Emerging asia

The chart shows the growth of an initial investment of $10,000 in Emerging asia, 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.

Based on dividend-adjusted daily data since Feb 8, 2018, Emerging asia's average daily return is +0.01%, while the average monthly return is +0.13%. At this rate, an investment would double in approximately 44.5 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Mar 2020 at -21.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Emerging asia closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Mar 12, 2020 at -13.6%.

Emerging asia has an annualized alpha of -7.28%, beta of 0.66, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since February 08, 2018.

• This portfolio participated in 83.91% of S&P 500 Index downside but only 42.49% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -7.28% versus S&P 500 Index - delivering less than market exposure alone would predict.
• Beta of 0.66 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Emerging asia has an expense ratio of 0.52%, 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.

Emerging asia ranks 8 for risk / return — in the bottom 8% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Emerging asia Sharpe ratio is 0.44 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Emerging asia compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Emerging asia provided a 2.39% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Emerging asia. 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 Emerging asia was 46.04%, occurring on Mar 23, 2020. Recovery took 395 trading sessions.

The current Emerging asia drawdown is 10.85%.

The chart below shows the rolling one-month volatility.