ALL PORTFOLIOS PRESENTED ON THIS SITE ARE PURELY EXEMPLARY AND DO NOT CONSTITUTE AN INVESTMENT ADVICE

IMPORTANT NOTICE: As of end Nov 2020 publication of the GLP portfolio is discontinued from this site. Starting from Dec 2020 GLP is run exclusively on eToro platform under GlobalAlphaSearch Popular Investor Program profile. This is not an investment advice. For further details please refer to: https://www.etoro.com/people/pawelcylkowski/portfolio

Below you can find the current equity holdgins of the GLP and the portfolio characteristics with the current structure:


SIA Score:
S1: growing sector 1pts/0pts,
S2: incumbent or prospective global leader 1pts/0pts,
S3: growing or stable wide margins (40%+ gross; 3yr avg) 2pts/0pts,
S4: Net Debt/EBITDA <1.5 (last 3 ended FYs) 2pts/0pts,
S5: above-average cash flows (FCF/MktCap (last 3 ended FYs) > S&P500 Dividend Yield or US 10yr Treasry Yield (higher of the values)) 2pts/0pts;
MAX TOTAL SCORE: 8pts/MIN TOTAL SCORE: 0pts/MIN SCORE TO QUALIFY: 4pts



SIA
Score

S1S2S3S4S5Total
AMD110204
SQ112206
NOW112206
NVDA112228
UBSFY112228
GRMN112228
SWKS102228
EA112228
INTC112228
BKNG112228
BIIB102227
FB112228
VWDRY110226
SEDG110226
AAPL111227





5-year characteristics of the Global Leaders Portfolio with current structure (historical data, subject to change with rebalancings) as per portfoliovisualizer.com:

CAGR (inflation adjusted)StDevBest YearWorst YearMax DrawdownSharpe Ratio***Sortino Ratio****US Mkt Correlation
25,8611,88%45,08%1,68%-12,18%1.914,030.74

***Sharpe Ratio=(Portfolio Returns-Risk Free Rate)/Portfolio’s Standard Deviation. Sharpe ratio greater than 1.0 is considered acceptable to good by investors. A ratio higher than 2.0 is rated as very good. A ratio of 3.0 or higher is considered excellent. A ratio under 1.0 is considered sub-optimal.
****Sortino Ratio= (Portfolio Returns-Risk Free Rate)/Portfolio’s Downside Standard Deviation. The Sortino ratio is a variation of the Sharpe ratio, which considers the downside risk only. Similar to the Sharpe ratio, the larger the Sortino ratio, the better. A Sortino ratio greater than 2 is considered good.


Pension Portfolio as of close 31st December 2020

EXPLANATIONS: US Stocks: SPY, Foreign stocks: EEM, Bonds: TLT, Other (Gold): GLD
Total Return Since Inception 28th Jan 2020: +6.8%



5-year characteristics of the Pension Portfolio with current structure (historical data, subject to change with rebalancings, do not include monthly injections ($1k) as per above table) as per portfoliovisualizer.com:

CAGR (inflation adjusted)StDevBest YearWorst YearMax DrawdownSharpe Ratio***Sortino Ratio****US Mkt Correlation
11,05%8,09%18,91%-5,12%-9,16%1,22,310,63

***Sharpe Ratio=(Portfolio Returns-Risk Free Rate)/Portfolio’s Standard Deviation. Sharpe ratio greater than 1.0 is considered acceptable to good by investors. A ratio higher than 2.0 is rated as very good. A ratio of 3.0 or higher is considered excellent. A ratio under 1.0 is considered sub-optimal.
****Sortino Ratio= (Portfolio Returns-Risk Free Rate)/Portfolio’s Downside Standard Deviation. The Sortino ratio is a variation of the Sharpe ratio, which considers the downside risk only. Similar to the Sharpe ratio, the larger the Sortino ratio, the better. A Sortino ratio greater than 2 is considered good.



Disclosure of my current (conflicts of) interests regarding any financial instruments presented on this website (updated as is; last update 18.12.2020): Long TLT, GLD, FB, INTC, EA, NVDA, BIIB, BKNG, AMD, SQ, SEDG, VWS, GRMN, SWKS, NOW, UBI.PA, SPY within eToro Popular Investor Program (each below 0,5% of the total issued share capital of the issuer ). BIIB, INTC also on another private acount. I am not aware of any other conflicts of interest. I am not a party of any commercial agreement with any of the issuers mentioned here. Please also see here for full Disclaimers&Liability Limitations.