33yr-LONG-S-B-G-ETF-diverso
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 33yr-LONG-S-B-G-ETF-diverso, 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 Mar 20, 2012, corresponding to the inception date of 8PSG.DE
Returns By Period
As of Sep 21, 2024, the 33yr-LONG-S-B-G-ETF-diverso returned 30.01% Year-To-Date and 33.43% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
33yr-LONG-S-B-G-ETF-diverso | 30.13% | 2.50% | 8.63% | 60.59% | 29.22% | 33.48% |
Portfolio components: | ||||||
Bitcoin | 49.99% | 4.99% | -1.04% | 138.51% | 45.48% | 65.03% |
iShares MSCI ACWI ETF | 16.68% | 2.10% | 8.23% | 28.54% | 11.70% | 9.14% |
Amundi MSCI World Information Technology UCITS ETF EUR Acc | 24.33% | -0.73% | 9.99% | 45.19% | 22.57% | 19.12% |
Invesco Physical Gold A | 27.06% | 5.78% | 21.00% | 35.91% | 11.31% | 7.75% |
Monthly Returns
The table below presents the monthly returns of 33yr-LONG-S-B-G-ETF-diverso, 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 | 1.22% | 13.98% | 7.47% | -6.02% | 6.10% | 2.09% | 0.96% | -0.73% | 30.13% | ||||
2023 | 16.01% | -1.62% | 11.10% | 1.39% | 0.02% | 6.30% | 1.32% | -4.37% | -3.05% | 6.51% | 9.15% | 6.74% | 59.33% |
2022 | -8.63% | 1.17% | 3.26% | -10.25% | -4.80% | -13.83% | 9.99% | -6.86% | -7.44% | 4.95% | 0.75% | -3.91% | -32.29% |
2021 | 3.16% | 10.56% | 11.64% | 2.97% | -7.34% | 0.43% | 6.14% | 5.45% | -5.38% | 14.17% | -2.26% | -3.32% | 39.39% |
2020 | 8.25% | -7.37% | -13.34% | 15.70% | 6.20% | 2.24% | 10.36% | 6.03% | -4.51% | 4.52% | 19.27% | 20.88% | 83.81% |
2019 | 3.76% | 5.22% | 3.03% | 10.45% | 13.84% | 17.62% | -0.31% | -2.12% | -1.82% | 5.10% | -2.74% | 1.66% | 65.62% |
2018 | -3.29% | -1.62% | -8.56% | 8.58% | -4.21% | -4.47% | 6.79% | -1.20% | -1.49% | -6.11% | -9.29% | -6.07% | -28.12% |
2017 | 2.58% | 7.94% | -1.55% | 8.10% | 22.91% | 3.70% | 6.40% | 18.08% | -2.67% | 15.15% | 20.43% | 15.00% | 192.93% |
2016 | -7.34% | 5.17% | 3.32% | 1.60% | 5.72% | 6.67% | 3.08% | -1.51% | 2.35% | 2.68% | 1.38% | 9.58% | 36.74% |
2015 | -9.03% | 6.98% | -2.39% | 0.91% | -0.26% | 0.96% | 2.25% | -8.92% | -1.51% | 14.42% | 5.20% | 3.60% | 10.42% |
2014 | 0.27% | -5.45% | -3.36% | -0.50% | 11.24% | 2.08% | -2.37% | -2.82% | -5.78% | -3.50% | 5.34% | -4.61% | -10.28% |
2013 | 13.93% | 17.60% | 84.42% | 13.53% | -1.98% | -10.63% | 5.77% | 7.93% | 1.44% | 15.36% | 148.47% | -23.36% | 525.07% |
Expense Ratio
33yr-LONG-S-B-G-ETF-diverso has an expense ratio of 0.22%, 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 33yr-LONG-S-B-G-ETF-diverso is 49, 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 | |
---|---|---|---|---|---|
Bitcoin | 1.40 | 2.07 | 1.21 | 0.83 | 6.16 |
iShares MSCI ACWI ETF | 2.08 | 2.83 | 1.37 | 0.95 | 12.72 |
Amundi MSCI World Information Technology UCITS ETF EUR Acc | 1.68 | 2.31 | 1.29 | 0.87 | 7.45 |
Invesco Physical Gold A | 2.87 | 3.66 | 1.49 | 2.95 | 18.40 |
Dividends
Dividend yield
33yr-LONG-S-B-G-ETF-diverso granted a 0.64% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
33yr-LONG-S-B-G-ETF-diverso | 0.64% | 0.75% | 0.72% | 0.68% | 0.57% | 0.93% | 0.90% | 0.78% | 0.88% | 1.02% | 0.90% | 0.76% |
Portfolio components: | ||||||||||||
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% |
iShares MSCI ACWI ETF | 1.61% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Amundi MSCI World Information Technology UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco Physical Gold A | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the 33yr-LONG-S-B-G-ETF-diverso. 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 33yr-LONG-S-B-G-ETF-diverso was 42.16%, occurring on Dec 25, 2018. Recovery took 183 trading sessions.
The current 33yr-LONG-S-B-G-ETF-diverso drawdown is 0.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-42.16% | Dec 17, 2017 | 374 | Dec 25, 2018 | 183 | Jun 26, 2019 | 557 |
-41.71% | Dec 5, 2013 | 628 | Aug 24, 2015 | 487 | Dec 23, 2016 | 1115 |
-41.5% | Nov 9, 2021 | 366 | Nov 9, 2022 | 455 | Feb 7, 2024 | 821 |
-33.83% | Apr 11, 2013 | 7 | Apr 17, 2013 | 201 | Nov 4, 2013 | 208 |
-33.5% | Feb 13, 2020 | 35 | Mar 18, 2020 | 126 | Jul 22, 2020 | 161 |
Volatility
Volatility Chart
The current 33yr-LONG-S-B-G-ETF-diverso volatility is 5.95%, 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
8PSG.DE | BTC-USD | LYPG.DE | ACWI | |
---|---|---|---|---|
8PSG.DE | 1.00 | 0.06 | 0.03 | 0.09 |
BTC-USD | 0.06 | 1.00 | 0.07 | 0.12 |
LYPG.DE | 0.03 | 0.07 | 1.00 | 0.45 |
ACWI | 0.09 | 0.12 | 0.45 | 1.00 |