(no name)
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in (no name), 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.
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of Apr 13, 2025, the (no name) returned 3.33% Year-To-Date and 6.23% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.81% | -4.89% | -7.77% | 4.68% | 13.56% | 9.83% |
| (no name) | 3.57% | -0.25% | -2.53% | 13.53% | 9.15% | 4.60% |
| Portfolio components: | ||||||
VPU Vanguard Utilities ETF | 2.00% | -2.41% | -1.60% | 22.59% | 7.87% | 9.00% |
IEUR iShares Core MSCI Europe ETF | 8.48% | -5.21% | -0.69% | 8.22% | 11.78% | 5.28% |
GSY Invesco Ultra Short Duration ETF | 1.11% | 0.07% | 2.17% | 5.56% | 3.04% | 2.47% |
KO The Coca-Cola Company | 15.58% | 3.28% | 4.22% | 26.23% | 11.27% | 9.25% |
EPU iShares MSCI Peru ETF | 6.26% | -2.95% | -0.99% | 11.41% | 15.69% | 6.83% |
CNK Cinemark Holdings, Inc. | -9.55% | 15.18% | -5.59% | 57.52% | 19.80% | -2.65% |
MINT PIMCO Enhanced Short Maturity Strategy Fund | 1.03% | 0.07% | 2.17% | 5.04% | 2.91% | 2.27% |
TFLO iShares Treasury Floating Rate Bond ETF | 1.18% | 0.28% | 2.31% | 4.89% | 2.72% | 1.91% |
UHS Universal Health Services, Inc. | -2.12% | 4.62% | -17.98% | 5.59% | 10.83% | 4.32% |
EEMA iShares MSCI Emerging Markets Asia ETF | -1.49% | -6.55% | -10.31% | 6.61% | 5.15% | 2.56% |
Monthly Returns
The table below presents the monthly returns of (no name), 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 | 1.99% | 1.31% | 2.12% | -1.85% | 3.57% | ||||||||
| 2024 | -0.49% | 3.08% | 4.89% | -0.28% | 5.04% | -1.03% | 4.62% | 4.43% | 1.72% | -3.17% | 0.84% | -4.67% | 15.37% |
| 2023 | 3.69% | -3.27% | 2.33% | 3.84% | -4.68% | 4.24% | 1.57% | -3.26% | -3.15% | -1.37% | 4.27% | 4.57% | 8.37% |
| 2022 | 0.25% | 1.31% | 1.98% | -5.28% | 0.82% | -6.53% | 3.89% | -4.04% | -6.81% | 4.99% | 8.56% | -1.04% | -3.12% |
| 2021 | -1.77% | 1.70% | 1.35% | 2.00% | 2.33% | -3.03% | -0.52% | 1.03% | -3.84% | 2.65% | -3.73% | 5.42% | 3.21% |
| 2020 | -1.32% | -7.04% | -16.04% | 5.52% | 2.96% | -1.49% | 5.23% | 2.39% | -2.87% | -0.57% | 9.65% | 3.63% | -2.54% |
| 2019 | 5.56% | 0.35% | 1.53% | 0.77% | -3.99% | 3.57% | 1.99% | -0.89% | 1.91% | -0.65% | -1.04% | 3.38% | 12.84% |
| 2018 | 3.37% | -2.15% | -0.03% | 0.94% | -2.30% | -0.79% | 3.04% | -0.99% | 0.83% | -2.03% | 1.94% | -4.04% | -2.47% |
| 2017 | 3.57% | 1.48% | 1.48% | -0.07% | 0.68% | 0.36% | 0.91% | -0.47% | 1.72% | 1.51% | 0.64% | 0.07% | 12.46% |
| 2016 | -2.79% | 1.78% | 7.44% | 2.48% | -0.28% | 1.57% | 1.52% | -1.81% | 0.80% | -0.35% | -1.22% | -0.35% | 8.74% |
| 2015 | -1.22% | 2.97% | 0.19% | 1.05% | 0.18% | -0.45% | -0.04% | -5.35% | -2.54% | 2.74% | -1.04% | -1.26% | -4.94% |
| 2014 | 2.55% | -1.14% | 2.73% | -2.95% | 0.17% | 1.56% | -0.96% | 1.84% |
Expense Ratio
(no name) has an expense ratio of 0.21%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 93, (no name) is among the top 7% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VPU Vanguard Utilities ETF | 1.29 | 1.78 | 1.23 | 1.45 | 5.44 |
IEUR iShares Core MSCI Europe ETF | 0.36 | 0.63 | 1.08 | 0.46 | 1.23 |
GSY Invesco Ultra Short Duration ETF | 10.98 | 26.34 | 5.86 | 31.44 | 224.99 |
KO The Coca-Cola Company | 1.52 | 2.17 | 1.28 | 1.60 | 3.55 |
EPU iShares MSCI Peru ETF | 0.44 | 0.76 | 1.10 | 0.70 | 1.71 |
CNK Cinemark Holdings, Inc. | 1.50 | 2.08 | 1.28 | 0.87 | 3.82 |
MINT PIMCO Enhanced Short Maturity Strategy Fund | 10.59 | 20.52 | 6.25 | 32.35 | 242.80 |
