PHM Minimal
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Jul 9, 2019, corresponding to the inception date of GLDA.DE
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
PHM Minimal | 13.92% | -0.43% | 4.88% | 21.53% | 12.83% | N/A |
Portfolio components: | ||||||
LCWL.L Lyxor Core MSCI World (DR) UCITS ETF | 15.58% | 1.72% | 9.11% | 23.08% | 13.01% | N/A |
GLDA.DE Amundi Physical Gold ETC (C) | 21.33% | 3.22% | 20.35% | 28.81% | 10.20% | N/A |
AMZN Amazon.com, Inc. | 17.48% | -4.54% | 0.16% | 29.34% | 14.97% | 26.47% |
VOO Vanguard S&P 500 ETF | 19.40% | 2.39% | 10.63% | 27.03% | 15.89% | 12.97% |
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) | 3.58% | 0.50% | 2.71% | 5.47% | 2.21% | N/A |
BTC-USD Bitcoin | 39.91% | -8.49% | -5.30% | 128.04% | 43.30% | 61.90% |
CE71.L iShares Euro Government Bond 3-7yr UCITS ETF (Acc) | 0.60% | 2.41% | 4.45% | 6.53% | -1.41% | 0.70% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.23% | 6.53% | 2.50% | -2.30% | 2.01% | 4.18% | -0.31% | 13.92% | |||||
2023 | 9.96% | -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% |
2020 | 3.03% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of PHM Minimal is 39, 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 | |
---|---|---|---|---|---|
LCWL.L Lyxor Core MSCI World (DR) UCITS ETF | 2.09 | 2.85 | 1.38 | 0.50 | 11.06 |
GLDA.DE Amundi Physical Gold ETC (C) | 2.22 | 2.91 | 1.38 | 2.03 | 13.12 |
AMZN Amazon.com, Inc. | 0.90 | 1.39 | 1.18 | 0.32 | 4.16 |
VOO Vanguard S&P 500 ETF | 2.42 | 3.28 | 1.45 | 1.14 | 14.66 |
USD=X USD Cash | — | — | — | — | — |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 12.80 | 61.22 | 15.49 | 22.23 | 800.44 |
BTC-USD Bitcoin | 0.99 | 1.66 | 1.17 | 0.53 | 4.79 |
CE71.L iShares Euro Government Bond 3-7yr UCITS ETF (Acc) | 0.20 | 0.34 | 1.04 | 0.01 | 0.40 |
Dividends
Dividend yield
PHM Minimal granted a 0.32% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
PHM Minimal | 0.32% | 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 | 1.28% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 2.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.55% | Nov 19, 2021 | 405 | Dec 28, 2022 | 356 | Dec 19, 2023 | 761 |
-18.91% | Feb 20, 2020 | 26 | Mar 16, 2020 | 65 | May 20, 2020 | 91 |
-8.85% | Jul 11, 2024 | 26 | Aug 5, 2024 | — | — | — |
-8.72% | Sep 3, 2020 | 19 | Sep 21, 2020 | 87 | Dec 17, 2020 | 106 |
-6.08% | Jul 16, 2019 | 85 | Oct 8, 2019 | 79 | Dec 26, 2019 | 164 |
Volatility
Volatility Chart
The current PHM Minimal volatility is 5.44%, 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
USD=X | IB01.L | GLDA.DE | BTC-USD | CE71.L | AMZN | LCWL.L | VOO | |
---|---|---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
IB01.L | 0.00 | 1.00 | 0.08 | -0.01 | 0.10 | 0.04 | 0.05 | 0.02 |
GLDA.DE | 0.00 | 0.08 | 1.00 | 0.10 | 0.36 | 0.06 | 0.12 | 0.08 |
BTC-USD | 0.00 | -0.01 | 0.10 | 1.00 | 0.12 | 0.20 | 0.19 | 0.24 |
CE71.L | 0.00 | 0.10 | 0.36 | 0.12 | 1.00 | 0.14 | 0.34 | 0.20 |
AMZN | 0.00 | 0.04 | 0.06 | 0.20 | 0.14 | 1.00 | 0.37 | 0.61 |
LCWL.L | 0.00 | 0.05 | 0.12 | 0.19 | 0.34 | 0.37 | 1.00 | 0.58 |
VOO | 0.00 | 0.02 | 0.08 | 0.24 | 0.20 | 0.61 | 0.58 | 1.00 |