3 | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
PICK iShares MSCI Global Select Metals & Mining Producers ETF	Materials	14.29%
EWZ iShares MSCI Brazil ETF	Latin America Equities	14.29%
EWC iShares MSCI Canada ETF	Canada Equities	14.29%
EFV iShares MSCI EAFE Value ETF	Foreign Large Cap Equities, Large Cap Value Equities	14.29%
EWY iShares MSCI South Korea ETF	Asia Pacific Equities	14.29%
EWW iShares MSCI Mexico ETF	Latin America Equities	14.29%
VDE Vanguard Energy ETF	Energy Equities	14.29%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for 3

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 3, 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 charts...

Returns By Period

As of Jun 13, 2026, the 3 returned 29.12% Year-To-Date and 13.24% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.17%	8.56%	8.85%	22.93%	19.37%	11.84%	13.61%
Portfolio 3	0.65%	-0.27%	29.12%	31.57%	58.98%	22.44%	14.74%	13.24%
Portfolio components:
EFV iShares MSCI EAFE Value ETF	0.48%	0.52%	10.56%	12.39%	27.62%	21.79%	12.36%	10.55%
EWC iShares MSCI Canada ETF	0.46%	1.77%	8.96%	10.01%	29.74%	21.64%	11.33%	11.42%
EWW iShares MSCI Mexico ETF	1.46%	-2.24%	13.18%	13.14%	32.24%	10.87%	13.02%	7.89%
EWY iShares MSCI South Korea ETF	-0.75%	4.68%	103.10%	117.85%	198.25%	46.46%	18.80%	16.84%
EWZ iShares MSCI Brazil ETF	0.83%	-4.57%	10.48%	9.03%	31.47%	9.47%	4.96%	8.29%
PICK iShares MSCI Global Select Metals & Mining Producers ETF	2.04%	-3.57%	26.76%	32.91%	77.81%	19.94%	11.31%	17.70%
VDE Vanguard Energy ETF	0.77%	-0.78%	29.66%	28.33%	37.57%	16.71%	20.05%	9.39%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 2, 2012, 3's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +20.3%, while the worst month was Mar 2020 at -25.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 3 closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -14.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	12.09%	10.09%	-6.12%	7.83%	4.53%	-1.11%							29.12%
2025	4.74%	1.04%	1.72%	1.71%	4.53%	6.17%	-0.40%	4.95%	5.60%	3.43%	1.93%	3.98%	47.03%
2024	-3.65%	1.24%	4.85%	-2.82%	0.85%	-3.41%	1.71%	0.28%	1.18%	-4.03%	-0.10%	-6.91%	-10.82%
2023	10.23%	-5.76%	1.19%	1.43%	-3.58%	7.10%	5.56%	-4.93%	-2.01%	-5.03%	9.83%	6.10%	19.82%
2022	2.99%	3.66%	6.86%	-8.01%	5.35%	-14.11%	4.56%	-1.66%	-7.92%	10.88%	8.70%	-4.17%	3.86%
2021	-1.31%	6.06%	4.00%	3.80%	5.37%	0.88%	-2.02%	-0.81%	-4.28%	2.01%	-4.70%	6.24%	15.39%

Benchmark Metrics

3 has an annualized alpha of -3.81%, beta of 0.97, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since February 02, 2012.

This portfolio participated in 108.65% of S&P 500 Index downside but only 84.30% of its upside - more exposed to losses than it benefited from rallies.
This portfolio had an annualized alpha of -3.81% versus S&P 500 Index - delivering less than market exposure alone would predict.
With beta of 0.97 and R2 of 0.63, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: -3.81%

Beta: 0.97

R²: 0.63

Upside Capture: 84.30%

Downside Capture: 108.65%

See how alpha, beta & R² have trended over time →

Expense Ratio

3 has an expense ratio of 0.43%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

EWZ

iShares MSCI Brazil ETF

EWY

iShares MSCI South Korea ETF

EWC

iShares MSCI Canada ETF

EWW

iShares MSCI Mexico ETF

PICK

iShares MSCI Global Select Metals & Mining Producers ETF

EFV

iShares MSCI EAFE Value ETF

VDE

Vanguard Energy ETF

Return for Risk

Risk / Return Rank

3 ranks 91 for risk / return — in the top 91% 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

The table below presents risk-adjusted performance metrics for 3 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.08	1.86	+1.21
Sortino ratioReturn per unit of downside risk	3.74	2.53	+1.21
Omega ratioGain probability vs. loss probability	1.54	1.34	+0.20
Calmar ratioReturn relative to maximum drawdown	5.64	2.53	+3.11
Martin ratioReturn relative to average drawdown	21.89	11.37	+10.52

