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Rob's Portfolio + EM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Rob's Portfolio + EM

Currency in USD · Last updated May 11, 2025

Asset Allocation

FLBL 36%AAA 22%FLRT 12%VCLT 4%SMIN 5%DXJ 3%IVV 2%EDIV 2%IYW 2%EEMS 2%EWZS 2%EPI 2%ILF 2%EWZ 2%XLRE 2%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
AAA
AAF First Priority CLO Bond ETF		Corporate Bonds, Actively Managed
22%
DXJ
WisdomTree Japan Hedged Equity Fund		Japan Equities
3%
EDIV
SPDR S&P Emerging Markets Dividend ETF		Emerging Markets Equities, Dividend
2%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF		Foreign Small & Mid Cap Equities
2%
EPI
WisdomTree India Earnings Fund		Asia Pacific Equities
2%
EWZ
iShares MSCI Brazil ETF		Latin America Equities
2%
EWZS
iShares MSCI Brazil Small-Cap ETF		Latin America Equities
2%
FLBL
Franklin Liberty Senior Loan ETF		High Yield Bonds, Actively Managed
36%
FLRT
Pacific Global Senior Loan ETF		High Yield Bonds, Actively Managed
12%
ILF
iShares Latin American 40 ETF		Latin America Equities
2%
IVV
iShares Core S&P 500 ETF		Large Cap Growth Equities
2%
IYW
iShares U.S. Technology ETF		Technology Equities
2%
SMIN
iShares MSCI India Small-Cap ETF		Asia Pacific Equities
5%
VCLT
Vanguard Long-Term Corporate Bond ETF		Corporate Bonds
4%
XLRE
Real Estate Select Sector SPDR Fund		REIT
2%

Performance

Performance Chart

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The earliest data available for this chart is May 5, 2025, corresponding to the inception date of AAA

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.77%5.53%-5.60%8.37%14.61%10.35%
Rob's Portfolio + EMN/AN/AN/AN/AN/AN/A
Portfolio components:
IVV
iShares Core S&P 500 ETF		N/AN/AN/AN/AN/AN/A
EDIV
SPDR S&P Emerging Markets Dividend ETF		N/AN/AN/AN/AN/AN/A
FLRT
Pacific Global Senior Loan ETF		N/AN/AN/AN/AN/AN/A
AAA
AAF First Priority CLO Bond ETF		N/AN/AN/AN/AN/AN/A
FLBL
Franklin Liberty Senior Loan ETF		N/AN/AN/AN/AN/AN/A
IYW
iShares U.S. Technology ETF		N/AN/AN/AN/AN/AN/A
EEMS
iShares MSCI Emerging Markets Small-Cap ETF		N/AN/AN/AN/AN/AN/A
VCLT
Vanguard Long-Term Corporate Bond ETF		N/AN/AN/AN/AN/AN/A
XLRE
Real Estate Select Sector SPDR Fund		N/AN/AN/AN/AN/AN/A
EWZS
iShares MSCI Brazil Small-Cap ETF		N/AN/AN/AN/AN/AN/A
DXJ
WisdomTree Japan Hedged Equity Fund		N/AN/AN/AN/AN/AN/A
SMIN
iShares MSCI India Small-Cap ETF		N/AN/AN/AN/AN/AN/A
EPI
WisdomTree India Earnings Fund		N/AN/AN/AN/AN/AN/A
ILF
iShares Latin American 40 ETF		N/AN/AN/AN/AN/AN/A
EWZ
iShares MSCI Brazil ETF		N/AN/AN/AN/AN/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Rob's Portfolio + EM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.04%-0.04%

Expense Ratio

Rob's Portfolio + EM has an expense ratio of 0.44%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

EPI
WisdomTree India Earnings Fund
SMIN
iShares MSCI India Small-Cap ETF
FLRT
Pacific Global Senior Loan ETF
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
EWZS
iShares MSCI Brazil Small-Cap ETF
EWZ
iShares MSCI Brazil ETF
EDIV
SPDR S&P Emerging Markets Dividend ETF
DXJ
WisdomTree Japan Hedged Equity Fund
ILF
iShares Latin American 40 ETF
FLBL
Franklin Liberty Senior Loan ETF
IYW
iShares U.S. Technology ETF
AAA
AAF First Priority CLO Bond ETF
XLRE
Real Estate Select Sector SPDR Fund
VCLT
Vanguard Long-Term Corporate Bond ETF
IVV
iShares Core S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, Rob's Portfolio + EM is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Rob's Portfolio + EM is 7777
Overall Rank
The Sharpe Ratio Rank of Rob's Portfolio + EM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of Rob's Portfolio + EM is 7070
Sortino Ratio Rank
The Omega Ratio Rank of Rob's Portfolio + EM is 7878
Omega Ratio Rank
The Calmar Ratio Rank of Rob's Portfolio + EM is 7878
Calmar Ratio Rank
The Martin Ratio Rank of Rob's Portfolio + EM is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

