Rob's Portfolio + EM
Asset Allocation
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 Quarterly
The earliest data available for this chart is Sep 9, 2020, corresponding to the inception date of AAA
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Rob's Portfolio + EM | 7.36% | 0.17% | 2.79% | 7.84% | N/A | N/A |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 25.92% | -0.18% | 9.27% | 26.40% | 14.77% | 13.05% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 11.94% | -1.18% | 1.16% | 14.77% | 6.32% | 4.46% |
FLRT Pacific Global Senior Loan ETF | 8.89% | 0.55% | 3.89% | 9.10% | 5.22% | N/A |
AAA AAF First Priority CLO Bond ETF | 6.71% | 0.68% | 3.18% | 6.87% | N/A | N/A |
FLBL Franklin Liberty Senior Loan ETF | 8.11% | 0.57% | 3.97% | 8.49% | 5.22% | N/A |
IYW iShares U.S. Technology ETF | 32.29% | 1.96% | 7.87% | 32.45% | 23.53% | 20.71% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 3.70% | 0.21% | -2.47% | 5.19% | 8.21% | 5.41% |
VCLT Vanguard Long-Term Corporate Bond ETF | -1.40% | -1.01% | 0.23% | -0.87% | -1.90% | 2.22% |
XLRE Real Estate Select Sector SPDR Fund | 4.28% | -6.79% | 7.83% | 5.15% | 4.68% | N/A |
EWZS iShares MSCI Brazil Small-Cap ETF | -32.42% | -11.95% | -15.87% | -32.19% | -10.71% | -0.10% |
DXJ WisdomTree Japan Hedged Equity Fund | 26.30% | 0.92% | 2.25% | 26.57% | 18.03% | 11.22% |
SMIN iShares MSCI India Small-Cap ETF | 23.50% | 8.33% | 6.88% | 24.66% | 20.38% | 11.36% |
EPI WisdomTree India Earnings Fund | 12.49% | 0.74% | -2.95% | 13.68% | 15.12% | 9.35% |
ILF iShares Latin American 40 ETF | -21.75% | -7.20% | -10.58% | -21.29% | -2.58% | 0.58% |
EWZ iShares MSCI Brazil ETF | -28.62% | -10.26% | -12.02% | -27.92% | -6.41% | 0.32% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.43% | 1.06% | 1.12% | -0.14% | 1.17% | 0.89% | 0.95% | 1.11% | 0.71% | -0.43% | 0.58% | 7.36% | |
| 2023 | 3.99% | -1.29% | 1.13% | 1.23% | 0.51% | 4.10% | 1.91% | 0.06% | -0.41% | -0.63% | 3.96% | 2.66% | 18.44% |
| 2022 | -0.07% | -1.07% | 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% | 1.49% | 0.36% | 1.12% | 1.59% | 1.14% | 0.05% | 0.62% | -0.38% | 0.06% | -0.68% | 1.63% | 7.10% |
| 2020 | -0.74% | -0.72% | 5.03% | 2.80% | 6.41% |
Expense Ratio
Rob's Portfolio + EM features an expense ratio of 0.44%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 85, Rob's Portfolio + EM is among the top 15% 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 2.25 | 2.98 | 1.42 | 3.32 | 14.68 |
EDIV SPDR S&P Emerging Markets Dividend ETF | 1.39 | 2.02 | 1.25 | 1.85 | 5.01 |
FLRT Pacific Global Senior Loan ETF | 6.94 | 11.41 | 3.35 | 17.95 | 88.74 |
AAA AAF First Priority CLO Bond ETF | 3.65 | 6.15 | 1.81 | 18.15 | 70.08 |
FLBL Franklin Liberty Senior Loan ETF | 4.72 | 7.20 | 2.20 | 10.09 | 61.53 |
IYW iShares U.S. Technology ETF | 1.58 | 2.10 | 1.28 | 2.13 | 7.31 |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 0.59 | 0.86 | 1.11 | 0.81 | 2.38 |
VCLT Vanguard Long-Term Corporate Bond ETF | -0.12 | -0.09 | 0.99 | -0.05 | -0.33 |
XLRE Real Estate Select Sector SPDR Fund | 0.40 | 0.64 | 1.08 | 0.25 | 1.45 |
EWZS iShares MSCI Brazil Small-Cap ETF | -1.14 | -1.59 | 0.81 | -0.64 | -1.89 |
DXJ WisdomTree Japan Hedged Equity Fund | 1.36 | 1.75 | 1.26 | 1.28 | 4.37 |
SMIN iShares MSCI India Small-Cap ETF | 1.57 | 1.98 | 1.29 | 2.71 | 8.25 |
EPI WisdomTree India Earnings Fund | 1.02 | 1.35 | 1.21 | 1.60 | 4.50 |
ILF iShares Latin American 40 ETF | -1.09 | -1.44 | 0.83 | -0.83 | -1.91 |
EWZ iShares MSCI Brazil ETF | -1.18 | -1.61 | 0.81 | -0.83 | -1.78 |
Dividends
Dividend yield
Rob's Portfolio + EM provided a 6.63% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.63% | 6.19% | 4.52% | 2.87% | 2.24% | 2.68% | 2.13% | 1.04% | 1.21% | 1.30% | 0.95% | 0.69% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.29% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 3.47% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.93% | 5.33% | 4.84% | 5.13% |
FLRT Pacific Global Senior Loan ETF | 8.11% | 8.42% | 5.81% | 3.16% | 3.51% | 4.31% | 3.95% | 3.20% | 3.38% | 3.21% | 0.00% | 0.00% |
AAA AAF First Priority CLO Bond ETF | 6.21% | 6.12% | 2.78% | 1.06% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLBL Franklin Liberty Senior Loan ETF | 8.06% | 8.37% | 5.53% | 3.57% | 3.22% | 3.97% | 2.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.20% | 0.53% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.58% | 2.69% | 0.89% | 3.56% | 2.14% | 2.64% | 3.06% | 2.47% | 2.51% | 2.33% | 2.67% | 2.15% |
VCLT Vanguard Long-Term Corporate Bond ETF | 4.67% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% | 4.83% |
XLRE Real Estate Select Sector SPDR Fund | 2.36% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
EWZS iShares MSCI Brazil Small-Cap ETF | 4.68% | 2.75% | 4.62% | 4.51% | 1.15% | 1.77% | 4.79% | 3.41% | 3.62% | 4.35% | 3.05% | 1.88% |
DXJ WisdomTree Japan Hedged Equity Fund | 0.87% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
SMIN iShares MSCI India Small-Cap ETF | 11.31% | 0.41% | 0.01% | 1.27% | 1.07% | 1.74% | 1.68% | 0.89% | 2.30% | 0.93% | 0.34% | 0.75% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
ILF iShares Latin American 40 ETF | 7.31% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.81% | 1.59% | 3.25% | 2.32% | 3.32% |
EWZ iShares MSCI Brazil ETF | 8.69% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% | 3.78% | 3.23% |
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.
