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(no name)

Last updated Mar 30, 2023

Expense Ratio

0.35%

Dividend Yield

2.02%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in (no name) in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,773 for a total return of roughly 57.73%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


40.00%60.00%80.00%100.00%120.00%NovemberDecember2023FebruaryMarch
57.73%
112.91%
(no name)
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 30, 2023, the (no name) returned 4.95% Year-To-Date and 5.13% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%8.97%
(no name)2.66%6.66%17.93%-9.11%4.81%5.32%
IEUR
iShares Core MSCI Europe ETF
2.26%10.27%33.58%-0.96%4.14%3.33%
URTH
iShares MSCI World ETF
3.24%7.71%17.16%-8.16%8.19%7.77%
EWJ
iShares MSCI Japan ETF
4.92%7.81%19.41%-4.76%0.95%4.16%
EPP
iShares MSCI Pacific ex Japan ETF
0.85%2.34%16.84%-8.60%2.79%2.73%
EEM
iShares MSCI Emerging Markets ETF
3.22%4.12%14.43%-11.86%-1.84%1.06%
FFR
First Trust FTSE EPRA/NAREIT Developed Markets Real Estate
-2.26%1.19%8.37%-23.48%0.61%1.86%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current (no name) Sharpe ratio is -0.45. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.44
-0.46
(no name)
Benchmark (^GSPC)
Portfolio components

Dividends

(no name) granted a 2.02% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.02%2.11%2.01%1.57%2.84%2.84%2.36%2.80%2.79%2.61%1.66%2.90%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-13.90%
-14.33%
(no name)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the (no name). 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 (no name) is 34.27%, recorded on Mar 23, 2020. It took 160 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.27%Jan 21, 202044Mar 23, 2020160Nov 6, 2020204
-28.05%Nov 9, 2021235Oct 14, 2022
-21.2%May 20, 2015185Feb 11, 2016253Feb 13, 2017438
-19.49%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445
-9.7%Jul 25, 201459Oct 16, 2014107Mar 23, 2015166
-5.66%Sep 7, 202120Oct 4, 202122Nov 3, 202142
-4.6%Feb 17, 202112Mar 4, 202121Apr 5, 202133
-3.93%May 10, 20213May 12, 202112May 28, 202115
-3.87%Jan 21, 20217Jan 29, 20215Feb 5, 202112
-3.02%Jun 15, 202124Jul 19, 202111Aug 3, 202135

Volatility Chart

Current (no name) volatility is 11.41%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
10.21%
15.42%
(no name)
Benchmark (^GSPC)
Portfolio components