Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IQLT iShares MSCI Intl Quality Factor ETF | Foreign Large Cap Equities | 15% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | Large Cap Blend Equities | 45% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 25% |
VNQ Vanguard Real Estate ETF | REIT | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Aline De Souza, 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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The earliest data available for this chart is Jan 15, 2015, corresponding to the inception date of IQLT
Returns By Period
As of Apr 11, 2026, the Aline De Souza returned 3.59% Year-To-Date and 9.19% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 0.61% | -0.42% | 4.03% | 29.40% | 18.38% | 10.55% | 12.70% |
Portfolio Aline De Souza | -0.35% | 0.43% | 3.59% | 6.71% | 20.59% | 12.31% | 7.56% | 9.19% |
| Portfolio components: | ||||||||
USMV iShares MSCI USA Minimum Volatility Factor ETF | -1.18% | -2.40% | -1.09% | -0.50% | 6.31% | 9.84% | 7.29% | 9.71% |
VEA Vanguard FTSE Developed Markets ETF | 0.28% | 3.03% | 8.62% | 16.60% | 45.32% | 17.90% | 9.43% | 9.81% |
IQLT iShares MSCI Intl Quality Factor ETF | 0.41% | 3.47% | 6.80% | 11.82% | 30.92% | 13.70% | 7.90% | 9.51% |
VNQ Vanguard Real Estate ETF | 0.22% | 1.43% | 6.20% | 7.60% | 17.01% | 8.09% | 3.71% | 5.16% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 16, 2015, Aline De Souza's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +10.6%, while the worst month was Mar 2020 at -13.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Aline De Souza closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.00% | 4.35% | -6.36% | 2.93% | 3.59% | ||||||||
| 2025 | 3.67% | 2.78% | -0.72% | 0.66% | 2.53% | 1.69% | -1.51% | 2.99% | 1.60% | -0.73% | 1.76% | 0.43% | 16.09% |
| 2024 | -0.10% | 2.43% | 3.02% | -4.40% | 3.98% | 0.54% | 3.78% | 4.38% | 1.06% | -3.31% | 3.02% | -5.27% | 8.83% |
| 2023 | 5.75% | -3.89% | 2.55% | 1.78% | -3.62% | 4.55% | 2.09% | -2.39% | -3.90% | -2.12% | 8.21% | 5.01% | 13.85% |
| 2022 | -5.66% | -3.04% | 3.84% | -5.84% | -0.19% | -6.45% | 5.89% | -4.88% | -8.90% | 6.31% | 8.72% | -3.27% | -14.32% |
| 2021 | -1.62% | 1.10% | 4.39% | 4.39% | 1.95% | 0.79% | 2.71% | 1.75% | -4.75% | 5.10% | -2.97% | 6.24% | 20.11% |
Benchmark Metrics
Aline De Souza has an annualized alpha of -0.25%, beta of 0.77, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 16, 2015.
- This portfolio participated in 85.01% of S&P 500 Index downside but only 76.00% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.25%
- Beta
- 0.77
- R²
- 0.85
- Upside Capture
- 76.00%
- Downside Capture
- 85.01%
Expense Ratio
Aline De Souza has an expense ratio of 0.14%, which is considered low. 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
Aline De Souza ranks 26 for risk / return — below 26% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 2.23 | -0.26 |
Sortino ratioReturn per unit of downside risk | 2.82 | 3.12 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.02 | 4.05 | -1.03 |
Martin ratioReturn relative to average drawdown | 12.69 | 17.91 | -5.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
USMV iShares MSCI USA Minimum Volatility Factor ETF | 19 | 0.66 | 1.01 | 1.12 | 1.59 | 6.08 |
VEA Vanguard FTSE Developed Markets ETF | 82 | 3.09 | 4.11 | 1.56 | 4.57 | 18.43 |
IQLT iShares MSCI Intl Quality Factor ETF | 60 | 2.25 | 3.15 | 1.40 | 3.71 | 14.61 |
VNQ Vanguard Real Estate ETF | 30 | 1.26 | 1.77 | 1.23 | 2.54 | 8.05 |
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Dividends
Dividend yield
Aline De Souza provided a 2.29% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.29% | 2.41% | 2.60% | 2.54% | 2.52% | 2.08% | 2.16% | 2.46% | 2.91% | 2.48% | 2.92% | 2.64% |
| Portfolio components: | ||||||||||||
USMV iShares MSCI USA Minimum Volatility Factor ETF | 1.58% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
VEA Vanguard FTSE Developed Markets ETF | 2.77% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
IQLT iShares MSCI Intl Quality Factor ETF | 2.18% | 2.33% | 2.87% | 2.27% | 3.14% | 2.24% | 1.61% | 2.28% | 2.72% | 2.36% | 2.91% | 2.78% |
VNQ Vanguard Real Estate ETF | 3.75% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
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 Aline De Souza. 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 Aline De Souza was 34.56%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current Aline De Souza drawdown is 3.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.56% | Feb 18, 2020 | 25 | Mar 23, 2020 | 179 | Dec 4, 2020 | 204 |
| -24.23% | Dec 30, 2021 | 198 | Oct 12, 2022 | 342 | Feb 23, 2024 | 540 |
| -14.01% | Sep 24, 2018 | 64 | Dec 24, 2018 | 53 | Mar 13, 2019 | 117 |
| -11.47% | May 18, 2015 | 187 | Feb 11, 2016 | 44 | Apr 15, 2016 | 231 |
| -11.03% | Mar 6, 2025 | 24 | Apr 8, 2025 | 17 | May 2, 2025 | 41 |
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 3.23, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VNQ | IQLT | USMV | VEA | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.59 | 0.71 | 0.83 | 0.80 | 0.86 |
| VNQ | 0.59 | 1.00 | 0.50 | 0.73 | 0.54 | 0.78 |
| IQLT | 0.71 | 0.50 | 1.00 | 0.62 | 0.89 | 0.83 |
| USMV | 0.83 | 0.73 | 0.62 | 1.00 | 0.69 | 0.91 |
| VEA | 0.80 | 0.54 | 0.89 | 0.69 | 1.00 | 0.89 |
| Portfolio | 0.86 | 0.78 | 0.83 | 0.91 | 0.89 | 1.00 |