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
Loading data...
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 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| beat VT | 2.13% | 6.31% | -0.31% | 7.43% | 11.08% | N/A |
| Portfolio components: | ||||||
FM iShares MSCI Frontier 100 ETF | 0.18% | 0.00% | -0.11% | 0.68% | 6.22% | N/A |
WFSPX iShares S&P 500 Index Fund | -3.29% | 7.57% | -5.03% | 9.66% | 15.15% | 12.11% |
FLIN Franklin FTSE India ETF | -1.29% | 3.63% | -3.55% | 3.25% | 17.54% | N/A |
EMXC iShares MSCI Emerging Markets ex China ETF | 4.78% | 10.92% | -0.46% | 3.66% | 10.58% | N/A |
IMEU.L iShares MSCI Europe UCITS Dist | 16.98% | 11.80% | 13.72% | 11.36% | 13.88% | 8.18% |
CNYA iShares MSCI China A ETF | -0.43% | 4.28% | -5.18% | 4.83% | 1.16% | N/A |
AGGG.L iShares Global Aggregate Bond UCITS Dist | 4.43% | 1.07% | 2.89% | 6.66% | -1.24% | 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 | 1.68% | -0.52% | -1.07% | 0.98% | 1.07% | 2.13% | |||||||
| 2024 | -0.68% | 3.98% | 2.80% | -2.26% | 3.25% | 1.49% | 1.71% | 1.55% | 3.13% | -2.77% | 1.67% | -2.17% | 12.00% |
| 2023 | 5.62% | -3.60% | 2.84% | 1.52% | -1.52% | 4.42% | 3.88% | -3.10% | -3.31% | -2.92% | 7.52% | 4.19% | 15.68% |
| 2022 | -3.58% | -2.21% | -0.33% | -6.66% | -0.39% | -6.31% | 4.73% | -3.19% | -8.45% | 3.28% | 8.35% | -3.37% | -17.82% |
| 2021 | -0.35% | 1.62% | 2.16% | 3.38% | 3.16% | 0.90% | 0.46% | 2.82% | -2.77% | 3.88% | -1.80% | 3.10% | 17.60% |
| 2020 | -2.02% | -5.81% | -14.12% | 9.00% | 3.56% | 4.21% | 5.68% | 4.87% | -2.12% | -1.41% | 9.48% | 5.59% | 15.28% |
| 2019 | 6.29% | 2.84% | 2.16% | 2.19% | -4.18% | 5.26% | -0.80% | -1.91% | 1.44% | 2.41% | 1.57% | 3.88% | 22.77% |
| 2018 | 2.92% | -0.91% | -0.48% | -1.46% | -1.61% | 3.20% | -1.02% | -0.19% | -6.43% | 2.01% | -4.58% | -8.63% |
Expense Ratio
beat VT has an expense ratio of 0.38%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of beat VT is 38, 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 | 0.09 | -0.17 | 0.97 | -0.03 | -0.38 |
WFSPX iShares S&P 500 Index Fund | 0.51 | 0.72 | 1.11 | 0.43 | 1.66 |
FLIN Franklin FTSE India ETF | 0.19 | 0.19 | 1.03 | 0.05 | 0.11 |
EMXC iShares MSCI Emerging Markets ex China ETF | 0.21 | 0.26 | 1.03 | 0.09 | 0.24 |
IMEU.L iShares MSCI Europe UCITS Dist | 0.72 | 0.87 | 1.12 | 0.66 | 1.81 |
CNYA iShares MSCI China A ETF | 0.12 | 0.48 | 1.08 | 0.11 | 0.28 |
AGGG.L iShares Global Aggregate Bond UCITS Dist | 0.99 | 1.31 | 1.15 | 0.28 | 1.76 |
Loading data...
Dividends
Dividend yield
beat VT provided a 2.27% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.27% | 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 | 1.27% | 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 | 1.60% | 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 | 2.57% | 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 | 3.18% | 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 | 2.52% | 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 | 2.89% | 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.
Loading data...
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 30.53%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current beat VT drawdown is 2.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.53% | Jan 21, 2020 | 45 | Mar 23, 2020 | 109 | Aug 25, 2020 | 154 |
| -25.21% | Jan 13, 2022 | 193 | Oct 11, 2022 | 376 | Mar 28, 2024 | 569 |
| -15.76% | Feb 27, 2018 | 213 | Dec 24, 2018 | 131 | Jul 1, 2019 | 344 |
| -11.49% | Oct 8, 2024 | 129 | Apr 8, 2025 | — | — | — |
| -6.1% | Jul 4, 2019 | 30 | Aug 14, 2019 | 57 | Nov 1, 2019 | 87 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 5.13, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | AGGG.L | CNYA | FM | FLIN | IMEU.L | WFSPX | EMXC | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.40 | 0.49 | 0.50 | 0.54 | 0.99 | 0.68 | 0.88 |
| AGGG.L | 0.07 | 1.00 | 0.08 | 0.09 | 0.11 | 0.23 | 0.07 | 0.16 | 0.19 |
| CNYA | 0.40 | 0.08 | 1.00 | 0.33 | 0.32 | 0.38 | 0.39 | 0.50 | 0.61 |
| FM | 0.49 | 0.09 | 0.33 | 1.00 | 0.37 | 0.36 | 0.48 | 0.50 | 0.59 |
| FLIN | 0.50 | 0.11 | 0.32 | 0.37 | 1.00 | 0.45 | 0.49 | 0.66 | 0.66 |
| IMEU.L | 0.54 | 0.23 | 0.38 | 0.36 | 0.45 | 1.00 | 0.53 | 0.61 | 0.72 |
| WFSPX | 0.99 | 0.07 | 0.39 | 0.48 | 0.49 | 0.53 | 1.00 | 0.68 | 0.88 |
| EMXC | 0.68 | 0.16 | 0.50 | 0.50 | 0.66 | 0.61 | 0.68 | 1.00 | 0.84 |
| Portfolio | 0.88 | 0.19 | 0.61 | 0.59 | 0.66 | 0.72 | 0.88 | 0.84 | 1.00 |