ET
test
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CNDX.L iShares NASDAQ 100 UCITS ETF | Large Cap Blend Equities | 33.33% |
NVS Novartis AG | Healthcare | 33.33% |
UBSG.SW UBS Group AG | Financial Services | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ET, 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 every 3 months.
The earliest data available for this chart is Sep 15, 2010, corresponding to the inception date of CNDX.L
Returns By Period
As of Dec 31, 2024, the ET returned 15.99% Year-To-Date and 12.97% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.00% | -2.50% | 6.76% | 23.31% | 12.57% | 11.09% |
| ET | 0.00% | -1.63% | 2.12% | 17.68% | 15.87% | 13.00% |
| Portfolio components: | ||||||
UBSG.SW UBS Group AG | 0.00% | -4.73% | 1.32% | 0.21% | 21.02% | 8.94% |
NVS Novartis AG | 0.00% | -7.15% | -8.87% | 0.03% | 5.77% | 6.24% |
CNDX.L iShares NASDAQ 100 UCITS ETF | 0.00% | 0.79% | 6.11% | 28.82% | 19.32% | 17.87% |
Monthly Returns
The table below presents the monthly returns of ET, 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 | 1.37% | 1.16% | 2.15% | -3.89% | 6.29% | 5.24% | -0.20% | 2.26% | 0.80% | -1.51% | 3.27% | 16.35% | |
| 2023 | 8.11% | -1.31% | 8.26% | 2.96% | 2.41% | 6.22% | 4.35% | 0.61% | -3.55% | -3.50% | 10.60% | 6.30% | 48.61% |
| 2022 | -6.96% | -1.91% | 5.31% | -9.28% | -1.08% | -8.74% | 7.33% | -4.06% | -7.73% | 3.37% | 5.09% | -2.84% | -21.06% |
| 2021 | -0.14% | -0.84% | 1.82% | 3.71% | 0.76% | 4.21% | 2.82% | 2.97% | -6.09% | 5.75% | 0.51% | 3.44% | 20.01% |
| 2020 | 1.88% | -9.03% | -3.35% | 9.50% | 4.10% | 4.96% | 3.03% | 8.68% | -3.33% | -4.64% | 12.69% | 4.86% | 30.72% |
| 2019 | 5.89% | 2.86% | 4.37% | 2.91% | -3.80% | 6.24% | 1.74% | -3.26% | 0.13% | 3.04% | 4.65% | 3.24% | 31.21% |
| 2018 | 7.93% | -3.32% | -4.22% | -0.99% | 0.68% | 1.59% | 5.21% | 2.22% | 1.12% | -6.24% | 0.53% | -7.34% | -3.88% |
| 2017 | 2.74% | 3.47% | 1.27% | 3.73% | 3.21% | 0.64% | 3.16% | -0.44% | 1.19% | 1.11% | 2.41% | 1.36% | 26.51% |
| 2016 | -10.79% | -2.59% | 4.32% | 1.03% | 2.43% | -3.01% | 5.16% | -0.74% | 0.27% | -3.40% | 1.41% | 2.46% | -4.42% |
| 2015 | 0.15% | 5.82% | 0.24% | 3.48% | 2.66% | -2.86% | 5.84% | -6.89% | -5.63% | 6.22% | -2.88% | 0.69% | 5.91% |
| 2014 | -0.24% | 7.42% | -1.28% | 0.79% | 2.61% | -0.44% | -2.13% | 3.91% | 1.16% | 0.12% | 4.40% | -2.83% | 13.83% |
Expense Ratio
ET has an expense ratio of 0.11%, 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 ET is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
UBSG.SW UBS Group AG | 0.16 | 0.38 | 1.05 | 0.24 | 0.65 |
NVS Novartis AG | -0.37 | -0.40 | 0.95 | -0.30 | -0.77 |
CNDX.L iShares NASDAQ 100 UCITS ETF | 1.67 | 2.29 | 1.31 | 2.26 | 7.86 |
Dividends
Dividend yield
ET provided a 1.68% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.68% | 1.48% | 1.77% | 1.72% | 2.54% | 2.89% | 3.03% | 2.38% | 2.66% | 2.50% | 1.60% |
| Portfolio components: | |||||||||||
UBSG.SW UBS Group AG | 1.15% | 0.95% | 1.35% | 1.04% | 4.16% | 5.73% | 5.31% | 3.34% | 3.76% | 3.84% | 1.46% |
NVS Novartis AG | 3.88% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% |
CNDX.L iShares NASDAQ 100 UCITS ETF | 0.02% | 0.05% | 0.06% | 0.03% | 0.04% | 0.07% | 0.06% | 0.30% | 0.16% | 0.16% | 0.19% |
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 ET. 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 ET was 28.53%, occurring on Mar 23, 2020. Recovery took 63 trading sessions.
The current ET drawdown is 3.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 63 | Jun 19, 2020 | 86 |
| -28.04% | Dec 31, 2021 | 203 | Oct 12, 2022 | 170 | Jun 13, 2023 | 373 |
| -26.21% | Jul 21, 2015 | 146 | Feb 11, 2016 | 337 | Jun 2, 2017 | 483 |
| -22.53% | Jun 1, 2011 | 128 | Nov 25, 2011 | 260 | Nov 29, 2012 | 388 |
| -17.01% | Sep 27, 2018 | 63 | Dec 24, 2018 | 70 | Apr 3, 2019 | 133 |
Volatility
Volatility Chart
The current ET volatility is 3.44%, 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
| NVS | CNDX.L | UBSG.SW | |
|---|---|---|---|
| NVS | 1.00 | 0.25 | 0.31 |
| CNDX.L | 0.25 | 1.00 | 0.46 |
| UBSG.SW | 0.31 | 0.46 | 1.00 |