option_5
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | Technology Equities | 35% |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | Technology Equities | 30% |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in option_5, 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 Mar 24, 2016, corresponding to the inception date of XDWT.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| option_5 | 35.80% | 1.13% | 17.49% | 44.23% | 24.79% | N/A |
| Portfolio components: | ||||||
XLKQ.L Invesco US Technology Sector UCITS ETF | 39.69% | 1.23% | 18.52% | 48.04% | 26.30% | 24.28% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 35.56% | 1.05% | 17.68% | 43.38% | 25.31% | N/A |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | 31.62% | 1.11% | 16.05% | 40.82% | 22.44% | N/A |
Monthly Returns
The table below presents the monthly returns of option_5, 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 | 4.20% | 5.71% | 2.73% | -4.15% | 6.69% | 12.05% | -3.47% | 0.67% | 2.72% | -0.11% | 35.80% | ||
| 2023 | 9.44% | 0.88% | 9.38% | -0.09% | 10.77% | 6.04% | 2.98% | -0.96% | -6.58% | -1.78% | 13.29% | 5.27% | 58.17% |
| 2022 | -9.85% | -3.40% | 4.40% | -10.44% | -3.77% | -9.12% | 11.62% | -4.60% | -9.96% | 5.15% | 1.89% | -4.84% | -30.39% |
| 2021 | -0.30% | 1.24% | 1.11% | 5.49% | -0.90% | 6.53% | 3.33% | 4.04% | -4.98% | 6.25% | 4.26% | 4.38% | 34.27% |
| 2020 | 4.74% | -9.18% | -5.37% | 11.02% | 5.83% | 7.64% | 4.65% | 12.40% | -4.17% | -5.46% | 10.30% | 7.03% | 43.23% |
| 2019 | 6.92% | 6.79% | 4.44% | 6.12% | -7.39% | 7.81% | 5.08% | -3.78% | 2.02% | 3.72% | 5.74% | 3.91% | 48.51% |
| 2018 | 6.29% | 0.91% | -5.20% | 1.65% | 6.05% | -0.11% | 1.57% | 6.38% | -0.28% | -8.13% | -2.78% | -7.39% | -2.42% |
| 2017 | 2.59% | 5.14% | 2.62% | 1.95% | 4.36% | -2.42% | 4.25% | 2.85% | 0.67% | 7.26% | 1.13% | 1.14% | 36.08% |
| 2016 | 1.67% | -5.01% | 5.24% | -2.22% | 8.16% | 1.63% | 2.20% | -0.07% | -0.05% | 2.36% | 14.13% |
Expense Ratio
option_5 has an expense ratio of 0.18%, 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 option_5 is 31, 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 | |
|---|---|---|---|---|---|
XLKQ.L Invesco US Technology Sector UCITS ETF | 2.30 | 2.98 | 1.40 | 3.26 | 10.99 |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 2.08 | 2.75 | 1.36 | 2.91 | 9.71 |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | 1.91 | 2.52 | 1.34 | 2.55 | 9.00 |
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 option_5. 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 option_5 was 34.74%, occurring on Oct 12, 2022. Recovery took 188 trading sessions.
The current option_5 drawdown is 0.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.74% | Jan 4, 2022 | 195 | Oct 12, 2022 | 188 | Jul 13, 2023 | 383 |
| -31.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 9, 2020 | 75 |
| -22.19% | Oct 4, 2018 | 58 | Dec 24, 2018 | 69 | Apr 3, 2019 | 127 |
| -14.89% | Jul 11, 2024 | 18 | Aug 5, 2024 | 67 | Nov 7, 2024 | 85 |
| -12.3% | Sep 3, 2020 | 13 | Sep 21, 2020 | 51 | Dec 1, 2020 | 64 |
Volatility
Volatility Chart
The current option_5 volatility is 5.52%, 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
| XLKQ.L | XDWT.L | IUIT.L | |
|---|---|---|---|
| XLKQ.L | 1.00 | 0.94 | 0.94 |
| XDWT.L | 0.94 | 1.00 | 0.98 |
| IUIT.L | 0.94 | 0.98 | 1.00 |