TFLO iShares Treasury Floating Rate Bond ETF | 15.48 | 55.45 | 13.47 | 191.45 | 861.19 |
UHS Universal Health Services, Inc. | 0.11 | 0.37 | 1.05 | 0.11 | 0.22 |
EEMA iShares MSCI Emerging Markets Asia ETF | 0.22 | 0.48 | 1.06 | 0.16 | 0.70 |
Dividends
Dividend yield
(no name) provided a 3.48% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.48% | 3.64% | 3.31% | 2.46% | 1.65% | 1.69% | 2.62% | 2.44% | 2.29% | 1.84% | 1.92% | 1.42% |
| Portfolio components: | ||||||||||||
VPU Vanguard Utilities ETF | 3.06% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% |
IEUR iShares Core MSCI Europe ETF | 3.26% | 3.54% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% |
GSY Invesco Ultra Short Duration ETF | 5.18% | 5.31% | 4.95% | 1.70% | 0.58% | 1.45% | 2.71% | 2.30% | 1.80% | 1.30% | 1.17% | 1.29% |
KO The Coca-Cola Company | 2.75% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
EPU iShares MSCI Peru ETF | 5.44% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.91% | 1.66% |
CNK Cinemark Holdings, Inc. | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 2.07% | 4.02% | 3.58% | 3.33% | 2.82% | 2.99% | 2.81% |
MINT PIMCO Enhanced Short Maturity Strategy Fund | 5.14% | 5.22% | 4.91% | 1.90% | 0.44% | 1.15% | 2.65% | 2.32% | 1.61% | 1.35% | 0.88% | 0.80% |
TFLO iShares Treasury Floating Rate Bond ETF | 4.79% | 5.21% | 4.89% | 1.67% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.30% | 0.15% | 0.08% |
UHS Universal Health Services, Inc. | 0.46% | 0.45% | 0.52% | 0.57% | 0.62% | 0.15% | 0.42% | 0.34% | 0.35% | 0.38% | 0.33% | 0.27% |
EEMA iShares MSCI Emerging Markets Asia ETF | 1.77% | 1.74% | 2.25% | 1.78% | 2.19% | 1.15% | 1.86% | 2.17% | 1.73% | 1.74% | 2.44% | 1.33% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the (no name). 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 (no name) was 31.51%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.
The current (no name) drawdown is 2.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.51% | Jan 24, 2020 | 41 | Mar 23, 2020 | 246 | Mar 15, 2021 | 287 |
| -18.89% | Mar 30, 2022 | 138 | Oct 14, 2022 | 193 | Jul 25, 2023 | 331 |
| -13.97% | May 22, 2015 | 168 | Jan 21, 2016 | 93 | Jun 3, 2016 | 261 |
| -9.1% | Jun 7, 2021 | 125 | Dec 1, 2021 | 80 | Mar 28, 2022 | 205 |
| -9.06% | Jul 26, 2023 | 63 | Oct 23, 2023 | 40 | Dec 19, 2023 | 103 |
Volatility
Volatility Chart
The current (no name) volatility is 7.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| TFLO | MINT | GSY | CNK | UHS | VPU | KO | EPU | EEMA | IEUR | |
|---|---|---|---|---|---|---|---|---|---|---|
| TFLO | 1.00 | 0.11 | 0.10 | -0.04 | -0.02 | -0.04 | -0.05 | -0.03 | -0.02 | -0.05 |
| MINT | 0.11 | 1.00 | 0.32 | 0.04 | 0.02 | 0.09 | 0.05 | 0.03 | 0.02 | 0.03 |
| GSY | 0.10 | 0.32 | 1.00 | 0.02 | 0.05 | 0.07 | 0.04 | 0.06 | 0.06 | 0.06 |
| CNK | -0.04 | 0.04 | 0.02 | 1.00 | 0.24 | 0.17 | 0.16 | 0.23 | 0.28 | 0.33 |
| UHS | -0.02 | 0.02 | 0.05 | 0.24 | 1.00 | 0.28 | 0.29 | 0.27 | 0.27 | 0.40 |
| VPU | -0.04 | 0.09 | 0.07 | 0.17 | 0.28 | 1.00 | 0.54 | 0.21 | 0.22 | 0.34 |
| KO | -0.05 | 0.05 | 0.04 | 0.16 | 0.29 | 0.54 | 1.00 | 0.22 | 0.25 | 0.41 |
| EPU | -0.03 | 0.03 | 0.06 | 0.23 | 0.27 | 0.21 | 0.22 | 1.00 | 0.55 | 0.56 |
| EEMA | -0.02 | 0.02 | 0.06 | 0.28 | 0.27 | 0.22 | 0.25 | 0.55 | 1.00 | 0.68 |
| IEUR | -0.05 | 0.03 | 0.06 | 0.33 | 0.40 | 0.34 | 0.41 | 0.56 | 0.68 | 1.00 |