Rob's Portfolio + EM

Asset Allocation

Position	Category/Sector	Target Weight
AAA AAF First Priority CLO Bond ETF	CLO	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	Emerging Markets Diversified	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	S&P 500	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%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

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 Every 3 months.

Loading graphics...

The earliest data available for this chart is Sep 9, 2020, corresponding to the inception date of AAA

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 Rob's Portfolio + EM	-0.08%	0.25%	0.32%	1.52%	8.07%	9.91%	6.65%	—
Portfolio components:
IVV iShares Core S&P 500 ETF	0.14%	-3.32%	-3.54%	-1.40%	17.62%	18.49%	11.96%	14.16%
EDIV SPDR S&P Emerging Markets Dividend ETF	-0.35%	-3.07%	1.51%	3.14%	15.24%	19.93%	10.57%	8.51%
FLRT Pacific Global Senior Loan ETF	0.09%	0.74%	-0.11%	1.35%	5.49%	8.71%	5.72%	4.97%
AAA AAF First Priority CLO Bond ETF	-0.14%	0.27%	0.94%	2.15%	5.01%	6.65%	4.45%	—
FLBL Franklin Liberty Senior Loan ETF	-0.17%	1.57%	-0.86%	-0.87%	2.63%	6.80%	5.17%	—
IYW iShares U.S. Technology ETF	0.52%	-1.83%	-7.13%	-6.54%	29.96%	26.25%	15.97%	21.86%
EEMS iShares MSCI Emerging Markets Small-Cap ETF	-0.77%	-1.61%	2.58%	4.20%	25.97%	14.13%	6.43%	8.14%
VCLT Vanguard Long-Term Corporate Bond ETF	0.67%	-1.58%	0.19%	-1.08%	3.96%	3.10%	-1.56%	2.55%
XLRE Real Estate Select Sector SPDR Fund	1.61%	-4.14%	3.82%	1.04%	2.32%	7.60%	4.11%	6.16%
EWZS iShares MSCI Brazil Small-Cap ETF	-0.47%	1.82%	14.38%	11.61%	39.77%	12.66%	3.23%	9.82%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 10, 2020, Rob's Portfolio + EM's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +5.0%, while the worst month was Sep 2022 at -3.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Rob's Portfolio + EM closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +2.6%, while the worst single day was Apr 4, 2025 at -2.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.13%	0.22%	-1.24%	0.22%									0.32%
2025	0.69%	-0.64%	0.28%	0.63%	2.18%	1.94%	-0.21%	1.11%	0.98%	0.63%	0.60%	-0.04%	8.44%
2024	0.43%	1.06%	1.12%	-0.14%	1.17%	0.89%	0.95%	1.11%	0.71%	-0.43%	0.58%	-0.58%	7.04%
2023	3.99%	-1.29%	1.13%	1.23%	0.51%	4.10%	1.91%	0.06%	-0.41%	-0.63%	3.96%	2.65%	18.43%
2022	-0.07%	-1.06%	1.10%	-2.03%	-1.97%	-3.68%	3.00%	0.90%	-3.74%	1.54%	2.61%	-1.25%	-4.83%
2021	-0.08%	1.50%	0.36%	1.12%	1.59%	1.14%	0.05%	0.62%	-0.38%	0.06%	-0.68%	1.63%	7.11%

Benchmark Metrics

Rob's Portfolio + EM has an annualized alpha of 4.10%, beta of 0.25, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since September 10, 2020.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (32.02%) than losses (23.31%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.10% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.25 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 4.10%

Beta: 0.25

R²: 0.67

Upside Capture: 32.02%

Downside Capture: 23.31%

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.

