Asset Class
Asset Allocation
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of May 21, 2025, the Asset Class returned 6.91% Year-To-Date and 12.35% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Asset Class | 6.91% | 6.10% | 7.05% | 11.48% | 15.54% | 12.35% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 1.46% | 12.62% | 1.07% | 13.27% | 16.68% | 12.71% |
IEUR iShares Core MSCI Europe ETF | 21.88% | 9.85% | 20.48% | 13.05% | 13.91% | 6.25% |
EEM iShares MSCI Emerging Markets ETF | 10.74% | 10.47% | 8.48% | 8.68% | 6.78% | 3.06% |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 8.91% | 11.33% | 7.22% | 9.49% | 5.98% | 3.35% |
FXI iShares China Large-Cap ETF | 19.12% | 11.91% | 21.10% | 27.27% | 1.02% | -1.04% |
DXJ WisdomTree Japan Hedged Equity Fund | 1.35% | 8.77% | 4.82% | 4.61% | 23.62% | 9.90% |
INDA iShares MSCI India ETF | 2.72% | 3.46% | 1.66% | 2.53% | 17.35% | 7.06% |
TLT iShares 20+ Year Treasury Bond ETF | -0.80% | -2.04% | -3.78% | -2.32% | -9.87% | -0.85% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 1.55% | 0.50% | 0.52% | 4.22% | -0.59% | 2.45% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.83% | 2.54% | 2.72% | 8.82% | 4.95% | 4.00% |
GLD SPDR Gold Trust | 25.38% | -0.83% | 24.80% | 35.19% | 13.35% | 10.14% |
BTC-USD Bitcoin | 13.03% | 23.99% | 14.36% | 47.81% | 63.34% | 83.89% |
USO United States Oil Fund LP | -9.12% | -1.18% | -5.05% | -10.52% | 20.88% | -8.23% |
DBC Invesco DB Commodity Index Tracking Fund | 0.23% | 0.28% | 0.82% | -5.63% | 15.40% | 3.15% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.58% | 0.33% | 2.11% | 4.74% | 2.58% | 1.78% |
Monthly Returns
The table below presents the monthly returns of Asset Class, 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 | 2.60% | -0.13% | 1.13% | -0.56% | 3.76% | 6.91% | |||||||
| 2024 | -0.17% | 5.14% | 4.47% | -1.37% | 2.56% | 0.90% | 1.09% | 0.17% | 3.40% | -0.46% | 2.36% | -0.87% | 18.36% |
| 2023 | 7.59% | -3.84% | 4.63% | 0.89% | -2.95% | 4.09% | 3.75% | -2.92% | -1.21% | -0.01% | 4.57% | 3.14% | 18.38% |
| 2022 | -0.83% | -0.12% | 1.00% | -4.21% | 0.31% | -5.44% | 2.55% | -3.59% | -7.17% | 0.93% | 6.79% | -1.95% | -11.84% |
| 2021 | 1.72% | 4.76% | 3.05% | 1.75% | 0.12% | 0.83% | 0.42% | 1.77% | -1.41% | 5.24% | -3.95% | 0.95% | 15.95% |
| 2020 | -0.71% | -3.61% | -12.88% | 4.06% | 4.70% | 2.57% | 6.08% | 2.86% | -2.39% | 0.52% | 10.29% | 8.89% | 19.81% |
| 2019 | 5.29% | 1.74% | 2.21% | 3.56% | 1.04% | 8.53% | -1.55% | -0.78% | 0.27% | 2.70% | -0.81% | 3.19% | 28.01% |
| 2018 | 1.69% | -4.13% | -1.21% | 2.65% | -2.16% | -1.85% | 2.54% | -1.15% | -0.33% | -5.66% | -2.46% | -2.87% | -14.27% |
| 2017 | 2.34% | 3.32% | -0.16% | 2.48% | 7.18% | 1.33% | 4.13% | 5.20% | -0.30% | 5.81% | 6.34% | 6.39% | 53.62% |
| 2016 | -4.43% | 0.09% | 4.89% | 2.60% | 1.68% | 3.34% | 0.62% | 0.70% | 1.49% | -0.42% | -0.54% | 3.21% | 13.69% |
