Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IN REVIEW, 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.
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The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC
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 IN REVIEW | -0.27% | -3.84% | 0.48% | -1.01% | 25.03% | 20.15% | 7.56% | — |
| Portfolio components: | ||||||||
AIA iShares Asia 50 ETF | -1.66% | -3.59% | 8.32% | 10.62% | 49.40% | 22.72% | 4.82% | 11.86% |
BLOK Amplify Transformational Data Sharing ETF | 0.64% | -4.56% | -11.64% | -27.44% | 30.70% | 40.84% | 1.69% | — |
EWZ iShares MSCI Brazil ETF | -0.05% | 4.16% | 20.71% | 31.26% | 54.68% | 19.33% | 11.79% | 9.62% |
ITB iShares U.S. Home Construction ETF | -0.85% | -12.80% | -6.10% | -16.34% | -5.45% | 9.57% | 6.28% | 13.73% |
VB Vanguard Small-Cap ETF | 0.47% | -3.05% | 2.99% | 3.93% | 18.72% | 13.45% | 5.57% | 10.71% |
VGK Vanguard FTSE Europe ETF | -0.48% | -2.34% | -0.00% | 4.31% | 21.59% | 14.38% | 8.89% | 9.07% |
VWO Vanguard FTSE Emerging Markets ETF | -0.72% | -2.55% | 0.11% | 0.38% | 21.72% | 13.41% | 3.75% | 7.73% |
XLC Communication Services Select Sector SPDR Fund | 0.41% | -5.00% | -4.81% | -3.46% | 16.76% | 25.63% | 9.52% | — |
XRT SPDR S&P Retail ETF | -0.19% | -5.82% | -5.42% | -6.86% | 13.59% | 9.45% | -0.59% | 7.47% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 20, 2018, IN REVIEW's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +15.0%, while the worst month was Mar 2020 at -20.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IN REVIEW closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -13.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.29% | 1.85% | -7.41% | 0.26% | 0.48% | ||||||||
| 2025 | 5.29% | -3.27% | -2.53% | 0.73% | 6.37% | 7.03% | 0.38% | 5.56% | 4.79% | -0.49% | 0.38% | -0.55% | 25.55% |
| 2024 | -3.52% | 7.09% | 4.19% | -5.64% | 4.02% | 0.17% | 4.41% | 0.92% | 3.59% | -2.04% | 5.13% | -5.51% | 12.44% |
| 2023 | 13.50% | -4.99% | 2.51% | 1.29% | -1.67% | 9.39% | 6.11% | -6.34% | -4.86% | -2.84% | 11.06% | 10.24% | 35.45% |
| 2022 | -4.94% | -2.96% | 0.17% | -9.48% | 0.12% | -10.98% | 7.50% | -2.85% | -9.72% | 4.49% | 7.04% | -4.46% | -24.88% |
| 2021 | 6.13% | 3.78% | 5.30% | 3.31% | 0.25% | 1.76% | -2.73% | 2.22% | -6.67% | 4.74% | -2.11% | 0.44% | 16.80% |
Benchmark Metrics
IN REVIEW has an annualized alpha of 0.37%, beta of 1.00, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since June 20, 2018.
