(no name)
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 17.60% |
EPP iShares MSCI Pacific ex Japan ETF | Asia Pacific Equities | 2.90% |
EWJ iShares MSCI Japan ETF | Japan Equities | 5.90% |
FFR First Trust FTSE EPRA/NAREIT Developed Markets Real Estate | REIT | 8.80% |
IEUR iShares Core MSCI Europe ETF | Europe Equities | 11.80% |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 53% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of May 11, 2025, the (no name) returned 4.42% Year-To-Date and 7.01% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| (no name) | 6.29% | 8.64% | 3.54% | 11.15% | 12.65% | 7.06% |
| Portfolio components: | ||||||
IEUR iShares Core MSCI Europe ETF | 17.86% | 8.64% | 13.61% | 11.11% | 14.04% | 5.78% |
URTH iShares MSCI World ETF | 3.30% | 9.33% | 0.93% | 12.93% | 15.76% | 9.80% |
EWJ iShares MSCI Japan ETF | 8.49% | 10.60% | 6.23% | 9.62% | 8.73% | 5.09% |
EPP iShares MSCI Pacific ex Japan ETF | 7.65% | 11.81% | 2.45% | 11.69% | 9.80% | 3.96% |
EEM iShares MSCI Emerging Markets ETF | 9.71% | 9.89% | 5.29% | 10.53% | 7.08% | 2.87% |
FFR First Trust FTSE EPRA/NAREIT Developed Markets Real Estate | 0.00% | 0.00% | 0.00% | 0.00% | 5.37% | 1.48% |
Monthly Returns
The table below presents the monthly returns of (no name), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.07% | 0.52% | -2.01% | 1.23% | 3.43% | 6.29% | |||||||
| 2024 | -0.62% | 3.73% | 2.94% | -2.84% | 3.86% | 1.14% | 1.63% | 2.30% | 2.20% | -2.77% | 2.16% | -2.46% | 11.50% |
| 2023 | 8.27% | -4.04% | 2.82% | 1.36% | -1.96% | 5.15% | 3.58% | -3.23% | -4.27% | -2.87% | 8.98% | 4.84% | 18.84% |
| 2022 | -4.07% | -3.30% | 1.43% | -7.44% | 0.17% | -7.96% | 6.13% | -4.54% | -10.09% | 5.02% | 10.21% | -3.82% | -18.58% |
| 2021 | -0.10% | 2.35% | 2.53% | 3.65% | 2.03% | 0.79% | 0.24% | 2.02% | -3.99% | 4.40% | -2.94% | 3.84% | 15.43% |
| 2020 | -2.20% | -7.38% | -14.65% | 8.90% | 4.41% | 3.47% | 4.64% | 5.30% | -2.64% | -2.37% | 12.46% | 4.75% | 12.21% |
| 2019 | 8.31% | 1.77% | 1.48% | 2.85% | -5.48% | 5.82% | -0.35% | -2.05% | 2.36% | 3.00% | 1.58% | 3.68% | 24.74% |
| 2018 | 5.26% | -4.91% | -0.73% | 0.30% | -0.29% | -0.86% | 2.83% | -0.34% | 0.23% | -7.31% | 1.84% | -6.24% | -10.43% |
| 2017 | 3.52% | 2.20% | 1.66% | 1.78% | 2.40% | 0.50% | 3.08% | 0.50% | 1.54% | 1.99% | 1.42% | 1.90% | 24.91% |
| 2016 | -5.79% | -1.09% | 8.09% | 1.03% | -0.10% | 0.18% | 4.45% | 0.17% | 0.89% | -2.22% | -0.41% | 1.71% | 6.48% |
| 2015 | -0.77% | 5.46% | -1.31% | 2.78% | -0.63% | -2.87% | 0.91% | -6.92% | -3.25% | 6.52% | -0.39% | -1.92% | -3.10% |
| 2014 | 0.95% | -1.07% | 2.14% | -4.43% | 1.29% | 0.66% | -2.00% | -2.59% |
Expense Ratio
(no name) has an expense ratio of 0.35%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of (no name) is 56, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
IEUR iShares Core MSCI Europe ETF | 0.62 | 1.10 | 1.15 | 0.88 | 2.37 |
URTH iShares MSCI World ETF | 0.71 | 1.17 | 1.17 | 0.81 | 3.49 |
EWJ iShares MSCI Japan ETF | 0.45 | 0.75 | 1.10 | 0.65 | 1.95 |
EPP iShares MSCI Pacific ex Japan ETF | 0.60 | 1.03 | 1.14 | 0.65 | 2.22 |
EEM iShares MSCI Emerging Markets ETF | 0.55 | 0.95 | 1.12 | 0.41 | 1.82 |
FFR First Trust FTSE EPRA/NAREIT Developed Markets Real Estate | — | — | — | 0.00 | — |
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Dividends
Dividend yield
(no name) provided a 1.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.96% | 2.18% | 2.05% | 1.97% | 1.51% | 2.68% | 2.60% | 2.05% | 2.38% | 2.36% | 2.19% |
| Portfolio components: | ||||||||||||
IEUR iShares Core MSCI Europe ETF | 3.00% | 3.54% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% |
URTH iShares MSCI World ETF | 1.43% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
EWJ iShares MSCI Japan ETF | 2.16% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% |
EPP iShares MSCI Pacific ex Japan ETF | 3.54% | 3.81% | 4.10% | 4.37% | 4.57% | 2.28% | 3.88% | 5.00% | 4.15% | 3.96% | 4.89% | 4.33% |
EEM iShares MSCI Emerging Markets ETF | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% |
FFR First Trust FTSE EPRA/NAREIT Developed Markets Real Estate | 0.00% | 1.00% | 2.32% | 1.78% | 2.64% | 0.79% | 4.97% | 3.38% | 2.51% | 3.50% | 1.45% | 3.27% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the (no name). 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 (no name) was 34.27%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.
The current (no name) drawdown is 1.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.27% | Jan 21, 2020 | 44 | Mar 23, 2020 | 160 | Nov 6, 2020 | 204 |
| -28.05% | Nov 9, 2021 | 235 | Oct 14, 2022 | 349 | Mar 7, 2024 | 584 |
| -21.2% | May 20, 2015 | 185 | Feb 11, 2016 | 253 | Feb 13, 2017 | 438 |
| -19.49% | Jan 29, 2018 | 229 | Dec 24, 2018 | 216 | Nov 1, 2019 | 445 |
| -13.85% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 2.96, 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
| ^GSPC | FFR | EWJ | EEM | EPP | IEUR | URTH | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.58 | 0.68 | 0.69 | 0.72 | 0.75 | 0.94 | 0.90 |
| FFR | 0.58 | 1.00 | 0.49 | 0.49 | 0.55 | 0.58 | 0.59 | 0.65 |
| EWJ | 0.68 | 0.49 | 1.00 | 0.65 | 0.67 | 0.70 | 0.74 | 0.79 |
| EEM | 0.69 | 0.49 | 0.65 | 1.00 | 0.81 | 0.74 | 0.74 | 0.86 |
| EPP | 0.72 | 0.55 | 0.67 | 0.81 | 1.00 | 0.79 | 0.79 | 0.86 |
| IEUR | 0.75 | 0.58 | 0.70 | 0.74 | 0.79 | 1.00 | 0.84 | 0.90 |
| URTH | 0.94 | 0.59 | 0.74 | 0.74 | 0.79 | 0.84 | 1.00 | 0.96 |
| Portfolio | 0.90 | 0.65 | 0.79 | 0.86 | 0.86 | 0.90 | 0.96 | 1.00 |