Etoro 07/08/2023

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	3.33%
AFL Aflac Incorporated	Financial Services	3.33%
AMP Ameriprise Financial, Inc.	Financial Services	3.33%
COP ConocoPhillips Company	Energy	3.33%
CSCO Cisco Systems, Inc.	Technology	3.33%
EPD Enterprise Products Partners L.P.	Energy	3.33%
EPRT Essential Properties Realty Trust, Inc.	Real Estate	3.33%
ETR Entergy Corporation	Utilities	3.33%
IIPR Innovative Industrial Properties, Inc.	Real Estate	3.33%
JNJ Johnson & Johnson	Healthcare	3.33%
JPM JPMorgan Chase & Co.	Financial Services	3.33%
KO The Coca-Cola Company	Consumer Defensive	3.33%
LMT Lockheed Martin Corporation	Industrials	3.33%
LOW Lowe's Companies, Inc.	Consumer Cyclical	3.33%
MAIN Main Street Capital Corporation	Financial Services	3.33%
MDC M.D.C. Holdings, Inc.	Consumer Cyclical	3.33%
MRK Merck & Co., Inc.	Healthcare	3.33%
MSFT Microsoft Corporation	Technology	3.33%
O Realty Income Corporation	Real Estate	3.33%
PEP PepsiCo, Inc.	Consumer Defensive	3.33%
PFE Pfizer Inc.	Healthcare	3.33%
PG The Procter & Gamble Company	Consumer Defensive	3.33%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	3.33%
SPGI S&P Global Inc.	Financial Services	3.33%
STAG STAG Industrial, Inc.	Real Estate	3.33%
TROW T. Rowe Price Group, Inc.	Financial Services	3.33%
TXN Texas Instruments Incorporated	Technology	3.33%
V Visa Inc.	Financial Services	3.33%
WMT Walmart Inc.	Consumer Defensive	3.33%
WPC W. P. Carey Inc.	Real Estate	3.33%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Etoro 07/08/2023, 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.

Loading graphics...

The earliest data available for this chart is Jun 21, 2018, corresponding to the inception date of EPRT

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Etoro 07/08/2023	0.49%	-2.56%	5.48%	7.02%	13.94%	13.75%	11.32%	—
Portfolio components:
EPRT Essential Properties Realty Trust, Inc.	0.75%	-9.88%	5.07%	4.93%	-1.50%	12.28%	10.07%	—
AMP Ameriprise Financial, Inc.	-0.63%	-6.82%	-11.24%	-10.99%	-11.08%	13.90%	14.71%	19.07%
IIPR Innovative Industrial Properties, Inc.	1.66%	-2.70%	10.14%	-4.25%	2.86%	-3.11%	-16.28%	—
ETR Entergy Corporation	1.16%	8.59%	25.13%	24.43%	36.30%	33.64%	22.55%	15.66%
MRK Merck & Co., Inc.	0.02%	1.62%	15.68%	37.20%	44.64%	6.77%	13.97%	12.22%
PFE Pfizer Inc.	-0.81%	6.55%	15.64%	8.20%	22.98%	-6.37%	0.03%	4.18%
TROW T. Rowe Price Group, Inc.	0.33%	-2.04%	-10.61%	-8.92%	1.21%	-2.50%	-8.23%	5.96%
WPC W. P. Carey Inc.	1.24%	-3.48%	10.67%	5.56%	18.52%	4.80%	6.20%	8.03%
O Realty Income Corporation	0.53%	-6.12%	11.80%	6.39%	15.07%	5.34%	4.90%	5.14%
TXN Texas Instruments Incorporated	-0.73%	-3.85%	13.06%	8.54%	12.81%	5.02%	3.19%	16.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 22, 2018, Etoro 07/08/2023's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, your investment would double in approximately 4.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +14.1%, while the worst month was Mar 2020 at -16.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Etoro 07/08/2023 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -14.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.42%	3.22%	-3.56%	0.51%									5.48%
2025	2.78%	2.21%	-3.53%	-3.02%	2.43%	2.33%	-0.01%	4.61%	-0.25%	-0.96%	3.01%	-0.04%	9.59%
2024	0.50%	1.47%	4.26%	-2.73%	3.26%	0.80%	4.66%	3.77%	1.64%	-1.42%	4.08%	-4.99%	15.83%
2023	3.32%	-2.42%	1.01%	1.40%	-2.47%	5.41%	3.00%	-1.51%	-5.21%	-2.16%	7.16%	5.30%	12.70%
2022	-2.89%	-3.00%	3.46%	-4.78%	0.12%	-6.57%	6.42%	-3.23%	-8.32%	11.37%	6.65%	-3.43%	-6.00%
2021	-1.57%	3.58%	6.51%	4.39%	1.17%	1.20%	3.60%	2.97%	-4.57%	6.86%	-1.65%	6.66%	32.46%

