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option_4

Last updated Dec 9, 2023

Asset Allocation


IUIT.L 50%ANXG.L 25%500U.L 25%EquityEquity
PositionCategory/SectorWeight
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities50%
ANXG.L
Amundi Nasdaq-100 UCITS USD
Large Cap Growth Equities25%
500U.L
Amundi S&P 500 UCITS ETF C USD
Large Cap Blend Equities25%

Performance

The chart shows the growth of an initial investment of $10,000 in option_4, 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


100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
318.67%
109.07%
option_4
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 23, 2016, corresponding to the inception date of ANXG.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
option_443.71%4.43%10.67%35.54%20.35%N/A
ANXG.L
Amundi Nasdaq-100 UCITS USD
42.66%3.07%11.03%35.43%20.27%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
53.29%5.64%12.10%44.30%24.14%N/A
500U.L
Amundi S&P 500 UCITS ETF C USD
21.52%5.08%7.44%17.61%13.39%11.62%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.76%6.37%3.26%-1.07%-5.64%-2.39%11.57%

Sharpe Ratio

The current option_4 Sharpe ratio is 1.95. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.95

The Sharpe ratio of option_4 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.95
1.16
option_4
Benchmark (^GSPC)
Portfolio components

Dividend yield


option_4 doesn't pay dividends

Expense Ratio

The option_4 features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
0.00%2.15%
0.13%
0.00%2.15%
0.05%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ANXG.L
Amundi Nasdaq-100 UCITS USD
1.93
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
2.04
500U.L
Amundi S&P 500 UCITS ETF C USD
1.26

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

500U.LANXG.LIUIT.L
500U.L1.000.840.87
ANXG.L0.841.000.90
IUIT.L0.870.901.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-5.31%
option_4
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the option_4. 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_4 was 31.45%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.45%Feb 20, 202023Mar 23, 202053Jun 10, 202076
-31.38%Jan 4, 2022195Oct 12, 2022192Jul 19, 2023387
-19.8%Oct 2, 201860Dec 24, 201874Apr 10, 2019134
-11.75%Sep 3, 202013Sep 21, 202051Dec 1, 202064
-10.56%Jul 20, 202370Oct 26, 202314Nov 15, 202384

Volatility Chart

The current option_4 volatility is 3.19%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.19%
2.42%
option_4
Benchmark (^GSPC)
Portfolio components
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