1.Top10BGV-AMU-R/R=90 >3y

Asset Allocation

Position	Category/Sector	Target Weight
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	10%
SOXX iShares Semiconductor ETF	Semiconductors, Technology Equities	10%
EMXC iShares MSCI Emerging Markets ex China ETF	Emerging Markets Equities	10%
EWY iShares MSCI South Korea ETF	Asia Pacific Equities	10%
VLUE iShares MSCI USA Value Factor ETF	Large Cap Value Equities	10%
EWT iShares MSCI Taiwan ETF	Asia Pacific Equities	10%
IDV iShares International Select Dividend ETF	Global Equities, Dividend	10%
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund	Commodity Producers Equities	10%
LVHI Franklin International Low Volatility High Dividend Index ETF	Volatility Hedged Equity, Dividend	10%
AIA iShares Asia 50 ETF	Asia Pacific Equities	10%

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 1.Top10BGV-AMU-R/R=90 >3y, 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%	-0.17%	8.56%	8.85%	22.93%	19.37%	11.84%	13.61%
Portfolio 1.Top10BGV-AMU-R/R=90 >3y	0.64%	5.10%	51.07%	55.05%	89.73%	35.86%	19.75%	—
Portfolio components:
AIA iShares Asia 50 ETF	0.54%	3.01%	44.56%	50.54%	80.18%	34.57%	11.52%	15.05%
EMXC iShares MSCI Emerging Markets ex China ETF	0.55%	3.75%	37.25%	42.23%	65.26%	26.47%	12.14%	—
EWT iShares MSCI Taiwan ETF	0.17%	8.18%	61.53%	67.45%	89.17%	34.98%	17.48%	19.56%
EWY iShares MSCI South Korea ETF	-0.75%	4.68%	103.10%	117.85%	198.25%	46.46%	18.80%	16.84%
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund	1.19%	-5.35%	15.74%	17.02%	34.03%	12.40%	9.47%	11.10%
IDV iShares International Select Dividend ETF	0.31%	-0.71%	13.60%	15.83%	35.03%	25.11%	12.17%	10.92%
LVHI Franklin International Low Volatility High Dividend Index ETF	0.49%	1.30%	13.78%	14.96%	31.64%	21.52%	15.97%	—
SMH VanEck Semiconductor ETF	1.72%	8.30%	72.15%	75.62%	136.32%	60.05%	38.42%	37.49%
SOXX iShares Semiconductor ETF	1.59%	12.86%	98.11%	99.51%	164.50%	53.00%	33.69%	35.55%
VLUE iShares MSCI USA Value Factor ETF	0.40%	7.90%	45.72%	46.53%	83.16%	31.47%	16.01%	15.38%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 26, 2017, 1.Top10BGV-AMU-R/R=90 >3y's average daily return is +0.07%, while the average monthly return is +1.50%. At this rate, an investment would double in approximately 3.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +18.7%, while the worst month was Mar 2020 at -15.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 1.Top10BGV-AMU-R/R=90 >3y closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -12.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	11.01%	8.45%	-7.37%	18.74%	13.74%	0.31%							51.07%
2025	2.67%	0.08%	-1.84%	-0.21%	7.00%	9.44%	1.31%	2.71%	6.94%	6.97%	-0.93%	3.67%	44.08%
2024	-2.07%	5.17%	4.91%	-2.81%	4.79%	2.80%	0.40%	0.32%	1.39%	-2.79%	-0.41%	-2.94%	8.55%
2023	10.35%	-3.85%	3.69%	-1.64%	1.55%	4.05%	4.70%	-4.61%	-3.42%	-3.79%	9.89%	5.98%	23.59%
2022	-2.25%	-1.33%	0.04%	-7.23%	3.31%	-11.72%	5.31%	-4.02%	-12.05%	4.09%	14.86%	-4.94%	-17.53%
2021	2.59%	4.26%	2.80%	1.82%	1.92%	0.96%	-1.54%	0.83%	-4.12%	2.87%	0.33%	4.26%	18.01%

Benchmark Metrics

1.Top10BGV-AMU-R/R=90 >3y has an annualized alpha of 5.00%, beta of 0.96, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since July 26, 2017.

This portfolio captured 106.51% of S&P 500 Index gains but only 88.69% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 5.00% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.96 and R2 of 0.77, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 5.00%

Beta: 0.96

R²: 0.77

Upside Capture: 106.51%

Downside Capture: 88.69%

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

Expense Ratio

1.Top10BGV-AMU-R/R=90 >3y has an expense ratio of 0.44%, 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.

EWY

iShares MSCI South Korea ETF

EWT

iShares MSCI Taiwan ETF

AIA

iShares Asia 50 ETF

EMXC

iShares MSCI Emerging Markets ex China ETF

IDV

iShares International Select Dividend ETF

GUNR

FlexShares Morningstar Global Upstream Natural Resources Index Fund

LVHI

Franklin International Low Volatility High Dividend Index ETF

SMH

VanEck Semiconductor ETF

SOXX

iShares Semiconductor ETF

VLUE

iShares MSCI USA Value Factor ETF

Return for Risk

Risk / Return Rank

1.Top10BGV-AMU-R/R=90 >3y ranks 97 for risk / return — in the top 97% 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 1.Top10BGV-AMU-R/R=90 >3y 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	3.92	1.86	+2.06
Sortino ratioReturn per unit of downside risk	4.48	2.53	+1.95
Omega ratioGain probability vs. loss probability	1.68	1.34	+0.34
Calmar ratioReturn relative to maximum drawdown	7.84	2.53	+5.31
Martin ratioReturn relative to average drawdown	30.21	11.37	+18.84

