Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ARTHX Artisan Global Equity Fund | Global Equities | 16.67% |
AU AngloGold Ashanti Limited | Basic Materials | 16.67% |
BIAHX Brown Advisory - WMC Strategic European Equity Fund | Europe Equities | 16.67% |
DEMIX Delaware Emerging Markets Fund | Emerging Markets Diversified | 16.67% |
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund | Emerging Markets Diversified | 16.67% |
HJPSX Hennessy Japan Small Cap Fund | Japan Equities | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Geo 2 = Les volatile, 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 Jan 2, 2015, corresponding to the inception date of EICOX
Returns By Period
As of Apr 2, 2026, the Geo 2 = Les volatile returned 8.88% Year-To-Date and 16.16% of annualized return in the last 10 years.
| 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 Geo 2 = Les volatile | -0.40% | -4.76% | 8.88% | 18.27% | 66.25% | 31.90% | 17.07% | 16.16% |
| Portfolio components: | ||||||||
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 1.32% | -2.92% | -1.40% | 1.84% | 24.51% | 20.11% | 13.27% | 11.83% |
DEMIX Delaware Emerging Markets Fund | 3.31% | -4.03% | 17.96% | 40.98% | 110.12% | 37.05% | 12.90% | 14.85% |
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund | 1.91% | -2.04% | 4.80% | 10.61% | 32.90% | 22.16% | 12.91% | 11.59% |
HJPSX Hennessy Japan Small Cap Fund | 2.77% | -4.37% | 6.78% | 9.14% | 36.18% | 17.05% | 6.46% | 10.54% |
ARTHX Artisan Global Equity Fund | 3.30% | -3.18% | 4.78% | 5.92% | 40.97% | 23.88% | 10.51% | 13.91% |
AU AngloGold Ashanti Limited | -2.22% | -10.44% | 20.69% | 43.51% | 181.45% | 65.04% | 37.83% | 24.63% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 5, 2015, Geo 2 = Les volatile's average daily return is +0.06%, while the average monthly return is +1.30%. At this rate, your investment would double in approximately 4.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +15.6%, while the worst month was Mar 2026 at -14.0%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Geo 2 = Les volatile closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 12, 2020 at -9.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.75% | 11.21% | -13.98% | 2.77% | 8.88% | ||||||||
| 2025 | 7.94% | 0.93% | 6.65% | 4.59% | 6.89% | 6.68% | 0.97% | 6.40% | 8.94% | 1.79% | 4.50% | 3.46% | 78.51% |
| 2024 | -1.72% | 5.20% | 6.68% | -1.25% | 3.07% | 1.98% | 4.06% | 2.17% | -1.31% | -3.11% | -0.54% | -1.78% | 13.69% |
| 2023 | 8.58% | -6.08% | 8.64% | 1.58% | -3.83% | 1.53% | 4.15% | -5.92% | -4.09% | -0.26% | 8.24% | 3.40% | 15.28% |
| 2022 | -5.57% | 0.57% | -1.72% | -7.44% | -0.56% | -8.60% | 2.42% | -3.14% | -6.92% | 1.52% | 15.62% | -0.21% | -15.08% |
| 2021 | 0.71% | -1.49% | 1.88% | 1.20% | 4.14% | -3.27% | 0.51% | -1.65% | -3.09% | 4.20% | -1.00% | 2.98% | 4.86% |
Benchmark Metrics
Geo 2 = Les volatile has an annualized alpha of 8.18%, beta of 0.64, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since January 05, 2015.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.88%) than losses (57.04%) — typical of diversified or defensive assets.
