indexa
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 44.3% |
IEUR iShares Core MSCI Europe ETF | Europe Equities | 25.3% |
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 12.6% |
VB Vanguard Small-Cap ETF | Small Cap Growth Equities | 8.9% |
EWJ iShares MSCI Japan ETF | Japan Equities | 8.9% |
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
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| indexa | 14.84% | 8.13% | 4.70% | 13.74% | 9.12% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.57% | -1.57% | 5.77% | 3.56% | -3.13% | -4.30% | -2.91% |
Dividend yield
indexa granted a 1.91% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| indexa | 1.91% | 2.09% | 1.83% | 1.60% | 2.31% | 2.45% | 1.92% | 2.24% | 2.19% | 1.51% | 1.29% | 1.51% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| EWJ | EEM | VB | IEUR | VOO | |
|---|---|---|---|---|---|
| EWJ | 1.00 | 0.66 | 0.65 | 0.70 | 0.69 |
| EEM | 0.66 | 1.00 | 0.66 | 0.75 | 0.70 |
| VB | 0.65 | 0.66 | 1.00 | 0.72 | 0.87 |
| IEUR | 0.70 | 0.75 | 0.72 | 1.00 | 0.77 |
| VOO | 0.69 | 0.70 | 0.87 | 0.77 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 27 | Mar 23, 2020 | 109 | Aug 26, 2020 | 136 |
| -27.02% | Nov 9, 2021 | 233 | Oct 12, 2022 | — | — | — |
| -20.07% | Jan 29, 2018 | 229 | Dec 24, 2018 | 212 | Oct 28, 2019 | 441 |
| -19.35% | May 22, 2015 | 183 | Feb 11, 2016 | 212 | Dec 13, 2016 | 395 |
| -9.59% | Jul 7, 2014 | 73 | Oct 16, 2014 | 82 | Feb 13, 2015 | 155 |
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.