Emerson 2026-2-24

Asset Allocation

Position	Category/Sector	Target Weight
IAUM iShares Gold Trust Micro	Gold, Precious Metals	14.29%
SIVR abrdn Physical Silver Shares ETF	Silver, Precious Metals	14.29%
CGAU Centerra Gold Inc	Basic Materials	14.29%
DXJ WisdomTree Japan Hedged Equity Fund	Japan Equities, Asia Pacific Equities	14.29%
FLKR Franklin FTSE South Korea ETF	South Korea Equities, Asia Pacific Equities	14.29%
EWZ iShares MSCI Brazil ETF	Latin America Equities	14.29%
ISVL iShares International Developed Small Cap Value Factor ETF	Small Cap Value Equities	14.29%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Emerson 2026-2-24, 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	6M	YTD	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.42%	2.45%	8.74%	10.66%	21.02%	19.50%	11.63%	13.41%
Portfolio Emerson 2026-2-24	0.62%	-0.56%	10.95%	18.45%	69.40%	33.75%	19.15%	—
Portfolio components:
CGAU Centerra Gold Inc	0.06%	3.84%	6.21%	13.53%	125.65%	41.80%	18.60%	—
DXJ WisdomTree Japan Hedged Equity Fund	1.21%	4.73%	16.90%	23.45%	56.35%	32.89%	27.26%	18.85%
EWZ iShares MSCI Brazil ETF	2.77%	4.20%	9.71%	14.17%	36.37%	10.52%	6.56%	6.86%
FLKR Franklin FTSE South Korea ETF	-0.13%	-5.67%	69.24%	88.17%	153.09%	45.44%	17.20%	—
IAUM iShares Gold Trust Micro	-0.34%	-2.36%	-8.92%	-4.79%	22.29%	28.48%	17.75%	—
ISVL iShares International Developed Small Cap Value Factor ETF	1.09%	-0.22%	6.52%	9.72%	24.81%	21.24%	10.85%	—
SIVR abrdn Physical Silver Shares ETF	-0.33%	-11.29%	-25.37%	-16.16%	54.52%	36.76%	17.63%	11.16%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 29, 2021, Emerson 2026-2-24's average daily return is +0.08%, while the average monthly return is +1.55%. At this rate, an investment would double in approximately 3.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was Jan 2026 with a return of +14.4%, while the worst month was Mar 2026 at -12.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Emerson 2026-2-24 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Jan 30, 2026 at -9.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	14.35%	12.87%	-11.97%	5.28%	5.04%	-6.23%	0.53%						18.45%
2025	6.66%	-1.54%	5.78%	2.64%	4.03%	6.08%	-1.09%	7.68%	11.71%	6.09%	6.05%	7.90%	81.75%
2024	-3.60%	2.05%	6.90%	-0.17%	5.09%	-1.00%	1.25%	2.01%	1.63%	-1.12%	-4.70%	-3.73%	4.01%
2023	9.25%	-5.15%	4.33%	2.68%	-1.92%	3.82%	4.98%	-3.81%	-5.60%	-0.09%	10.90%	1.59%	21.31%
2022	0.09%	5.57%	3.23%	-6.10%	-1.97%	-9.31%	1.68%	-6.25%	-5.64%	5.02%	9.81%	-1.02%	-6.51%
2021						-0.82%	-0.93%	-2.38%	-5.15%	1.88%	-3.38%	4.19%	-6.70%

Benchmark Metrics

Emerson 2026-2-24 has an annualized alpha of 11.20%, beta of 0.68, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since June 29, 2021.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.57%) than losses (57.76%) - typical of diversified or defensive assets.
Beta of 0.68 may look defensive, but with R2 of 0.32 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.32 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: 11.20%

Beta: 0.68

R²: 0.32

Upside Capture: 89.57%

Downside Capture: 57.76%

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

Expense Ratio

Emerson 2026-2-24 has an expense ratio of 0.26%, which is considered low. 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

DXJ

WisdomTree Japan Hedged Equity Fund

ISVL

iShares International Developed Small Cap Value Factor ETF

SIVR

abrdn Physical Silver Shares ETF

FLKR

Franklin FTSE South Korea ETF

IAUM

iShares Gold Trust Micro

Return for Risk

Risk / Return Rank

Emerson 2026-2-24 ranks 81 for risk / return — in the top 81% 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 Emerson 2026-2-24 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	2.49	1.65	+0.84
Sortino ratioReturn per unit of downside risk	2.78	2.28	+0.50
Omega ratioGain probability vs. loss probability	1.42	1.30	+0.12
Calmar ratioReturn relative to maximum drawdown	4.19	2.28	+1.91
Martin ratioReturn relative to average drawdown	13.00	9.88	+3.12

