Geo 4 = Les volatile insmed bplex

Asset Allocation

Position	Category/Sector	Target Weight
ARTHX Artisan Global Equity Fund	Global Equities	12.50%
AU AngloGold Ashanti Limited	Basic Materials	12.50%
BIAHX Brown Advisory - WMC Strategic European Equity Fund	Europe Equities	12.50%
BPLEX Boston Partners Long/Short Equity Fund	Long-Short	12.50%
DEMIX Delaware Emerging Markets Fund	Emerging Markets Diversified	12.50%
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund	Emerging Markets Diversified	12.50%
HJPSX Hennessy Japan Small Cap Fund	Japan Equities	12.50%
INSM Insmed Incorporated	Healthcare	12.50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Geo 4 = Les volatile insmed bplex, 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 Jan 2, 2015, corresponding to the inception date of EICOX

Returns By Period

As of Apr 2, 2026, the Geo 4 = Les volatile insmed bplex returned 4.99% Year-To-Date and 19.29% 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 Geo 4 = Les volatile insmed bplex	0.93%	-3.86%	4.99%	14.43%	65.57%	43.16%	21.98%	19.29%
Portfolio components:
BIAHX Brown Advisory - WMC Strategic European Equity Fund	2.78%	-6.61%	-2.69%	0.89%	23.54%	19.59%	12.97%	11.69%
DEMIX Delaware Emerging Markets Fund	0.73%	-17.25%	14.18%	42.84%	103.49%	35.57%	12.17%	14.48%
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund	2.67%	-8.81%	2.84%	8.83%	30.85%	21.39%	12.49%	11.38%
HJPSX Hennessy Japan Small Cap Fund	3.11%	-10.41%	3.90%	5.52%	31.52%	15.99%	5.88%	10.24%
ARTHX Artisan Global Equity Fund	1.11%	-7.91%	1.43%	2.50%	36.60%	22.55%	9.80%	13.54%
AU AngloGold Ashanti Limited	6.33%	-17.93%	23.43%	48.39%	188.77%	66.95%	38.45%	24.47%
INSM Insmed Incorporated	0.82%	12.67%	-5.27%	11.94%	128.97%	113.04%	36.00%	29.27%
BPLEX Boston Partners Long/Short Equity Fund	1.51%	-2.54%	2.09%	8.39%	26.67%	32.14%	23.79%	12.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 5, 2015, Geo 4 = Les volatile insmed bplex's average daily return is +0.07%, while the average monthly return is +1.49%. At this rate, your investment would double in approximately 3.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +18.0%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Geo 4 = Les volatile insmed bplex closed higher 54% of trading days. The best single day was May 28, 2024 with a return of +12.2%, while the worst single day was Mar 12, 2020 at -9.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.01%	8.63%	-10.51%	0.93%									4.99%
2025	7.87%	1.56%	3.88%	2.83%	5.23%	10.51%	1.67%	8.87%	7.62%	5.30%	5.15%	0.12%	79.70%
2024	-2.40%	4.10%	5.21%	-2.47%	16.99%	6.00%	4.81%	2.76%	-1.42%	-3.45%	1.45%	1.87%	36.97%
2023	8.08%	-5.44%	4.25%	3.04%	-3.66%	3.26%	4.06%	-4.53%	-1.05%	-0.36%	6.84%	5.85%	20.98%
2022	-5.77%	0.99%	-1.45%	-6.50%	-1.78%	-6.78%	3.74%	-1.20%	-7.58%	-0.26%	13.43%	0.50%	-13.53%
2021	1.18%	-0.47%	2.11%	1.26%	0.23%	-1.88%	-0.98%	0.52%	-2.50%	4.51%	-2.13%	3.23%	4.92%

Benchmark Metrics

Geo 4 = Les volatile insmed bplex has an annualized alpha of 9.95%, beta of 0.71, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since January 05, 2015.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.49%) than losses (60.59%) — typical of diversified or defensive assets.
R² of 0.49 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha: 9.95%

Beta: 0.71

R²: 0.49

Upside Capture: 95.49%

Downside Capture: 60.59%

Expense Ratio

Geo 4 = Les volatile insmed bplex has a high expense ratio of 1.10%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