Benchmark Metrics

Etoro 07/08/2023 has an annualized alpha of 4.66%, beta of 0.86, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since June 22, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.90%) than losses (83.14%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.66% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R² of 0.83, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 4.66%

Beta: 0.86

R²: 0.83

Upside Capture: 95.90%

Downside Capture: 83.14%

Expense Ratio

Etoro 07/08/2023 has an expense ratio of 0.00%, 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.

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

Etoro 07/08/2023 ranks 28 for risk / return — below 28% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.03	0.88	+0.14
Sortino ratio Return per unit of downside risk	1.52	1.37	+0.15
Omega ratio Gain probability vs. loss probability	1.22	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.28	1.39	-0.11
Martin ratio Return relative to average drawdown	6.29	6.43	-0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
EPRT Essential Properties Realty Trust, Inc.	34	-0.07	0.04	1.00	-0.08	-0.17
AMP Ameriprise Financial, Inc.	22	-0.38	-0.34	0.95	-0.49	-1.01
IIPR Innovative Industrial Properties, Inc.	41	0.07	0.40	1.05	0.19	0.46
ETR Entergy Corporation	86	1.76	2.35	1.32	4.31	11.30
MRK Merck & Co., Inc.	82	1.55	2.20	1.28	2.89	7.69
PFE Pfizer Inc.	68	0.87	1.38	1.17	1.89	4.26
TROW T. Rowe Price Group, Inc.	39	0.04	0.28	1.04	0.15	0.38
WPC W. P. Carey Inc.	69	1.00	1.46	1.18	1.71	5.15
O Realty Income Corporation	66	0.90	1.29	1.16	1.35	4.03
TXN Texas Instruments Incorporated	49	0.32	0.75	1.11	0.44	0.89

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Etoro 07/08/2023 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.03
5-Year: 0.84
All Time: 0.82

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Etoro 07/08/2023 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

Etoro 07/08/2023 provided a 3.35% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.35%	3.51%	3.34%	3.49%	3.40%	2.72%	3.11%	2.85%	3.20%	2.87%	3.05%	3.43%
Portfolio components:
EPRT Essential Properties Realty Trust, Inc.	3.95%	4.06%	3.71%	4.38%	4.58%	3.47%	4.39%	3.55%	1.62%	0.00%	0.00%	0.00%
AMP Ameriprise Financial, Inc.	1.47%	1.28%	1.09%	1.40%	1.57%	1.47%	2.10%	2.29%	3.38%	1.91%	2.63%	2.43%
IIPR Innovative Industrial Properties, Inc.	15.14%	16.05%	11.28%	7.16%	7.01%	2.18%	2.44%	3.73%	1.87%	1.70%	0.00%	0.00%
ETR Entergy Corporation	2.16%	2.64%	3.03%	4.29%	3.64%	3.43%	3.75%	3.06%	4.16%	4.30%	4.65%	4.89%
MRK Merck & Co., Inc.	2.75%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%
PFE Pfizer Inc.	6.07%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%
TROW T. Rowe Price Group, Inc.	5.67%	4.96%	4.39%	4.53%	4.40%	3.72%	2.38%	2.50%	3.03%	2.17%	2.87%	5.71%
WPC W. P. Carey Inc.	5.21%	5.62%	6.41%	7.93%	5.43%	5.12%	5.91%	5.17%	6.26%	7.26%	6.65%	6.48%
O Realty Income Corporation	5.20%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
TXN Texas Instruments Incorporated	2.85%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Etoro 07/08/2023. 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 Etoro 07/08/2023 was 38.13%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Etoro 07/08/2023 drawdown is 3.74%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.13%	Feb 18, 2020	25	Mar 23, 2020	114	Sep 2, 2020	139
-18.2%	Jan 5, 2022	186	Sep 30, 2022	194	Jul 12, 2023	380
-14.38%	Dec 2, 2024	87	Apr 8, 2025	86	Aug 12, 2025	173
-13.81%	Sep 24, 2018	64	Dec 24, 2018	27	Feb 4, 2019	91
-11.22%	Jul 26, 2023	67	Oct 27, 2023	33	Dec 14, 2023	100