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
CGAU Centerra Gold Inc	92	2.48	2.66	1.36	4.42	11.31
DXJ WisdomTree Japan Hedged Equity Fund	94	3.12	4.04	1.56	5.18	19.76
EWZ iShares MSCI Brazil ETF	47	1.43	1.96	1.25	1.85	4.94
FLKR Franklin FTSE South Korea ETF	93	3.07	3.16	1.47	6.61	20.76
IAUM iShares Gold Trust Micro	26	0.86	1.22	1.18	0.90	2.24
ISVL iShares International Developed Small Cap Value Factor ETF	58	1.63	2.35	1.30	1.94	7.48
SIVR abrdn Physical Silver Shares ETF	33	1.00	1.42	1.23	1.19	2.49

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. Learn how to interpret the Sharpe ratio.

The current Emerson 2026-2-24 Sharpe ratio is 2.49 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.14, 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 Emerson 2026-2-24 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Emerson 2026-2-24 provided a 1.70% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.70%	2.06%	3.85%	2.66%	3.16%	2.49%	0.75%	1.01%	1.10%	0.72%	0.54%	1.43%
Portfolio components:
CGAU Centerra Gold Inc	1.25%	1.39%	3.59%	3.45%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DXJ WisdomTree Japan Hedged Equity Fund	0.95%	1.29%	3.48%	3.44%	3.02%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%
EWZ iShares MSCI Brazil ETF	4.07%	5.19%	8.91%	5.66%	12.59%	9.87%	1.71%	2.54%	2.89%	1.71%	1.81%	4.08%
FLKR Franklin FTSE South Korea ETF	2.45%	3.87%	7.08%	2.28%	3.13%	2.12%	0.99%	2.09%	1.86%	1.02%	0.00%	0.00%
IAUM iShares Gold Trust Micro	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ISVL iShares International Developed Small Cap Value Factor ETF	3.15%	2.69%	3.92%	3.82%	3.37%	2.82%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SIVR abrdn Physical Silver Shares ETF	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Emerson 2026-2-24. 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 Emerson 2026-2-24 was 27.07%, occurring on Sep 26, 2022. Recovery took 203 trading sessions.

The current Emerson 2026-2-24 drawdown is 8.23%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-27.07%Sep 2022	5mo 24d	9mo 26d	1y 3moApr 2022 - Jul 2023
2026 correction2026	-16.93%Mar 2026	18d	—	4mo 12dMar 2026 - now
2023 correction2023	-12.80%Oct 2023	2mo 4d	1mo 25d	3mo 29dAug 2023 - Nov 2023
2024 correction2024	-12.59%Dec 2024	2mo 22d	4mo 7d	6mo 29dSep 2024 - Apr 2025
2026 correction2026	-11.39%Feb 2026	7d	21d	28dJan 2026 - Feb 2026

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 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	All Time
Diversification Ratio	1.30	1.37	1.40	1.40

The portfolio has a diversification ratio of 1.40, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Emerson 2026-2-24 correlation to the S&P 500 Index

Emerson 2026-2-24 has a 0.58 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021	0.53

Benchmark Correlations

Correlation vs. S&P 500 Index. ISVL has the highest benchmark correlation at 0.70, while IAUM has the lowest at 0.12.

0.12

0.24

0.27

0.40

0.58

0.60

0.70

Portfolio Correlations

Correlation vs. Emerson 2026-2-24. CGAU has the highest portfolio correlation at 0.78, while DXJ has the lowest at 0.45.

0.45

0.61

0.67

0.68

0.73

0.77

0.78

Asset Correlations Table

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

	DXJ	IAUM	EWZ	CGAU	SIVR	FLKR	ISVL
DXJ	1.00	0.05	0.34	0.17	0.16	0.41	0.59
IAUM	0.05	1.00	0.25	0.63	0.77	0.29	0.38
EWZ	0.34	0.25	1.00	0.31	0.33	0.41	0.52
CGAU	0.17	0.63	0.31	1.00	0.62	0.34	0.46
SIVR	0.16	0.77	0.33	0.62	1.00	0.38	0.44
FLKR	0.41	0.29	0.41	0.34	0.38	1.00	0.61
ISVL	0.59	0.38	0.52	0.46	0.44	0.61	1.00

The correlation results are calculated based on daily price changes starting from Jun 29, 2021

Diversification Analysis

Find what Emerson 2026-2-24 is missing

See which holdings overlap, where Emerson 2026-2-24 is concentrated, and which low-correlation assets could fill the gaps.

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