Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EWG iShares MSCI Germany ETF | Europe Equities | 33.33% |
EWS iShares MSCI Singapore ETF | Asia Pacific Equities | 33.33% |
EWZ iShares MSCI Brazil ETF | Latin America Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BeatSpy, 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 Jul 14, 2000, corresponding to the inception date of EWZ
Returns By Period
As of Apr 15, 2026, the BeatSpy returned 12.10% Year-To-Date and 9.28% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.18% | 5.05% | 1.78% | 4.86% | 28.88% | 18.97% | 10.81% | 12.85% |
Portfolio BeatSpy | 0.36% | 10.61% | 12.10% | 17.20% | 42.40% | 19.25% | 10.64% | 9.28% |
| Portfolio components: | ||||||||
EWS iShares MSCI Singapore ETF | -0.03% | 7.74% | 6.25% | 5.43% | 37.86% | 19.48% | 9.26% | 7.28% |
EWZ iShares MSCI Brazil ETF | 0.51% | 17.58% | 31.35% | 48.43% | 75.92% | 19.78% | 12.28% | 9.32% |
EWG iShares MSCI Germany ETF | 0.60% | 5.90% | -0.73% | 1.25% | 16.49% | 15.71% | 6.48% | 7.57% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 17, 2000, BeatSpy's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 58% of months were positive and 42% were negative. The best month was May 2009 with a return of +20.5%, while the worst month was Oct 2008 at -28.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, BeatSpy closed higher 53% of trading days. The best single day was Oct 28, 2008 with a return of +17.9%, while the worst single day was Mar 16, 2020 at -14.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.86% | 3.20% | -4.30% | 6.23% | 12.10% | ||||||||
| 2025 | 8.23% | 0.67% | 4.05% | 4.50% | 4.23% | 4.37% | -2.98% | 6.30% | 1.82% | -0.40% | 2.71% | 0.25% | 38.79% |
| 2024 | -4.39% | 2.06% | 1.76% | -1.98% | 1.59% | -2.19% | 2.16% | 5.48% | 3.25% | -4.62% | -0.56% | -3.30% | -1.31% |
| 2023 | 9.96% | -6.17% | 2.86% | 2.24% | -2.84% | 7.72% | 5.13% | -7.03% | -2.68% | -3.78% | 9.92% | 6.04% | 21.14% |
| 2022 | 2.97% | -1.57% | 4.62% | -9.36% | 3.35% | -12.73% | 4.77% | -1.68% | -6.00% | 7.22% | 7.86% | -2.67% | -5.53% |
| 2021 | -2.84% | -0.70% | 5.27% | 4.02% | 4.57% | 0.91% | -2.27% | -1.00% | -6.11% | -0.17% | -4.64% | 2.50% | -1.18% |
Benchmark Metrics
BeatSpy has an annualized alpha of 1.88%, beta of 1.05, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since July 17, 2000.
- This portfolio captured 123.38% of S&P 500 Index gains and 114.77% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.05 and R² of 0.65, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.88%
- Beta
- 1.05
- R²
- 0.65
- Upside Capture
- 123.38%
- Downside Capture
- 114.77%
Expense Ratio
BeatSpy has an expense ratio of 0.53%, 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.
Return for Risk
Risk / Return Rank
BeatSpy ranks 65 for risk / return — better than 65% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.74 | 2.20 | +0.54 |
Sortino ratioReturn per unit of downside risk | 3.68 | 3.07 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.41 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 4.41 | 3.55 | +0.86 |
Martin ratioReturn relative to average drawdown | 18.00 | 16.01 | +2.00 |
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 | |
|---|---|---|---|---|---|---|
EWS iShares MSCI Singapore ETF | 74 | 2.64 | 3.68 | 1.47 | 5.33 | 13.26 |
EWZ iShares MSCI Brazil ETF | 85 | 3.15 | 3.80 | 1.51 | 7.16 | 20.16 |
EWG iShares MSCI Germany ETF | 21 | 1.01 | 1.48 | 1.19 | 1.36 | 4.33 |
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Dividends
Dividend yield
BeatSpy provided a 3.14% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.14% | 3.63% | 5.19% | 4.90% | 6.13% | 6.19% | 2.02% | 3.25% | 3.35% | 2.41% | 2.71% | 3.41% |
| Portfolio components: | ||||||||||||
EWS iShares MSCI Singapore ETF | 3.86% | 4.10% | 4.28% | 6.50% | 2.56% | 6.00% | 2.68% | 4.70% | 4.21% | 3.46% | 3.96% | 4.20% |
EWZ iShares MSCI Brazil ETF | 3.95% | 5.19% | 8.91% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% |
EWG iShares MSCI Germany ETF | 1.61% | 1.60% | 2.38% | 2.56% | 3.24% | 2.70% | 1.67% | 2.51% | 2.93% | 2.06% | 2.35% | 1.93% |
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 BeatSpy. 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 BeatSpy was 62.52%, occurring on Nov 20, 2008. Recovery took 608 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.52% | May 20, 2008 | 130 | Nov 20, 2008 | 608 | Apr 21, 2011 | 738 |
| -57.82% | Aug 18, 2000 | 536 | Oct 9, 2002 | 528 | Nov 12, 2004 | 1064 |
| -44.94% | Jan 29, 2018 | 541 | Mar 23, 2020 | 284 | May 7, 2021 | 825 |
| -41.78% | Sep 4, 2014 | 348 | Jan 21, 2016 | 410 | Sep 6, 2017 | 758 |
| -32.22% | May 2, 2011 | 108 | Oct 3, 2011 | 705 | Jul 24, 2014 | 813 |
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 3 assets, with an effective number of assets of 3.00, 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 | EWZ | EWS | EWG | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.53 | 0.61 | 0.73 | 0.72 |
| EWZ | 0.53 | 1.00 | 0.50 | 0.53 | 0.86 |
| EWS | 0.61 | 0.50 | 1.00 | 0.60 | 0.78 |
| EWG | 0.73 | 0.53 | 0.60 | 1.00 | 0.80 |
| Portfolio | 0.72 | 0.86 | 0.78 | 0.80 | 1.00 |