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
AIA iShares Asia 50 ETF	91	2.89	3.41	1.49	5.70	19.76
EMXC iShares MSCI Emerging Markets ex China ETF	89	2.74	3.35	1.50	4.55	17.51
EWT iShares MSCI Taiwan ETF	94	3.36	3.88	1.55	8.53	25.15
EWY iShares MSCI South Korea ETF	95	4.29	4.08	1.59	8.65	30.24
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund	80	2.18	2.79	1.38	4.40	16.53
IDV iShares International Select Dividend ETF	88	2.69	3.52	1.49	4.13	15.32
LVHI Franklin International Low Volatility High Dividend Index ETF	94	3.31	4.54	1.63	5.23	21.61
SMH VanEck Semiconductor ETF	96	4.13	4.26	1.60	9.18	33.74
SOXX iShares Semiconductor ETF	96	4.43	4.37	1.62	10.50	38.20
VLUE iShares MSCI USA Value Factor ETF	97	4.55	5.75	1.77	9.25	39.16

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.

The current 1.Top10BGV-AMU-R/R=90 >3y Sharpe ratio is 3.92 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 1.Top10BGV-AMU-R/R=90 >3y 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

1.Top10BGV-AMU-R/R=90 >3y provided a 2.08% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.08%	2.75%	2.90%	3.68%	5.03%	2.29%	2.13%	3.05%	3.54%	2.25%	1.83%	2.38%
Portfolio components:
AIA iShares Asia 50 ETF	1.73%	2.50%	2.78%	2.07%	2.59%	1.54%	1.11%	2.24%	2.49%	1.45%	2.29%	2.88%
EMXC iShares MSCI Emerging Markets ex China ETF	2.05%	2.82%	2.69%	1.83%	2.85%	1.78%	1.45%	3.25%	2.63%	0.99%	0.00%	0.00%
EWT iShares MSCI Taiwan ETF	2.74%	4.43%	3.32%	8.12%	18.82%	0.55%	1.83%	2.49%	3.16%	2.81%	2.39%	3.12%
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%
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund	2.31%	2.81%	3.39%	3.55%	4.12%	3.61%	2.79%	3.25%	3.27%	2.00%	1.73%	4.50%
IDV iShares International Select Dividend ETF	4.40%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
LVHI Franklin International Low Volatility High Dividend Index ETF	4.69%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%	0.00%
SMH VanEck Semiconductor ETF	0.18%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
SOXX iShares Semiconductor ETF	0.28%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%
VLUE iShares MSCI USA Value Factor ETF	1.43%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%

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 1.Top10BGV-AMU-R/R=90 >3y. 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 1.Top10BGV-AMU-R/R=90 >3y was 34.29%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.

The current 1.Top10BGV-AMU-R/R=90 >3y drawdown is 3.32%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.29%Mar 2020	2mo 2d	6mo 19d	8mo 21dJan 2020 - Oct 2020
Bear market2022	-30.25%Oct 2022	9mo 4d	1y 3mo	2y 27dJan 2022 - Feb 2024
Rate-hike selloffLate 2018	-19.80%Dec 2018	10mo 29d	10mo 12d	1y 9moJan 2018 - Nov 2019
2025 selloff2025	-19.09%Apr 2025	8mo 27d	1mo 8d	10mo 5dJul 2024 - May 2025
2026 correction2026	-11.50%Mar 2026	1mo 2d	14d	1mo 16dFeb 2026 - Apr 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 10 assets, with an effective number of assets of 10.00, 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	1.15	1.18	1.18	1.16

The portfolio has a diversification ratio of 1.16, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

1.Top10BGV-AMU-R/R=90 >3y correlation to the S&P 500 Index

1.Top10BGV-AMU-R/R=90 >3y has a 0.80 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jul 26, 2017	0.84

Benchmark Correlations

Correlation vs. S&P 500 Index. VLUE has the highest benchmark correlation at 0.84, while LVHI has the lowest at 0.59.

0.59

0.61

0.62

0.63

0.66

0.67

0.68

0.78

0.79

0.84

Portfolio Correlations

Correlation vs. 1.Top10BGV-AMU-R/R=90 >3y. EMXC has the highest portfolio correlation at 0.88, while LVHI has the lowest at 0.62.

0.62

0.72

0.77

0.81

0.84

0.86

0.86

0.86

0.87

0.88

Asset Correlations Table

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

	LVHI	GUNR	IDV	EWY	SOXX	SMH	AIA	VLUE	EWT	EMXC
LVHI	1.00	0.58	0.74	0.45	0.43	0.43	0.46	0.62	0.46	0.53
GUNR	0.58	1.00	0.78	0.56	0.48	0.46	0.57	0.69	0.55	0.65
IDV	0.74	0.78	1.00	0.64	0.51	0.51	0.63	0.70	0.62	0.71
EWY	0.45	0.56	0.64	1.00	0.61	0.62	0.81	0.59	0.76	0.82
SOXX	0.43	0.48	0.51	0.61	1.00	0.99	0.65	0.71	0.70	0.63
SMH	0.43	0.46	0.51	0.62	0.99	1.00	0.66	0.69	0.72	0.65
AIA	0.46	0.57	0.63	0.81	0.65	0.66	1.00	0.59	0.81	0.80
VLUE	0.62	0.69	0.70	0.59	0.71	0.69	0.59	1.00	0.62	0.64
EWT	0.46	0.55	0.62	0.76	0.70	0.72	0.81	0.62	1.00	0.83
EMXC	0.53	0.65	0.71	0.82	0.63	0.65	0.80	0.64	0.83	1.00

The correlation results are calculated based on daily price changes starting from Jul 26, 2017

Diversification Analysis

Find what 1.Top10BGV-AMU-R/R=90 >3y is missing

See which holdings overlap, where 1.Top10BGV-AMU-R/R=90 >3y is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification