Asset Allocation
Find the right asset allocation for 10 ตัวใน Value 5 ตัว Blend
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 10 ตัวใน Value 5 ตัว Blend, 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% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 10 ตัวใน Value 5 ตัว Blend | 0.96% | 0.72% | 12.53% | 15.38% | 40.96% | — | — | — |
| Portfolio components: | ||||||||
AVDV Avantis International Small Cap Value ETF | 0.89% | -1.95% | 14.99% | 17.18% | 40.93% | 26.72% | 13.63% | — |
DISV Dimensional International Small Cap Value ETF | 0.82% | -0.19% | 11.15% | 13.74% | 32.29% | 23.86% | — | — |
DTH WisdomTree International High Dividend Fund | 0.23% | -0.31% | 9.75% | 12.10% | 25.42% | 19.94% | 11.78% | 9.50% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 0.16% | 0.14% | 15.45% | 18.87% | 29.77% | 25.18% | 12.41% | — |
EPU iShares MSCI Peru ETF | 2.12% | 3.58% | 21.02% | 26.87% | 84.39% | 46.38% | 28.15% | 15.16% |
EUFN iShares MSCI Europe Financials ETF | 1.20% | 3.32% | 4.75% | 9.10% | 26.28% | 32.04% | 18.43% | 13.48% |
EWO iShares MSCI Austria ETF | 1.37% | 6.33% | 18.55% | 23.71% | 46.00% | 33.19% | 15.56% | 15.10% |
EWP iShares MSCI Spain ETF | 0.63% | 4.02% | 8.89% | 11.54% | 36.89% | 32.21% | 17.57% | 12.33% |
FDD First Trust STOXX European Select Dividend Index Fund | 0.81% | 1.95% | 13.65% | 17.76% | 33.45% | 26.21% | 11.32% | 10.93% |
FGD First Trust Dow Jones Global Select Dividend Index Fund | 0.35% | 1.43% | 12.92% | 13.97% | 31.55% | 22.51% | 10.83% | 10.39% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 14, 2023, 10 ตัวใน Value 5 ตัว Blend's average daily return is +0.12%, while the average monthly return is +2.36%. At this rate, an investment would double in approximately 2.5 years.
Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +8.5%, while the worst month was Mar 2026 at -7.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 10 ตัวใน Value 5 ตัว Blend closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -6.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.28% | 6.06% | -7.74% | 4.57% | 2.52% | -0.01% | 12.53% | ||||||
| 2025 | 5.01% | 4.50% | 5.56% | 3.94% | 5.42% | 4.22% | 0.41% | 6.67% | 4.52% | 0.30% | 4.08% | 4.92% | 62.22% |
| 2024 | -2.55% | 0.43% | 6.41% | -0.30% | 6.06% | -3.45% | 4.31% | 2.52% | 2.28% | -3.67% | -0.93% | -2.55% | 8.15% |
| 2023 | -2.31% | -2.23% | 8.48% | 5.35% | 9.15% |
Benchmark Metrics
10 ตัวใน Value 5 ตัว Blend has an annualized alpha of 17.51%, beta of 0.66, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.
- This portfolio captured 85.79% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -19.96%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.66 may look defensive, but with R2 of 0.44 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 0.44 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
- 17.51%
- Beta
- 0.66
- R²
- 0.44
- Upside Capture
- 85.79%
- Downside Capture
- -19.96%
Expense Ratio
10 ตัวใน Value 5 ตัว Blend has an expense ratio of 0.53%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
10 ตัวใน Value 5 ตัว Blend ranks 73 for risk / return — better than 73% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 10 ตัวใน Value 5 ตัว Blend 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 | 2.52 | 1.86 | +0.65 |
| Sortino ratioReturn per unit of downside risk | 3.23 | 2.53 | +0.70 |
| Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 2.53 | +0.71 |
| Martin ratioReturn relative to average drawdown | 12.69 | 11.37 | +1.32 |
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 |
|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 81 | 2.53 | 3.36 | 1.46 | 3.12 | 12.44 |
DISV Dimensional International Small Cap Value ETF | 70 | 2.18 | 2.98 | 1.38 | 2.56 | 9.52 |
DTH WisdomTree International High Dividend Fund | 66 | 1.96 | 2.71 | 1.35 | 2.79 | 10.07 |
EFAS Global X MSCI SuperDividend® EAFE ETF | 89 | 2.75 | 3.86 | 1.48 | 5.64 | 14.75 |
EPU iShares MSCI Peru ETF | 82 | 2.73 | 3.14 | 1.43 | 4.07 | 11.73 |
EUFN iShares MSCI Europe Financials ETF | 42 | 1.31 | 1.92 | 1.23 | 1.79 | 6.24 |
EWO iShares MSCI Austria ETF | 79 | 2.41 | 3.35 | 1.41 | 3.28 | 11.10 |
EWP iShares MSCI Spain ETF | 69 | 1.94 | 2.62 | 1.34 | 3.26 | 11.51 |
FDD First Trust STOXX European Select Dividend Index Fund | 75 | 2.11 | 2.91 | 1.36 | 3.58 | 11.88 |
FGD First Trust Dow Jones Global Select Dividend Index Fund | 80 | 2.48 | 3.37 | 1.45 | 3.23 | 11.28 |
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Dividends
Dividend yield
10 ตัวใน Value 5 ตัว Blend provided a 2.85% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.85% | 3.05% | 4.80% | 4.37% | 4.19% | 3.01% | 2.33% | 2.87% | 3.28% | 2.31% | 2.25% | 2.19% |
| Portfolio components: | ||||||||||||
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
DISV Dimensional International Small Cap Value ETF | 2.38% | 2.69% | 2.77% | 2.73% | 1.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DTH WisdomTree International High Dividend Fund | 3.39% | 3.80% | 5.41% | 5.63% | 5.70% | 4.72% | 3.75% | 4.27% | 4.62% | 3.72% | 4.14% | 4.38% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 4.62% | 4.83% | 6.76% | 6.33% | 7.28% | 5.19% | 4.34% | 5.75% | 6.63% | 6.15% | 0.21% | 0.00% |
EPU iShares MSCI Peru ETF | 1.35% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
EUFN iShares MSCI Europe Financials ETF | 3.41% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
EWO iShares MSCI Austria ETF | 2.01% | 2.38% | 7.40% | 5.66% | 4.75% | 2.42% | 0.98% | 3.11% | 4.04% | 2.03% | 1.99% | 1.51% |
EWP iShares MSCI Spain ETF | 2.09% | 2.27% | 4.35% | 2.70% | 3.07% | 3.29% | 2.56% | 3.72% | 3.69% | 2.72% | 4.65% | 3.85% |
FDD First Trust STOXX European Select Dividend Index Fund | 3.48% | 3.99% | 7.65% | 6.85% | 6.07% | 3.44% | 4.01% | 4.69% | 5.05% | 2.78% | 4.88% | 4.35% |
FGD First Trust Dow Jones Global Select Dividend Index Fund | 5.01% | 5.62% | 5.87% | 6.44% | 5.74% | 5.35% | 6.17% | 5.19% | 5.88% | 4.01% | 4.36% | 5.07% |
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 10 ตัวใน Value 5 ตัว Blend. 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 10 ตัวใน Value 5 ตัว Blend was 12.35%, occurring on Mar 20, 2026. The portfolio has not yet recovered.
The current 10 ตัวใน Value 5 ตัว Blend drawdown is 1.25%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -12.35%Mar 2026 | 21d | — | 3mo 17dFeb 2026 - now |
2025 selloff2025 | -12.23%Apr 2025 | 19d | 14d | 1mo 3dMar 2025 - Apr 2025 |
2024 pullback2024 | -8.91%Dec 2024 | 2mo 22d | 1mo 26d | 4mo 18dSep 2024 - Feb 2025 |
2023 pullback2023 | -6.67%Oct 2023 | 1mo 11d | 22d | 2mo 3dSep 2023 - Nov 2023 |
2024 pullback2024 | -6.38%Aug 2024 | 2mo 16d | 14d | 3moMay 2024 - Aug 2024 |
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 15 assets, with an effective number of assets of 15.00, 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 | All Time | |
|---|---|---|
Diversification Ratio | 1.17 | 1.17 |
The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
10 ตัวใน Value 5 ตัว Blend correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.59 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MOOD has the highest benchmark correlation at 0.72, while RING has the lowest at 0.28.
Asset Correlations Table
Find what 10 ตัวใน Value 5 ตัว Blend is missing
See which holdings overlap, where 10 ตัวใน Value 5 ตัว Blend is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification