Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EPU iShares MSCI Peru ETF | Mid Cap Blend Equities | 6.40% |
EWP iShares MSCI Spain ETF | Europe Equities | 81.20% |
EWY iShares MSCI South Korea ETF | Asia Pacific Equities | 6% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | Commodities, Gold | 4.20% |
SLVP iShares MSCI Global Silver Miners ETF | Precious Metals | 2.20% |
Performance
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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The earliest data available for this chart is Dec 16, 2021, corresponding to the inception date of GDMN
Returns By Period
| 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 2026 goal | -0.54% | 0.24% | 4.41% | 17.51% | 58.03% | 32.53% | — | — |
| Portfolio components: | ||||||||
EWY iShares MSCI South Korea ETF | -2.65% | -7.16% | 26.38% | 50.40% | 129.96% | 29.44% | 8.51% | 11.12% |
EPU iShares MSCI Peru ETF | -1.33% | -6.84% | 12.73% | 33.53% | 86.05% | 44.41% | 23.70% | 15.94% |
EWP iShares MSCI Spain ETF | -0.15% | 3.39% | 1.76% | 12.69% | 45.24% | 29.27% | 18.33% | 10.99% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | -3.40% | -17.84% | 10.73% | 33.22% | 143.84% | 65.01% | — | — |
SLVP iShares MSCI Global Silver Miners ETF | -0.81% | -12.94% | 7.35% | 37.49% | 150.62% | 48.77% | 20.47% | 18.15% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 17, 2021, 2026 goal's average daily return is +0.10%, while the average monthly return is +1.98%. At this rate, your investment would double in approximately 2.9 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% | 1.04% | 4.41% | ||||||||
| 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 | 4.48% | 4.48% |
Benchmark Metrics
2026 goal has an annualized alpha of 18.85%, beta of 0.75, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since December 17, 2021.
- This portfolio captured 111.49% of S&P 500 Index gains but only 42.34% 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
- 18.85%
- Beta
- 0.75
- R²
- 0.44
- Upside Capture
- 111.49%
- Downside Capture
- 42.34%
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 94 for risk / return — in the top 94% 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 | 2.62 | 0.88 | +1.74 |
Sortino ratioReturn per unit of downside risk | 3.17 | 1.37 | +1.80 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.21 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 4.21 | 1.39 | +2.82 |
Martin ratioReturn relative to average drawdown | 16.50 | 6.43 | +10.07 |
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 | |
|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 97 | 3.59 | 3.80 | 1.54 | 5.59 | 21.99 |
EPU iShares MSCI Peru ETF | 95 | 2.94 | 3.30 | 1.48 | 4.18 | 16.86 |
EWP iShares MSCI Spain ETF | 91 | 2.12 | 2.69 | 1.40 | 3.86 | 14.58 |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 89 | 2.25 | 2.37 | 1.36 | 3.73 | 12.54 |
SLVP iShares MSCI Global Silver Miners ETF | 93 | 2.80 | 2.85 | 1.40 | 4.54 | 15.07 |
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Dividends
Dividend yield
2026 goal provided a 2.14% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.14% | 2.23% | 4.48% | 2.95% | 3.00% | 3.04% | 2.30% | 3.36% | 3.20% | 2.61% | 3.95% | 3.41% |
| Portfolio components: | ||||||||||||
EWY iShares MSCI South Korea ETF | 1.66% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
EPU iShares MSCI Peru ETF | 1.45% | 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 | 2.23% | 2.27% | 4.35% | 2.70% | 3.07% | 3.29% | 2.56% | 3.72% | 3.69% | 2.72% | 4.65% | 3.85% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 2.44% | 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 Miners ETF | 1.66% | 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 8.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.63% | Feb 10, 2022 | 169 | Oct 12, 2022 | 69 | Jan 23, 2023 | 238 |
| -14.18% | Feb 27, 2026 | 16 | Mar 20, 2026 | — | — | — |
| -12.32% | Sep 27, 2024 | 59 | Dec 19, 2024 | 36 | Feb 13, 2025 | 95 |
| -12.26% | Jul 27, 2023 | 66 | Oct 27, 2023 | 20 | Nov 27, 2023 | 86 |
| -12.21% | Mar 19, 2025 | 15 | Apr 8, 2025 | 5 | Apr 15, 2025 | 20 |
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | GDMN | EWY | SLVP | EWP | EPU | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.21 | 0.61 | 0.31 | 0.59 | 0.48 | 0.62 |
| GDMN | 0.21 | 1.00 | 0.38 | 0.88 | 0.31 | 0.60 | 0.48 |
| EWY | 0.61 | 0.38 | 1.00 | 0.42 | 0.50 | 0.52 | 0.60 |
| SLVP | 0.31 | 0.88 | 0.42 | 1.00 | 0.37 | 0.67 | 0.53 |
| EWP | 0.59 | 0.31 | 0.50 | 0.37 | 1.00 | 0.52 | 0.97 |
| EPU | 0.48 | 0.60 | 0.52 | 0.67 | 0.52 | 1.00 | 0.65 |
| Portfolio | 0.62 | 0.48 | 0.60 | 0.53 | 0.97 | 0.65 | 1.00 |