IN REVIEW
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 Quarterly
The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| IN REVIEW | 7.52% | 1.55% | 9.89% | 16.42% | 11.59% | N/A |
| Portfolio components: | ||||||
AIA iShares Asia 50 ETF | 12.60% | -3.34% | 16.90% | 8.16% | 3.15% | 4.72% |
BLOK Amplify Transformational Data Sharing ETF | 21.34% | 1.74% | 32.48% | 45.16% | 17.91% | N/A |
EWZ iShares MSCI Brazil ETF | -18.86% | 0.37% | -14.99% | -11.21% | -3.39% | -1.64% |
ITB iShares U.S. Home Construction ETF | 13.43% | 14.28% | 15.84% | 31.79% | 25.08% | 18.22% |
VB Vanguard Small-Cap ETF | 7.69% | 5.45% | 9.28% | 13.29% | 8.99% | 8.90% |
VGK Vanguard FTSE Europe ETF | 6.35% | 0.36% | 7.26% | 10.17% | 7.57% | 4.63% |
VWO Vanguard FTSE Emerging Markets ETF | 5.71% | -0.98% | 8.19% | 6.53% | 3.41% | 2.43% |
XLC Communication Services Select Sector SPDR Fund | 13.68% | -4.42% | 6.33% | 23.01% | 10.71% | N/A |
XRT SPDR S&P Retail ETF | 5.37% | 0.65% | 8.96% | 15.58% | 13.90% | 7.65% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.52% | 7.09% | 4.19% | -5.64% | 4.02% | 0.17% | 7.52% | ||||||
| 2023 | 13.50% | -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% |
| 2021 | 6.13% | 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% |
| 2019 | 11.34% | 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 features an expense ratio of 0.32%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IN REVIEW is 21, indicating that it is in the bottom 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 0.42 | 0.72 | 1.08 | 0.18 | 0.99 |
BLOK Amplify Transformational Data Sharing ETF | 1.23 | 1.93 | 1.21 | 0.67 | 3.47 |
EWZ iShares MSCI Brazil ETF | -0.61 | -0.76 | 0.92 | -0.56 | -1.27 |
ITB iShares U.S. Home Construction ETF | 1.14 | 1.70 | 1.21 | 1.54 | 3.83 |
VB Vanguard Small-Cap ETF | 0.73 | 1.16 | 1.13 | 0.51 | 2.14 |
VGK Vanguard FTSE Europe ETF | 0.75 | 1.14 | 1.13 | 0.62 | 2.19 |
VWO Vanguard FTSE Emerging Markets ETF | 0.45 | 0.74 | 1.09 | 0.22 | 1.22 |
XLC Communication Services Select Sector SPDR Fund | 1.60 | 2.21 | 1.29 | 1.03 | 11.22 |
XRT SPDR S&P Retail ETF | 0.75 | 1.24 | 1.14 | 0.38 | 2.47 |
Dividends
Dividend yield
IN REVIEW granted a 2.38% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IN REVIEW | 2.38% | 2.26% | 3.14% | 3.92% | 1.33% | 1.95% | 2.00% | 1.26% | 1.49% | 1.84% | 1.78% | 1.42% |
| Portfolio components: | ||||||||||||
AIA iShares Asia 50 ETF | 2.11% | 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 | 0.95% | 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 | 7.78% | 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 | 0.42% | 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 | 1.46% | 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 | 3.16% | 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 | 3.24% | 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 | 0.95% | 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 | 1.35% | 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.
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 4.71%.
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 |
| -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
Volatility Chart
The current IN REVIEW volatility is 4.46%, 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
Asset Correlations Table
| EWZ | ITB | BLOK | XRT | XLC | AIA | VWO | VGK | VB | |
|---|---|---|---|---|---|---|---|---|---|
| EWZ | 1.00 | 0.30 | 0.38 | 0.37 | 0.38 | 0.45 | 0.60 | 0.51 | 0.47 |
| ITB | 0.30 | 1.00 | 0.47 | 0.64 | 0.53 | 0.40 | 0.43 | 0.56 | 0.72 |
| BLOK | 0.38 | 0.47 | 1.00 | 0.59 | 0.62 | 0.57 | 0.60 | 0.61 | 0.68 |
| XRT | 0.37 | 0.64 | 0.59 | 1.00 | 0.59 | 0.48 | 0.53 | 0.61 | 0.83 |
| XLC | 0.38 | 0.53 | 0.62 | 0.59 | 1.00 | 0.59 | 0.61 | 0.65 | 0.71 |
| AIA | 0.45 | 0.40 | 0.57 | 0.48 | 0.59 | 1.00 | 0.92 | 0.67 | 0.59 |
| VWO | 0.60 | 0.43 | 0.60 | 0.53 | 0.61 | 0.92 | 1.00 | 0.74 | 0.64 |
| VGK | 0.51 | 0.56 | 0.61 | 0.61 | 0.65 | 0.67 | 0.74 | 1.00 | 0.75 |
| VB | 0.47 | 0.72 | 0.68 | 0.83 | 0.71 | 0.59 | 0.64 | 0.75 | 1.00 |