My Portfolio as at 2024-03-12
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BOOK.L Literacy Capital plc | Financial Services | 15.60% |
HGT.L HgCapital Trust plc | Financial Services | 20.90% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | Technology Equities | 19.40% |
IUSA.L iShares S&P 500 UCITS Dist | Large Cap Blend Equities | 29.90% |
OCI.L Oakley Capital Investments Limited | Financial Services | 13.40% |
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | Large Cap Blend Equities | 0.80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My Portfolio as at 2024-03-12, 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 Jun 25, 2021, corresponding to the inception date of BOOK.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
My Portfolio as at 2024-03-12 | 19.92% | 2.71% | 15.18% | 33.83% | N/A | N/A |
Portfolio components: | ||||||
HGT.L HgCapital Trust plc | 28.45% | 3.29% | 25.87% | 54.59% | 22.54% | 38.34% |
OCI.L Oakley Capital Investments Limited | 9.70% | 3.33% | 15.60% | 23.31% | 19.43% | 14.23% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 27.35% | 2.87% | 16.23% | 45.81% | 24.90% | N/A |
IUSA.L iShares S&P 500 UCITS Dist | 17.71% | 2.36% | 10.88% | 29.13% | 14.50% | 15.59% |
BOOK.L Literacy Capital plc | 10.40% | 1.76% | 6.29% | 9.46% | N/A | N/A |
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 18.71% | 3.04% | 9.68% | 30.94% | 15.69% | N/A |
Monthly Returns
The table below presents the monthly returns of My Portfolio as at 2024-03-12, 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 | 0.20% | 2.90% | 3.19% | -0.14% | 3.66% | 4.55% | 2.65% | 19.92% | |||||
2023 | 6.60% | -0.93% | 3.60% | 3.84% | 6.83% | 0.92% | 4.22% | -1.73% | -3.31% | -4.65% | 10.53% | 6.31% | 35.90% |
2022 | -3.28% | -2.85% | 3.16% | -2.93% | -4.34% | -7.19% | 9.28% | -5.02% | -9.12% | 4.56% | 6.14% | -3.05% | -15.22% |
2021 | 2.48% | 5.14% | 5.56% | -1.27% | 5.12% | 1.02% | 4.38% | 24.46% |
Expense Ratio
My Portfolio as at 2024-03-12 has an expense ratio of 0.05%, 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 risk-adjusted rank of My Portfolio as at 2024-03-12 is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
HGT.L HgCapital Trust plc | 1.97 | 2.69 | 1.34 | 2.32 | 11.24 |
OCI.L Oakley Capital Investments Limited | 1.02 | 1.56 | 1.24 | 1.15 | 4.26 |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 2.22 | 2.86 | 1.38 | 3.06 | 9.94 |
IUSA.L iShares S&P 500 UCITS Dist | 2.35 | 3.27 | 1.44 | 2.58 | 10.43 |
BOOK.L Literacy Capital plc | 0.66 | 1.03 | 1.14 | 0.61 | 2.48 |
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 2.09 | 2.88 | 1.37 | 2.66 | 8.33 |
Dividends
Dividend yield
My Portfolio as at 2024-03-12 granted a 0.79% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
My Portfolio as at 2024-03-12 | 0.79% | 0.91% | 1.12% | 0.82% | 1.10% | 3.40% | 6.41% | 8.10% | 6.33% | 0.69% | 10.07% | 1.16% |
Portfolio components: | ||||||||||||
HGT.L HgCapital Trust plc | 1.21% | 1.50% | 2.14% | 1.19% | 1.64% | 12.35% | 25.77% | 35.07% | 25.96% | 0.03% | 45.39% | 2.28% |
OCI.L Oakley Capital Investments Limited | 0.86% | 0.91% | 1.07% | 1.08% | 1.57% | 1.68% | 2.60% | 1.37% | 2.75% | 0.00% | 0.00% | 0.00% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSA.L iShares S&P 500 UCITS Dist | 1.39% | 1.55% | 1.74% | 1.39% | 1.80% | 1.96% | 2.22% | 1.95% | 1.75% | 2.29% | 1.95% | 2.28% |
BOOK.L Literacy Capital plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.72% | 0.85% | 0.79% | 0.78% | 0.98% | 0.78% | 1.27% | 0.93% | 1.00% | 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 My Portfolio as at 2024-03-12. 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 My Portfolio as at 2024-03-12 was 25.07%, occurring on Oct 11, 2022. Recovery took 156 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-25.07% | Jan 5, 2022 | 193 | Oct 11, 2022 | 156 | May 26, 2023 | 349 |
-9.97% | Aug 2, 2023 | 63 | Oct 27, 2023 | 19 | Nov 23, 2023 | 82 |
-8% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
-4.77% | Jun 19, 2023 | 14 | Jul 6, 2023 | 9 | Jul 19, 2023 | 23 |
-4.65% | Apr 9, 2024 | 10 | Apr 22, 2024 | 10 | May 7, 2024 | 20 |
Volatility
Volatility Chart
The current My Portfolio as at 2024-03-12 volatility is 6.21%, 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
BOOK.L | OCI.L | HGT.L | IITU.L | UC99.L | IUSA.L | |
---|---|---|---|---|---|---|
BOOK.L | 1.00 | 0.33 | 0.30 | 0.27 | 0.33 | 0.35 |
OCI.L | 0.33 | 1.00 | 0.32 | 0.29 | 0.31 | 0.33 |
HGT.L | 0.30 | 0.32 | 1.00 | 0.45 | 0.49 | 0.51 |
IITU.L | 0.27 | 0.29 | 0.45 | 1.00 | 0.92 | 0.89 |
UC99.L | 0.33 | 0.31 | 0.49 | 0.92 | 1.00 | 0.94 |
IUSA.L | 0.35 | 0.33 | 0.51 | 0.89 | 0.94 | 1.00 |