Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
REET iShares Global REIT ETF | REIT | 10% |
VGLT Vanguard Long-Term Treasury ETF | Government Bonds, Long-Term Bond | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 50% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GLOBAL, 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 Jul 10, 2014, corresponding to the inception date of REET
Returns By Period
As of Apr 2, 2026, the GLOBAL returned -0.36% Year-To-Date and 10.11% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio GLOBAL | 0.83% | -3.05% | -0.36% | 1.54% | 18.10% | 14.54% | 7.52% | 10.11% |
| Portfolio components: | ||||||||
REET iShares Global REIT ETF | 0.99% | -6.30% | 2.31% | 1.07% | 8.44% | 7.14% | 2.84% | 3.57% |
VGLT Vanguard Long-Term Treasury ETF | -0.05% | -3.18% | -0.14% | -0.79% | -0.40% | -1.59% | -4.89% | -0.87% |
VTI Vanguard Total Stock Market ETF | 0.76% | -4.38% | -3.29% | -1.26% | 18.60% | 18.14% | 10.63% | 13.69% |
VXUS Vanguard Total International Stock ETF | 1.17% | -5.23% | 3.51% | 7.51% | 29.24% | 15.95% | 7.57% | 9.03% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 11, 2014, GLOBAL's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.1%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GLOBAL closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Mar 16, 2020 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.75% | 2.37% | -6.04% | 0.83% | -0.36% | ||||||||
| 2025 | 2.73% | 0.39% | -3.06% | 0.34% | 4.56% | 4.06% | 0.69% | 2.93% | 3.13% | 1.57% | 0.47% | 0.41% | 19.54% |
| 2024 | -0.56% | 3.35% | 2.99% | -4.12% | 4.31% | 1.56% | 2.72% | 2.56% | 2.35% | -2.67% | 3.86% | -3.64% | 12.90% |
| 2023 | 7.73% | -3.43% | 2.42% | 1.31% | -1.51% | 5.05% | 3.11% | -2.92% | -4.78% | -3.29% | 9.15% | 5.94% | 19.06% |
| 2022 | -4.89% | -2.51% | 1.55% | -7.95% | -0.32% | -7.46% | 6.86% | -4.31% | -9.55% | 4.94% | 7.80% | -4.16% | -19.84% |
| 2021 | -0.49% | 2.14% | 2.34% | 4.27% | 1.25% | 1.69% | 1.31% | 2.00% | -4.14% | 5.06% | -1.89% | 3.52% | 18.01% |
Benchmark Metrics
GLOBAL has an annualized alpha of 0.02%, beta of 0.80, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since July 11, 2014.
- This portfolio participated in 88.78% of S&P 500 Index downside but only 81.88% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.02%
- Beta
- 0.80
- R²
- 0.93
- Upside Capture
- 81.88%
- Downside Capture
- 88.78%
Expense Ratio
GLOBAL has an expense ratio of 0.05%, 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.
Return for Risk
Risk / Return Rank
GLOBAL 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 | 1.22 | 0.92 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.41 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.41 | +0.34 |
Martin ratioReturn relative to average drawdown | 8.00 | 6.61 | +1.38 |
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 | |
|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 29 | 0.56 | 0.86 | 1.12 | 0.73 | 3.04 |
VGLT Vanguard Long-Term Treasury ETF | 11 | -0.04 | 0.02 | 1.00 | 0.04 | 0.09 |
VTI Vanguard Total Stock Market ETF | 59 | 0.98 | 1.52 | 1.23 | 1.54 | 7.30 |
VXUS Vanguard Total International Stock ETF | 85 | 1.71 | 2.33 | 1.35 | 2.63 | 10.05 |
Loading graphics...
Dividends
Dividend yield
GLOBAL provided a 2.28% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.28% | 2.33% | 2.44% | 2.35% | 2.29% | 2.04% | 1.83% | 2.58% | 2.82% | 2.31% | 2.64% | 2.52% |
| Portfolio components: | ||||||||||||
REET iShares Global REIT ETF | 3.62% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
VGLT Vanguard Long-Term Treasury ETF | 4.54% | 4.44% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VXUS Vanguard Total International Stock ETF | 2.93% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
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 GLOBAL. 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 GLOBAL was 30.45%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current GLOBAL drawdown is 5.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -27.06% | Nov 9, 2021 | 235 | Oct 14, 2022 | 359 | Mar 21, 2024 | 594 |
| -15.9% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
| -14.83% | Apr 27, 2015 | 202 | Feb 11, 2016 | 104 | Jul 12, 2016 | 306 |
| -14.39% | Feb 19, 2025 | 35 | Apr 8, 2025 | 27 | May 16, 2025 | 62 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.78, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VGLT | REET | VXUS | VTI | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.16 | 0.62 | 0.80 | 0.99 | 0.94 |
| VGLT | -0.16 | 1.00 | 0.07 | -0.12 | -0.15 | -0.03 |
| REET | 0.62 | 0.07 | 1.00 | 0.61 | 0.63 | 0.73 |
| VXUS | 0.80 | -0.12 | 0.61 | 1.00 | 0.80 | 0.91 |
| VTI | 0.99 | -0.15 | 0.63 | 0.80 | 1.00 | 0.95 |
| Portfolio | 0.94 | -0.03 | 0.73 | 0.91 | 0.95 | 1.00 |