- This portfolio participated in 106.83% of S&P 500 Index downside but only 106.66% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 1.00 and R² of 0.81, 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
- 0.37%
- Beta
- 1.00
- R²
- 0.81
- Upside Capture
- 106.66%
- Downside Capture
- 106.83%
Expense Ratio
IN REVIEW has an expense ratio of 0.32%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
IN REVIEW ranks 50 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.88 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.37 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.39 | +0.63 |
Martin ratioReturn relative to average drawdown | 7.91 | 6.43 | +1.47 |
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 | |
|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 86 | 1.88 | 2.46 | 1.35 | 2.97 | 11.38 |
BLOK Amplify Transformational Data Sharing ETF | 33 | 0.73 | 1.26 | 1.15 | 0.93 | 2.26 |
EWZ iShares MSCI Brazil ETF | 90 | 2.12 | 2.68 | 1.36 | 4.78 | 12.71 |
ITB iShares U.S. Home Construction ETF | 9 | -0.18 | -0.05 | 0.99 | -0.17 | -0.38 |
VB Vanguard Small-Cap ETF | 46 | 0.86 | 1.35 | 1.18 | 1.44 | 6.15 |
VGK Vanguard FTSE Europe ETF | 63 | 1.23 | 1.76 | 1.25 | 1.82 | 6.86 |
VWO Vanguard FTSE Emerging Markets ETF | 62 | 1.22 | 1.74 | 1.25 | 1.78 | 6.68 |
XLC Communication Services Select Sector SPDR Fund | 48 | 0.92 | 1.43 | 1.20 | 1.55 | 5.19 |
XRT SPDR S&P Retail ETF | 31 | 0.55 | 1.00 | 1.12 | 1.19 | 3.09 |
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Dividends
Dividend yield
IN REVIEW provided a 1.98% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.98% | 2.11% | 3.20% | 2.20% | 3.14% | 3.92% | 1.33% | 1.96% | 2.00% | 1.26% | 1.49% | 1.84% |
| Portfolio components: | ||||||||||||
AIA iShares Asia 50 ETF | 2.31% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
BLOK Amplify Transformational Data Sharing ETF | 0.81% | 0.72% | 6.00% | 1.15% | 0.00% | 14.31% | 1.88% | 2.05% | 1.30% | 0.00% | 0.00% | 0.00% |
EWZ iShares MSCI Brazil ETF | 4.30% | 5.19% | 8.91% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% |
ITB iShares U.S. Home Construction ETF | 1.26% | 1.67% | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% |
VB Vanguard Small-Cap ETF | 1.32% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VGK Vanguard FTSE Europe ETF | 2.97% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
VWO Vanguard FTSE Emerging Markets ETF | 2.70% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
XLC Communication Services Select Sector SPDR Fund | 1.25% | 1.13% | 0.99% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% |
XRT SPDR S&P Retail ETF | 0.86% | 0.77% | 1.52% | 1.40% | 2.15% | 1.55% | 1.01% | 1.57% | 1.51% | 1.52% | 1.36% | 1.30% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the IN REVIEW. 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 IN REVIEW was 37.99%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current IN REVIEW drawdown is 7.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.99% | Jan 21, 2020 | 44 | Mar 23, 2020 | 94 | Aug 5, 2020 | 138 |
| -34.26% | Nov 15, 2021 | 231 | Oct 14, 2022 | 349 | Mar 7, 2024 | 580 |
| -18.42% | Jul 26, 2018 | 105 | Dec 24, 2018 | 89 | May 3, 2019 | 194 |
| -18.26% | Feb 19, 2025 | 35 | Apr 8, 2025 | 27 | May 16, 2025 | 62 |
| -11.09% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | EWZ | ITB | BLOK | AIA | XRT | XLC | VWO | VGK | VB | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.45 | 0.61 | 0.68 | 0.63 | 0.69 | 0.82 | 0.66 | 0.76 | 0.85 | 0.85 |
| EWZ | 0.45 | 1.00 | 0.29 | 0.38 | 0.46 | 0.37 | 0.38 | 0.59 | 0.51 | 0.46 | 0.62 |
| ITB | 0.61 | 0.29 | 1.00 | 0.43 | 0.38 | 0.64 | 0.50 | 0.42 | 0.55 | 0.71 | 0.69 |
| BLOK | 0.68 | 0.38 | 0.43 | 1.00 | 0.57 | 0.58 | 0.60 | 0.60 | 0.58 | 0.69 | 0.80 |
| AIA | 0.63 | 0.46 | 0.38 | 0.57 | 1.00 | 0.47 | 0.55 | 0.92 | 0.66 | 0.58 | 0.75 |
| XRT | 0.69 | 0.37 | 0.64 | 0.58 | 0.47 | 1.00 | 0.59 | 0.51 | 0.60 | 0.83 | 0.79 |
| XLC | 0.82 | 0.38 | 0.50 | 0.60 | 0.55 | 0.59 | 1.00 | 0.58 | 0.62 | 0.69 | 0.75 |
| VWO | 0.66 | 0.59 | 0.42 | 0.60 | 0.92 | 0.51 | 0.58 | 1.00 | 0.73 | 0.63 | 0.81 |
| VGK | 0.76 | 0.51 | 0.55 | 0.58 | 0.66 | 0.60 | 0.62 | 0.73 | 1.00 | 0.73 | 0.81 |
| VB | 0.85 | 0.46 | 0.71 | 0.69 | 0.58 | 0.83 | 0.69 | 0.63 | 0.73 | 1.00 | 0.89 |
| Portfolio | 0.85 | 0.62 | 0.69 | 0.80 | 0.75 | 0.79 | 0.75 | 0.81 | 0.81 | 0.89 | 1.00 |