IN REVIEW
Asset Allocation
Performance
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 Quarterly
Returns
As of Oct 3, 2023, the IN REVIEW returned 13.02% Year-To-Date and 6.42% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 8.16% | 8.69% |
| IN REVIEW | -6.19% | 2.57% | 13.02% | 16.92% | 7.45% | 6.42% |
| Portfolio components: | ||||||
AIA iShares Asia 50 ETF | -6.51% | -9.60% | -1.99% | 11.96% | 0.58% | -0.85% |
BLOK Amplify Transformational Data Sharing ETF | -8.77% | 2.90% | 31.48% | 4.80% | 3.97% | 2.98% |
EWZ iShares MSCI Brazil ETF | -4.36% | 12.79% | 10.17% | 1.73% | 1.99% | 4.01% |
ITB iShares U.S. Home Construction ETF | -11.02% | 12.56% | 28.88% | 44.51% | 18.72% | 14.75% |
VB Vanguard Small-Cap ETF | -7.74% | 0.91% | 2.86% | 8.06% | 4.88% | 4.57% |
VGK Vanguard FTSE Europe ETF | -5.80% | -5.14% | 5.43% | 24.73% | 3.81% | 3.27% |
VWO Vanguard FTSE Emerging Markets ETF | -3.86% | -2.47% | 1.68% | 8.73% | 2.73% | 1.15% |
XLC Communication Services Select Sector SPDR Fund | -1.30% | 13.60% | 38.60% | 35.44% | 7.45% | 6.37% |
XRT SPDR S&P Retail ETF | -6.34% | -3.40% | 0.95% | 6.51% | 6.17% | 5.32% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.51% | 1.29% | -1.67% | 9.46% | 6.11% | -6.34% | -4.86% |
Dividend yield
IN REVIEW granted a 2.64% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IN REVIEW | 2.64% | 3.20% | 4.14% | 1.47% | 2.19% | 2.30% | 1.48% | 1.79% | 2.31% | 2.30% | 1.90% | 2.07% |
| Portfolio components: | ||||||||||||
AIA iShares Asia 50 ETF | 2.67% | 2.60% | 1.57% | 1.15% | 2.35% | 2.70% | 1.60% | 2.57% | 3.30% | 2.64% | 2.48% | 2.31% |
BLOK Amplify Transformational Data Sharing ETF | 0.00% | 0.00% | 14.31% | 2.14% | 2.39% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EWZ iShares MSCI Brazil ETF | 9.24% | 12.90% | 11.38% | 2.15% | 3.25% | 3.81% | 2.33% | 2.51% | 5.76% | 5.49% | 4.84% | 4.34% |
ITB iShares U.S. Home Construction ETF | 0.66% | 0.87% | 0.38% | 0.47% | 0.51% | 0.65% | 0.29% | 0.45% | 0.36% | 0.36% | 0.13% | 0.65% |
VB Vanguard Small-Cap ETF | 1.79% | 1.61% | 1.27% | 1.19% | 1.47% | 1.79% | 1.47% | 1.65% | 1.66% | 1.63% | 1.51% | 2.17% |
VGK Vanguard FTSE Europe ETF | 3.46% | 3.34% | 3.24% | 2.32% | 3.68% | 4.60% | 3.26% | 4.36% | 4.18% | 6.12% | 3.82% | 4.29% |
VWO Vanguard FTSE Emerging Markets ETF | 3.11% | 4.17% | 2.77% | 2.06% | 3.58% | 3.30% | 2.71% | 3.03% | 4.03% | 3.64% | 3.58% | 2.95% |
XLC Communication Services Select Sector SPDR Fund | 0.82% | 1.11% | 0.75% | 0.69% | 0.84% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XRT SPDR S&P Retail ETF | 2.04% | 2.17% | 1.60% | 1.06% | 1.67% | 1.64% | 1.67% | 1.52% | 1.46% | 0.85% | 0.69% | 1.92% |
Expense Ratio
The IN REVIEW has a high expense ratio of 0.32%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 0.46 | ||||
BLOK Amplify Transformational Data Sharing ETF | 0.18 | ||||
EWZ iShares MSCI Brazil ETF | 0.45 | ||||
ITB iShares U.S. Home Construction ETF | 1.77 | ||||
VB Vanguard Small-Cap ETF | 0.50 | ||||
VGK Vanguard FTSE Europe ETF | 1.48 | ||||
VWO Vanguard FTSE Emerging Markets ETF | 0.60 | ||||
XLC Communication Services Select Sector SPDR Fund | 1.60 | ||||
XRT SPDR S&P Retail ETF | 0.28 |
Asset Correlations Table
| EWZ | ITB | BLOK | XRT | AIA | XLC | VGK | VWO | VB | |
|---|---|---|---|---|---|---|---|---|---|
| EWZ | 1.00 | 0.30 | 0.38 | 0.37 | 0.45 | 0.38 | 0.51 | 0.60 | 0.47 |
| ITB | 0.30 | 1.00 | 0.48 | 0.64 | 0.40 | 0.53 | 0.55 | 0.43 | 0.70 |
| BLOK | 0.38 | 0.48 | 1.00 | 0.61 | 0.60 | 0.65 | 0.62 | 0.63 | 0.69 |
| XRT | 0.37 | 0.64 | 0.61 | 1.00 | 0.49 | 0.61 | 0.61 | 0.53 | 0.83 |
| AIA | 0.45 | 0.40 | 0.60 | 0.49 | 1.00 | 0.59 | 0.68 | 0.93 | 0.60 |
| XLC | 0.38 | 0.53 | 0.65 | 0.61 | 0.59 | 1.00 | 0.66 | 0.62 | 0.72 |
| VGK | 0.51 | 0.55 | 0.62 | 0.61 | 0.68 | 0.66 | 1.00 | 0.74 | 0.75 |
| VWO | 0.60 | 0.43 | 0.63 | 0.53 | 0.93 | 0.62 | 0.74 | 1.00 | 0.65 |
| VB | 0.47 | 0.70 | 0.69 | 0.83 | 0.60 | 0.72 | 0.75 | 0.65 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the IN REVIEW. 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 IN REVIEW is 37.99%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.
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 | — | — | — |
| -18.42% | Jul 26, 2018 | 105 | Dec 24, 2018 | 89 | May 3, 2019 | 194 |
| -7.79% | Jul 15, 2019 | 23 | Aug 14, 2019 | 48 | Oct 22, 2019 | 71 |
| -7.72% | Sep 7, 2021 | 20 | Oct 4, 2021 | 25 | Nov 8, 2021 | 45 |
Volatility Chart
The current IN REVIEW volatility is 3.87%, 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.