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PHM Minimal
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

PHM Minimal

Last updated Jul 22, 2024

Asset Allocation

IB01.L 7%GLDA.DE 3.5%BTC-USD 1.2%USD=X 19.5%AMZN 30%VOO 25%LCWL.L 13.5%BondBondCommodityCommodityCryptocurrencyCryptocurrencyCurrencyCurrencyEquityEquity
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)		European Government Bonds

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

60.00%70.00%80.00%90.00%FebruaryMarchAprilMayJuneJuly
75.30%
82.14%
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		13.78%-0.38%11.47%18.82%12.44%10.64%
PHM Minimal13.56%0.37%11.85%22.81%11.96%N/A
Portfolio components:
LCWL.L
Lyxor Core MSCI World (DR) UCITS ETF		14.13%2.02%12.75%19.41%11.89%N/A
GLDA.DE
Amundi Physical Gold ETC (C)		17.54%4.00%20.55%23.24%11.16%N/A
AMZN
Amazon.com, Inc.		19.01%-2.55%15.27%40.04%13.23%27.35%
VOO
Vanguard S&P 500 ETF		17.31%2.06%14.89%23.39%14.75%12.95%
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)		2.94%0.45%2.60%5.41%2.13%N/A
BTC-USD
Bitcoin		54.67%8.45%63.12%123.67%45.95%60.02%
CE71.L
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)		-2.37%1.91%0.59%1.59%-2.03%0.69%

Monthly Returns

The table below presents the monthly returns of PHM Minimal, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.23%6.53%2.50%-2.30%2.01%4.18%13.56%
20239.96%-4.00%5.02%1.40%4.30%5.04%2.11%0.17%-4.31%1.04%6.66%3.45%34.36%
2022-5.49%0.15%3.26%-10.55%-1.33%-6.77%11.41%-3.77%-6.96%-0.07%0.87%-5.21%-23.34%
2021-0.66%0.21%2.21%5.70%-1.97%2.46%0.20%2.48%-3.48%3.74%0.71%-0.09%11.75%
20203.03%-5.25%-3.53%13.10%1.47%5.07%7.18%5.67%-4.50%-1.87%6.10%3.60%32.47%
2019-1.99%-1.94%-0.02%1.84%1.40%2.04%1.25%

Expense Ratio

PHM Minimal has an expense ratio of 0.03%, 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.

LCWL.L
Lyxor Core MSCI World (DR) UCITS ETF
Expense ratio chart for LCWL.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
GLDA.DE
Amundi Physical Gold ETC (C)
Expense ratio chart for GLDA.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
Expense ratio chart for IB01.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
CE71.L
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
Expense ratio chart for CE71.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of PHM Minimal is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of PHM Minimal is 8787
PHM Minimal
The Sharpe Ratio Rank of PHM Minimal is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of PHM Minimal is 9393Sortino Ratio Rank
The Omega Ratio Rank of PHM Minimal is 9494Omega Ratio Rank
The Calmar Ratio Rank of PHM Minimal is 6060Calmar Ratio Rank
The Martin Ratio Rank of PHM Minimal is 9797Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for PHM Minimal, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.002.64
Sortino ratio
The chart of Sortino ratio for PHM Minimal, currently valued at 3.89, compared to the broader market-2.000.002.004.006.003.89
Omega ratio
The chart of Omega ratio for PHM Minimal, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for PHM Minimal, currently valued at 2.14, compared to the broader market0.002.004.006.008.0010.002.14
Martin ratio
The chart of Martin ratio for PHM Minimal, currently valued at 23.95, compared to the broader market0.0010.0020.0030.0040.0023.95
^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 2.33, compared to the broader market-2.000.002.004.006.002.33
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 1.35, compared to the broader market0.002.004.006.008.0010.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
LCWL.L
Lyxor Core MSCI World (DR) UCITS ETF		0.881.531.480.593.20
GLDA.DE
Amundi Physical Gold ETC (C)		2.523.331.442.3314.72
AMZN
Amazon.com, Inc.		1.692.581.300.6213.71
VOO
Vanguard S&P 500 ETF		3.645.091.692.4528.79
USD=X
USD Cash		—————
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		12.8163.8816.7722.53819.80
BTC-USD
Bitcoin		2.292.771.291.3412.79
CE71.L
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)		0.620.921.110.031.26

Sharpe Ratio

The current PHM Minimal Sharpe ratio is 2.77. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.11, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of PHM Minimal with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00FebruaryMarchAprilMayJuneJuly
2.64
1.66
PHM Minimal
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

PHM Minimal granted a 0.33% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
PHM Minimal0.33%0.36%0.42%0.31%0.39%0.47%0.52%0.45%0.50%0.53%0.46%0.46%
Portfolio components:
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		1.30%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.

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.02%
-4.24%
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 3.01%.

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 2.96%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.96%
3.80%
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.L0.001.000.08-0.000.100.050.050.02
GLDA.DE0.000.081.000.090.370.050.110.07
BTC-USD0.00-0.000.091.000.120.200.190.23
CE71.L0.000.100.370.121.000.130.340.20
AMZN0.000.050.050.200.131.000.360.61
LCWL.L0.000.050.110.190.340.361.000.58
VOO0.000.020.070.230.200.610.581.00
The correlation results are calculated based on daily price changes starting from Jul 10, 2019