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PHM Minimal
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IB01.L 7%GLDA.DE 3.5%USD=X 19.5%AMZN 30%VOO 25%LCWL.L 13.5%BTC-USD 1.2%BondBondCommodityCommodityCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical

30%

BTC-USD
Bitcoin

1.20%

CE71.L
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)

0.30%

GLDA.DE
Amundi Physical Gold ETC (C)
Precious Metals

3.50%

IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
Government Bonds

7%

LCWL.L
Lyxor Core MSCI World (DR) UCITS ETF
Global Equities

13.50%

USD=X
USD Cash

19.50%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

25%

S&P 500

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
20.72%
17.59%
PHM Minimal
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 9, 2019, corresponding to the inception date of GLDA.DE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
PHM Minimal7.50%-2.17%20.71%28.37%N/AN/A
LCWL.L
Lyxor Core MSCI World (DR) UCITS ETF
3.66%-4.75%18.05%17.90%11.38%N/A
GLDA.DE
Amundi Physical Gold ETC (C)
15.92%10.39%19.68%20.59%N/AN/A
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%13.42%26.68%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%13.18%12.27%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.53%0.37%2.63%5.13%2.00%N/A
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%64.39%62.81%
CE71.L
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
-5.06%-2.44%4.31%0.44%-1.49%0.65%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.23%6.53%2.50%
2023-4.31%1.04%6.66%3.45%

Expense Ratio

The PHM Minimal has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


PHM Minimal
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
LCWL.L
Lyxor Core MSCI World (DR) UCITS ETF
0.571.091.320.921.96
GLDA.DE
Amundi Physical Gold ETC (C)
2.083.291.392.617.06
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
USD=X
USD Cash
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
14.5559.5514.46139.88897.96
BTC-USD
Bitcoin
4.093.991.462.0029.69
CE71.L
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
0.110.201.020.030.22

Sharpe Ratio


Chart placeholderNot enough data

Dividends

Dividend yield

PHM Minimal granted a 0.35% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
PHM Minimal0.35%0.36%0.42%0.31%0.39%0.47%0.52%0.45%0.50%0.53%0.46%0.46%
LCWL.L
Lyxor Core MSCI World (DR) UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLDA.DE
Amundi Physical Gold ETC (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%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CE71.L
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.85%
-5.46%
PHM Minimal
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PHM Minimal. 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 PHM Minimal was 26.55%, occurring on Dec 28, 2022. Recovery took 356 trading sessions.

The current PHM Minimal drawdown is 3.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.55%Nov 19, 2021405Dec 28, 2022356Dec 19, 2023761
-18.91%Feb 20, 202026Mar 16, 202065May 20, 202091
-8.72%Sep 3, 202019Sep 21, 202087Dec 17, 2020106
-6.08%Jul 16, 201985Oct 8, 201979Dec 26, 2019164
-5%Jul 27, 202170Oct 4, 202124Oct 28, 202194

Volatility

Volatility Chart

The current PHM Minimal volatility is 2.40%, 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%NovemberDecember2024FebruaryMarchApril
2.40%
3.15%
PHM Minimal
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

USD=XIB01.LGLDA.DEBTC-USDCE71.LAMZNLCWL.LVOO
USD=X0.000.000.000.000.000.000.000.00
IB01.L0.001.000.070.000.100.060.040.02
GLDA.DE0.000.071.000.100.380.050.100.07
BTC-USD0.000.000.101.000.130.200.200.24
CE71.L0.000.100.380.131.000.140.330.20
AMZN0.000.060.050.200.141.000.370.62
LCWL.L0.000.040.100.200.330.371.000.59
VOO0.000.020.070.240.200.620.591.00