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indexa

Last updated Nov 21, 2023

Asset Allocation


VOO 44.3%IEUR 25.3%EEM 12.6%VB 8.9%EWJ 8.9%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities44.3%
IEUR
iShares Core MSCI Europe ETF
Europe Equities25.3%
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities12.6%
VB
Vanguard Small-Cap ETF
Small Cap Growth Equities8.9%
EWJ
iShares MSCI Japan ETF
Japan Equities8.9%

Performance

The chart shows the growth of an initial investment of $10,000 in indexa, 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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.70%
8.46%
indexa
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
indexa14.84%8.13%4.70%13.74%9.12%N/A
IEUR
iShares Core MSCI Europe ETF
12.72%9.20%-0.77%14.51%6.82%N/A
VOO
Vanguard S&P 500 ETF
20.23%7.87%9.33%16.60%13.36%11.77%
EEM
iShares MSCI Emerging Markets ETF
5.97%8.32%2.19%7.22%2.05%1.57%
VB
Vanguard Small-Cap ETF
6.29%7.01%3.19%2.74%7.56%7.66%
EWJ
iShares MSCI Japan ETF
15.34%7.28%2.55%16.02%4.48%4.10%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.57%-1.57%5.77%3.56%-3.13%-4.30%-2.91%

Sharpe Ratio

The current indexa Sharpe ratio is 1.03. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.03

The Sharpe ratio of indexa lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.03
1.06
indexa
Benchmark (^GSPC)
Portfolio components

Dividend yield

indexa granted a 1.91% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
indexa1.91%2.09%1.83%1.60%2.31%2.45%1.92%2.24%2.19%1.51%1.29%1.51%
IEUR
iShares Core MSCI Europe ETF
2.89%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%0.64%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.49%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%2.18%
EEM
iShares MSCI Emerging Markets ETF
2.24%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%1.67%
VB
Vanguard Small-Cap ETF
1.73%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%1.86%
EWJ
iShares MSCI Japan ETF
0.89%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%1.32%1.11%1.94%

Expense Ratio

The indexa features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.49%
0.00%2.15%
0.09%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
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
IEUR
iShares Core MSCI Europe ETF
0.98
VOO
Vanguard S&P 500 ETF
1.20
EEM
iShares MSCI Emerging Markets ETF
0.41
VB
Vanguard Small-Cap ETF
0.18
EWJ
iShares MSCI Japan ETF
1.03

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

EWJEEMVBIEURVOO
EWJ1.000.660.650.700.69
EEM0.661.000.660.750.70
VB0.650.661.000.720.87
IEUR0.700.750.721.000.77
VOO0.690.700.870.771.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JuneJulyAugustSeptemberOctoberNovember
-6.09%
-5.19%
indexa
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the indexa. 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 indexa was 34.13%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.13%Feb 13, 202027Mar 23, 2020109Aug 26, 2020136
-27.02%Nov 9, 2021233Oct 12, 2022
-20.07%Jan 29, 2018229Dec 24, 2018212Oct 28, 2019441
-19.35%May 22, 2015183Feb 11, 2016212Dec 13, 2016395
-9.59%Jul 7, 201473Oct 16, 201482Feb 13, 2015155

Volatility Chart

The current indexa volatility is 4.21%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JuneJulyAugustSeptemberOctoberNovember
4.21%
4.21%
indexa
Benchmark (^GSPC)
Portfolio components

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