Top 10 holdings

EPI

WisdomTree India Earnings Fund

SMIN

iShares MSCI India Small-Cap ETF

EEMS

iShares MSCI Emerging Markets Small-Cap ETF

FLRT

Pacific Global Senior Loan 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

Return for Risk

Risk / Return Rank

Rob's Portfolio + EM ranks 63 for risk / return — better than 63% 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	1.34	0.88	+0.46
Sortino ratio Return per unit of downside risk	1.92	1.37	+0.55
Omega ratio Gain probability vs. loss probability	1.30	1.21	+0.09
Calmar ratio Return relative to maximum drawdown	1.91	1.39	+0.52
Martin ratio Return relative to average drawdown	8.53	6.43	+2.10
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
IVV iShares Core S&P 500 ETF	54	0.97	1.48	1.23	1.52	7.13
EDIV SPDR S&P Emerging Markets Dividend ETF	53	1.11	1.58	1.23	1.47	5.23
FLRT Pacific Global Senior Loan ETF	82	1.81	2.33	1.56	2.25	8.96
AAA AAF First Priority CLO Bond ETF	82	1.48	2.15	1.37	2.28	16.57
FLBL Franklin Liberty Senior Loan ETF	29	0.62	0.89	1.16	0.79	2.57
IYW iShares U.S. Technology ETF	58	1.12	1.72	1.24	1.73	5.51
EEMS iShares MSCI Emerging Markets Small-Cap ETF	74	1.47	2.00	1.28	2.41	8.53
VCLT Vanguard Long-Term Corporate Bond ETF	22	0.39	0.58	1.08	0.80	1.86
XLRE Real Estate Select Sector SPDR Fund	15	0.14	0.31	1.04	0.24	0.82
EWZS iShares MSCI Brazil Small-Cap ETF	66	1.27	1.82	1.24	2.34	6.82

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.

Rob's Portfolio + EM Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.34
5-Year: 1.30
All Time: 1.45

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 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

Loading graphics...

Dividends

Dividend yield

Rob's Portfolio + EM provided a 5.47% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	5.47%	5.44%	6.52%	6.18%	4.52%	2.88%	2.24%	2.67%	2.12%	1.04%	1.21%	1.30%
Portfolio components:
IVV iShares Core S&P 500 ETF	1.22%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
EDIV SPDR S&P Emerging Markets Dividend ETF	4.72%	4.69%	3.94%	4.26%	4.94%	3.84%	3.52%	3.83%	3.41%	2.99%	4.94%	5.33%
FLRT Pacific Global Senior Loan ETF	6.91%	6.93%	7.93%	8.40%	5.81%	3.16%	3.52%	4.30%	3.95%	3.20%	3.38%	3.21%
AAA AAF First Priority CLO Bond ETF	4.99%	5.11%	6.17%	6.11%	2.78%	1.06%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%
FLBL Franklin Liberty Senior Loan ETF	7.48%	7.24%	8.05%	8.37%	5.53%	3.57%	3.22%	3.97%	2.21%	0.00%	0.00%	0.00%
IYW iShares U.S. Technology ETF	0.15%	0.14%	0.21%	0.34%	0.50%	0.31%	0.56%	0.72%	0.92%	0.82%	1.14%	1.12%
EEMS iShares MSCI Emerging Markets Small-Cap ETF	3.01%	3.09%	2.60%	2.69%	0.89%	3.56%	2.14%	2.64%	3.06%	2.47%	2.51%	2.33%
VCLT Vanguard Long-Term Corporate Bond ETF	5.60%	5.51%	5.19%	4.67%	4.44%	3.07%	3.16%	3.81%	4.55%	4.01%	4.33%	4.68%
XLRE Real Estate Select Sector SPDR Fund	3.36%	3.45%	3.43%	3.31%	3.70%	2.61%	3.15%	3.06%	3.78%	3.25%	4.22%	1.09%
EWZS iShares MSCI Brazil Small-Cap ETF	3.39%	3.88%	4.93%	2.75%	4.61%	4.51%	1.15%	1.77%	4.35%	3.41%	3.62%	4.35%

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.

Loading graphics...

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 8.86%, occurring on Jul 6, 2022. Recovery took 229 trading sessions.

The current Rob's Portfolio + EM drawdown is 1.72%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-8.86%	Apr 5, 2022	63	Jul 6, 2022	229	Jun 2, 2023	292
-4.81%	Dec 12, 2024	78	Apr 7, 2025	18	May 2, 2025	96
-3.69%	Jan 13, 2022	41	Mar 14, 2022	14	Apr 1, 2022	55
-3.22%	Feb 23, 2026	20	Mar 20, 2026	—	—	—
-2.61%	Jul 17, 2024	14	Aug 5, 2024	10	Aug 19, 2024	24

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

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.

	Benchmark	AAA	VCLT	FLRT	FLBL	XLRE	DXJ	SMIN	EWZS	EPI	EWZ	EDIV	IYW	ILF	EEMS	IVV	Portfolio
Benchmark	1.00	0.03	0.29	0.28	0.46	0.59	0.59	0.44	0.42	0.51	0.42	0.54	0.90	0.50	0.65	1.00	0.77
AAA	0.03	1.00	0.02	0.12	0.05	0.02	0.04	0.02	0.03	0.01	0.03	0.04	0.01	0.03	0.02	0.02	0.12
VCLT	0.29	0.02	1.00	0.18	0.18	0.38	0.02	0.15	0.22	0.17	0.19	0.20	0.26	0.19	0.25	0.29	0.36
FLRT	0.28	0.12	0.18	1.00	0.33	0.21	0.17	0.16	0.17	0.19	0.18	0.22	0.23	0.21	0.25	0.29	0.36
FLBL	0.46	0.05	0.18	0.33	1.00	0.30	0.31	0.27	0.26	0.28	0.29	0.32	0.42	0.32	0.38	0.46	0.62
XLRE	0.59	0.02	0.38	0.21	0.30	1.00	0.33	0.31	0.31	0.36	0.31	0.38	0.41	0.35	0.42	0.59	0.55
DXJ	0.59	0.04	0.02	0.17	0.31	0.33	1.00	0.35	0.33	0.41	0.34	0.43	0.48	0.41	0.48	0.59	0.59
SMIN	0.44	0.02	0.15	0.16	0.27	0.31	0.35	1.00	0.31	0.88	0.32	0.40	0.38	0.36	0.64	0.44	0.65
EWZS	0.42	0.03	0.22	0.17	0.26	0.31	0.33	0.31	1.00	0.35	0.91	0.50	0.34	0.83	0.55	0.42	0.69
EPI	0.51	0.01	0.17	0.19	0.28	0.36	0.41	0.88	0.35	1.00	0.37	0.49	0.44	0.43	0.67	0.51	0.68
EWZ	0.42	0.03	0.19	0.18	0.29	0.31	0.34	0.32	0.91	0.37	1.00	0.55	0.32	0.94	0.56	0.42	0.71
EDIV	0.54	0.04	0.20	0.22	0.32	0.38	0.43	0.40	0.50	0.49	0.55	1.00	0.47	0.62	0.76	0.54	0.68
IYW	0.90	0.01	0.26	0.23	0.42	0.41	0.48	0.38	0.34	0.44	0.32	0.47	1.00	0.39	0.60	0.89	0.67
ILF	0.50	0.03	0.19	0.21	0.32	0.35	0.41	0.36	0.83	0.43	0.94	0.62	0.39	1.00	0.64	0.50	0.76
EEMS	0.65	0.02	0.25	0.25	0.38	0.42	0.48	0.64	0.55	0.67	0.56	0.76	0.60	0.64	1.00	0.65	0.81
IVV	1.00	0.02	0.29	0.29	0.46	0.59	0.59	0.44	0.42	0.51	0.42	0.54	0.89	0.50	0.65	1.00	0.77
Portfolio	0.77	0.12	0.36	0.36	0.62	0.55	0.59	0.65	0.69	0.68	0.71	0.68	0.67	0.76	0.81	0.77	1.00

The correlation results are calculated based on daily price changes starting from Sep 10, 2020

Rob's Portfolio + EM

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