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current
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 2%VUAG.L 24.5%SMH 24.5%EQQQ.L 24.5%VEVE.AS 24.5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

2%

EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
Large Cap Growth Equities

24.50%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

24.50%

VEVE.AS
Vanguard FTSE Developed World UCITS ETF
Global Equities

24.50%

VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
Large Cap Blend Equities

24.50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in current, 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%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
25.51%
17.59%
current
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 16, 2019, corresponding to the inception date of VUAG.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
current7.26%-6.87%25.51%34.39%N/AN/A
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
5.04%-4.75%18.89%22.60%N/AN/A
SMH
VanEck Vectors Semiconductor ETF
13.92%-12.49%41.03%61.40%30.59%27.56%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
2.08%-6.35%18.40%32.92%19.16%21.23%
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%64.39%62.81%
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
3.41%-4.52%16.69%15.48%9.30%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.91%7.35%4.02%
2023-5.13%-2.73%10.82%6.82%

Expense Ratio

The current has a high expense ratio of 0.21%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.07%

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.


current
Sharpe ratio
The chart of Sharpe ratio for current, currently valued at 1.86, compared to the broader market-1.000.001.002.003.004.001.86
Sortino ratio
The chart of Sortino ratio for current, currently valued at 2.67, compared to the broader market-2.000.002.004.006.002.67
Omega ratio
The chart of Omega ratio for current, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for current, currently valued at 0.86, compared to the broader market0.002.004.006.008.000.86
Martin ratio
The chart of Martin ratio for current, currently valued at 10.19, compared to the broader market0.0010.0020.0030.0040.0010.19
^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 2.44, compared to the broader market-2.000.002.004.006.002.44
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 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.511.051.280.281.95
SMH
VanEck Vectors Semiconductor ETF
2.112.861.351.5912.59
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
1.422.041.250.488.45
BTC-USD
Bitcoin
4.093.991.462.0029.69
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
1.402.111.250.225.59

Sharpe Ratio

The current current Sharpe ratio is 1.86. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.86

The Sharpe ratio of current 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
1.86
1.66
current
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

current granted a 0.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
current0.13%0.15%0.58%0.25%0.34%1.47%0.92%0.70%0.40%1.05%0.57%0.76%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.52%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.00%0.00%0.01%0.00%0.00%0.01%0.01%0.01%0.01%0.01%0.01%0.01%
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%
VEVE.AS
Vanguard FTSE Developed World 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%

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
-7.41%
-5.46%
current
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the current. 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 current was 33.49%, occurring on Oct 11, 2022. Recovery took 401 trading sessions.

The current current drawdown is 7.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.49%Jan 4, 2022281Oct 11, 2022401Nov 16, 2023682
-31.64%Feb 20, 202033Mar 23, 2020109Jul 10, 2020142
-9.21%Sep 3, 202019Sep 21, 202045Nov 5, 202064
-7.77%Feb 16, 202119Mar 6, 202130Apr 5, 202149
-7.41%Mar 22, 202429Apr 19, 2024

Volatility

Volatility Chart

The current current volatility is 3.83%, 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%4.00%6.00%8.00%NovemberDecember2024FebruaryMarchApril
3.83%
3.15%
current
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.

BTC-USDSMHVEVE.ASEQQQ.LVUAG.L
BTC-USD1.000.220.180.210.18
SMH0.221.000.460.490.44
VEVE.AS0.180.461.000.770.85
EQQQ.L0.210.490.771.000.86
VUAG.L0.180.440.850.861.00