BPLEX

Boston Partners Long/Short Equity Fund

HJPSX

Hennessy Japan Small Cap Fund

EICOX

Eaton Vance Emerging and Frontier Countries Equity Fund

ARTHX

Artisan Global Equity Fund

DEMIX

Delaware Emerging Markets Fund

BIAHX

Brown Advisory - WMC Strategic European Equity Fund

Return for Risk

Risk / Return Rank

Geo 4 = Les volatile insmed bplex ranks 97 for risk / return — in the top 97% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.55	0.92	+2.63
Sortino ratio Return per unit of downside risk	4.19	1.41	+2.78
Omega ratio Gain probability vs. loss probability	1.66	1.21	+0.45
Calmar ratio Return relative to maximum drawdown	4.45	1.41	+3.03
Martin ratio Return relative to average drawdown	19.04	6.61	+12.43
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
BIAHX Brown Advisory - WMC Strategic European Equity Fund	75	1.58	2.09	1.31	1.74	6.91
DEMIX Delaware Emerging Markets Fund	97	3.23	3.37	1.52	4.84	19.15
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund	86	1.97	2.40	1.40	2.15	8.20
HJPSX Hennessy Japan Small Cap Fund	79	1.69	2.24	1.30	2.00	7.34
ARTHX Artisan Global Equity Fund	94	2.35	3.00	1.46	3.28	14.04
AU AngloGold Ashanti Limited	94	3.21	3.10	1.42	5.24	19.66
INSM Insmed Incorporated	90	2.46	3.31	1.46	3.25	7.96
BPLEX Boston Partners Long/Short Equity Fund	94	2.14	2.98	1.44	3.11	14.60

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Geo 4 = Les volatile insmed bplex Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 3.55
5-Year: 1.23
10-Year: 1.05
All Time: 0.98

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Geo 4 = Les volatile insmed bplex compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

Geo 4 = Les volatile insmed bplex provided a 9.75% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	9.75%	10.10%	10.58%	4.66%	3.65%	5.25%	8.11%	4.29%	5.93%	0.89%	0.59%	2.26%
Portfolio components:
BIAHX Brown Advisory - WMC Strategic European Equity Fund	7.81%	7.60%	5.16%	1.13%	2.66%	9.72%	6.39%	9.78%	12.12%	0.83%	1.19%	0.00%
DEMIX Delaware Emerging Markets Fund	16.62%	18.97%	1.99%	2.95%	1.89%	3.42%	0.87%	0.80%	0.65%	1.80%	0.94%	0.30%
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund	3.58%	3.68%	2.02%	1.95%	5.72%	2.71%	0.10%	2.00%	2.95%	0.00%	0.59%	2.35%
HJPSX Hennessy Japan Small Cap Fund	12.75%	13.25%	3.64%	0.85%	0.61%	0.43%	0.23%	1.30%	3.46%	2.09%	2.03%	3.34%
ARTHX Artisan Global Equity Fund	23.06%	23.39%	11.32%	0.89%	0.88%	18.02%	11.98%	8.76%	18.13%	0.66%	0.00%	2.17%
AU AngloGold Ashanti Limited	3.44%	2.96%	1.78%	1.14%	2.26%	2.58%	0.49%	0.30%	0.48%	0.93%	0.00%	0.00%
INSM Insmed Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BPLEX Boston Partners Long/Short Equity Fund	10.72%	10.94%	58.72%	28.35%	15.19%	5.11%	44.84%	11.33%	9.69%	0.83%	0.00%	9.91%

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 Geo 4 = Les volatile insmed bplex. 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 Geo 4 = Les volatile insmed bplex was 34.55%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Geo 4 = Les volatile insmed bplex drawdown is 9.68%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.55%	Feb 6, 2020	32	Mar 23, 2020	72	Jul 6, 2020	104
-27.22%	Jan 26, 2021	422	Sep 26, 2022	312	Dec 21, 2023	734
-21.91%	Jan 29, 2018	228	Dec 21, 2018	43	Feb 26, 2019	271
-21.7%	May 15, 2015	173	Jan 21, 2016	118	Jul 11, 2016	291
-14.79%	Mar 2, 2026	15	Mar 20, 2026	—	—	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 8.00, 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

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

	Benchmark	AU	INSM	HJPSX	BPLEX	DEMIX	BIAHX	EICOX	ARTHX	Portfolio
Benchmark	1.00	0.10	0.40	0.53	0.63	0.62	0.67	0.66	0.81	0.65
AU	0.10	1.00	0.07	0.15	0.11	0.18	0.20	0.17	0.16	0.54
INSM	0.40	0.07	1.00	0.23	0.21	0.27	0.29	0.28	0.40	0.64
HJPSX	0.53	0.15	0.23	1.00	0.39	0.46	0.52	0.49	0.56	0.55
BPLEX	0.63	0.11	0.21	0.39	1.00	0.48	0.56	0.51	0.51	0.52
DEMIX	0.62	0.18	0.27	0.46	0.48	1.00	0.59	0.81	0.67	0.66
BIAHX	0.67	0.20	0.29	0.52	0.56	0.59	1.00	0.65	0.77	0.67
EICOX	0.66	0.17	0.28	0.49	0.51	0.81	0.65	1.00	0.71	0.67
ARTHX	0.81	0.16	0.40	0.56	0.51	0.67	0.77	0.71	1.00	0.73
Portfolio	0.65	0.54	0.64	0.55	0.52	0.66	0.67	0.67	0.73	1.00

The correlation results are calculated based on daily price changes starting from Jan 5, 2015

Geo 4 = Les volatile insmed bplex

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table