indexa
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 12.60% |
EWJ iShares MSCI Japan ETF | Japan Equities | 8.90% |
IEUR iShares Core MSCI Europe ETF | Europe Equities | 25.30% |
VB Vanguard Small-Cap ETF | Small Cap Growth Equities | 8.90% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 44.30% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of May 9, 2025, the indexa returned 3.66% Year-To-Date and 8.67% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| indexa | 3.66% | 15.32% | 0.28% | 10.25% | 13.25% | 8.67% |
| Portfolio components: | ||||||
IEUR iShares Core MSCI Europe ETF | 16.97% | 17.47% | 11.05% | 11.71% | 13.13% | 5.90% |
VOO Vanguard S&P 500 ETF | -3.28% | 13.71% | -4.52% | 10.70% | 15.89% | 12.40% |
EEM iShares MSCI Emerging Markets ETF | 6.67% | 15.81% | -0.91% | 8.03% | 6.21% | 2.75% |
VB Vanguard Small-Cap ETF | -6.55% | 15.43% | -10.30% | 2.76% | 12.26% | 7.93% |
EWJ iShares MSCI Japan ETF | 7.05% | 16.51% | 4.25% | 8.01% | 8.45% | 5.11% |
Monthly Returns
The table below presents the monthly returns of indexa, 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 | 3.60% | 0.30% | -2.65% | 0.80% | 1.66% | 3.66% | |||||||
| 2024 | -0.06% | 4.32% | 3.44% | -3.51% | 4.65% | 0.95% | 2.24% | 2.23% | 1.96% | -2.79% | 3.09% | -2.87% | 14.04% |
| 2023 | 7.91% | -3.05% | 2.71% | 1.57% | -1.57% | 5.77% | 3.56% | -3.13% | -4.30% | -2.91% | 8.87% | 5.12% | 21.20% |
| 2022 | -4.29% | -3.30% | 1.26% | -7.74% | 0.90% | -8.33% | 6.84% | -4.54% | -9.55% | 6.58% | 9.10% | -3.89% | -17.56% |
| 2021 | -0.19% | 2.75% | 2.96% | 3.93% | 1.75% | 0.79% | 0.53% | 2.31% | -3.97% | 4.72% | -2.66% | 4.03% | 17.87% |
| 2020 | -1.97% | -7.62% | -14.19% | 9.92% | 5.25% | 2.82% | 4.83% | 5.56% | -2.74% | -2.18% | 12.43% | 4.99% | 14.87% |
| 2019 | 8.16% | 2.52% | 1.17% | 3.53% | -6.26% | 6.53% | -0.32% | -2.03% | 2.33% | 2.91% | 2.39% | 3.71% | 26.67% |
| 2018 | 5.64% | -4.53% | -1.08% | 0.34% | 0.48% | -0.68% | 3.16% | 0.68% | 0.30% | -7.82% | 1.58% | -7.34% | -9.71% |
| 2017 | 2.83% | 2.40% | 1.64% | 1.81% | 2.38% | 0.55% | 2.65% | 0.33% | 2.23% | 2.11% | 1.88% | 1.50% | 24.68% |
| 2016 | -5.45% | -1.37% | 7.55% | 1.18% | 0.65% | -0.51% | 4.04% | 0.50% | 0.79% | -2.03% | 1.20% | 2.18% | 8.49% |
| 2015 | -1.19% | 5.74% | -1.24% | 2.50% | 0.38% | -2.23% | 0.83% | -6.57% | -3.38% | 7.11% | -0.01% | -2.43% | -1.26% |
| 2014 | 1.09% | -1.88% | 2.50% | -3.13% | 1.29% | 1.33% | -1.73% | -0.66% |
Expense Ratio
indexa has an expense ratio of 0.17%, which is considered low. 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 indexa is 50, 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 | 0.66 | 1.12 | 1.15 | 0.90 | 2.41 |
VOO Vanguard S&P 500 ETF | 0.56 | 0.92 | 1.13 | 0.58 | 2.25 |
EEM iShares MSCI Emerging Markets ETF | 0.42 | 0.69 | 1.09 | 0.28 | 1.22 |
VB Vanguard Small-Cap ETF | 0.12 | 0.31 | 1.04 | 0.09 | 0.29 |
EWJ iShares MSCI Japan ETF | 0.38 | 0.50 | 1.07 | 0.37 | 1.13 |
Dividends
Dividend yield
indexa provided a 1.98% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.98% | 2.08% | 2.10% | 2.09% | 1.83% | 1.60% | 2.31% | 2.45% | 1.92% | 2.25% | 2.20% | 1.51% |
| Portfolio components: | ||||||||||||
IEUR iShares Core MSCI Europe ETF | 3.03% | 3.54% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
EEM iShares MSCI Emerging Markets ETF | 2.28% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% |
VB Vanguard Small-Cap ETF | 1.51% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
EWJ iShares MSCI Japan ETF | 2.19% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% |
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.
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.
The current indexa drawdown is 2.60%.
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 | 324 | Jan 29, 2024 | 557 |
| -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 |
| -15.54% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current indexa volatility is 9.64%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.42, 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 | EWJ | EEM | IEUR | VB | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.68 | 0.69 | 0.75 | 0.86 | 1.00 | 0.94 |
| EWJ | 0.68 | 1.00 | 0.65 | 0.70 | 0.64 | 0.68 | 0.78 |
| EEM | 0.69 | 0.65 | 1.00 | 0.74 | 0.65 | 0.69 | 0.82 |
| IEUR | 0.75 | 0.70 | 0.74 | 1.00 | 0.71 | 0.75 | 0.90 |
| VB | 0.86 | 0.64 | 0.65 | 0.71 | 1.00 | 0.86 | 0.88 |
| VOO | 1.00 | 0.68 | 0.69 | 0.75 | 0.86 | 1.00 | 0.94 |
| Portfolio | 0.94 | 0.78 | 0.82 | 0.90 | 0.88 | 0.94 | 1.00 |