Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AEPGX American Funds EuroPacific Growth Fund Class A | Foreign Large Cap Equities | 32.50% |
POVSX Putnam International Equity Fund | Foreign Large Cap Equities | 31.50% |
PGHAX Putnam Global Health Care Fund | Health & Biotech Equities | 30% |
PNGAX Putnam International Value Fund | Foreign Large Cap Equities | 6% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Frohman International, 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Frohman International | 2.63% | 3.08% | 7.25% | 8.75% | 23.06% | 14.42% | 6.88% | — |
| Portfolio components: | ||||||||
AEPGX American Funds EuroPacific Growth Fund Class A | 3.37% | 0.81% | 9.44% | 11.59% | 24.88% | 14.46% | 3.35% | 8.78% |
PGHAX Putnam Global Health Care Fund | 1.36% | 3.23% | 0.51% | 1.51% | 15.80% | 8.23% | 6.68% | — |
PNGAX Putnam International Value Fund | 2.34% | -0.11% | 8.75% | 10.27% | 21.88% | 18.42% | 10.87% | 10.25% |
POVSX Putnam International Equity Fund | 3.06% | -0.03% | 11.14% | 12.50% | 27.38% | 19.03% | 9.35% | 10.03% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 1, 2020, Frohman International's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +12.2%, while the worst month was Mar 2026 at -8.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Frohman International closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +4.9%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.53% | 3.39% | -8.72% | 5.16% | 3.77% | -0.37% | 7.25% | ||||||
| 2025 | 5.45% | 1.63% | -1.15% | 1.75% | 2.01% | 3.44% | -2.13% | 5.12% | 3.06% | 2.18% | 2.89% | 1.06% | 28.14% |
| 2024 | 0.64% | 2.71% | 3.22% | -2.69% | 3.88% | -1.18% | 2.65% | 3.75% | -0.95% | -4.25% | 0.25% | -4.65% | 2.88% |
| 2023 | 5.34% | -3.00% | 3.64% | 1.75% | -2.83% | 4.36% | 2.06% | -2.74% | -2.91% | -3.49% | 7.63% | 5.16% | 15.04% |
| 2022 | -5.76% | -3.19% | 1.50% | -6.60% | 0.85% | -6.85% | 4.18% | -5.02% | -7.35% | 6.46% | 10.63% | -2.06% | -14.07% |
| 2021 | -1.01% | 1.27% | 1.32% | 3.51% | 2.78% | -1.41% | 0.34% | 3.35% | -3.57% | 2.64% | -4.93% | 4.82% | 8.95% |
Benchmark Metrics
Frohman International has an annualized alpha of 0.58%, beta of 0.70, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since June 01, 2020.
- This portfolio participated in 85.51% of S&P 500 Index downside but only 74.25% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.58%
- Beta
- 0.70
- R²
- 0.69
- Upside Capture
- 74.25%
- Downside Capture
- 85.51%
Expense Ratio
Frohman International has a high expense ratio of 0.95%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Frohman International ranks 29 for risk / return — below 29% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Frohman International and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.63 | 1.86 | -0.23 |
| Sortino ratioReturn per unit of downside risk | 2.35 | 2.53 | -0.19 |
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.53 | -0.53 |
| Martin ratioReturn relative to average drawdown | 7.28 | 11.37 | -4.09 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AEPGX American Funds EuroPacific Growth Fund Class A | 34 | 1.44 | 2.06 | 1.27 | 1.88 | 6.97 |
PGHAX Putnam Global Health Care Fund | 22 | 1.14 | 1.79 | 1.20 | 1.70 | 4.18 |
PNGAX Putnam International Value Fund | 36 | 1.48 | 2.11 | 1.27 | 2.05 | 7.51 |
POVSX Putnam International Equity Fund | 41 | 1.62 | 2.27 | 1.29 | 2.18 | 8.20 |
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Dividends
Dividend yield
Frohman International provided a 6.97% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.97% | 8.52% | 4.81% | 3.49% | 2.90% | 9.83% | 3.65% | 1.64% | 4.34% | 1.68% | 1.51% | 1.91% |
| Portfolio components: | ||||||||||||
AEPGX American Funds EuroPacific Growth Fund Class A | 10.00% | 13.69% | 4.56% | 3.57% | 1.72% | 5.15% | 0.17% | 2.79% | 6.33% | 4.66% | 1.24% | 3.05% |
PGHAX Putnam Global Health Care Fund | 1.85% | 1.86% | 4.71% | 5.33% | 7.48% | 11.17% | 8.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PNGAX Putnam International Value Fund | 2.73% | 2.97% | 3.89% | 2.35% | 1.63% | 5.70% | 1.84% | 3.91% | 4.34% | 1.11% | 2.23% | 1.09% |
POVSX Putnam International Equity Fund | 9.54% | 10.60% | 5.33% | 1.88% | 0.00% | 14.17% | 2.56% | 1.58% | 6.42% | 0.32% | 3.09% | 2.70% |
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 Frohman International. 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 Frohman International was 27.92%, occurring on Sep 27, 2022. Recovery took 352 trading sessions.
The current Frohman International drawdown is 0.76%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -27.92%Sep 2022 | 1y 20d | 1y 4mo | 2y 5moSep 2021 - Feb 2024 |
2025 selloff2025 | -13.35%Apr 2025 | 7mo 7d | 1mo 19d | 8mo 26dSep 2024 - May 2025 |
2026 correction2026 | -11.28%Mar 2026 | 25d | — | 3mo 15dMar 2026 - now |
2020 pullback2020 | -6.89%Oct 2020 | 17d | 6d | 23dOct 2020 - Nov 2020 |
2024 pullback2024 | -6.74%Aug 2024 | 19d | 14d | 1mo 3dJul 2024 - Aug 2024 |
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 4 assets, with an effective number of assets of 3.35, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.14 | 1.13 | 1.11 | 1.11 |
The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Frohman International correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2020 | 0.80 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AEPGX has the highest benchmark correlation at 0.78, while PGHAX has the lowest at 0.61.
Asset Correlations Table
Find what Frohman International is missing
See which holdings overlap, where Frohman International is concentrated, and which low-correlation assets could fill the gaps.
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