ETF ALL Live

Asset Allocation

Position	Category/Sector	Target Weight
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	1%
BND Vanguard Total Bond Market ETF	Total Bond Market	1%
BNDX Vanguard Total International Bond ETF	Global Bonds	1%
EWH iShares MSCI Hong Kong ETF	Asia Pacific Equities	3%
EWJ iShares MSCI Japan ETF	Japan Equities	1%
FXI iShares China Large-Cap ETF	China Equities	1%
GLD SPDR Gold Shares	Gold, Precious Metals	43%
IGF iShares Global Infrastructure ETF	Industrials Equities	0%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	8%
REET iShares Global REIT ETF	REIT	0%
SLV iShares Silver Trust	Precious Metals	2%
SPY State Street SPDR S&P 500 ETF	S&P 500	27%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	5%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	3%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	4%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF ALL Live, 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 Jul 10, 2014, corresponding to the inception date of REET

Returns By Period

As of Apr 4, 2026, the ETF ALL Live returned 3.27% Year-To-Date and 12.50% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio ETF ALL Live	-0.87%	-5.13%	3.27%	9.88%	41.30%	22.59%	13.62%	12.50%
Portfolio components:
SPY State Street SPDR S&P 500 ETF	0.09%	-3.48%	-3.56%	-1.44%	31.28%	18.37%	11.88%	14.11%
IWM iShares Russell 2000 ETF	0.69%	-1.96%	2.27%	2.75%	40.18%	13.42%	3.61%	10.00%
VXUS Vanguard Total International Stock ETF	-0.68%	-1.47%	2.81%	5.79%	39.16%	15.41%	7.43%	9.01%
VWO Vanguard FTSE Emerging Markets ETF	-0.72%	-1.88%	0.11%	0.16%	31.31%	13.41%	3.75%	7.73%
IGF iShares Global Infrastructure ETF	0.68%	0.56%	10.30%	11.64%	34.55%	16.04%	11.60%	8.98%
REET iShares Global REIT ETF	0.67%	-3.65%	2.99%	1.59%	17.23%	7.48%	2.98%	3.63%
EWH iShares MSCI Hong Kong ETF	-0.39%	0.04%	8.99%	10.87%	49.09%	8.36%	0.89%	5.34%
EWJ iShares MSCI Japan ETF	-1.38%	-0.70%	5.64%	8.19%	45.01%	16.48%	6.84%	8.89%
FXI iShares China Large-Cap ETF	0.00%	-0.06%	-7.13%	-13.22%	11.34%	9.20%	-3.44%	3.15%
TLT iShares 20+ Year Treasury Bond ETF	0.61%	-1.86%	0.69%	-0.72%	-2.29%	-2.76%	-5.75%	-1.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 11, 2014, ETF ALL Live's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, your investment would double in approximately 6.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +8.7%, while the worst month was Mar 2026 at -8.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ETF ALL Live closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.8%, while the worst single day was Mar 12, 2020 at -6.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.22%	4.71%	-8.22%	0.22%									3.27%
2025	4.25%	0.76%	2.40%	1.90%	2.49%	2.96%	0.57%	3.91%	7.28%	2.60%	2.89%	1.52%	38.96%
2024	-1.22%	2.37%	5.22%	-0.57%	3.34%	0.59%	3.86%	1.86%	4.11%	0.81%	0.93%	-2.66%	19.96%
2023	6.36%	-4.43%	4.89%	0.83%	-1.38%	1.95%	2.98%	-2.37%	-4.86%	1.41%	5.57%	3.61%	14.70%
2022	-3.26%	1.58%	1.05%	-5.48%	-1.37%	-4.12%	2.37%	-3.45%	-6.31%	1.52%	8.05%	-0.87%	-10.63%
2021	-1.24%	-1.41%	0.60%	3.58%	3.96%	-2.46%	1.21%	0.91%	-3.64%	3.35%	-1.30%	2.99%	6.38%

Benchmark Metrics

ETF ALL Live has an annualized alpha of 5.32%, beta of 0.45, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since July 11, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (56.92%) than losses (43.73%) — typical of diversified or defensive assets.
Beta of 0.45 may look defensive, but with R² of 0.48 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R² of 0.48 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha: 5.32%

Beta: 0.45

R²: 0.48

Upside Capture: 56.92%

Downside Capture: 43.73%

Expense Ratio

ETF ALL Live 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.

Top 10 holdings

FXI

iShares China Large-Cap ETF

SLV

iShares Silver Trust

EWH

iShares MSCI Hong Kong ETF

EWJ

iShares MSCI Japan ETF

GLD

SPDR Gold Shares

IGF

iShares Global Infrastructure ETF

IWM

iShares Russell 2000 ETF

TLT

iShares 20+ Year Treasury Bond ETF

REET

iShares Global REIT ETF

SPY

State Street SPDR S&P 500 ETF

Return for Risk

Risk / Return Rank

ETF ALL Live ranks 80 for risk / return — better than 80% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.91	0.88	+1.03
Sortino ratio Return per unit of downside risk	2.45	1.37	+1.08
Omega ratio Gain probability vs. loss probability	1.39	1.21	+0.18
Calmar ratio Return relative to maximum drawdown	2.53	1.39	+1.14
Martin ratio Return relative to average drawdown	9.99	6.43	+3.56
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
SPY State Street SPDR S&P 500 ETF	52	0.92	1.45	1.22	1.51	7.11
IWM iShares Russell 2000 ETF	59	1.10	1.64	1.21	1.99	7.27
VXUS Vanguard Total International Stock ETF	78	1.63	2.25	1.33	2.52	9.49
VWO Vanguard FTSE Emerging Markets ETF	61	1.22	1.74	1.25	1.78	6.68
IGF iShares Global Infrastructure ETF	90	2.07	2.74	1.42	3.13	15.60
REET iShares Global REIT ETF	27	0.56	0.86	1.12	0.78	3.22
EWH iShares MSCI Hong Kong ETF	84	2.00	2.56	1.36	2.59	10.72
EWJ iShares MSCI Japan ETF	71	1.40	2.01	1.28	2.27	8.26
FXI iShares China Large-Cap ETF	13	0.11	0.32	1.04	0.12	0.33
TLT iShares 20+ Year Treasury Bond ETF	9	-0.07	-0.01	1.00	-0.09	-0.19

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ETF ALL Live Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.91
5-Year: 1.08
10-Year: 1.07
All Time: 0.91

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ETF ALL Live compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

ETF ALL Live provided a 1.14% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.14%	1.15%	1.14%	1.18%	1.14%	0.87%	0.88%	1.12%	1.23%	1.12%	1.19%	1.21%
Portfolio components:
SPY State Street SPDR S&P 500 ETF	1.13%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
IWM iShares Russell 2000 ETF	1.01%	1.04%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%
VXUS Vanguard Total International Stock ETF	2.95%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%
VWO Vanguard FTSE Emerging Markets ETF	2.70%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%
IGF iShares Global Infrastructure ETF	2.92%	3.23%	3.21%	3.36%	2.67%	2.42%	2.33%	3.27%	3.52%	2.95%	2.98%	3.25%
REET iShares Global REIT ETF	3.59%	3.67%	3.64%	3.27%	2.43%	3.18%	2.65%	5.25%	5.73%	3.84%	5.37%	3.56%
EWH iShares MSCI Hong Kong ETF	4.77%	5.20%	4.17%	4.28%	2.91%	2.78%	2.56%	2.71%	2.93%	4.35%	3.08%	2.63%
EWJ iShares MSCI Japan ETF	4.28%	4.52%	2.34%	2.03%	1.23%	2.08%	1.04%	2.03%	1.71%	1.25%	1.95%	1.27%
FXI iShares China Large-Cap ETF	2.60%	2.42%	1.76%	3.17%	2.61%	1.60%	2.19%	2.74%	2.69%	2.31%	2.69%	2.90%
TLT iShares 20+ Year Treasury Bond ETF	4.51%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%

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 ETF ALL Live. 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 ETF ALL Live was 19.75%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.

