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indexa

Last updated Mar 23, 2023

Expense Ratio

0.17%

Dividend Yield

2.23%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in indexa in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,543 for a total return of roughly 75.43%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


50.00%60.00%70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2023FebruaryMarch
75.43%
104.59%
indexa
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 23, 2023, the indexa returned 3.28% Year-To-Date and 6.58% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-1.22%2.84%5.08%-11.39%8.82%8.50%
indexa-1.98%3.57%10.52%-7.88%6.30%6.62%
IEUR
iShares Core MSCI Europe ETF
-2.74%6.19%22.58%-1.55%3.79%2.89%
VOO
Vanguard S&P 500 ETF
-1.13%3.22%5.97%-9.92%10.72%10.54%
EEM
iShares MSCI Emerging Markets ETF
-1.05%2.30%6.70%-12.12%-1.62%0.86%
VB
Vanguard Small-Cap ETF
-8.64%-1.79%2.37%-13.26%6.00%6.96%
EWJ
iShares MSCI Japan ETF
1.14%4.63%11.78%-7.13%1.16%3.82%

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 indexa Sharpe ratio is -0.44. 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.


-1.20-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.37
-0.49
indexa
Benchmark (^GSPC)
Portfolio components

Dividends

indexa granted a 2.23% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.23%2.09%1.87%1.67%2.46%2.67%2.15%2.56%2.56%1.77%1.52%1.82%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-15.30%
-17.68%
indexa
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the indexa. 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 indexa is 34.13%, recorded on Mar 23, 2020. It took 109 trading sessions for the portfolio to recover.


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
-7.08%Sep 3, 202015Sep 24, 202012Oct 12, 202027
-6.79%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-5.38%Sep 7, 202120Oct 4, 202120Nov 1, 202140
-4.52%Feb 17, 202112Mar 4, 202120Apr 1, 202132
-4.11%Jan 21, 20209Jan 31, 20208Feb 12, 202017

Volatility Chart

Current indexa volatility is 15.96%. 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
20.49%
19.51%
indexa
Benchmark (^GSPC)
Portfolio components