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IN REVIEW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AIA 11.11%BLOK 11.11%EWZ 11.11%ITB 11.11%VB 11.11%VGK 11.11%VWO 11.11%XLC 11.11%XRT 11.11%EquityEquity
PositionCategory/SectorWeight
AIA
iShares Asia 50 ETF
Asia Pacific Equities

11.11%

BLOK
Amplify Transformational Data Sharing ETF
Technology Equities, Actively Managed, Blockchain

11.11%

EWZ
iShares MSCI Brazil ETF
Latin America Equities

11.11%

ITB
iShares U.S. Home Construction ETF
Building & Construction

11.11%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

11.11%

VGK
Vanguard FTSE Europe ETF
Europe Equities

11.11%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

11.11%

XLC
Communication Services Select Sector SPDR Fund
Large Cap Growth Equities

11.11%

XRT
SPDR S&P Retail ETF
Consumer Discretionary Equities

11.11%

S&P 500

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 Quarterly


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
10.28%
14.20%
IN REVIEW
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
IN REVIEW5.52%-0.62%10.28%21.55%12.31%N/A
AIA
iShares Asia 50 ETF
13.16%-0.99%17.60%7.33%4.76%5.28%
BLOK
Amplify Transformational Data Sharing ETF
17.99%11.77%27.42%76.56%19.24%N/A
EWZ
iShares MSCI Brazil ETF
-17.71%-9.47%-14.00%-5.64%-1.44%-1.02%
ITB
iShares U.S. Home Construction ETF
0.11%-5.34%5.50%27.01%21.82%16.23%
VB
Vanguard Small-Cap ETF
2.39%-2.30%5.89%11.88%8.93%8.31%
VGK
Vanguard FTSE Europe ETF
7.14%-0.39%9.65%14.30%8.25%4.49%
VWO
Vanguard FTSE Emerging Markets ETF
5.57%-1.03%8.72%8.80%4.46%2.87%
XLC
Communication Services Select Sector SPDR Fund
16.98%3.83%20.20%33.33%13.03%N/A
XRT
SPDR S&P Retail ETF
5.42%-0.28%9.81%21.46%14.49%7.60%

Monthly Returns

The table below presents the monthly returns of IN REVIEW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.52%7.09%4.19%-5.64%4.04%5.52%
202313.50%-4.99%2.51%1.29%-1.67%9.46%6.11%-6.34%-4.86%-2.84%11.06%10.24%35.53%
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%
20216.13%3.78%5.30%3.31%0.25%1.75%-2.73%2.22%-6.67%4.74%-2.11%0.44%16.79%
2020-2.50%-6.58%-20.90%13.31%8.05%4.55%9.59%4.52%-2.57%-0.90%14.99%7.68%26.29%
201911.34%1.38%0.10%3.55%-5.96%6.05%0.47%-3.37%2.72%3.06%1.64%4.53%27.43%
2018-2.13%2.85%-0.79%-0.89%-6.47%0.69%-6.65%-12.99%

Expense Ratio

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.


Expense ratio chart for BLOK: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for EWZ: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for AIA: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for ITB: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for XRT: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for XLC: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VGK: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IN REVIEW is 30, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of IN REVIEW is 3030
IN REVIEW
The Sharpe Ratio Rank of IN REVIEW is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of IN REVIEW is 3333Sortino Ratio Rank
The Omega Ratio Rank of IN REVIEW is 3030Omega Ratio Rank
The Calmar Ratio Rank of IN REVIEW is 2929Calmar Ratio Rank
The Martin Ratio Rank of IN REVIEW is 2626Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


