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Rob's Portfolio + EM

Last updated Sep 21, 2023

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/SectorWeight
FLBL
Franklin Liberty Senior Loan ETF
High Yield Bonds, Actively Managed36%
AAA
AAF First Priority CLO Bond ETF
Corporate Bonds, Actively Managed22%
FLRT
Pacific Global Senior Loan ETF
High Yield Bonds, Actively Managed12%
VCLT
Vanguard Long-Term Corporate Bond ETF
Corporate Bonds4%
SMIN
iShares MSCI India Small-Cap ETF
Asia Pacific Equities5%
DXJ
WisdomTree Japan Hedged Equity Fund
Japan Equities3%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities2%
EDIV
SPDR S&P Emerging Markets Dividend ETF
Emerging Markets Equities, Dividend2%
IYW
iShares U.S. Technology ETF
Technology Equities2%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
Foreign Small & Mid Cap Equities2%
EWZS
iShares MSCI Brazil Small-Cap ETF
Latin America Equities2%
EPI
WisdomTree India Earnings Fund
Asia Pacific Equities2%
ILF
iShares Latin American 40 ETF
Latin America Equities2%
EWZ
iShares MSCI Brazil ETF
Latin America Equities2%
XLRE
Real Estate Select Sector SPDR Fund
REIT2%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.37%
11.49%
Rob's Portfolio + EM
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.93%N/A
Rob's Portfolio + EM1.42%10.32%12.39%11.93%6.77%N/A
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

AAAVCLTFLRTFLBLDXJXLRESMINEWZSEWZIYWEPIEDIVILFIVVEEMS
AAA1.000.010.190.080.01-0.020.010.060.08-0.040.000.070.08-0.030.03
VCLT0.011.000.160.200.000.320.180.170.130.310.180.140.140.280.22
FLRT0.190.161.000.370.170.190.160.170.200.220.190.260.220.250.26
FLBL0.080.200.371.000.320.350.300.260.300.440.300.360.340.480.43
DXJ0.010.000.170.321.000.410.400.330.350.510.470.480.430.640.51
XLRE-0.020.320.190.350.411.000.380.330.330.540.400.410.370.690.47
SMIN0.010.180.160.300.400.381.000.370.380.460.900.440.420.520.67
EWZS0.060.170.170.260.330.330.371.000.910.340.400.480.830.410.57
EWZ0.080.130.200.300.350.330.380.911.000.300.420.520.950.400.57
IYW-0.040.310.220.440.510.540.460.340.301.000.500.490.370.900.62
EPI0.000.180.190.300.470.400.900.400.420.501.000.520.480.570.70
EDIV0.070.140.260.360.480.410.440.480.520.490.521.000.600.550.77
ILF0.080.140.220.340.430.370.420.830.950.370.480.601.000.500.65
IVV-0.030.280.250.480.640.690.520.410.400.900.570.550.501.000.66
EEMS0.030.220.260.430.510.470.670.570.570.620.700.770.650.661.00

Sharpe Ratio

The current Rob's Portfolio + EM Sharpe ratio is 2.16. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.16

The Sharpe ratio of Rob's Portfolio + EM is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.16
0.74
Rob's Portfolio + EM
Benchmark (^GSPC)
Portfolio components

Dividend yield

Rob's Portfolio + EM granted a 5.97% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Rob's Portfolio + EM5.97%4.71%3.16%2.54%3.14%2.58%1.29%1.53%1.69%1.26%0.97%1.03%
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.


0.84%
0.00%2.15%
0.76%
0.00%2.15%
0.69%
0.00%2.15%
0.59%
0.00%2.15%
0.59%
0.00%2.15%
0.49%
0.00%2.15%
0.48%
0.00%2.15%
0.45%
0.00%2.15%
0.42%
0.00%2.15%
0.25%
0.00%2.15%
0.13%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-0.22%
-8.22%
Rob's Portfolio + EM
Benchmark (^GSPC)
Portfolio components

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, 202263Jul 6, 2022229Jun 2, 2023292
-3.69%Jan 13, 202241Mar 14, 202214Apr 1, 202255
-2.02%Sep 17, 202032Oct 30, 20204Nov 5, 202036
-1.94%Nov 15, 202112Dec 1, 202129Jan 12, 202241
-1.44%Jan 21, 20217Jan 29, 20215Feb 5, 202112

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.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.10%
3.47%
Rob's Portfolio + EM
Benchmark (^GSPC)
Portfolio components