beat VT
Asset Allocation
Performance
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 Quarterly
The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLIN
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| beat VT | 10.96% | 3.70% | 3.61% | 8.84% | 8.21% | N/A |
| Portfolio components: | ||||||
FM iShares MSCI Frontier 100 ETF | 4.28% | 1.75% | 2.47% | 1.25% | 1.66% | 1.23% |
WFSPX iShares S&P 500 Index Fund | 20.30% | 4.40% | 7.44% | 17.33% | 13.41% | 11.72% |
FLIN Franklin FTSE India ETF | 16.64% | 7.84% | 13.97% | 12.87% | 11.13% | N/A |
EMXC iShares MSCI Emerging Markets ex China ETF | 11.87% | 3.05% | 2.31% | 9.99% | 5.15% | N/A |
IMEU.L iShares MSCI Europe UCITS Dist | 9.41% | 4.86% | 2.58% | 10.15% | 8.33% | 7.07% |
CNYA iShares MSCI China A ETF | -15.07% | -4.13% | -9.60% | -17.24% | 3.59% | N/A |
AGGG.L iShares Global Aggregate Bond UCITS Dist | 2.06% | 4.04% | 1.28% | 0.93% | -0.81% | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.55% | 4.42% | 3.88% | -3.13% | -3.31% | -2.92% | 7.51% |
Dividend yield
beat VT granted a 1.55% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| beat VT | 1.55% | 1.76% | 1.39% | 1.34% | 1.71% | 2.15% | 1.11% | 1.19% | 1.15% | 1.88% | 0.71% | 0.67% |
| Portfolio components: | ||||||||||||
FM iShares MSCI Frontier 100 ETF | 1.94% | 2.70% | 2.04% | 2.91% | 3.12% | 4.29% | 2.04% | 2.15% | 2.76% | 12.35% | 1.11% | 0.00% |
WFSPX iShares S&P 500 Index Fund | 1.54% | 2.02% | 1.52% | 1.66% | 1.99% | 2.50% | 2.00% | 2.37% | 2.49% | 1.84% | 1.70% | 1.90% |
FLIN Franklin FTSE India ETF | 0.62% | 0.73% | 2.26% | 0.68% | 0.90% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMXC iShares MSCI Emerging Markets ex China ETF | 2.32% | 2.85% | 1.78% | 1.45% | 3.25% | 2.62% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IMEU.L iShares MSCI Europe UCITS Dist | 0.03% | 0.03% | 0.02% | 0.02% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% |
CNYA iShares MSCI China A ETF | 3.15% | 2.69% | 1.11% | 1.06% | 1.21% | 3.92% | 0.97% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% |
AGGG.L iShares Global Aggregate Bond UCITS Dist | 2.07% | 1.55% | 1.33% | 1.46% | 1.62% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The beat VT has a high expense ratio of 0.38%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
FM iShares MSCI Frontier 100 ETF | 0.03 | ||||
WFSPX iShares S&P 500 Index Fund | 1.14 | ||||
FLIN Franklin FTSE India ETF | 1.08 | ||||
EMXC iShares MSCI Emerging Markets ex China ETF | 0.71 | ||||
IMEU.L iShares MSCI Europe UCITS Dist | 0.79 | ||||
CNYA iShares MSCI China A ETF | -0.96 | ||||
AGGG.L iShares Global Aggregate Bond UCITS Dist | 0.13 |
Asset Correlations Table
| AGGG.L | CNYA | FM | FLIN | IMEU.L | WFSPX | EMXC | |
|---|---|---|---|---|---|---|---|
| AGGG.L | 1.00 | 0.07 | 0.08 | 0.12 | 0.20 | 0.07 | 0.14 |
| CNYA | 0.07 | 1.00 | 0.38 | 0.36 | 0.42 | 0.45 | 0.55 |
| FM | 0.08 | 0.38 | 1.00 | 0.41 | 0.39 | 0.52 | 0.54 |
| FLIN | 0.12 | 0.36 | 0.41 | 1.00 | 0.48 | 0.51 | 0.67 |
| IMEU.L | 0.20 | 0.42 | 0.39 | 0.48 | 1.00 | 0.55 | 0.62 |
| WFSPX | 0.07 | 0.45 | 0.52 | 0.51 | 0.55 | 1.00 | 0.67 |
| EMXC | 0.14 | 0.55 | 0.54 | 0.67 | 0.62 | 0.67 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 30.54%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.54% | Jan 21, 2020 | 45 | Mar 23, 2020 | 109 | Aug 25, 2020 | 154 |
| -25.09% | Jan 13, 2022 | 193 | Oct 11, 2022 | — | — | — |
| -15.52% | Feb 27, 2018 | 213 | Dec 24, 2018 | 124 | Jun 20, 2019 | 337 |
| -6.1% | Jul 4, 2019 | 30 | Aug 14, 2019 | 57 | Nov 1, 2019 | 87 |
| -5.81% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
Volatility Chart
The current beat VT volatility is 2.54%, 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.