IN REVIEW
Sharpe ratio
The chart of Sharpe ratio for IN REVIEW, currently valued at 1.49, compared to the broader market0.002.004.001.49
Sortino ratio
The chart of Sortino ratio for IN REVIEW, currently valued at 2.19, compared to the broader market-2.000.002.004.006.002.19
Omega ratio
The chart of Omega ratio for IN REVIEW, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for IN REVIEW, currently valued at 1.02, compared to the broader market0.002.004.006.008.0010.001.02
Martin ratio
The chart of Martin ratio for IN REVIEW, currently valued at 4.16, compared to the broader market0.0010.0020.0030.0040.0050.004.16
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AIA
iShares Asia 50 ETF
0.490.831.100.211.19
BLOK
Amplify Transformational Data Sharing ETF
2.193.011.331.215.46
EWZ
iShares MSCI Brazil ETF
-0.26-0.220.98-0.25-0.70
ITB
iShares U.S. Home Construction ETF
1.171.671.211.494.13
VB
Vanguard Small-Cap ETF
0.831.281.150.572.44
VGK
Vanguard FTSE Europe ETF
1.201.771.211.003.58
VWO
Vanguard FTSE Emerging Markets ETF
0.731.121.130.362.03
XLC
Communication Services Select Sector SPDR Fund
2.172.931.381.4015.61
XRT
SPDR S&P Retail ETF
1.221.851.210.614.08

Sharpe Ratio

The current IN REVIEW Sharpe ratio is 1.49. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.37, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of IN REVIEW with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.49
2.21
IN REVIEW
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IN REVIEW granted a 2.37% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IN REVIEW2.37%2.26%3.14%3.92%1.33%1.95%2.00%1.26%1.49%1.84%1.78%1.42%
AIA
iShares Asia 50 ETF
2.10%2.62%2.58%1.52%1.10%2.22%2.49%1.44%2.27%2.85%2.22%2.05%
BLOK
Amplify Transformational Data Sharing ETF
0.98%1.15%0.00%14.31%1.88%2.06%1.30%0.00%0.00%0.00%0.00%0.00%
EWZ
iShares MSCI Brazil ETF
7.67%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.07%3.77%3.22%
ITB
iShares U.S. Home Construction ETF
0.48%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%0.12%
VB
Vanguard Small-Cap ETF
1.49%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
VGK
Vanguard FTSE Europe ETF
3.18%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%
VWO
Vanguard FTSE Emerging Markets ETF
3.36%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
XLC
Communication Services Select Sector SPDR Fund
0.78%0.82%1.10%0.74%0.68%0.82%0.64%0.00%0.00%0.00%0.00%0.00%
XRT
SPDR S&P Retail ETF
1.26%1.40%2.15%1.55%1.01%1.57%1.51%1.52%1.36%1.30%0.74%0.60%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-2.64%
0
IN REVIEW
Benchmark (^GSPC)
Portfolio components

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 2.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.99%Jan 21, 202044Mar 23, 202094Aug 5, 2020138
-34.26%Nov 15, 2021231Oct 14, 2022349Mar 7, 2024580
-18.42%Jul 26, 2018105Dec 24, 201889May 3, 2019194
-7.79%Jul 15, 201923Aug 14, 201948Oct 22, 201971
-7.72%Sep 7, 202120Oct 4, 202125Nov 8, 202145

Volatility

Volatility Chart

The current IN REVIEW volatility is 4.00%, 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.


2.00%3.00%4.00%5.00%2024FebruaryMarchAprilMayJune
4.00%
2.41%
IN REVIEW
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

EWZITBBLOKXRTAIAXLCVWOVGKVB
EWZ1.000.310.380.370.460.380.600.510.47
ITB0.311.000.480.640.400.540.440.560.72
BLOK0.380.481.000.600.580.630.610.610.69
XRT0.370.640.601.000.480.600.520.610.83
AIA0.460.400.580.481.000.590.920.670.59
XLC0.380.540.630.600.591.000.610.650.72
VWO0.600.440.610.520.920.611.000.740.64
VGK0.510.560.610.610.670.650.741.000.75
VB0.470.720.690.830.590.720.640.751.00
The correlation results are calculated based on daily price changes starting from Jun 20, 2018