November_Option_1_copy
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | Technology Equities | 50% |
SGLP.L Invesco Physical Gold A | Precious Metals | 20% |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in November_Option_1_copy, 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 Nov 23, 2015, corresponding to the inception date of IUIT.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% |
| November_Option_1_copy | 35.01% | 0.50% | 16.25% | 42.66% | 23.25% | N/A |
| Portfolio components: | ||||||
XLKQ.L Invesco US Technology Sector UCITS ETF | 39.69% | 1.23% | 18.52% | 48.04% | 26.27% | 24.28% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 35.56% | 1.05% | 17.68% | 43.38% | 25.28% | N/A |
SGLP.L Invesco Physical Gold A | 25.44% | -2.06% | 8.57% | 31.62% | 11.93% | 10.28% |
Monthly Returns
The table below presents the monthly returns of November_Option_1_copy, 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 | 3.19% | 4.65% | 3.92% | -2.51% | 5.89% | 9.75% | -1.97% | 1.11% | 3.25% | 0.96% | 35.01% | ||
| 2023 | 8.52% | -0.39% | 9.44% | 0.16% | 8.99% | 4.34% | 2.98% | -0.86% | -6.20% | 0.13% | 10.75% | 4.42% | 49.45% |
| 2022 | -7.73% | -1.55% | 3.91% | -8.51% | -3.60% | -7.44% | 8.88% | -4.27% | -8.61% | 3.70% | 2.99% | -3.32% | -24.22% |
| 2021 | -0.71% | -0.28% | 0.81% | 5.09% | 0.68% | 3.75% | 3.32% | 3.02% | -4.57% | 5.30% | 3.86% | 4.22% | 26.87% |
| 2020 | 4.84% | -7.33% | -3.79% | 9.93% | 4.79% | 6.79% | 5.54% | 10.20% | -4.26% | -4.58% | 6.74% | 7.00% | 39.52% |
| 2019 | 5.97% | 5.46% | 3.52% | 4.79% | -5.81% | 7.96% | 4.39% | -1.45% | 0.73% | 3.57% | 3.91% | 4.15% | 43.21% |
| 2018 | 5.68% | 0.47% | -4.26% | 1.31% | 4.91% | -0.78% | 0.81% | 4.84% | -0.35% | -5.87% | -2.15% | -4.70% | -0.90% |
| 2017 | 2.85% | 4.80% | 2.03% | 1.87% | 3.34% | -2.33% | 3.84% | 3.17% | -0.17% | 5.72% | 1.04% | 1.24% | 30.79% |
| 2016 | -3.83% | 2.99% | 6.07% | -3.87% | 2.76% | 0.18% | 6.78% | 0.87% | 1.83% | -0.52% | -1.56% | 1.85% | 13.74% |
| 2015 | -0.40% | -1.13% | -1.52% |
Expense Ratio
November_Option_1_copy has an expense ratio of 0.14%, 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 November_Option_1_copy 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 | |
|---|---|---|---|---|---|
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 |
SGLP.L Invesco Physical Gold A | 2.27 | 2.96 | 1.39 | 4.89 | 14.06 |
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 November_Option_1_copy. 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 November_Option_1_copy was 29.23%, occurring on Oct 12, 2022. Recovery took 166 trading sessions.
The current November_Option_1_copy drawdown is 1.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.23% | Jan 4, 2022 | 195 | Oct 12, 2022 | 166 | Jun 13, 2023 | 361 |
| -26.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 5, 2020 | 73 |
| -16.63% | Oct 3, 2018 | 59 | Dec 24, 2018 | 56 | Mar 15, 2019 | 115 |
| -11.87% | Jul 16, 2024 | 15 | Aug 5, 2024 | 46 | Oct 9, 2024 | 61 |
| -10.83% | Sep 3, 2020 | 13 | Sep 21, 2020 | 62 | Dec 16, 2020 | 75 |
Volatility
Volatility Chart
The current November_Option_1_copy volatility is 4.74%, 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
| SGLP.L | IUIT.L | XLKQ.L | |
|---|---|---|---|
| SGLP.L | 1.00 | -0.03 | 0.04 |
| IUIT.L | -0.03 | 1.00 | 0.95 |
| XLKQ.L | 0.04 | 0.95 | 1.00 |