Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EELV Invesco S&P Emerging Markets Low Volatility ETF | Volatility Hedged Equity | 5% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | Foreign Large Cap Equities | 32.50% |
IDV iShares International Select Dividend ETF | Global Equities, Dividend | 22.50% |
OEF iShares S&P 100 ETF | Large Cap Growth Equities | 5% |
SHLD Global X Defense Tech ETF | Technology Equities | 5% |
SPMO Invesco S&P 500 Momentum ETF | S&P 500 | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global Portfolio 10, 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.
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The earliest data available for this chart is Sep 13, 2023, corresponding to the inception date of SHLD
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Global Portfolio 10 | 0.20% | -0.94% | 3.78% | 6.66% | 29.20% | — | — | — |
| Portfolio components: | ||||||||
SPMO Invesco S&P 500 Momentum ETF | 0.21% | -3.49% | -3.57% | -4.50% | 22.96% | 28.37% | 17.71% | 17.43% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 0.14% | 0.55% | 6.71% | 9.88% | 22.08% | 14.12% | 7.69% | 6.52% |
IDV iShares International Select Dividend ETF | 0.30% | 0.77% | 8.93% | 19.54% | 44.88% | 22.73% | 12.82% | 10.28% |
EELV Invesco S&P Emerging Markets Low Volatility ETF | -0.18% | -0.22% | 3.57% | 7.44% | 20.35% | 11.19% | 8.00% | 6.35% |
OEF iShares S&P 100 ETF | 0.01% | -3.61% | -6.31% | -3.64% | 18.53% | 20.77% | 13.32% | 15.09% |
SHLD Global X Defense Tech ETF | 0.65% | -3.69% | 14.15% | 4.83% | 57.51% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 14, 2023, Global Portfolio 10's average daily return is +0.09%, while the average monthly return is +1.89%. At this rate, your investment would double in approximately 3.1 years.
Historically, 81% of months were positive and 19% were negative. The best month was Nov 2023 with a return of +7.5%, while the worst month was Mar 2026 at -4.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Global Portfolio 10 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.61% | 3.59% | -4.57% | 1.33% | 3.78% | ||||||||
| 2025 | 3.88% | 2.38% | 0.56% | 4.13% | 6.26% | 4.35% | 0.35% | 2.82% | 2.43% | 0.58% | 0.67% | 1.48% | 34.08% |
| 2024 | 1.15% | 4.67% | 3.19% | -2.89% | 5.21% | 1.13% | 2.94% | 3.94% | 1.38% | -2.55% | 2.58% | -2.60% | 19.22% |
| 2023 | -2.69% | -1.68% | 7.47% | 5.26% | 8.23% |
Benchmark Metrics
Global Portfolio 10 has an annualized alpha of 13.04%, beta of 0.70, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.11%) than losses (21.06%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 13.04% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 13.04%
- Beta
- 0.70
- R²
- 0.78
- Upside Capture
- 94.11%
- Downside Capture
- 21.06%
Expense Ratio
Global Portfolio 10 has an expense ratio of 0.26%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Global Portfolio 10 ranks 89 for risk / return — in the top 89% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 0.88 | +1.18 |
Sortino ratioReturn per unit of downside risk | 2.89 | 1.37 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.21 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.19 | 1.39 | +1.80 |
Martin ratioReturn relative to average drawdown | 15.78 | 6.43 | +9.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SPMO Invesco S&P 500 Momentum ETF | 58 | 1.01 | 1.55 | 1.23 | 1.91 | 6.68 |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 85 | 1.82 | 2.42 | 1.35 | 3.06 | 11.14 |
IDV iShares International Select Dividend ETF | 96 | 2.89 | 3.59 | 1.59 | 4.17 | 18.36 |
EELV Invesco S&P Emerging Markets Low Volatility ETF | 80 | 1.67 | 2.32 | 1.33 | 2.49 | 9.15 |
OEF iShares S&P 100 ETF | 53 | 0.96 | 1.50 | 1.22 | 1.61 | 6.30 |
SHLD Global X Defense Tech ETF | 90 | 2.26 | 2.92 | 1.39 | 3.83 | 11.11 |
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Dividends
Dividend yield
Global Portfolio 10 provided a 2.53% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.53% | 2.63% | 2.96% | 3.22% | 3.22% | 2.53% | 2.26% | 3.19% | 3.11% | 2.28% | 3.14% | 2.29% |
| Portfolio components: | ||||||||||||
SPMO Invesco S&P 500 Momentum ETF | 0.88% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.00% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
IDV iShares International Select Dividend ETF | 4.59% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
EELV Invesco S&P Emerging Markets Low Volatility ETF | 3.62% | 3.75% | 4.70% | 4.00% | 3.45% | 4.35% | 2.82% | 3.14% | 5.50% | 2.92% | 2.29% | 2.53% |
OEF iShares S&P 100 ETF | 0.98% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
SHLD Global X Defense Tech ETF | 0.48% | 0.55% | 0.53% | 0.26% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Global Portfolio 10. 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 Global Portfolio 10 was 10.50%, occurring on Apr 8, 2025. Recovery took 11 trading sessions.
The current Global Portfolio 10 drawdown is 3.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.5% | Mar 26, 2025 | 10 | Apr 8, 2025 | 11 | Apr 24, 2025 | 21 |
| -7.4% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -6.56% | Sep 15, 2023 | 31 | Oct 27, 2023 | 12 | Nov 14, 2023 | 43 |
| -5.64% | Jul 15, 2024 | 16 | Aug 5, 2024 | 8 | Aug 15, 2024 | 24 |
| -4.49% | Dec 9, 2024 | 8 | Dec 18, 2024 | 23 | Jan 24, 2025 | 31 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 3.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SHLD | EFAV | EELV | IDV | SPMO | OEF | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.47 | 0.46 | 0.58 | 0.51 | 0.90 | 0.97 | 0.86 |
| SHLD | 0.47 | 1.00 | 0.42 | 0.36 | 0.39 | 0.46 | 0.41 | 0.58 |
| EFAV | 0.46 | 0.42 | 1.00 | 0.65 | 0.81 | 0.34 | 0.38 | 0.76 |
| EELV | 0.58 | 0.36 | 0.65 | 1.00 | 0.71 | 0.47 | 0.54 | 0.73 |
| IDV | 0.51 | 0.39 | 0.81 | 0.71 | 1.00 | 0.39 | 0.45 | 0.80 |
| SPMO | 0.90 | 0.46 | 0.34 | 0.47 | 0.39 | 1.00 | 0.90 | 0.81 |
| OEF | 0.97 | 0.41 | 0.38 | 0.54 | 0.45 | 0.90 | 1.00 | 0.80 |
| Portfolio | 0.86 | 0.58 | 0.76 | 0.73 | 0.80 | 0.81 | 0.80 | 1.00 |