No data
No data
No data
No data
No data
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVV
iShares Core S&P 500 ETF		—————
EDIV
SPDR S&P Emerging Markets Dividend ETF		—————
FLRT
Pacific Global Senior Loan ETF		—————
AAA
AAF First Priority CLO Bond ETF		—————
FLBL
Franklin Liberty Senior Loan ETF		—————
IYW
iShares U.S. Technology ETF		—————
EEMS
iShares MSCI Emerging Markets Small-Cap ETF		—————
VCLT
Vanguard Long-Term Corporate Bond ETF		—————
XLRE
Real Estate Select Sector SPDR Fund		—————
EWZS
iShares MSCI Brazil Small-Cap ETF		—————
DXJ
WisdomTree Japan Hedged Equity Fund		—————
SMIN
iShares MSCI India Small-Cap ETF		—————
EPI
WisdomTree India Earnings Fund		—————
ILF
iShares Latin American 40 ETF		—————
EWZ
iShares MSCI Brazil ETF		—————

There isn't enough data available to calculate the Sharpe ratio for Rob's Portfolio + EM. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

Rob's Portfolio + EM provided a 4.84% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio4.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
Portfolio components:
IVV
iShares Core S&P 500 ETF		1.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EDIV
SPDR S&P Emerging Markets Dividend ETF		4.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLRT
Pacific Global Senior Loan ETF		7.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAA
AAF First Priority CLO Bond ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLBL
Franklin Liberty Senior Loan ETF		7.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF		0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF		2.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF		5.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLRE
Real Estate Select Sector SPDR Fund		3.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWZS
iShares MSCI Brazil Small-Cap ETF		3.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXJ
WisdomTree Japan Hedged Equity Fund		3.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMIN
iShares MSCI India Small-Cap ETF		7.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EPI
WisdomTree India Earnings Fund		0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILF
iShares Latin American 40 ETF		6.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWZ
iShares MSCI Brazil ETF		7.28%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Rob's Portfolio + EM. 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 Rob's Portfolio + EM was 0.42%, occurring on May 7, 2025. The portfolio has not yet recovered.

The current Rob's Portfolio + EM drawdown is 0.08%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.42%May 6, 20252May 7, 2025———

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 4.98, 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.
^GSPCIVVIYWEEMSEDIVILFXLREFLRTEPISMINEWZSVCLTEWZAAAFLBLDXJPortfolio
^GSPC1.001.001.000.000.000.200.200.20-0.40-0.400.40-0.400.400.400.800.800.40
IVV1.001.001.000.000.000.200.200.20-0.40-0.400.40-0.400.400.400.800.800.40
IYW1.001.001.000.000.000.200.200.20-0.40-0.400.40-0.400.400.400.800.800.40
EEMS0.000.000.001.001.000.400.400.400.200.20-0.20-0.800.800.800.600.600.80
EDIV0.000.000.001.001.000.400.400.400.200.20-0.20-0.800.800.800.600.600.80
ILF0.200.200.200.400.401.00-0.60-0.60-0.80-0.800.80-0.800.800.000.400.400.00
XLRE0.200.200.200.400.40-0.601.001.000.800.80-0.800.000.000.800.400.400.80
FLRT0.200.200.200.400.40-0.601.001.000.800.80-0.800.000.000.800.400.400.80
EPI-0.40-0.40-0.400.200.20-0.800.800.801.001.00-1.000.40-0.400.40-0.20-0.200.40
SMIN-0.40-0.40-0.400.200.20-0.800.800.801.001.00-1.000.40-0.400.40-0.20-0.200.40
EWZS0.400.400.40-0.20-0.200.80-0.80-0.80-1.00-1.001.00-0.400.40-0.400.200.20-0.40
VCLT-0.40-0.40-0.40-0.80-0.80-0.800.000.000.400.40-0.401.00-1.00-0.60-0.80-0.80-0.60
EWZ0.400.400.400.800.800.800.000.00-0.40-0.400.40-1.001.000.600.800.800.60
AAA0.400.400.400.800.800.000.800.800.400.40-0.40-0.600.601.000.800.801.00
FLBL0.800.800.800.600.600.400.400.40-0.20-0.200.20-0.800.800.801.001.000.80
DXJ0.800.800.800.600.600.400.400.40-0.20-0.200.20-0.800.800.801.001.000.80
Portfolio0.400.400.400.800.800.000.800.800.400.40-0.40-0.600.601.000.800.801.00
The correlation results are calculated based on daily price changes starting from May 6, 2025