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 30 assets, with an effective number of assets of 30.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	COP	MRK	WMT	LMT	MDC	EPD	PFE	JNJ	IIPR	ETR	PG	MSFT	AAPL	MAIN	PEP	EPRT	WPC	O	KO	TXN	JPM	LOW	CSCO	SPGI	V	AFL	STAG	AMP	TROW	SCHD	Portfolio
Benchmark	1.00	0.37	0.28	0.36	0.31	0.43	0.40	0.34	0.31	0.47	0.32	0.32	0.75	0.70	0.52	0.36	0.41	0.36	0.35	0.37	0.70	0.61	0.58	0.66	0.64	0.66	0.50	0.52	0.70	0.73	0.76	0.83
COP	0.37	1.00	0.18	0.10	0.31	0.19	0.54	0.20	0.15	0.20	0.14	0.07	0.15	0.19	0.31	0.13	0.22	0.20	0.16	0.16	0.27	0.41	0.22	0.29	0.19	0.25	0.40	0.21	0.43	0.34	0.53	0.46
MRK	0.28	0.18	1.00	0.21	0.26	0.09	0.17	0.50	0.49	0.14	0.25	0.39	0.16	0.18	0.17	0.39	0.21	0.26	0.28	0.37	0.19	0.20	0.21	0.24	0.28	0.28	0.28	0.27	0.21	0.22	0.40	0.42
WMT	0.36	0.10	0.21	1.00	0.24	0.17	0.14	0.20	0.30	0.19	0.32	0.42	0.27	0.25	0.18	0.40	0.21	0.22	0.22	0.35	0.22	0.22	0.34	0.30	0.30	0.27	0.29	0.27	0.25	0.27	0.38	0.43
LMT	0.31	0.31	0.26	0.24	1.00	0.19	0.24	0.25	0.31	0.13	0.31	0.30	0.15	0.15	0.26	0.33	0.23	0.28	0.30	0.37	0.19	0.28	0.23	0.27	0.26	0.28	0.40	0.26	0.30	0.27	0.45	0.45
MDC	0.43	0.19	0.09	0.17	0.19	1.00	0.23	0.10	0.13	0.32	0.19	0.18	0.27	0.29	0.32	0.20	0.34	0.28	0.28	0.22	0.33	0.28	0.45	0.29	0.32	0.30	0.31	0.35	0.37	0.39	0.42	0.49
EPD	0.40	0.54	0.17	0.14	0.24	0.23	1.00	0.19	0.16	0.24	0.23	0.13	0.18	0.24	0.36	0.15	0.29	0.29	0.25	0.20	0.29	0.39	0.28	0.33	0.26	0.28	0.39	0.29	0.42	0.35	0.49	0.49
PFE	0.34	0.20	0.50	0.20	0.25	0.10	0.19	1.00	0.47	0.21	0.29	0.32	0.21	0.23	0.23	0.36	0.22	0.28	0.30	0.34	0.26	0.26	0.26	0.32	0.29	0.28	0.28	0.33	0.26	0.29	0.48	0.47
JNJ	0.31	0.15	0.49	0.30	0.31	0.13	0.16	0.47	1.00	0.16	0.33	0.48	0.18	0.21	0.17	0.49	0.23	0.30	0.33	0.47	0.22	0.23	0.29	0.32	0.28	0.30	0.34	0.33	0.22	0.27	0.47	0.47
IIPR	0.47	0.20	0.14	0.19	0.13	0.32	0.24	0.21	0.16	1.00	0.20	0.17	0.33	0.32	0.37	0.21	0.41	0.35	0.34	0.18	0.36	0.29	0.39	0.29	0.35	0.32	0.26	0.47	0.36	0.44	0.43	0.56
ETR	0.32	0.14	0.25	0.32	0.31	0.19	0.23	0.29	0.33	0.20	1.00	0.43	0.18	0.15	0.26	0.46	0.37	0.47	0.49	0.47	0.17	0.24	0.26	0.29	0.29	0.27	0.36	0.44	0.25	0.25	0.40	0.49
PG	0.32	0.07	0.39	0.42	0.30	0.18	0.13	0.32	0.48	0.17	0.43	1.00	0.23	0.24	0.18	0.64	0.27	0.35	0.38	0.62	0.23	0.19	0.32	0.30	0.32	0.34	0.33	0.36	0.21	0.24	0.45	0.49
MSFT	0.75	0.15	0.16	0.27	0.15	0.27	0.18	0.21	0.18	0.33	0.18	0.23	1.00	0.63	0.33	0.27	0.23	0.18	0.19	0.22	0.51	0.32	0.38	0.50	0.54	0.53	0.24	0.33	0.41	0.50	0.42	0.54
AAPL	0.70	0.19	0.18	0.25	0.15	0.29	0.24	0.23	0.21	0.32	0.15	0.24	0.63	1.00	0.34	0.29	0.24	0.22	0.21	0.23	0.53	0.33	0.40	0.48	0.45	0.48	0.27	0.36	0.41	0.48	0.47	0.55
MAIN	0.52	0.31	0.17	0.18	0.26	0.32	0.36	0.23	0.17	0.37	0.26	0.18	0.33	0.34	1.00	0.22	0.40	0.34	0.34	0.26	0.35	0.45	0.35	0.35	0.35	0.36	0.43	0.39	0.50	0.50	0.51	0.58
PEP	0.36	0.13	0.39	0.40	0.33	0.20	0.15	0.36	0.49	0.21	0.46	0.64	0.27	0.29	0.22	1.00	0.32	0.39	0.42	0.69	0.26	0.19	0.35	0.33	0.35	0.34	0.34	0.41	0.25	0.29	0.51	0.55
EPRT	0.41	0.22	0.21	0.21	0.23	0.34	0.29	0.22	0.23	0.41	0.37	0.27	0.23	0.24	0.40	0.32	1.00	0.62	0.65	0.37	0.30	0.31	0.33	0.30	0.34	0.33	0.41	0.59	0.35	0.36	0.48	0.60
WPC	0.36	0.20	0.26	0.22	0.28	0.28	0.29	0.28	0.30	0.35	0.47	0.35	0.18	0.22	0.34	0.39	0.62	1.00	0.74	0.44	0.27	0.26	0.31	0.29	0.33	0.30	0.37	0.64	0.29	0.32	0.48	0.58
O	0.35	0.16	0.28	0.22	0.30	0.28	0.25	0.30	0.33	0.34	0.49	0.38	0.19	0.21	0.34	0.42	0.65	0.74	1.00	0.48	0.25	0.25	0.32	0.25	0.34	0.33	0.38	0.64	0.28	0.31	0.46	0.58
KO	0.37	0.16	0.37	0.35	0.37	0.22	0.20	0.34	0.47	0.18	0.47	0.62	0.22	0.23	0.26	0.69	0.37	0.44	0.48	1.00	0.24	0.29	0.30	0.32	0.35	0.38	0.43	0.41	0.30	0.29	0.53	0.56
TXN	0.70	0.27	0.19	0.22	0.19	0.33	0.29	0.26	0.22	0.36	0.17	0.23	0.51	0.53	0.35	0.26	0.30	0.27	0.25	0.24	1.00	0.42	0.45	0.51	0.45	0.48	0.34	0.37	0.51	0.56	0.62	0.62
JPM	0.61	0.41	0.20	0.22	0.28	0.28	0.39	0.26	0.23	0.29	0.24	0.19	0.32	0.33	0.45	0.19	0.31	0.26	0.25	0.29	0.42	1.00	0.38	0.44	0.39	0.45	0.62	0.35	0.72	0.58	0.67	0.62
LOW	0.58	0.22	0.21	0.34	0.23	0.45	0.28	0.26	0.29	0.39	0.26	0.32	0.38	0.40	0.35	0.35	0.33	0.31	0.32	0.30	0.45	0.38	1.00	0.41	0.47	0.42	0.37	0.44	0.46	0.52	0.61	0.64
CSCO	0.66	0.29	0.24	0.30	0.27	0.29	0.33	0.32	0.32	0.29	0.29	0.30	0.50	0.48	0.35	0.33	0.30	0.29	0.25	0.32	0.51	0.44	0.41	1.00	0.44	0.48	0.38	0.38	0.49	0.50	0.61	0.63
SPGI	0.64	0.19	0.28	0.30	0.26	0.32	0.26	0.29	0.28	0.35	0.29	0.32	0.54	0.45	0.35	0.35	0.34	0.33	0.34	0.35	0.45	0.39	0.47	0.44	1.00	0.58	0.40	0.44	0.49	0.55	0.52	0.65
V	0.66	0.25	0.28	0.27	0.28	0.30	0.28	0.28	0.30	0.32	0.27	0.34	0.53	0.48	0.36	0.34	0.33	0.30	0.33	0.38	0.48	0.45	0.42	0.48	0.58	1.00	0.45	0.40	0.51	0.50	0.56	0.65
AFL	0.50	0.40	0.28	0.29	0.40	0.31	0.39	0.28	0.34	0.26	0.36	0.33	0.24	0.27	0.43	0.34	0.41	0.37	0.38	0.43	0.34	0.62	0.37	0.38	0.40	0.45	1.00	0.41	0.64	0.50	0.66	0.66
STAG	0.52	0.21	0.27	0.27	0.26	0.35	0.29	0.33	0.33	0.47	0.44	0.36	0.33	0.36	0.39	0.41	0.59	0.64	0.64	0.41	0.37	0.35	0.44	0.38	0.44	0.40	0.41	1.00	0.41	0.45	0.57	0.68
AMP	0.70	0.43	0.21	0.25	0.30	0.37	0.42	0.26	0.22	0.36	0.25	0.21	0.41	0.41	0.50	0.25	0.35	0.29	0.28	0.30	0.51	0.72	0.46	0.49	0.49	0.51	0.64	0.41	1.00	0.67	0.72	0.71
TROW	0.73	0.34	0.22	0.27	0.27	0.39	0.35	0.29	0.27	0.44	0.25	0.24	0.50	0.48	0.50	0.29	0.36	0.32	0.31	0.29	0.56	0.58	0.52	0.50	0.55	0.50	0.50	0.45	0.67	1.00	0.70	0.73
SCHD	0.76	0.53	0.40	0.38	0.45	0.42	0.49	0.48	0.47	0.43	0.40	0.45	0.42	0.47	0.51	0.51	0.48	0.48	0.46	0.53	0.62	0.67	0.61	0.61	0.52	0.56	0.66	0.57	0.72	0.70	1.00	0.89
Portfolio	0.83	0.46	0.42	0.43	0.45	0.49	0.49	0.47	0.47	0.56	0.49	0.49	0.54	0.55	0.58	0.55	0.60	0.58	0.58	0.56	0.62	0.62	0.64	0.63	0.65	0.65	0.66	0.68	0.71	0.73	0.89	1.00

The correlation results are calculated based on daily price changes starting from Jun 22, 2018

Etoro 07/08/2023

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table