Lyn Alden’s International
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ASEA Global X FTSE Southeast Asia ETF | Asia Pacific Equities | 10% |
ILF iShares Latin American 40 ETF | Latin America Equities | 18% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 14% |
VGK Vanguard FTSE Europe ETF | Europe Equities | 18% |
VPL Vanguard FTSE Pacific ETF | Asia Pacific Equities | 20% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lyn Alden’s 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.
The earliest data available for this chart is Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Apr 21, 2025, the Lyn Alden’s International returned 3.79% Year-To-Date and 4.37% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Lyn Alden’s International | 3.25% | -2.45% | -4.05% | 5.83% | 11.54% | 4.15% |
| Portfolio components: | ||||||
VWO Vanguard FTSE Emerging Markets ETF | -1.58% | -5.83% | -7.19% | 9.30% | 8.02% | 2.72% |
VPL Vanguard FTSE Pacific ETF | 2.43% | -3.07% | -3.37% | 4.62% | 8.51% | 4.01% |
ILF iShares Latin American 40 ETF | 12.10% | -3.10% | -3.45% | -7.48% | 12.72% | 1.36% |
VGK Vanguard FTSE Europe ETF | 10.63% | -2.58% | 2.08% | 11.73% | 13.39% | 5.50% |
INDA iShares MSCI India ETF | -0.72% | 1.53% | -6.93% | 2.55% | 18.04% | 6.73% |
ASEA Global X FTSE Southeast Asia ETF | -3.86% | -1.10% | -10.42% | 9.62% | 10.00% | 2.42% |
Monthly Returns
The table below presents the monthly returns of Lyn Alden’s International, 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 | 2.34% | -0.28% | 2.01% | -0.82% | 3.25% | ||||||||
| 2024 | -1.41% | 2.69% | 2.39% | -1.91% | 2.60% | 0.10% | 2.59% | 2.56% | 2.22% | -5.00% | -0.87% | -3.17% | 2.42% |
| 2023 | 6.71% | -4.99% | 2.40% | 2.20% | -2.10% | 4.92% | 4.10% | -4.43% | -2.62% | -2.99% | 7.87% | 5.45% | 16.51% |
| 2022 | -1.06% | -2.03% | 1.01% | -6.11% | 0.68% | -8.16% | 4.36% | -2.12% | -7.95% | 3.73% | 10.07% | -2.87% | -11.36% |
| 2021 | -1.02% | 2.10% | 1.87% | 1.39% | 3.70% | -0.06% | -1.65% | 2.77% | -3.03% | 1.29% | -4.08% | 3.45% | 6.55% |
| 2020 | -4.33% | -7.11% | -18.90% | 7.31% | 4.64% | 4.60% | 4.64% | 3.49% | -1.42% | -1.39% | 13.34% | 7.08% | 8.16% |
| 2019 | 6.97% | 0.13% | 1.46% | 2.07% | -4.09% | 4.74% | -2.65% | -3.25% | 2.77% | 3.55% | -0.04% | 4.52% | 16.69% |
| 2018 | 6.47% | -4.80% | -0.42% | 0.16% | -4.07% | -3.18% | 4.39% | -2.54% | -0.58% | -6.68% | 2.81% | -3.37% | -11.95% |
| 2017 | 5.45% | 2.11% | 3.33% | 1.64% | 1.92% | 0.54% | 4.46% | 1.04% | 0.67% | 2.38% | 0.47% | 2.81% | 30.22% |
| 2016 | -5.07% | -2.51% | 10.70% | 1.52% | -1.87% | 1.99% | 4.87% | 0.43% | 1.20% | -0.24% | -4.23% | 0.78% | 6.83% |
| 2015 | 0.53% | 5.06% | -2.35% | 3.10% | -1.49% | -1.97% | -1.54% | -8.88% | -3.53% | 5.32% | -1.77% | -1.93% | -9.82% |
| 2014 | -6.83% | 4.56% | 3.04% | 1.53% | 2.37% | 2.31% | 0.10% | 2.62% | -5.82% | 1.39% | -0.93% | -4.89% | -1.36% |
Expense Ratio
Lyn Alden’s International has an expense ratio of 0.29%, 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 Lyn Alden’s International is 35, 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 | |
|---|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 0.51 | 0.85 | 1.11 | 0.48 | 1.67 |
VPL Vanguard FTSE Pacific ETF | 0.20 | 0.41 | 1.05 | 0.23 | 0.68 |
ILF iShares Latin American 40 ETF | -0.29 | -0.26 | 0.97 | -0.23 | -0.52 |
VGK Vanguard FTSE Europe ETF | 0.69 | 1.06 | 1.14 | 0.85 | 2.40 |
INDA iShares MSCI India ETF | 0.19 | 0.36 | 1.05 | 0.16 | 0.34 |
ASEA Global X FTSE Southeast Asia ETF | 0.56 | 0.91 | 1.12 | 0.47 | 1.43 |
Dividends
Dividend yield
Lyn Alden’s International provided a 3.56% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.56% | 3.73% | 3.12% | 4.47% | 4.56% | 1.73% | 2.75% | 2.90% | 2.10% | 2.36% | 2.84% | 2.71% |
| Portfolio components: | ||||||||||||
VWO Vanguard FTSE Emerging Markets ETF | 3.27% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
VPL Vanguard FTSE Pacific ETF | 3.27% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% |
ILF iShares Latin American 40 ETF | 6.64% | 7.44% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.80% | 1.59% | 3.25% | 2.32% |
VGK Vanguard FTSE Europe ETF | 3.17% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
INDA iShares MSCI India ETF | 0.76% | 0.76% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% |
ASEA Global X FTSE Southeast Asia ETF | 3.75% | 3.61% | 3.76% | 2.23% | 4.18% | 2.27% | 2.51% | 3.08% | 1.59% | 2.78% | 3.64% | 2.65% |
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 Lyn Alden’s 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 Lyn Alden’s International was 40.38%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.
The current Lyn Alden’s International drawdown is 7.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.38% | Jan 29, 2018 | 541 | Mar 23, 2020 | 183 | Dec 10, 2020 | 724 |
| -28.84% | Sep 4, 2014 | 363 | Feb 11, 2016 | 329 | Jun 2, 2017 | 692 |
| -23.78% | Sep 8, 2021 | 279 | Oct 14, 2022 | 337 | Feb 20, 2024 | 616 |
| -17.09% | Mar 2, 2012 | 64 | Jun 1, 2012 | 137 | Dec 18, 2012 | 201 |
| -15.28% | Sep 27, 2024 | 132 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current Lyn Alden’s International volatility is 10.26%, 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
| INDA | ILF | ASEA | VGK | VPL | VWO | |
|---|---|---|---|---|---|---|
| INDA | 1.00 | 0.52 | 0.55 | 0.58 | 0.59 | 0.70 |
| ILF | 0.52 | 1.00 | 0.56 | 0.62 | 0.61 | 0.75 |
| ASEA | 0.55 | 0.56 | 1.00 | 0.61 | 0.65 | 0.71 |
| VGK | 0.58 | 0.62 | 0.61 | 1.00 | 0.79 | 0.74 |
| VPL | 0.59 | 0.61 | 0.65 | 0.79 | 1.00 | 0.78 |
| VWO | 0.70 | 0.75 | 0.71 | 0.74 | 0.78 | 1.00 |