Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ARTHX Artisan Global Equity Fund | Global Equities | 14.29% |
AU AngloGold Ashanti Limited | Basic Materials | 14.29% |
BIAHX Brown Advisory - WMC Strategic European Equity Fund | Europe Equities | 14.29% |
DEMIX Delaware Emerging Markets Fund | Emerging Markets Diversified | 14.29% |
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund | Emerging Markets Diversified | 14.29% |
HJPSX Hennessy Japan Small Cap Fund | Japan Equities | 14.29% |
INSM Insmed Incorporated | Healthcare | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Geo 3 = Les volatile insmed, 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 3 = Les volatile insmed returned 6.66% Year-To-Date and 20.08% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Geo 3 = Les volatile insmed | -0.55% | -3.08% | 6.66% | 16.69% | 73.98% | 44.45% | 21.57% | 20.08% |
| Portfolio components: | ||||||||
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 1.32% | -2.92% | -1.40% | 1.84% | 24.51% | 20.11% | 13.27% | 11.83% |
DEMIX Delaware Emerging Markets Fund | 3.31% | -4.03% | 17.96% | 40.98% | 110.12% | 37.05% | 12.90% | 14.85% |
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund | 1.91% | -2.04% | 4.80% | 10.61% | 32.90% | 22.16% | 12.91% | 11.59% |
HJPSX Hennessy Japan Small Cap Fund | 2.77% | -4.37% | 6.78% | 9.14% | 36.18% | 17.05% | 6.46% | 10.54% |
ARTHX Artisan Global Equity Fund | 3.30% | -3.18% | 4.78% | 5.92% | 40.97% | 23.88% | 10.51% | 13.91% |
AU AngloGold Ashanti Limited | -2.22% | -10.44% | 20.69% | 43.51% | 181.45% | 65.04% | 37.83% | 24.63% |
INSM Insmed Incorporated | -1.47% | 10.50% | -6.67% | 6.30% | 121.17% | 110.68% | 35.59% | 28.89% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 5, 2015, Geo 3 = Les volatile insmed's average daily return is +0.07%, while the average monthly return is +1.56%. At this rate, your investment would double in approximately 3.7 years.
Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +19.4%, while the worst month was Mar 2020 at -16.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Geo 3 = Les volatile insmed closed higher 54% of trading days. The best single day was May 28, 2024 with a return of +14.0%, while the worst single day was Mar 12, 2020 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.80% | 9.29% | -11.48% | 2.26% | 6.66% | ||||||||
| 2025 | 8.37% | 1.75% | 4.64% | 3.15% | 5.59% | 11.14% | 1.78% | 9.47% | 8.37% | 6.09% | 5.41% | -0.20% | 88.21% |
| 2024 | -2.93% | 4.49% | 5.57% | -2.34% | 18.91% | 6.86% | 4.71% | 2.61% | -1.81% | -3.80% | 1.17% | -2.76% | 32.68% |
| 2023 | 8.46% | -5.97% | 5.10% | 3.42% | -3.60% | 2.96% | 4.23% | -5.19% | -1.05% | -0.33% | 7.06% | 6.11% | 21.83% |
| 2022 | -7.16% | 1.18% | -1.66% | -7.30% | -2.61% | -6.84% | 3.81% | -0.92% | -7.85% | -1.45% | 14.60% | 0.68% | -16.27% |
| 2021 | 2.43% | -2.01% | 0.91% | 0.88% | -0.44% | -1.28% | -1.45% | 0.25% | -2.88% | 4.98% | -2.19% | 2.41% | 1.33% |
Benchmark Metrics
Geo 3 = Les volatile insmed has an annualized alpha of 10.48%, beta of 0.74, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since January 05, 2015.
- This portfolio captured 101.17% of S&P 500 Index gains but only 64.86% of its losses — a favorable profile for investors.
- R² of 0.46 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
- 10.48%
- Beta
- 0.74
- R²
- 0.46
- Upside Capture
- 101.17%
- Downside Capture
- 64.86%
Expense Ratio
Geo 3 = Les volatile insmed has a high expense ratio of 0.94%, 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.
Return for Risk
Risk / Return Rank
Geo 3 = Les volatile insmed 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.64 | 0.88 | +2.76 |
Sortino ratioReturn per unit of downside risk | 4.23 | 1.37 | +2.87 |
Omega ratioGain probability vs. loss probability | 1.66 | 1.21 | +0.45 |
Calmar ratioReturn relative to maximum drawdown | 4.66 | 1.39 | +3.27 |
Martin ratioReturn relative to average drawdown | 19.84 | 6.43 | +13.41 |
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 | 1.66 | 2.19 | 1.33 | 1.94 | 7.59 |
DEMIX Delaware Emerging Markets Fund | 97 | 3.34 | 3.45 | 1.54 | 5.45 | 21.14 |
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund | 87 | 2.08 | 2.52 | 1.42 | 2.54 | 9.54 |
HJPSX Hennessy Japan Small Cap Fund | 82 | 1.92 | 2.52 | 1.35 | 2.31 | 8.43 |
ARTHX Artisan Global Equity Fund | 96 | 2.52 | 3.23 | 1.49 | 3.95 | 16.55 |
AU AngloGold Ashanti Limited | 93 | 3.08 | 3.03 | 1.41 | 4.98 | 18.56 |
INSM Insmed Incorporated | 90 | 2.31 | 3.18 | 1.44 | 3.52 | 8.57 |
Loading graphics...
Dividends
Dividend yield
Geo 3 = Les volatile insmed provided a 9.36% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 9.36% | 9.98% | 3.70% | 1.27% | 2.00% | 5.27% | 2.87% | 3.28% | 5.40% | 0.90% | 0.68% | 1.17% |
| Portfolio components: | ||||||||||||
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 7.71% | 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 | 16.08% | 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 | 3.52% | 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 | 12.40% | 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 | 22.32% | 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 | 3.52% | 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% |
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 3 = Les volatile insmed. 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 3 = Les volatile insmed was 35.66%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current Geo 3 = Les volatile insmed drawdown is 10.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.66% | Feb 6, 2020 | 32 | Mar 23, 2020 | 72 | Jul 6, 2020 | 104 |
| -33.35% | Feb 16, 2021 | 428 | Oct 24, 2022 | 343 | Mar 7, 2024 | 771 |
| -24.13% | May 15, 2015 | 173 | Jan 21, 2016 | 120 | Jul 13, 2016 | 293 |
| -22.14% | Jan 29, 2018 | 228 | Dec 21, 2018 | 41 | Feb 22, 2019 | 269 |
| -16% | 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 7 assets, with an effective number of assets of 7.00, 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
| Benchmark | AU | INSM | HJPSX | DEMIX | BIAHX | EICOX | ARTHX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.10 | 0.40 | 0.53 | 0.62 | 0.67 | 0.66 | 0.81 | 0.62 |
| AU | 0.10 | 1.00 | 0.07 | 0.15 | 0.18 | 0.20 | 0.17 | 0.16 | 0.56 |
| INSM | 0.40 | 0.07 | 1.00 | 0.23 | 0.27 | 0.29 | 0.28 | 0.40 | 0.65 |
| HJPSX | 0.53 | 0.15 | 0.23 | 1.00 | 0.46 | 0.52 | 0.49 | 0.56 | 0.54 |
| DEMIX | 0.62 | 0.18 | 0.27 | 0.46 | 1.00 | 0.59 | 0.81 | 0.67 | 0.65 |
| BIAHX | 0.67 | 0.20 | 0.29 | 0.52 | 0.59 | 1.00 | 0.65 | 0.77 | 0.65 |
| EICOX | 0.66 | 0.17 | 0.28 | 0.49 | 0.81 | 0.65 | 1.00 | 0.71 | 0.65 |
| ARTHX | 0.81 | 0.16 | 0.40 | 0.56 | 0.67 | 0.77 | 0.71 | 1.00 | 0.71 |
| Portfolio | 0.62 | 0.56 | 0.65 | 0.54 | 0.65 | 0.65 | 0.65 | 0.71 | 1.00 |