Geographic portfolio...
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CNYA iShares MSCI China A ETF | China Equities | 16.67% |
ENZL iShares MSCI New Zealand ETF | Asia Pacific Equities | 16.67% |
IMOEX MOEX Russia Index | 16.67% | |
INDA iShares MSCI India ETF | Asia Pacific Equities | 16.67% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 16.67% |
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | Europe Equities | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Geographic portfolio..., 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.
The earliest data available for this chart is Jun 15, 2016, corresponding to the inception date of CNYA
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -15.28% | -13.65% | -13.36% | -4.22% | 12.35% | 9.04% |
| Geographic portfolio... | -7.55% | -8.92% | -12.69% | -8.19% | 6.55% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -14.94% | -11.09% | -13.32% | -3.02% | 13.48% | 10.99% |
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | -4.37% | -12.93% | -17.31% | -15.90% | 9.73% | 4.75% |
CNYA iShares MSCI China A ETF | -10.57% | -11.18% | -15.32% | -2.55% | -0.35% | N/A |
INDA iShares MSCI India ETF | -6.61% | 1.65% | -13.65% | -5.54% | 15.16% | 5.30% |
ENZL iShares MSCI New Zealand ETF | -12.62% | -7.65% | -17.72% | -11.56% | -1.02% | 2.85% |
IMOEX MOEX Russia Index | 22.48% | -11.94% | 13.49% | -12.83% | -2.38% | 5.19% |
Monthly Returns
The table below presents the monthly returns of Geographic portfolio..., 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.89% | 0.75% | -1.27% | -8.79% | -7.55% | ||||||||
| 2024 | -0.56% | 2.97% | 2.00% | -0.86% | 2.92% | 1.70% | 0.11% | 0.51% | 3.05% | -5.00% | 0.71% | -3.05% | 4.26% |
| 2023 | 5.13% | -3.68% | 2.49% | 2.08% | -2.55% | 2.73% | 3.25% | -3.40% | -2.41% | -1.96% | 7.25% | 4.16% | 13.05% |
| 2022 | -7.14% | -6.35% | 1.30% | -6.09% | 0.60% | -2.99% | 2.93% | -1.84% | -10.36% | 4.03% | 8.35% | -4.22% | -21.06% |
| 2021 | -0.68% | 0.53% | 1.29% | 2.83% | 3.45% | 0.51% | 0.10% | 3.42% | -1.20% | 3.68% | -4.37% | 2.31% | 12.18% |
| 2020 | -2.96% | -5.75% | -16.12% | 9.57% | 5.29% | 4.85% | 6.98% | 4.88% | -3.26% | -1.59% | 11.46% | 6.51% | 17.66% |
| 2019 | 6.80% | 2.80% | 3.49% | 2.15% | -3.49% | 5.52% | -1.40% | -3.00% | 2.05% | 3.36% | 1.89% | 5.46% | 28.13% |
| 2018 | 6.41% | -3.95% | -1.05% | -2.13% | 0.01% | -1.96% | 2.76% | -1.33% | 0.36% | -7.24% | 2.92% | -4.03% | -9.52% |
| 2017 | 4.35% | 0.56% | 1.54% | 1.36% | 1.34% | 1.15% | 3.22% | 1.84% | 0.87% | 1.27% | 0.07% | 2.76% | 22.24% |
| 2016 | 1.53% | 4.03% | 0.59% | 0.60% | -2.76% | 0.21% | 1.03% | 5.22% |
Expense Ratio
Geographic portfolio... has an expense ratio of 0.35%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Geographic portfolio... is 11, meaning it’s performing worse than 89% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.02 | 0.12 | 1.02 | 0.02 | 0.09 |
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | -0.77 | -0.95 | 0.88 | -0.60 | -1.47 |
CNYA iShares MSCI China A ETF | -0.11 | 0.07 | 1.01 | -0.08 | -0.21 |
INDA iShares MSCI India ETF | -0.37 | -0.40 | 0.94 | -0.29 | -0.64 |
ENZL iShares MSCI New Zealand ETF | -0.50 | -0.59 | 0.93 | -0.23 | -1.23 |
IMOEX MOEX Russia Index | -0.38 | -0.35 | 0.96 | -0.21 | -0.64 |
Dividends
Dividend yield
Geographic portfolio... provided a 1.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.78% | 1.57% | 1.90% | 1.80% | 2.05% | 1.56% | 1.92% | 1.94% | 1.66% | 1.79% | 1.26% | 1.79% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.53% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | 3.10% | 2.76% | 2.54% | 4.77% | 1.05% | 4.85% | 4.09% | 1.09% | 2.45% | 1.64% | 0.00% | 3.10% |
CNYA iShares MSCI China A ETF | 2.81% | 2.51% | 4.23% | 2.69% | 1.11% | 1.05% | 1.21% | 3.92% | 0.98% | 1.38% | 0.00% | 0.00% |
INDA iShares MSCI India ETF | 0.81% | 0.76% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% |
ENZL iShares MSCI New Zealand ETF | 2.44% | 2.13% | 3.00% | 1.62% | 2.46% | 1.66% | 3.35% | 3.60% | 3.69% | 4.78% | 4.29% | 5.15% |
IMOEX MOEX Russia Index | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Geographic portfolio.... 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 Geographic portfolio... was 35.01%, occurring on Mar 23, 2020. Recovery took 106 trading sessions.
The current Geographic portfolio... drawdown is 14.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.01% | Jan 21, 2020 | 45 | Mar 23, 2020 | 106 | Aug 18, 2020 | 151 |
| -30.8% | Nov 9, 2021 | 241 | Oct 11, 2022 | — | — | — |
| -17.96% | Jan 29, 2018 | 239 | Dec 25, 2018 | 134 | Jul 1, 2019 | 373 |
| -7.85% | Jul 5, 2019 | 29 | Aug 14, 2019 | 57 | Nov 1, 2019 | 86 |
| -7.49% | Sep 8, 2016 | 47 | Nov 11, 2016 | 53 | Jan 25, 2017 | 100 |
Volatility
Volatility Chart
The current Geographic portfolio... volatility is 6.83%, 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
| IMOEX | CNYA | ENZL | INDA | XDN0.DE | VOO | |
|---|---|---|---|---|---|---|
| IMOEX | 1.00 | 0.23 | 0.21 | 0.27 | 0.32 | 0.28 |
| CNYA | 0.23 | 1.00 | 0.34 | 0.33 | 0.35 | 0.38 |
| ENZL | 0.21 | 0.34 | 1.00 | 0.40 | 0.41 | 0.51 |
| INDA | 0.27 | 0.33 | 0.40 | 1.00 | 0.43 | 0.53 |
| XDN0.DE | 0.32 | 0.35 | 0.41 | 0.43 | 1.00 | 0.49 |
| VOO | 0.28 | 0.38 | 0.51 | 0.53 | 0.49 | 1.00 |