beat VT
Asset Allocation
| Position | Category/Sector | Target 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.
The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLIN
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -2.43% | -4.96% | 4.27% | 12.42% | 14.11% | 10.71% |
| beat VT | -1.41% | -3.74% | 0.46% | 6.22% | 12.08% | N/A |
| Portfolio components: | ||||||
FM iShares MSCI Frontier 100 ETF | 0.18% | 0.00% | 1.06% | 1.76% | 5.94% | N/A |
WFSPX iShares S&P 500 Index Fund | -4.57% | -7.57% | 1.35% | 9.41% | 16.69% | 12.37% |
FLIN Franklin FTSE India ETF | -8.26% | -3.87% | -14.76% | -4.38% | 14.61% | N/A |
EMXC iShares MSCI Emerging Markets ex China ETF | -0.70% | -3.40% | -5.46% | -2.00% | 9.38% | N/A |
IMEU.L iShares MSCI Europe UCITS Dist | 12.72% | 5.16% | 6.18% | 10.19% | 15.82% | 8.55% |
CNYA iShares MSCI China A ETF | 1.92% | 1.55% | 20.86% | 9.06% | 1.33% | N/A |
AGGG.L iShares Global Aggregate Bond UCITS Dist | 1.89% | 1.25% | -2.75% | 1.97% | -1.61% | N/A |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.00% | -0.86% | -1.41% | ||||||||||
| 2024 | 0.03% | 4.12% | 2.88% | -2.60% | 3.73% | 2.10% | 1.68% | 1.86% | 2.53% | -2.57% | 2.62% | -2.36% | 14.58% |
| 2023 | 5.70% | -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% |
| 2019 | 6.18% | 2.66% | 2.20% | 2.30% | -4.29% | 5.32% | -0.68% | -1.86% | 1.49% | 2.39% | 1.71% | 3.76% | 22.81% |
| 2018 | 2.92% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of beat VT is 43, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
FM iShares MSCI Frontier 100 ETF | 0.24 | 0.36 | 1.06 | 0.07 | 0.66 |
WFSPX iShares S&P 500 Index Fund | 0.70 | 1.00 | 1.13 | 1.01 | 3.79 |
FLIN Franklin FTSE India ETF | -0.10 | -0.04 | 0.99 | -0.08 | -0.20 |
EMXC iShares MSCI Emerging Markets ex China ETF | -0.01 | 0.08 | 1.01 | -0.02 | -0.03 |
IMEU.L iShares MSCI Europe UCITS Dist | 0.83 | 1.24 | 1.15 | 0.99 | 2.27 |
CNYA iShares MSCI China A ETF | 0.29 | 0.65 | 1.10 | 0.19 | 0.56 |
AGGG.L iShares Global Aggregate Bond UCITS Dist | 0.49 | 0.76 | 1.09 | 0.15 | 1.01 |
Dividends
Dividend yield
beat VT provided a 2.32% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.32% | 2.30% | 2.24% | 1.96% | 1.61% | 1.64% | 2.13% | 2.49% | 1.34% | 1.85% | 1.23% | 1.13% |
| Portfolio components: | ||||||||||||
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 | 1.72% | 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 | 2.71% | 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 | 3.22% | 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 | 2.47% | 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 | 2.96% | 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.
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 4.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.62% | Jan 21, 2020 | 45 | Mar 23, 2020 | 108 | Aug 24, 2020 | 153 |
| -25.07% | Jan 5, 2022 | 199 | Oct 11, 2022 | 351 | Feb 22, 2024 | 550 |
| -16.11% | Feb 27, 2018 | 213 | Dec 24, 2018 | 131 | Jul 1, 2019 | 344 |
| -6.21% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
| -6.19% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current beat VT volatility is 3.60%, 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
| AGGG.L | CNYA | FM | FLIN | IMEU.L | WFSPX | EMXC | |
|---|---|---|---|---|---|---|---|
| AGGG.L | 1.00 | 0.08 | 0.09 | 0.12 | 0.23 | 0.08 | 0.16 |
| CNYA | 0.08 | 1.00 | 0.34 | 0.32 | 0.38 | 0.40 | 0.50 |
| FM | 0.09 | 0.34 | 1.00 | 0.38 | 0.37 | 0.49 | 0.51 |
| FLIN | 0.12 | 0.32 | 0.38 | 1.00 | 0.45 | 0.49 | 0.66 |
| IMEU.L | 0.23 | 0.38 | 0.37 | 0.45 | 1.00 | 0.54 | 0.61 |
| WFSPX | 0.08 | 0.40 | 0.49 | 0.49 | 0.54 | 1.00 | 0.67 |
| EMXC | 0.16 | 0.50 | 0.51 | 0.66 | 0.61 | 0.67 | 1.00 |