The current ETF ALL Live drawdown is 9.49%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.75%	Nov 15, 2021	231	Oct 14, 2022	296	Dec 19, 2023	527
-18.85%	Feb 24, 2020	19	Mar 19, 2020	54	Jun 5, 2020	73
-13.19%	Jan 30, 2026	39	Mar 26, 2026	—	—	—
-12.92%	Jan 23, 2015	248	Jan 15, 2016	99	Jun 8, 2016	347
-10.87%	Jan 29, 2018	229	Dec 24, 2018	117	Jun 13, 2019	346

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 15 assets, with an effective number of assets of 3.69, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	BNDX	GLD	BND	AGG	TLT	SLV	EWH	FXI	REET	EWJ	IWM	IGF	SPY	VWO	VXUS	Portfolio
Benchmark	1.00	0.02	0.01	-0.01	0.01	-0.15	0.16	0.52	0.53	0.62	0.68	0.82	0.67	1.00	0.68	0.80	0.63
BNDX	0.02	1.00	0.26	0.74	0.73	0.70	0.16	-0.01	-0.03	0.19	0.05	0.00	0.11	0.02	0.01	0.03	0.21
GLD	0.01	0.26	1.00	0.36	0.36	0.29	0.77	0.08	0.08	0.14	0.10	0.02	0.21	0.01	0.17	0.19	0.70
BND	-0.01	0.74	0.36	1.00	0.98	0.90	0.23	-0.02	-0.03	0.21	0.03	-0.02	0.14	-0.01	0.01	0.04	0.27
AGG	0.01	0.73	0.36	0.98	1.00	0.89	0.23	-0.00	-0.01	0.22	0.05	-0.00	0.16	0.01	0.03	0.06	0.29
TLT	-0.15	0.70	0.29	0.90	0.89	1.00	0.15	-0.11	-0.12	0.08	-0.09	-0.15	0.01	-0.15	-0.11	-0.11	0.14
SLV	0.16	0.16	0.77	0.23	0.23	0.15	1.00	0.21	0.21	0.21	0.20	0.16	0.29	0.16	0.31	0.33	0.69
EWH	0.52	-0.01	0.08	-0.02	-0.00	-0.11	0.21	1.00	0.78	0.40	0.50	0.47	0.50	0.52	0.73	0.68	0.49
FXI	0.53	-0.03	0.08	-0.03	-0.01	-0.12	0.21	0.78	1.00	0.36	0.50	0.47	0.46	0.53	0.85	0.71	0.50
REET	0.62	0.19	0.14	0.21	0.22	0.08	0.21	0.40	0.36	1.00	0.50	0.62	0.70	0.62	0.49	0.61	0.54
EWJ	0.68	0.05	0.10	0.03	0.05	-0.09	0.20	0.50	0.50	0.50	1.00	0.62	0.59	0.68	0.63	0.80	0.55
IWM	0.82	0.00	0.02	-0.02	-0.00	-0.15	0.16	0.47	0.47	0.62	0.62	1.00	0.62	0.82	0.61	0.73	0.59
IGF	0.67	0.11	0.21	0.14	0.16	0.01	0.29	0.50	0.46	0.70	0.59	0.62	1.00	0.67	0.62	0.76	0.63
SPY	1.00	0.02	0.01	-0.01	0.01	-0.15	0.16	0.52	0.53	0.62	0.68	0.82	0.67	1.00	0.68	0.80	0.63
VWO	0.68	0.01	0.17	0.01	0.03	-0.11	0.31	0.73	0.85	0.49	0.63	0.61	0.62	0.68	1.00	0.88	0.65
VXUS	0.80	0.03	0.19	0.04	0.06	-0.11	0.33	0.68	0.71	0.61	0.80	0.73	0.76	0.80	0.88	1.00	0.72
Portfolio	0.63	0.21	0.70	0.27	0.29	0.14	0.69	0.49	0.50	0.54	0.55	0.59	0.63	0.63	0.65	0.72	1.00

The correlation results are calculated based on daily price changes starting from Jul 11, 2014

ETF ALL Live

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table