Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EWP iShares MSCI Spain ETF | Europe Equities | 81.20% |
EPU iShares MSCI Peru ETF | Mid Cap Blend Equities | 6.40% |
EWY iShares MSCI South Korea ETF | Asia Pacific Equities | 6% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | Commodities, Gold, Precious Metals | 4.20% |
SLVP iShares MSCI Global Silver and Metals Miners ETF | Silver, Precious Metals | 2.20% |
Find the right asset allocation for 2026 goal
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 OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2026 goal, 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.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2026 goal | 0.70% | 5.05% | 13.30% | 16.55% | 52.05% | 36.08% | — | — |
| Portfolio components: | ||||||||
EPU iShares MSCI Peru ETF | 2.12% | 9.44% | 21.02% | 26.87% | 85.51% | 46.38% | 28.15% | 15.16% |
EWP iShares MSCI Spain ETF | 0.63% | 5.52% | 8.89% | 11.54% | 39.17% | 32.21% | 17.57% | 12.33% |
EWY iShares MSCI South Korea ETF | -0.75% | 10.39% | 103.10% | 117.85% | 203.95% | 46.46% | 18.80% | 16.84% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 2.11% | -13.90% | -13.77% | -13.73% | 51.90% | 56.30% | — | — |
SLVP iShares MSCI Global Silver and Metals Miners ETF | 3.38% | -11.10% | -5.37% | -0.60% | 81.81% | 48.97% | 14.15% | 12.67% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 16, 2021, 2026 goal's average daily return is +0.10%, while the average monthly return is +2.07%. At this rate, an investment would double in approximately 2.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +13.5%, while the worst month was Jun 2022 at -10.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2026 goal closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Apr 4, 2025 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.38% | 5.39% | -8.69% | 5.02% | 4.44% | -0.03% | 13.30% | ||||||
| 2025 | 6.67% | 7.72% | 6.38% | 6.21% | 6.32% | 4.20% | 1.18% | 7.69% | 6.59% | 2.29% | 3.29% | 6.54% | 88.05% |
| 2024 | -4.25% | -0.41% | 10.58% | -1.81% | 7.20% | -5.15% | 4.26% | 3.48% | 4.08% | -3.08% | -3.86% | -3.62% | 6.16% |
| 2023 | 11.29% | -0.47% | 3.13% | 2.24% | -5.14% | 6.97% | 2.69% | -3.67% | -4.29% | -2.38% | 13.54% | 2.86% | 27.91% |
| 2022 | 0.15% | -1.18% | 0.70% | -4.84% | 4.91% | -10.64% | -1.22% | -5.27% | -8.69% | 9.60% | 12.79% | -0.23% | -6.30% |
| 2021 | 5.11% | 5.11% |
Benchmark Metrics
2026 goal has an annualized alpha of 17.87%, beta of 0.77, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since December 16, 2021.
- This portfolio captured 106.04% of S&P 500 Index gains but only 41.32% of its losses - a favorable profile for investors.
- R2 of 0.44 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
- 17.87%
- Beta
- 0.77
- R²
- 0.44
- Upside Capture
- 106.04%
- Downside Capture
- 41.32%
Expense Ratio
2026 goal has an expense ratio of 0.51%, 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.
Return for Risk
Risk / Return Rank
2026 goal ranks 71 for risk / return — better than 71% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026 goal 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 | 2.39 | 1.86 | +0.53 |
| Sortino ratioReturn per unit of downside risk | 3.04 | 2.53 | +0.51 |
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 2.53 | +1.01 |
| Martin ratioReturn relative to average drawdown | 12.97 | 11.37 | +1.59 |
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 |
|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 81 | 2.73 | 3.14 | 1.43 | 4.07 | 11.73 |
EWP iShares MSCI Spain ETF | 67 | 1.94 | 2.62 | 1.34 | 3.26 | 11.51 |
EWY iShares MSCI South Korea ETF | 95 | 4.29 | 4.08 | 1.59 | 8.65 | 30.24 |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 28 | 0.90 | 1.38 | 1.20 | 1.17 | 3.15 |
SLVP iShares MSCI Global Silver and Metals Miners ETF | 45 | 1.54 | 1.95 | 1.26 | 2.21 | 5.86 |
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Dividends
Dividend yield
2026 goal provided a 2.01% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.01% | 2.23% | 4.48% | 2.95% | 3.00% | 3.04% | 2.30% | 3.36% | 3.20% | 2.61% | 3.95% | 3.41% |
| Portfolio components: | ||||||||||||
EPU iShares MSCI Peru ETF | 1.35% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
EWP iShares MSCI Spain ETF | 2.09% | 2.27% | 4.35% | 2.70% | 3.07% | 3.29% | 2.56% | 3.72% | 3.69% | 2.72% | 4.65% | 3.85% |
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% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 3.13% | 2.70% | 9.44% | 7.69% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLVP iShares MSCI Global Silver and Metals Miners ETF | 1.88% | 1.78% | 1.05% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2026 goal. 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 2026 goal was 27.63%, occurring on Oct 12, 2022. Recovery took 69 trading sessions.
The current 2026 goal drawdown is 0.79%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -27.63%Oct 2022 | 8mo 4d | 3mo 13d | 11mo 17dFeb 2022 - Jan 2023 |
2026 correction2026 | -14.18%Mar 2026 | 21d | — | 3mo 18dFeb 2026 - now |
2024 correction2024 | -12.32%Dec 2024 | 2mo 23d | 1mo 26d | 4mo 19dSep 2024 - Feb 2025 |
2023 correction2023 | -12.26%Oct 2023 | 3mo 2d | 1mo 1d | 4mo 3dJul 2023 - Nov 2023 |
2025 selloff2025 | -12.21%Apr 2025 | 20d | 7d | 27dMar 2025 - Apr 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 1.49, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.16 | 1.15 | 1.14 |
The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2026 goal correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021 | 0.63 |
Benchmark Correlations
Correlation vs. S&P 500 Index. EWY has the highest benchmark correlation at 0.61, while GDMN has the lowest at 0.23.
Asset Correlations Table
Find what 2026 goal is missing
See which holdings overlap, where 2026 goal is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification