Rob's Portfolio + EM
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Rob's Portfolio + EM, 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 Quarterly
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.93% | N/A |
| Rob's Portfolio + EM | 1.42% | 10.32% | 12.39% | 11.93% | 6.77% | N/A |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 0.21% | 12.73% | 16.04% | 16.14% | 10.63% | N/A |
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.26% | 22.00% | 31.41% | 33.10% | 11.32% | N/A |
FLRT Pacific Global Senior Loan ETF | 1.41% | 8.67% | 10.73% | 12.14% | 4.52% | N/A |
AAA AAF First Priority CLO Bond ETF | 0.75% | 4.77% | 6.13% | 8.25% | 2.43% | N/A |
FLBL Franklin Liberty Senior Loan ETF | 0.27% | 7.33% | 10.36% | 10.14% | 4.77% | N/A |
IYW iShares U.S. Technology ETF | 0.02% | 20.40% | 43.19% | 34.97% | 12.79% | N/A |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.51% | 12.95% | 15.57% | 15.91% | 10.04% | N/A |
VCLT Vanguard Long-Term Corporate Bond ETF | 2.09% | -3.61% | 1.32% | 1.18% | -8.12% | N/A |
XLRE Real Estate Select Sector SPDR Fund | 1.30% | 5.38% | 0.10% | -3.80% | 3.53% | N/A |
EWZS iShares MSCI Brazil Small-Cap ETF | 0.36% | 27.04% | 21.76% | 6.03% | 2.51% | N/A |
DXJ WisdomTree Japan Hedged Equity Fund | 9.45% | 36.56% | 43.93% | 46.02% | 26.49% | N/A |
SMIN iShares MSCI India Small-Cap ETF | 3.66% | 28.51% | 22.25% | 13.68% | 23.33% | N/A |
EPI WisdomTree India Earnings Fund | 4.24% | 19.70% | 14.22% | 13.11% | 19.61% | N/A |
ILF iShares Latin American 40 ETF | 3.06% | 19.11% | 18.43% | 15.55% | 13.40% | N/A |
EWZ iShares MSCI Brazil ETF | 6.85% | 26.77% | 18.30% | 12.84% | 9.39% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AAA | VCLT | FLRT | FLBL | DXJ | XLRE | SMIN | EWZS | EWZ | IYW | EPI | EDIV | ILF | IVV | EEMS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AAA | 1.00 | 0.01 | 0.19 | 0.08 | 0.01 | -0.02 | 0.01 | 0.06 | 0.08 | -0.04 | 0.00 | 0.07 | 0.08 | -0.03 | 0.03 |
| VCLT | 0.01 | 1.00 | 0.16 | 0.20 | 0.00 | 0.32 | 0.18 | 0.17 | 0.13 | 0.31 | 0.18 | 0.14 | 0.14 | 0.28 | 0.22 |
| FLRT | 0.19 | 0.16 | 1.00 | 0.37 | 0.17 | 0.19 | 0.16 | 0.17 | 0.20 | 0.22 | 0.19 | 0.26 | 0.22 | 0.25 | 0.26 |
| FLBL | 0.08 | 0.20 | 0.37 | 1.00 | 0.32 | 0.35 | 0.30 | 0.26 | 0.30 | 0.44 | 0.30 | 0.36 | 0.34 | 0.48 | 0.43 |
| DXJ | 0.01 | 0.00 | 0.17 | 0.32 | 1.00 | 0.41 | 0.40 | 0.33 | 0.35 | 0.51 | 0.47 | 0.48 | 0.43 | 0.64 | 0.51 |
| XLRE | -0.02 | 0.32 | 0.19 | 0.35 | 0.41 | 1.00 | 0.38 | 0.33 | 0.33 | 0.54 | 0.40 | 0.41 | 0.37 | 0.69 | 0.47 |
| SMIN | 0.01 | 0.18 | 0.16 | 0.30 | 0.40 | 0.38 | 1.00 | 0.37 | 0.38 | 0.46 | 0.90 | 0.44 | 0.42 | 0.52 | 0.67 |
| EWZS | 0.06 | 0.17 | 0.17 | 0.26 | 0.33 | 0.33 | 0.37 | 1.00 | 0.91 | 0.34 | 0.40 | 0.48 | 0.83 | 0.41 | 0.57 |
| EWZ | 0.08 | 0.13 | 0.20 | 0.30 | 0.35 | 0.33 | 0.38 | 0.91 | 1.00 | 0.30 | 0.42 | 0.52 | 0.95 | 0.40 | 0.57 |
| IYW | -0.04 | 0.31 | 0.22 | 0.44 | 0.51 | 0.54 | 0.46 | 0.34 | 0.30 | 1.00 | 0.50 | 0.49 | 0.37 | 0.90 | 0.62 |
| EPI | 0.00 | 0.18 | 0.19 | 0.30 | 0.47 | 0.40 | 0.90 | 0.40 | 0.42 | 0.50 | 1.00 | 0.52 | 0.48 | 0.57 | 0.70 |
| EDIV | 0.07 | 0.14 | 0.26 | 0.36 | 0.48 | 0.41 | 0.44 | 0.48 | 0.52 | 0.49 | 0.52 | 1.00 | 0.60 | 0.55 | 0.77 |
| ILF | 0.08 | 0.14 | 0.22 | 0.34 | 0.43 | 0.37 | 0.42 | 0.83 | 0.95 | 0.37 | 0.48 | 0.60 | 1.00 | 0.50 | 0.65 |
| IVV | -0.03 | 0.28 | 0.25 | 0.48 | 0.64 | 0.69 | 0.52 | 0.41 | 0.40 | 0.90 | 0.57 | 0.55 | 0.50 | 1.00 | 0.66 |
| EEMS | 0.03 | 0.22 | 0.26 | 0.43 | 0.51 | 0.47 | 0.67 | 0.57 | 0.57 | 0.62 | 0.70 | 0.77 | 0.65 | 0.66 | 1.00 |
Dividend yield