- Beta of 0.64 may look defensive, but with R² of 0.47 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 0.47 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
- 8.18%
- Beta
- 0.64
- R²
- 0.47
- Upside Capture
- 82.88%
- Downside Capture
- 57.04%
Expense Ratio
Geo 2 = Les volatile has a high expense ratio of 1.10%, indicating above-average management fees. 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
Geo 2 = Les volatile ranks 95 for risk / return — in the top 95% 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 | 3.24 | 0.88 | +2.36 |
Sortino ratioReturn per unit of downside risk | 3.74 | 1.37 | +2.37 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.21 | +0.39 |
Calmar ratioReturn relative to maximum drawdown | 3.95 | 1.39 | +2.56 |
Martin ratioReturn relative to average drawdown | 16.16 | 6.43 | +9.73 |
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 | |
|---|---|---|---|---|---|---|
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 75 | 1.66 | 2.19 | 1.33 | 1.94 | 7.59 |
DEMIX Delaware Emerging Markets Fund | 97 | 3.34 | 3.45 | 1.54 | 5.45 | 21.14 |
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund | 87 | 2.08 | 2.52 | 1.42 | 2.54 | 9.54 |
HJPSX Hennessy Japan Small Cap Fund | 82 | 1.92 | 2.52 | 1.35 | 2.31 | 8.43 |
ARTHX Artisan Global Equity Fund | 96 | 2.52 | 3.23 | 1.49 | 3.95 | 16.55 |
AU AngloGold Ashanti Limited | 93 | 3.08 | 3.03 | 1.41 | 4.98 | 18.56 |
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Dividends
Dividend yield
Geo 2 = Les volatile provided a 10.93% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 10.93% | 11.64% | 4.32% | 1.49% | 2.33% | 6.15% | 3.35% | 3.83% | 6.30% | 1.05% | 0.79% | 1.36% |
| Portfolio components: | ||||||||||||
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 7.71% | 7.60% | 5.16% | 1.13% | 2.66% | 9.72% | 6.39% | 9.78% | 12.12% | 0.83% | 1.19% | 0.00% |
DEMIX Delaware Emerging Markets Fund | 16.08% | 18.97% | 1.99% | 2.95% | 1.89% | 3.42% | 0.87% | 0.80% | 0.65% | 1.80% | 0.94% | 0.30% |
EICOX Eaton Vance Emerging and Frontier Countries Equity Fund | 3.52% | 3.68% | 2.02% | 1.95% | 5.72% | 2.71% | 0.10% | 2.00% | 2.95% | 0.00% | 0.59% | 2.35% |
HJPSX Hennessy Japan Small Cap Fund | 12.40% | 13.25% | 3.64% | 0.85% | 0.61% | 0.43% | 0.23% | 1.30% | 3.46% | 2.09% | 2.03% | 3.34% |
ARTHX Artisan Global Equity Fund | 22.32% | 23.39% | 11.32% | 0.89% | 0.88% | 18.02% | 11.98% | 8.76% | 18.13% | 0.66% | 0.00% | 2.17% |
AU AngloGold Ashanti Limited | 3.52% | 2.96% | 1.78% | 1.14% | 2.26% | 2.58% | 0.49% | 0.30% | 0.48% | 0.93% | 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 Geo 2 = Les volatile. 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 Geo 2 = Les volatile was 32.04%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current Geo 2 = Les volatile drawdown is 13.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.04% | Jan 3, 2020 | 55 | Mar 23, 2020 | 72 | Jul 6, 2020 | 127 |
| -30.79% | Jun 2, 2021 | 348 | Oct 14, 2022 | 345 | Mar 1, 2024 | 693 |
| -21.17% | May 15, 2015 | 170 | Jan 15, 2016 | 59 | Apr 12, 2016 | 229 |
| -17.89% | Jan 29, 2018 | 191 | Oct 29, 2018 | 160 | Jun 20, 2019 | 351 |
| -16.83% | Mar 2, 2026 | 15 | Mar 20, 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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | AU | HJPSX | DEMIX | BIAHX | EICOX | ARTHX | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.10 | 0.53 | 0.62 | 0.67 | 0.66 | 0.81 | 0.60 |
| AU | 0.10 | 1.00 | 0.15 | 0.18 | 0.20 | 0.17 | 0.16 | 0.69 |
| HJPSX | 0.53 | 0.15 | 1.00 | 0.46 | 0.52 | 0.49 | 0.56 | 0.59 |
| DEMIX | 0.62 | 0.18 | 0.46 | 1.00 | 0.59 | 0.81 | 0.67 | 0.70 |
| BIAHX | 0.67 | 0.20 | 0.52 | 0.59 | 1.00 | 0.65 | 0.77 | 0.69 |
| EICOX | 0.66 | 0.17 | 0.49 | 0.81 | 0.65 | 1.00 | 0.71 | 0.70 |
| ARTHX | 0.81 | 0.16 | 0.56 | 0.67 | 0.77 | 0.71 | 1.00 | 0.71 |
| Portfolio | 0.60 | 0.69 | 0.59 | 0.70 | 0.69 | 0.70 | 0.71 | 1.00 |