αc Funds of Funds IX (RA)
Performance
- Annualized Return
-
13.26%αc Funds of Funds IX (RA)
-
14.3%SPDR S&P 500 ETF Trust
- Sharpe Ratio
-
1.35αc Funds of Funds IX (RA)
-
0.86SPDR S&P 500 ETF Trust
- Maximum Drawdown
-
-14%αc Funds of Funds IX (RA)
-
-33.7%SPDR S&P 500 ETF Trust
Metrics
| Metric | αc Funds of Funds IX (RA) | SPDR S&P 500 ETF Trust |
|---|---|---|
| Initial Balance | $10,000 | $10,000 |
| Final Balance | $25,707 | $27,542 |
| Returns | ||
| Month-To-Date | 2.22% | 2.94% |
| Year-To-Date | 3.3% | 18.64% |
| 3M | -1.32% | 5.89% |
| 6M | -0.92% | 15.57% |
| Annualized Return (1Y) | 10.48% | 39.26% |
| Annualized Return (3Y) | 18.41% | 18.26% |
| Annualized Return (5Y) | 14.64% | 17.4% |
| Annualized Return (10Y) | 13.26% | 14.3% |
| Annualized Return (All) | 13.26% | 14.3% |
| Enh Ann Return | 10.34% | 12.2% |
| Best Year | 36.6% | 31.22% |
| Worst Year | -3.76% | -4.56% |
| Risk | ||
| Annual Volatility | 9.58% | 17.21% |
| Max Drawdown | -14% | -33.7% |
| Sharpe Ratio | 1.35 | 0.86 |
| Sortino Ratio | 1.97 | 1.2 |
| Enhanced Sortino | 1.8 | 1.44 |
- Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on December 2013.
- Final balance: The amount of capital we've accrued over time as of July 2021.
- Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 8 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
- Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
- Best year: The best performance attained over its lifetime in a given year.
- Worst year: The worst performance undergone over its lifetime in a given year.
- Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
- Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
- Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
Chart
Table
| Year | αc Funds of Funds IX (RA) | SPDR S&P 500 ETF Trust | Won |
|---|---|---|---|
| 2013 | 0% | 0% | = |
| 2014 | 12.65% | 13.46% | |
| 2015 | -3.76% | 1.25% | |
| 2016 | 19.81% | 12% | |
| 2017 | 16.33% | 21.7% | |
| 2018 | 1.34% | -4.56% | |
| 2019 | 18.97% | 31.22% | |
| 2020 | 36.6% | 18.37% | |
| 2021 | 3.3% | 18.64% |
αc Funds of Funds IX (RA) had 7 positive years and 1 negative years. That's a positive ratio of 88%.
SPDR S&P 500 ETF Trust had 7 positive years and 1 negative years. That's a positive ratio of 88%.
αc Funds of Funds IX (RA) had a better yearly return 38% of the time compared to SPDR S&P 500 ETF Trust.
Table
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% | 0% |
| 2014 | 3.1% | 1.9% | 0.2% | 0.5% | 2.5% | 2.5% | -0.5% | 4% | -3.6% | 1% | 1.1% | -0.5% | 12.2% |
| 2015 | 1.2% | 0.8% | -1.1% | -2.2% | -1.2% | -1% | 1% | -2% | 0.1% | 1.7% | 0.1% | -1.1% | -3.7% |
| 2016 | 1.9% | 8.7% | -0.2% | 2% | -1.3% | 5.6% | 2.5% | -0.7% | 0.8% | -1.2% | 0.3% | 0.3% | 18.7% |
| 2017 | 1.6% | 2.1% | -0.2% | 1.4% | 2.3% | -0.4% | 3.3% | 1.5% | -0.1% | 1.6% | 1% | 1.1% | 15.3% |
| 2018 | 6.1% | -2.1% | 0% | -1.5% | 1.5% | -1.5% | 0.2% | 2.4% | -0.7% | -3.5% | 0.4% | 0.4% | 1.5% |
| 2019 | 1.9% | 0.7% | 1% | 2.4% | -4.7% | 6.2% | -1.4% | 6.2% | -1.3% | 1.9% | 1.9% | 3.3% | 17.7% |
| 2020 | -1.1% | 2% | 3.2% | 6.8% | 5.4% | 2.7% | 7.3% | 3.8% | -2.8% | -0.7% | 0.3% | 5.4% | 32.7% |
| 2021 | 1% | 0.6% | 0.5% | 2.3% | 1.1% | -4.2% | 2.2% | 0% | 0% | 0% | 0% | 0% | 3.5% |
| Pos | 87.5% | 87.5% | 62.5% | 75% | 62.5% | 50% | 75% | 71.4% | 28.6% | 57.1% | 100% | 71.4% | 87.5% |
| Avg | 2% | 1.8% | 0.4% | 1.5% | 0.7% | 1.2% | 1.8% | 2.2% | -1.1% | 0.1% | 0.7% | 1.3% | 12.2% |
Drawdown Periods
Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolios/assets in question.
αc Funds of Funds IX (RA)
| start | valley | end | Drawdown | days |
|---|---|---|---|---|
| 2020-03-10 | 2020-03-18 | 2020-04-06 | -14% | 27 |
| 2014-09-08 | 2015-08-25 | 2016-02-08 | -8.05% | 518 |
| 2018-01-29 | 2018-12-24 | 2019-06-21 | -7.66% | 508 |
| 2020-09-03 | 2020-09-23 | 2020-12-31 | -7.35% | 119 |
| 2021-06-02 | 2021-07-19 | - | -5.73% | 57 |
The αc Funds of Funds IX (RA) took approximately 8 months on average to recover from a major drawdown.
SPDR S&P 500 ETF Trust
| start | valley | end | Drawdown | days |
|---|---|---|---|---|
| 2020-02-20 | 2020-03-23 | 2020-08-10 | -33.7% | 172 |
| 2018-09-21 | 2018-12-24 | 2019-04-12 | -19.34% | 203 |
| 2015-07-21 | 2016-02-11 | 2016-04-18 | -13.02% | 272 |
| 2018-01-29 | 2018-02-08 | 2018-08-06 | -10.1% | 189 |
| 2020-09-03 | 2020-09-23 | 2020-11-11 | -9.44% | 69 |
The SPDR S&P 500 ETF Trust took approximately 6 months on average to recover from a major drawdown.
Underwater plot
The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.