Rob's Portfolio + EM granted a 5.97% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rob's Portfolio + EM | 5.97% | 4.71% | 3.16% | 2.54% | 3.14% | 2.58% | 1.29% | 1.53% | 1.69% | 1.26% | 0.97% | 1.03% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.49% | 1.68% | 1.23% | 1.63% | 2.10% | 2.38% | 1.93% | 2.25% | 2.59% | 2.14% | 2.15% | 2.55% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.64% | 5.17% | 4.21% | 4.02% | 4.54% | 4.20% | 3.81% | 6.49% | 7.37% | 6.98% | 7.71% | 8.47% |
FLRT Pacific Global Senior Loan ETF | 7.83% | 6.13% | 3.53% | 4.05% | 5.14% | 4.93% | 4.16% | 4.52% | 4.29% | 0.00% | 0.00% | 0.00% |
AAA AAF First Priority CLO Bond ETF | 5.52% | 2.89% | 1.12% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLBL Franklin Liberty Senior Loan ETF | 8.02% | 5.82% | 3.97% | 3.71% | 4.72% | 2.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.40% | 0.51% | 0.31% | 0.56% | 0.73% | 0.94% | 0.85% | 1.19% | 1.18% | 1.21% | 1.15% | 1.03% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 1.31% | 0.90% | 3.61% | 2.25% | 2.85% | 3.39% | 2.82% | 2.94% | 2.79% | 3.27% | 2.70% | 6.14% |
VCLT Vanguard Long-Term Corporate Bond ETF | 4.86% | 4.58% | 3.30% | 3.50% | 4.37% | 5.43% | 4.99% | 5.63% | 6.34% | 6.08% | 7.16% | 7.11% |
XLRE Real Estate Select Sector SPDR Fund | 3.68% | 3.79% | 2.77% | 3.44% | 3.46% | 4.41% | 3.93% | 5.28% | 1.42% | 0.00% | 0.00% | 0.00% |
EWZS iShares MSCI Brazil Small-Cap ETF | 3.49% | 4.67% | 4.74% | 1.25% | 1.95% | 5.37% | 4.03% | 4.43% | 5.54% | 4.00% | 2.52% | 3.60% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.87% | 3.08% | 2.77% | 2.73% | 2.73% | 3.32% | 2.69% | 2.37% | 7.27% | 15.03% | 3.52% | 2.22% |
SMIN iShares MSCI India Small-Cap ETF | 0.07% | 0.01% | 1.27% | 1.08% | 1.80% | 1.76% | 0.94% | 2.47% | 1.02% | 0.37% | 0.83% | 1.21% |
EPI WisdomTree India Earnings Fund | 0.16% | 6.03% | 1.26% | 0.84% | 1.28% | 1.30% | 0.95% | 1.18% | 1.37% | 1.18% | 0.88% | 0.99% |
ILF iShares Latin American 40 ETF | 8.61% | 12.95% | 9.71% | 2.33% | 3.91% | 4.08% | 2.43% | 2.18% | 4.53% | 3.32% | 4.84% | 3.90% |
EWZ iShares MSCI Brazil ETF | 8.60% | 12.90% | 11.38% | 2.15% | 3.25% | 3.81% | 2.33% | 2.51% | 5.76% | 5.49% | 4.84% | 4.34% |
Expense Ratio
The Rob's Portfolio + EM has a high expense ratio of 0.44%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 0.85 | ||||
EDIV SPDR S&P Emerging Markets Dividend ETF | 2.09 | ||||
FLRT Pacific Global Senior Loan ETF | 5.38 | ||||
AAA AAF First Priority CLO Bond ETF | 5.65 | ||||
FLBL Franklin Liberty Senior Loan ETF | 1.83 | ||||
IYW iShares U.S. Technology ETF | 1.28 | ||||
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 1.10 | ||||
VCLT Vanguard Long-Term Corporate Bond ETF | -0.02 | ||||
XLRE Real Estate Select Sector SPDR Fund | -0.28 | ||||
EWZS iShares MSCI Brazil Small-Cap ETF | 0.17 | ||||
DXJ WisdomTree Japan Hedged Equity Fund | 2.89 | ||||
SMIN iShares MSCI India Small-Cap ETF | 0.91 | ||||
EPI WisdomTree India Earnings Fund | 0.92 | ||||
ILF iShares Latin American 40 ETF | 0.65 | ||||
EWZ iShares MSCI Brazil ETF | 0.43 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Rob's Portfolio + EM. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Rob's Portfolio + EM is 8.86%, recorded on Jul 6, 2022. It took 229 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.86% | Apr 5, 2022 | 63 | Jul 6, 2022 | 229 | Jun 2, 2023 | 292 |
| -3.69% | Jan 13, 2022 | 41 | Mar 14, 2022 | 14 | Apr 1, 2022 | 55 |
| -2.02% | Sep 17, 2020 | 32 | Oct 30, 2020 | 4 | Nov 5, 2020 | 36 |
| -1.94% | Nov 15, 2021 | 12 | Dec 1, 2021 | 29 | Jan 12, 2022 | 41 |
| -1.44% | Jan 21, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
Volatility Chart
The current Rob's Portfolio + EM volatility is 1.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.