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 0.88%.
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 |
| -2.61% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -2.06% | Sep 15, 2023 | 31 | Oct 27, 2023 | 7 | Nov 7, 2023 | 38 |
| -2.02% | Sep 17, 2020 | 32 | Oct 30, 2020 | 4 | Nov 5, 2020 | 36 |
Volatility
Volatility Chart
The current Rob's Portfolio + EM volatility is 1.24%, 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.
Diversification
Asset Correlations Table
| AAA | VCLT | FLRT | FLBL | DXJ | XLRE | SMIN | EWZS | IYW | EWZ | EPI | EDIV | ILF | IVV | EEMS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AAA | 1.00 | -0.00 | 0.12 | 0.04 | 0.03 | -0.02 | 0.01 | 0.02 | -0.03 | 0.03 | -0.00 | 0.03 | 0.03 | -0.02 | 0.01 |
| VCLT | -0.00 | 1.00 | 0.18 | 0.19 | -0.00 | 0.37 | 0.17 | 0.22 | 0.28 | 0.18 | 0.18 | 0.18 | 0.18 | 0.28 | 0.25 |
| FLRT | 0.12 | 0.18 | 1.00 | 0.35 | 0.15 | 0.21 | 0.16 | 0.18 | 0.21 | 0.21 | 0.19 | 0.23 | 0.24 | 0.26 | 0.26 |
| FLBL | 0.04 | 0.19 | 0.35 | 1.00 | 0.30 | 0.34 | 0.27 | 0.26 | 0.42 | 0.29 | 0.29 | 0.33 | 0.33 | 0.47 | 0.41 |
| DXJ | 0.03 | -0.00 | 0.15 | 0.30 | 1.00 | 0.33 | 0.36 | 0.30 | 0.48 | 0.32 | 0.43 | 0.42 | 0.39 | 0.59 | 0.48 |
| XLRE | -0.02 | 0.37 | 0.21 | 0.34 | 0.33 | 1.00 | 0.33 | 0.34 | 0.47 | 0.33 | 0.38 | 0.38 | 0.38 | 0.64 | 0.45 |
| SMIN | 0.01 | 0.17 | 0.16 | 0.27 | 0.36 | 0.33 | 1.00 | 0.33 | 0.41 | 0.34 | 0.87 | 0.41 | 0.37 | 0.47 | 0.64 |
| EWZS | 0.02 | 0.22 | 0.18 | 0.26 | 0.30 | 0.34 | 0.33 | 1.00 | 0.32 | 0.90 | 0.37 | 0.47 | 0.83 | 0.40 | 0.55 |
| IYW | -0.03 | 0.28 | 0.21 | 0.42 | 0.48 | 0.47 | 0.41 | 0.32 | 1.00 | 0.29 | 0.47 | 0.45 | 0.37 | 0.89 | 0.59 |
| EWZ | 0.03 | 0.18 | 0.21 | 0.29 | 0.32 | 0.33 | 0.34 | 0.90 | 0.29 | 1.00 | 0.39 | 0.52 | 0.94 | 0.40 | 0.56 |
| EPI | -0.00 | 0.18 | 0.19 | 0.29 | 0.43 | 0.38 | 0.87 | 0.37 | 0.47 | 0.39 | 1.00 | 0.50 | 0.45 | 0.54 | 0.68 |
| EDIV | 0.03 | 0.18 | 0.23 | 0.33 | 0.42 | 0.38 | 0.41 | 0.47 | 0.45 | 0.52 | 0.50 | 1.00 | 0.60 | 0.52 | 0.77 |
| ILF | 0.03 | 0.18 | 0.24 | 0.33 | 0.39 | 0.38 | 0.37 | 0.83 | 0.37 | 0.94 | 0.45 | 0.60 | 1.00 | 0.50 | 0.64 |
| IVV | -0.02 | 0.28 | 0.26 | 0.47 | 0.59 | 0.64 | 0.47 | 0.40 | 0.89 | 0.40 | 0.54 | 0.52 | 0.50 | 1.00 | 0.65 |
| EEMS | 0.01 | 0.25 | 0.26 | 0.41 | 0.48 | 0.45 | 0.64 | 0.55 | 0.59 | 0.56 | 0.68 | 0.77 | 0.64 | 0.65 | 1.00 |