| 2015 | -1.56% | 2.99% | -1.57% | 3.32% | -0.75% | -1.27% | -2.99% | -5.44% | -1.66% | 5.62% | -0.65% | -1.22% | -5.54% |
| 2014 | 1.28% | -1.08% | 0.14% | -4.05% | -0.59% | -0.06% | -3.30% | -7.51% |
Expense Ratio
Asset Class has an expense ratio of 0.43%, 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 Asset Class is 75, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.66 | 1.01 | 1.15 | 0.16 | 2.37 |
IEUR iShares Core MSCI Europe ETF | 0.73 | 1.61 | 1.23 | 0.41 | 3.34 |
EEM iShares MSCI Emerging Markets ETF | 0.45 | 1.38 | 1.19 | 0.18 | 2.60 |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 0.46 | 1.34 | 1.18 | 0.16 | 2.22 |
FXI iShares China Large-Cap ETF | 0.78 | 2.40 | 1.33 | 0.63 | 5.82 |
DXJ WisdomTree Japan Hedged Equity Fund | 0.18 | 1.29 | 1.19 | 0.37 | 5.01 |
INDA iShares MSCI India ETF | 0.15 | -0.49 | 0.94 | 0.20 | -0.60 |
TLT iShares 20+ Year Treasury Bond ETF | -0.16 | -1.73 | 0.81 | -0.07 | -1.83 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.57 | -0.59 | 0.93 | 0.27 | -1.07 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.55 | 1.45 | 1.21 | 0.22 | 5.96 |
GLD SPDR Gold Trust | 1.97 | 3.35 | 1.43 | 2.21 | 13.82 |
BTC-USD Bitcoin | 0.96 | 3.31 | 1.35 | 2.72 | 12.55 |
USO United States Oil Fund LP | -0.34 | 0.38 | 1.05 | 0.01 | 0.31 |
DBC Invesco DB Commodity Index Tracking Fund | -0.35 | 1.00 | 1.13 | 0.09 | 2.11 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.69 | 233.64 | 135.01 | 58.24 | 4,561.72 |
Loading data...
Dividends
Dividend yield
Asset Class provided a 2.54% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.54% | 2.67% | 2.61% | 1.85% | 1.78% | 1.37% | 2.00% | 2.10% | 1.69% | 1.72% | 2.12% | 2.20% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
IEUR iShares Core MSCI Europe ETF | 2.90% | 3.54% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% |
EEM iShares MSCI Emerging Markets ETF | 2.20% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 1.70% | 1.86% | 2.26% | 1.73% | 2.21% | 1.06% | 1.83% | 2.10% | 1.99% | 1.77% | 2.44% | 1.78% |
FXI iShares China Large-Cap ETF | 1.48% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% |
DXJ WisdomTree Japan Hedged Equity Fund | 3.16% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% |
INDA iShares MSCI India ETF | 0.74% | 0.76% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% |
TLT iShares 20+ Year Treasury Bond ETF | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.49% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% | 3.39% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.83% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USO United States Oil Fund LP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 5.21% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.68% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Asset Class. 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 Asset Class was 25.51%, occurring on Mar 18, 2020. Recovery took 231 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.51% | Jan 19, 2020 | 60 | Mar 18, 2020 | 231 | Nov 4, 2020 | 291 |
| -21.39% | Jul 4, 2014 | 588 | Feb 11, 2016 | 356 | Feb 1, 2017 | 944 |
| -20.93% | Nov 9, 2021 | 350 | Oct 24, 2022 | 471 | Feb 7, 2024 | 821 |
| -20.89% | Dec 17, 2017 | 374 | Dec 25, 2018 | 183 | Jun 26, 2019 | 557 |
| -9.77% | Feb 21, 2025 | 47 | Apr 8, 2025 | 31 | May 9, 2025 | 78 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | BIL | BTC-USD | GLD | TLT | LQD | USO | DBC | INDA | DXJ | FXI | HYG | IEUR | SPY | AAXJ | EEM | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.17 | 0.00 | -0.17 | 0.15 | 0.26 | 0.30 | 0.55 | 0.66 | 0.53 | 0.72 | 0.75 | 1.00 | 0.67 | 0.69 | 0.68 |
| BIL | 0.00 | 1.00 | 0.01 | 0.05 | 0.03 | 0.03 | 0.00 | -0.00 | 0.01 | 0.00 | 0.02 | 0.03 | 0.01 | 0.03 | 0.03 | 0.03 | 0.04 |
| BTC-USD | 0.17 | 0.01 | 1.00 | 0.08 | -0.01 | 0.05 | 0.04 | 0.07 | 0.09 | 0.07 | 0.11 | 0.13 | 0.13 | 0.14 | 0.12 | 0.12 | 0.56 |
| GLD | 0.00 | 0.05 | 0.08 | 1.00 | 0.29 | 0.33 | 0.09 | 0.22 | 0.11 | -0.13 | 0.06 | 0.11 | 0.15 | 0.00 | 0.13 | 0.16 | 0.23 |
| TLT | -0.17 | 0.03 | -0.01 | 0.29 | 1.00 | 0.77 | -0.18 | -0.14 | -0.07 | -0.28 | -0.13 | 0.05 | -0.11 | -0.15 | -0.13 | -0.12 | -0.04 |
| LQD | 0.15 | 0.03 | 0.05 | 0.33 | 0.77 | 1.00 | -0.05 | 0.01 | 0.13 | -0.08 | 0.05 | 0.35 | 0.15 | 0.13 | 0.10 | 0.12 | 0.20 |
| USO | 0.26 | 0.00 | 0.04 | 0.09 | -0.18 | -0.05 | 1.00 | 0.84 | 0.17 | 0.19 | 0.19 | 0.27 | 0.25 | 0.23 | 0.22 | 0.26 | 0.43 |
| DBC | 0.30 | -0.00 | 0.07 | 0.22 | -0.14 | 0.01 | 0.84 | 1.00 | 0.22 | 0.20 | 0.25 | 0.31 | 0.32 | 0.28 | 0.30 | 0.34 | 0.50 |
| INDA | 0.55 | 0.01 | 0.09 | 0.11 | -0.07 | 0.13 | 0.17 | 0.22 | 1.00 | 0.40 | 0.44 | 0.45 | 0.54 | 0.51 | 0.61 | 0.63 | 0.54 |
| DXJ | 0.66 | 0.00 | 0.07 | -0.13 | -0.28 | -0.08 | 0.19 | 0.20 | 0.40 | 1.00 | 0.42 | 0.44 | 0.54 | 0.62 | 0.50 | 0.49 | 0.46 |
| FXI | 0.53 | 0.02 | 0.11 | 0.06 | -0.13 | 0.05 | 0.19 | 0.25 | 0.44 | 0.42 | 1.00 | 0.42 | 0.52 | 0.49 | 0.85 | 0.80 | 0.61 |
| HYG | 0.72 | 0.03 | 0.13 | 0.11 | 0.05 | 0.35 | 0.27 | 0.31 | 0.45 | 0.44 | 0.42 | 1.00 | 0.60 | 0.67 | 0.53 | 0.56 | 0.57 |
| IEUR | 0.75 | 0.01 | 0.13 | 0.15 | -0.11 | 0.15 | 0.25 | 0.32 | 0.54 | 0.54 | 0.52 | 0.60 | 1.00 | 0.69 | 0.66 | 0.69 | 0.64 |
| SPY | 1.00 | 0.03 | 0.14 | 0.00 | -0.15 | 0.13 | 0.23 | 0.28 | 0.51 | 0.62 | 0.49 | 0.67 | 0.69 | 1.00 | 0.62 | 0.64 | 0.61 |
| AAXJ | 0.67 | 0.03 | 0.12 | 0.13 | -0.13 | 0.10 | 0.22 | 0.30 | 0.61 | 0.50 | 0.85 | 0.53 | 0.66 | 0.62 | 1.00 | 0.95 | 0.69 |
| EEM | 0.69 | 0.03 | 0.12 | 0.16 | -0.12 | 0.12 | 0.26 | 0.34 | 0.63 | 0.49 | 0.80 | 0.56 | 0.69 | 0.64 | 0.95 | 1.00 | 0.71 |
| Portfolio | 0.68 | 0.04 | 0.56 | 0.23 | -0.04 | 0.20 | 0.43 | 0.50 | 0.54 | 0.46 | 0.61 | 0.57 | 0.64 | 0.61 | 0.69 | 0.71 | 1.00 |