Kauf 17.02.2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Kauf 17.02.2024, 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 Dec 10, 2018, corresponding to the inception date of SXLK.AS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Kauf 17.02.2024 | 20.90% | -3.58% | 13.82% | 30.92% | 23.50% | N/A |
| Portfolio components: | ||||||
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 23.64% | -3.60% | 16.47% | 33.94% | 23.92% | N/A |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 20.04% | -3.52% | 13.26% | 29.43% | 20.62% | 22.51% |
SXLK.AS SPDR S&P U.S. Technology Select Sector UCITS ETF | 13.34% | -4.07% | 7.02% | 22.60% | 29.49% | N/A |
WTCH.AS SPDR MSCI World Technology UCITS ETF | 21.05% | -3.47% | 13.31% | 30.00% | 20.88% | N/A |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 19.96% | -3.67% | 13.22% | 29.79% | 20.91% | N/A |
XLKQ.L Invesco US Technology Sector UCITS ETF | 26.66% | -3.37% | 18.57% | 38.54% | 24.74% | 24.51% |
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 21.81% | -3.34% | 15.06% | 32.40% | 22.66% | N/A |
Monthly Returns
The table below presents the monthly returns of Kauf 17.02.2024, 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 | 3.99% | 5.29% | 2.37% | -4.09% | 5.73% | 11.79% | 20.90% | ||||||
| 2023 | 9.60% | 0.59% | 9.33% | -0.02% | 10.34% | 5.71% | 2.74% | -1.11% | -6.43% | -1.69% | 13.09% | 5.10% | 56.15% |
| 2022 | -9.85% | -4.93% | 4.08% | -10.27% | -4.00% | -9.12% | 11.64% | -4.58% | -10.00% | 4.91% | 2.48% | -5.41% | -31.93% |
| 2021 | -0.31% | 1.30% | 0.85% | 5.49% | -1.20% | 6.94% | 3.30% | 4.09% | -5.19% | 6.37% | 4.22% | 5.71% | 35.59% |
| 2020 | 4.41% | -9.02% | -5.34% | 10.80% | 5.71% | 7.76% | 4.75% | 12.56% | -4.12% | -5.45% | 10.60% | 7.04% | 43.61% |
| 2019 | 6.31% | 5.79% | 3.55% | 5.25% | -6.35% | 6.69% | 3.73% | -3.36% | 1.58% | 3.65% | 4.77% | 10.80% | 50.04% |
| 2018 | -3.10% | -3.10% |
Expense Ratio
Kauf 17.02.2024 has an expense ratio of 0.20%, 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 Kauf 17.02.2024 is 71, 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 | |
|---|---|---|---|---|---|
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 1.63 | 2.24 | 1.28 | 2.83 | 8.70 |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 1.56 | 2.17 | 1.27 | 2.16 | 8.06 |
SXLK.AS SPDR S&P U.S. Technology Select Sector UCITS ETF | 1.25 | 1.77 | 1.22 | 1.14 | 6.39 |
WTCH.AS SPDR MSCI World Technology UCITS ETF | 1.59 | 2.19 | 1.28 | 2.26 | 8.16 |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 1.58 | 2.21 | 1.28 | 2.28 | 8.12 |
XLKQ.L Invesco US Technology Sector UCITS ETF | 1.84 | 2.49 | 1.31 | 3.29 | 9.96 |
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 1.56 | 2.15 | 1.27 | 2.62 | 8.16 |
Dividends
Dividend yield
Kauf 17.02.2024 granted a 0.00% dividend yield in the last twelve months.
Drawdowns
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 Kauf 17.02.2024. 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 Kauf 17.02.2024 was 36.02%, occurring on Oct 11, 2022. Recovery took 281 trading sessions.
The current Kauf 17.02.2024 drawdown is 7.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.02% | Dec 31, 2021 | 201 | Oct 11, 2022 | 281 | Nov 14, 2023 | 482 |
| -31.74% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -11.96% | Sep 3, 2020 | 13 | Sep 21, 2020 | 51 | Dec 1, 2020 | 64 |
| -10.92% | Feb 16, 2021 | 14 | Mar 5, 2021 | 23 | Apr 9, 2021 | 37 |
| -10.85% | Dec 13, 2018 | 8 | Dec 24, 2018 | 27 | Feb 4, 2019 | 35 |
Volatility
Volatility Chart
The current Kauf 17.02.2024 volatility is 6.55%, 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
| SXLK.AS | IITU.L | XLKQ.L | XSTC.L | XDWT.DE | LYPG.DE | WTCH.AS | |
|---|---|---|---|---|---|---|---|
| SXLK.AS | 1.00 | 0.77 | 0.78 | 0.77 | 0.81 | 0.80 | 0.81 |
| IITU.L | 0.77 | 1.00 | 0.99 | 0.99 | 0.93 | 0.93 | 0.93 |
| XLKQ.L | 0.78 | 0.99 | 1.00 | 0.99 | 0.93 | 0.93 | 0.93 |
| XSTC.L | 0.77 | 0.99 | 0.99 | 1.00 | 0.93 | 0.93 | 0.94 |
| XDWT.DE | 0.81 | 0.93 | 0.93 | 0.93 | 1.00 | 0.99 | 0.98 |
| LYPG.DE | 0.80 | 0.93 | 0.93 | 0.93 | 0.99 | 1.00 | 0.97 |
| WTCH.AS | 0.81 | 0.93 | 0.93 | 0.94 | 0.98 | 0.97 | 1.00 |