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beat VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AGGG.L 10%WFSPX 35%IMEU.L 15%FM 10%FLIN 10%EMXC 10%CNYA 10%BondBondEquityEquity
PositionCategory/SectorTarget Weight
AGGG.L
iShares Global Aggregate Bond UCITS Dist
Global Bonds
10%
CNYA
iShares MSCI China A ETF
China Equities
10%
EMXC
iShares MSCI Emerging Markets ex China ETF
Emerging Markets Equities
10%
FLIN
Franklin FTSE India ETF
Asia Pacific Equities
10%
FM
iShares MSCI Frontier 100 ETF
Emerging Markets Equities
10%
IMEU.L
iShares MSCI Europe UCITS Dist
Europe Equities
15%
WFSPX
iShares S&P 500 Index Fund
Large Cap Blend Equities
35%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in beat VT, 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.


60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2025FebruaryMarch
66.10%
117.53%
beat VT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLIN

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-2.43%-4.96%4.27%12.42%14.11%10.71%
beat VT-1.44%-3.33%1.18%6.87%11.27%N/A
FM
iShares MSCI Frontier 100 ETF
0.18%0.00%1.01%3.10%4.73%N/A
WFSPX
iShares S&P 500 Index Fund
-4.31%-6.69%3.16%10.81%16.51%12.37%
FLIN
Franklin FTSE India ETF
-8.63%-4.07%-14.88%-5.91%14.00%N/A
EMXC
iShares MSCI Emerging Markets ex China ETF
-2.00%-4.16%-6.46%-2.85%8.24%N/A
IMEU.L
iShares MSCI Europe UCITS Dist
12.87%5.45%5.67%10.98%12.85%8.55%
CNYA
iShares MSCI China A ETF
0.68%0.81%19.34%9.63%0.82%N/A
AGGG.L
iShares Global Aggregate Bond UCITS Dist
2.28%1.66%-1.84%1.97%-2.11%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of beat VT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.00%-0.86%-1.44%
20240.03%4.12%2.88%-2.60%3.73%2.10%1.68%1.86%2.53%-2.57%2.62%-2.36%14.58%
20235.70%-3.38%2.92%1.66%-1.30%4.82%3.64%-2.76%-3.53%-2.75%7.96%4.38%17.77%
2022-3.90%-2.32%0.24%-7.00%-0.29%-6.54%5.25%-3.35%-8.52%4.07%7.86%-3.83%-18.07%
2021-0.38%1.71%2.22%3.59%2.93%0.95%0.62%2.84%-3.01%4.23%-1.64%3.24%18.44%
2020-1.85%-6.03%-13.93%9.08%3.60%3.84%5.78%5.06%-2.37%-1.52%9.59%5.34%14.91%
20196.18%2.66%2.20%2.30%-4.29%5.32%-0.68%-1.86%1.49%2.39%1.71%3.76%22.81%
20182.92%-0.92%-0.51%-1.49%-1.64%3.22%-0.77%-0.16%-6.44%1.98%-4.92%-8.80%

Expense Ratio

beat VT features an expense ratio of 0.38%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for IMEU.L: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FM: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for CNYA: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for EMXC: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for AGGG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for WFSPX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of beat VT is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of beat VT is 3636
Overall Rank
The Sharpe Ratio Rank of beat VT is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of beat VT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of beat VT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of beat VT is 4242
Calmar Ratio Rank
The Martin Ratio Rank of beat VT is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for beat VT, currently valued at 0.74, compared to the broader market-6.00-4.00-2.000.002.000.740.89
The chart of Sortino ratio for beat VT, currently valued at 1.04, compared to the broader market-6.00-4.00-2.000.002.004.001.041.26
The chart of Omega ratio for beat VT, currently valued at 1.14, compared to the broader market0.400.600.801.001.201.401.601.141.17
The chart of Calmar ratio for beat VT, currently valued at 1.18, compared to the broader market0.002.004.006.008.001.181.40
The chart of Martin ratio for beat VT, currently valued at 3.98, compared to the broader market0.005.0010.0015.0020.0025.003.985.27
beat VT
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FM
iShares MSCI Frontier 100 ETF
0.250.381.060.070.70
WFSPX
iShares S&P 500 Index Fund
0.821.151.161.284.70
FLIN
Franklin FTSE India ETF
-0.17-0.130.98-0.13-0.33
EMXC
iShares MSCI Emerging Markets ex China ETF
-0.12-0.070.99-0.14-0.31
IMEU.L
iShares MSCI Europe UCITS Dist
0.831.241.150.992.28
CNYA
iShares MSCI China A ETF
0.250.601.100.170.50
AGGG.L
iShares Global Aggregate Bond UCITS Dist
0.500.781.090.151.03

The current beat VT Sharpe ratio is 0.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.71 to 1.36, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of beat VT with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
0.74
0.74
beat VT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

beat VT provided a 2.32% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.32%2.30%2.24%1.96%1.61%1.64%2.13%2.49%1.34%1.85%1.23%1.13%
FM
iShares MSCI Frontier 100 ETF
3.95%3.95%3.62%0.92%1.19%2.91%1.99%3.94%0.87%4.89%0.00%0.00%
WFSPX
iShares S&P 500 Index Fund
1.31%1.25%1.44%1.69%1.25%1.55%1.99%2.03%1.74%2.07%1.95%1.84%
FLIN
Franklin FTSE India ETF
1.73%1.58%0.73%0.73%2.26%0.69%0.90%0.92%0.00%0.00%0.00%0.00%
EMXC
iShares MSCI Emerging Markets ex China ETF
2.74%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%0.00%
IMEU.L
iShares MSCI Europe UCITS Dist
3.19%3.46%3.31%3.29%2.68%2.30%3.59%3.61%2.97%3.34%3.62%3.22%
CNYA
iShares MSCI China A ETF
2.50%2.51%4.23%2.69%1.11%1.05%1.21%3.92%0.98%1.38%0.00%0.00%
AGGG.L
iShares Global Aggregate Bond UCITS Dist
2.95%2.74%2.01%1.55%1.33%1.46%1.62%0.96%0.00%0.00%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.


-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-4.80%
-8.62%
beat VT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the beat VT. 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 beat VT was 30.62%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current beat VT drawdown is 3.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.62%Jan 21, 202045Mar 23, 2020108Aug 24, 2020153
-25.07%Jan 5, 2022199Oct 11, 2022351Feb 22, 2024550
-16.11%Feb 27, 2018213Dec 24, 2018131Jul 1, 2019344
-6.21%Sep 3, 202016Sep 24, 202012Oct 12, 202028
-6.19%Jul 17, 202414Aug 5, 202414Aug 23, 202428

Volatility

Volatility Chart

The current beat VT volatility is 3.62%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2025FebruaryMarch
3.62%
5.14%
beat VT
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

AGGG.LCNYAFMFLINIMEU.LWFSPXEMXC
AGGG.L1.000.080.090.120.230.080.17
CNYA0.081.000.340.320.390.400.50
FM0.090.341.000.380.370.490.51
FLIN0.120.320.381.000.450.490.66
IMEU.L0.230.390.370.451.000.540.61
WFSPX0.080.400.490.490.541.000.68
EMXC0.170.500.510.660.610.681.00
The correlation results are calculated based on daily price changes starting from Feb 9, 2018
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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