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My Portfolio as at 2024-03-12
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IUSA.L 29.9%HGT.L 20.9%IITU.L 19.4%BOOK.L 15.6%OCI.L 13.4%EquityEquity
PositionCategory/SectorWeight
BOOK.L
Literacy Capital plc
Financials

15.60%

HGT.L
HgCapital Trust plc
Financials

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%

S&P 500

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
20.02%
19.37%
My Portfolio as at 2024-03-12
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 25, 2021, corresponding to the inception date of BOOK.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
My Portfolio as at 2024-03-123.80%-3.03%20.02%27.48%N/AN/A
HGT.L
HgCapital Trust plc
7.13%-3.28%32.60%44.59%19.13%37.01%
OCI.L
Oakley Capital Investments Limited
-5.64%3.60%15.63%4.08%19.68%12.40%
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
5.49%-7.89%23.43%40.86%22.78%N/A
IUSA.L
iShares S&P 500 UCITS Dist
5.55%-4.32%19.50%23.57%14.41%16.08%
BOOK.L
Literacy Capital plc
0.76%0.87%2.91%15.78%N/AN/A
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
3.65%-7.01%18.53%26.35%13.95%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.20%2.90%3.19%
2023-3.31%-4.65%10.53%6.31%

Expense Ratio

The My Portfolio as at 2024-03-12 has an expense ratio of 0.05% 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.


Expense ratio chart for IITU.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%
Expense ratio chart for IUSA.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%
Expense ratio chart for UC99.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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.


My Portfolio as at 2024-03-12
Sharpe ratio
The chart of Sharpe ratio for My Portfolio as at 2024-03-12, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.005.002.16
Sortino ratio
The chart of Sortino ratio for My Portfolio as at 2024-03-12, currently valued at 3.33, compared to the broader market0.002.004.006.003.33
Omega ratio
The chart of Omega ratio for My Portfolio as at 2024-03-12, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for My Portfolio as at 2024-03-12, currently valued at 2.75, compared to the broader market0.002.004.006.008.002.75
Martin ratio
The chart of Martin ratio for My Portfolio as at 2024-03-12, currently valued at 8.83, compared to the broader market0.0010.0020.0030.0040.0050.008.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
HGT.L
HgCapital Trust plc
1.482.171.251.616.42
OCI.L
Oakley Capital Investments Limited
0.090.301.040.100.27
IITU.L
iShares S&P 500 USD Information Technology Sector UCITS
2.173.031.372.579.45
IUSA.L
iShares S&P 500 UCITS Dist
2.223.241.401.878.84
BOOK.L
Literacy Capital plc
0.921.481.201.032.37
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
2.042.981.361.648.35

Sharpe Ratio

The current My Portfolio as at 2024-03-12 Sharpe ratio is 2.16. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.16

The Sharpe ratio of My Portfolio as at 2024-03-12 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.16
1.92
My Portfolio as at 2024-03-12
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My Portfolio as at 2024-03-12 granted a 0.01% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My Portfolio as at 2024-03-120.01%0.01%0.01%0.01%0.01%0.03%0.06%0.08%0.06%0.01%0.10%0.01%
HGT.L
HgCapital Trust plc
0.01%0.01%0.02%0.01%0.02%0.12%0.26%0.35%0.26%0.03%0.45%0.02%
OCI.L
Oakley Capital Investments Limited
0.01%0.01%0.01%0.01%0.02%0.02%0.03%0.01%0.03%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
0.01%0.02%0.02%0.01%0.02%0.02%0.02%0.02%0.02%0.02%0.02%0.02%
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
0.00%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
-3.89%
-3.50%
My Portfolio as at 2024-03-12
Benchmark (^GSPC)
Portfolio components

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.

The current My Portfolio as at 2024-03-12 drawdown is 3.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.07%Jan 5, 2022193Oct 11, 2022156May 26, 2023349
-9.97%Aug 2, 202363Oct 27, 202319Nov 23, 202382
-4.77%Jun 19, 202314Jul 6, 20239Jul 19, 202323
-4.65%Apr 9, 202410Apr 22, 2024
-3.6%Sep 14, 202117Oct 6, 202113Oct 25, 202130

Volatility

Volatility Chart

The current My Portfolio as at 2024-03-12 volatility is 3.22%, 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%NovemberDecember2024FebruaryMarchApril
3.22%
3.58%
My Portfolio as at 2024-03-12
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.

BOOK.LOCI.LHGT.LIITU.LUC99.LIUSA.L
BOOK.L1.000.350.310.280.330.36
OCI.L0.351.000.320.310.320.35
HGT.L0.310.321.000.450.490.51
IITU.L0.280.310.451.000.920.89
UC99.L0.330.320.490.921.000.94
IUSA.L0.360.350.510.890.941.00