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
EFV iShares MSCI EAFE Value ETF	61	1.90	2.65	1.34	2.55	9.40
EWC iShares MSCI Canada ETF	75	2.08	2.75	1.36	3.51	14.27
EWW iShares MSCI Mexico ETF	50	1.49	2.12	1.27	2.32	8.25
EWY iShares MSCI South Korea ETF	95	4.29	4.08	1.59	8.65	30.24
EWZ iShares MSCI Brazil ETF	38	1.25	1.76	1.22	1.64	5.17
PICK iShares MSCI Global Select Metals & Mining Producers ETF	85	2.63	3.10	1.44	4.00	15.40
VDE Vanguard Energy ETF	62	1.85	2.43	1.30	3.20	8.95

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.

The current 3 Sharpe ratio is 3.08 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

3 provided a 2.65% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.65%	3.19%	4.18%	3.50%	4.94%	4.29%	2.20%	3.33%	3.12%	2.53%	1.90%	4.81%
Portfolio components:
EFV iShares MSCI EAFE Value ETF	3.76%	4.16%	4.66%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%
EWC iShares MSCI Canada ETF	1.33%	1.45%	2.23%	2.27%	2.34%	1.85%	2.09%	2.16%	2.65%	1.97%	1.75%	2.34%
EWW iShares MSCI Mexico ETF	3.07%	3.48%	4.39%	2.19%	3.64%	2.06%	1.43%	2.92%	2.30%	2.22%	1.77%	2.34%
EWY iShares MSCI South Korea ETF	1.03%	2.10%	2.55%	2.52%	1.23%	2.16%	0.73%	2.10%	1.34%	2.90%	1.21%	2.42%
EWZ iShares MSCI Brazil ETF	4.70%	5.19%	8.91%	5.66%	12.59%	9.87%	1.71%	2.54%	2.89%	1.71%	1.81%	4.08%
PICK iShares MSCI Global Select Metals & Mining Producers ETF	2.27%	2.88%	3.26%	4.19%	6.93%	5.89%	2.27%	5.51%	4.77%	2.41%	1.15%	15.77%
VDE Vanguard Energy ETF	2.42%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%

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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the 3. 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 3 was 50.02%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.

The current 3 drawdown is 3.13%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-50.02%Mar 2020	2y 1mo	9mo 21d	2y 11moJan 2018 - Jan 2021
2016 bear market2016	-45.23%Jan 2016	1y 4mo	1y 11mo	3y 4moAug 2014 - Jan 2018
Bear market2022	-23.23%Sep 2022	5mo 24d	4mo 2d	9mo 26dApr 2022 - Jan 2023
2012 correction2012	-18.65%Jun 2012	3mo 1d	7mo 5d	10mo 6dMar 2012 - Jan 2013
2025 selloff2025	-17.91%Apr 2025	10mo 23d	1mo 28d	1y 16dMay 2024 - Jun 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.35	1.32	1.29	1.22	1.22

The portfolio has a diversification ratio of 1.22, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

3 correlation to the S&P 500 Index

3 has a 0.72 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Feb 2, 2012	0.73

Benchmark Correlations

Correlation vs. S&P 500 Index. EFV has the highest benchmark correlation at 0.75, while EWZ has the lowest at 0.48.

0.48

0.53

0.56

0.60

0.62

0.73

0.75

Portfolio Correlations

Correlation vs. 3. PICK has the highest portfolio correlation at 0.85, while VDE has the lowest at 0.70.

0.70

0.75

0.76

0.77

0.84

0.84

0.85

Asset Correlations Table

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

	VDE	EWZ	EWY	EWW	PICK	EWC	EFV
VDE	1.00	0.43	0.39	0.42	0.55	0.65	0.57
EWZ	0.43	1.00	0.50	0.58	0.57	0.55	0.56
EWY	0.39	0.50	1.00	0.54	0.61	0.59	0.65
EWW	0.42	0.58	0.54	1.00	0.57	0.60	0.63
PICK	0.55	0.57	0.61	0.57	1.00	0.71	0.74
EWC	0.65	0.55	0.59	0.60	0.71	1.00	0.77
EFV	0.57	0.56	0.65	0.63	0.74	0.77	1.00

The correlation results are calculated based on daily price changes starting from Feb 2, 2012

Diversification Analysis

Find what 3 is missing

See which holdings overlap, where 3 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification