Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in >15% ytd , 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 Oct 1, 2025, corresponding to the inception date of OEFA
Returns By Period
| 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 >15% ytd | -0.01% | -2.60% | -1.95% | -2.57% | — | — | — | — |
| Portfolio components: | ||||||||
EFAA Invesco MSCI EAFE Income Advantage ETF | -0.34% | -1.78% | 0.18% | 4.16% | 18.00% | — | — | — |
CIL VictoryShares International Volatility Wtd ETF | 0.00% | 0.00% | 5.44% | 10.29% | 28.15% | 15.94% | 8.79% | 8.50% |
SPWO SP Funds S&P World ETF | -0.70% | -3.62% | 3.97% | 4.98% | 29.49% | — | — | — |
TPIF Timothy Plan International ETF | -0.52% | -1.62% | 4.82% | 9.36% | 28.95% | 16.27% | 7.94% | — |
ICVT iShares Convertible Bond ETF | 1.04% | 0.69% | 5.85% | 3.03% | 25.53% | 15.14% | 4.00% | 12.58% |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 0.90% | 0.35% | 4.97% | 2.27% | 22.86% | 13.89% | 4.08% | 11.32% |
UEVM VictoryShares Emerging Markets Value Momentum ETF | 0.14% | -0.34% | 3.85% | 5.51% | 26.19% | 17.20% | 8.17% | — |
UIVM VictoryShares International Value Momentum ETF | -0.74% | -1.81% | 6.70% | 13.40% | 39.19% | 21.79% | 11.54% | — |
ELD WisdomTree Emerging Markets Local Debt Fund | 0.39% | -1.49% | -1.11% | 1.98% | 15.02% | 7.33% | 2.81% | 2.65% |
GYLD Arrow Dow Jones Global Yield ETF | 0.79% | -0.44% | 5.08% | 9.73% | 17.19% | 12.37% | 7.34% | 5.07% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 2, 2025, >15% ytd 's average daily return is -0.01%, while the average monthly return is -0.28%.
Historically, 57% of months were positive and 43% were negative. The best month was Oct 2025 with a return of +2.1%, while the worst month was Mar 2026 at -5.6%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.
On a daily basis, >15% ytd closed higher 57% of trading days. The best single day was Mar 31, 2026 with a return of +3.1%, while the worst single day was Mar 20, 2026 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.97% | 0.84% | -5.56% | 0.97% | -1.95% | ||||||||
| 2025 | 2.06% | -2.17% | -0.09% | -0.24% |
Benchmark Metrics
>15% ytd has an annualized alpha of 0.13%, beta of 1.09, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since October 02, 2025.
- This portfolio participated in 82.70% of S&P 500 Index downside but only 63.96% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 1.09 and R² of 0.81, 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
- 0.13%
- Beta
- 1.09
- R²
- 0.81
- Upside Capture
- 63.96%
- Downside Capture
- 82.70%
Expense Ratio
>15% ytd has an expense ratio of 0.80%, 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
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
EFAA Invesco MSCI EAFE Income Advantage ETF | 65 | 1.28 | 1.79 | 1.27 | 1.80 | 7.08 |
CIL VictoryShares International Volatility Wtd ETF | 90 | 2.22 | 3.06 | 1.52 | 2.36 | 15.47 |
SPWO SP Funds S&P World ETF | 72 | 1.46 | 2.03 | 1.28 | 2.17 | 7.97 |
TPIF Timothy Plan International ETF | 85 | 1.78 | 2.46 | 1.37 | 2.88 | 11.24 |
ICVT iShares Convertible Bond ETF | 86 | 1.82 | 2.46 | 1.34 | 3.47 | 11.81 |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 81 | 1.59 | 2.18 | 1.30 | 3.14 | 10.35 |
UEVM VictoryShares Emerging Markets Value Momentum ETF | 74 | 1.50 | 2.03 | 1.30 | 2.10 | 8.63 |
UIVM VictoryShares International Value Momentum ETF | 93 | 2.43 | 3.16 | 1.49 | 3.60 | 13.56 |
ELD WisdomTree Emerging Markets Local Debt Fund | 76 | 1.59 | 2.30 | 1.31 | 2.01 | 8.58 |
GYLD Arrow Dow Jones Global Yield ETF | 68 | 1.33 | 1.78 | 1.24 | 2.14 | 8.24 |
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Dividends
Dividend yield
>15% ytd provided a 33.01% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 33.01% | 29.13% | 16.43% | 5.50% | 2.05% | 2.05% | 1.51% | 1.13% | 1.28% | 1.03% | 1.10% | 1.01% |
| Portfolio components: | ||||||||||||
EFAA Invesco MSCI EAFE Income Advantage ETF | 8.32% | 7.94% | 3.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CIL VictoryShares International Volatility Wtd ETF | 2.38% | 2.70% | 3.46% | 2.91% | 2.41% | 3.04% | 1.73% | 2.69% | 2.85% | 2.17% | 2.34% | 0.43% |
SPWO SP Funds S&P World ETF | 1.25% | 1.29% | 1.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TPIF Timothy Plan International ETF | 2.34% | 2.65% | 2.98% | 2.40% | 2.58% | 2.38% | 1.72% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
ICVT iShares Convertible Bond ETF | 1.58% | 1.73% | 2.19% | 1.85% | 1.93% | 7.70% | 3.98% | 1.86% | 4.82% | 2.56% | 3.06% | 1.57% |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 1.60% | 1.69% | 1.85% | 1.97% | 2.21% | 1.97% | 2.34% | 3.03% | 6.17% | 4.25% | 4.60% | 7.52% |
UEVM VictoryShares Emerging Markets Value Momentum ETF | 3.72% | 4.02% | 5.65% | 4.71% | 3.46% | 4.49% | 2.19% | 2.79% | 2.34% | 0.79% | 0.00% | 0.00% |
UIVM VictoryShares International Value Momentum ETF | 3.33% | 3.70% | 5.09% | 4.35% | 3.03% | 3.48% | 1.63% | 3.49% | 2.78% | 0.15% | 0.00% | 0.00% |
ELD WisdomTree Emerging Markets Local Debt Fund | 5.73% | 5.38% | 5.75% | 4.85% | 5.29% | 4.98% | 4.70% | 4.92% | 6.30% | 4.68% | 4.86% | 5.57% |
GYLD Arrow Dow Jones Global Yield ETF | 7.65% | 8.43% | 12.90% | 7.13% | 4.64% | 5.50% | 7.42% | 5.83% | 8.17% | 6.78% | 7.29% | 10.35% |
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 >15% ytd . 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 >15% ytd was 10.52%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current >15% ytd drawdown is 6.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.52% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -6.54% | Oct 30, 2025 | 16 | Nov 20, 2025 | 34 | Jan 12, 2026 | 50 |
| -3.07% | Oct 9, 2025 | 2 | Oct 10, 2025 | 11 | Oct 27, 2025 | 13 |
| -1.31% | Jan 20, 2026 | 1 | Jan 20, 2026 | 2 | Jan 22, 2026 | 3 |
| -0.55% | Oct 7, 2025 | 1 | Oct 7, 2025 | 1 | Oct 8, 2025 | 2 |
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 54 assets, with an effective number of assets of 54.00, 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.