option_4
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | Technology Equities | 50% |
ANXG.L Amundi Nasdaq-100 UCITS USD | Large Cap Growth Equities | 25% |
500U.L Amundi S&P 500 UCITS ETF C USD | Large Cap Blend Equities | 25% |
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
The earliest data available for this chart is Feb 23, 2016, corresponding to the inception date of ANXG.L
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| option_4 | 43.71% | 4.43% | 10.67% | 35.54% | 20.35% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 7.76% | 6.37% | 3.26% | -1.07% | -5.64% | -2.39% | 11.57% |
Dividend yield
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| 500U.L | ANXG.L | IUIT.L | |
|---|---|---|---|
| 500U.L | 1.00 | 0.84 | 0.87 |
| ANXG.L | 0.84 | 1.00 | 0.90 |
| IUIT.L | 0.87 | 0.90 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 23 | Mar 23, 2020 | 53 | Jun 10, 2020 | 76 |
| -31.38% | Jan 4, 2022 | 195 | Oct 12, 2022 | 192 | Jul 19, 2023 | 387 |
| -19.8% | Oct 2, 2018 | 60 | Dec 24, 2018 | 74 | Apr 10, 2019 | 134 |
| -11.75% | Sep 3, 2020 | 13 | Sep 21, 2020 | 51 | Dec 1, 2020 | 64 |
| -10.56% | Jul 20, 2023 | 70 | Oct 26, 2023 | 14 | Nov 15, 2023 | 84 |
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.