | 4.55% |
| 2021 | -1.70% | 2.68% | 0.37% | 2.73% | 3.00% | -1.20% | 2.82% | 4.41% | -5.18% | 3.59% | -6.09% | 4.47% | 9.56% |
| 2020 | -1.09% | -8.98% | -17.06% | 8.83% | 5.51% | 5.15% | 4.11% | 3.30% | -1.65% | -5.15% | 15.70% | 9.21% | 14.28% |
| 2019 | 7.20% | 1.10% | -0.60% | 1.75% | -3.91% | 5.36% | -0.16% | -3.17% | 4.67% | 1.28% | 2.30% | 3.57% | 20.51% |
| 2018 | 5.09% | -4.52% | -2.17% | -1.08% | -4.18% | -1.13% | 2.44% | -5.46% | 0.90% | -6.75% | 4.73% | -4.44% | -16.11% |
| 2017 | 3.36% | 2.72% | 3.49% | 4.79% | 3.07% | 0.73% | 4.50% | 0.80% | -1.11% | 2.14% | -1.92% | 3.91% | 29.58% |
| 2016 | -4.64% | -2.09% | 9.49% | 2.27% | -2.16% | -1.53% | 2.81% | 0.20% | -0.06% | -1.91% | -5.00% | 3.17% | -0.30% |
| 2015 | 0.58% | 3.14% | -3.03% | 0.07% | 0.25% | -1.93% | 1.19% | -8.00% | -2.89% | 6.27% | -1.88% | -1.61% | -8.21% |
| 2014 | -5.96% | 5.49% | 4.36% | 2.75% | 4.06% | 1.04% | -0.74% | 0.47% | -3.99% | 2.21% | 2.91% | -4.38% | 7.69% |
| 2013 | 4.73% | -3.28% | 1.75% | 4.11% | -1.47% | -6.34% | 3.05% | -6.02% | 8.36% | 5.38% | 0.06% | -0.54% | 8.96% |
Expense Ratio
geoooooooo features an expense ratio of 0.34%, 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 geoooooooo is 48, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.80 | 3.74 | 1.52 | 3.00 | 17.39 |
INDA iShares MSCI India ETF | 2.39 | 2.95 | 1.48 | 2.80 | 21.18 |
TUR iShares MSCI Turkey ETF | -0.04 | 0.11 | 1.01 | -0.02 | -0.11 |
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | 1.69 | 2.54 | 1.29 | 1.41 | 9.05 |
V50A.DE Amundi EURO STOXX 50 UCITS ETF EUR (C) | 1.76 | 2.52 | 1.30 | 1.93 | 9.63 |
Dividends
Dividend yield
geoooooooo granted a 0.71% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| geoooooooo | 0.71% | 1.21% | 0.73% | 2.38% | 0.54% | 1.23% | 1.41% | 1.10% | 1.16% | 1.27% | 0.82% | 0.92% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
TUR iShares MSCI Turkey ETF | 2.27% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% | 1.63% | 2.34% |
CN1G.DE Amundi MSCI Nordic UCITS ETF EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V50A.DE Amundi EURO STOXX 50 UCITS ETF EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 geoooooooo. 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 geoooooooo was 38.26%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.
The current geoooooooo drawdown is 2.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.26% | Jan 29, 2018 | 555 | Mar 23, 2020 | 178 | Nov 27, 2020 | 733 |
| -22.45% | Jun 11, 2014 | 431 | Feb 11, 2016 | 314 | May 2, 2017 | 745 |
| -22.27% | Nov 16, 2021 | 171 | Jul 14, 2022 | 108 | Dec 13, 2022 | 279 |
| -16.33% | Mar 19, 2012 | 54 | Jun 1, 2012 | 70 | Sep 7, 2012 | 124 |
| -13.8% | May 9, 2013 | 33 | Jun 24, 2013 | 85 | Oct 21, 2013 | 118 |
Volatility
Volatility Chart
The current geoooooooo volatility is 3.47%, 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
| TUR | INDA | VOO | CN1G.DE | V50A.DE | |
|---|---|---|---|---|---|
| TUR | 1.00 | 0.40 | 0.37 | 0.29 | 0.30 |
| INDA | 0.40 | 1.00 | 0.55 | 0.41 | 0.41 |
| VOO | 0.37 | 0.55 | 1.00 | 0.50 | 0.50 |
| CN1G.DE | 0.29 | 0.41 | 0.50 | 1.00 | 0.77 |
| V50A.DE | 0.30 | 0.41 | 0.50 | 0.77 | 1.00 |