Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH

Asset Allocation

Position	Category/Sector	Target Weight
IDMO Invesco S&P International Developed Momentum ETF	Momentum, Foreign Large Cap Equities	36%
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF	Foreign Large Cap Equities	24%
XCEM Columbia EM Core ex-China ETF	Emerging Markets Equities	20%
PXH Invesco FTSE RAFI Emerging Markets ETF	Emerging Markets Equities	20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH, 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

As of Jun 9, 2026, the Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH returned 13.95% Year-To-Date and 11.92% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH	0.97%	-2.40%	13.95%	17.31%	33.33%	23.27%	12.54%	11.92%
Portfolio components:
IDMO Invesco S&P International Developed Momentum ETF	0.67%	-3.78%	5.33%	8.93%	19.27%	24.47%	15.15%	12.02%
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF	0.90%	-0.60%	16.56%	20.08%	38.53%	23.53%	12.81%	11.69%
PXH Invesco FTSE RAFI Emerging Markets ETF	0.21%	-3.27%	10.39%	11.51%	29.41%	19.39%	8.29%	10.44%
XCEM Columbia EM Core ex-China ETF	2.17%	-1.32%	30.29%	35.41%	58.25%	23.31%	10.94%	12.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 2, 2015, Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH'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, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.8%, while the worst month was Mar 2020 at -16.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 12, 2020 at -10.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.20%	5.97%	-7.86%	8.95%	4.39%	-3.38%							13.95%
2025	3.55%	1.91%	1.31%	3.09%	5.37%	4.75%	-0.16%	3.29%	3.88%	2.08%	0.62%	3.55%	38.60%
2024	-0.51%	3.58%	4.55%	-2.51%	3.22%	0.43%	1.94%	1.85%	1.42%	-3.30%	0.41%	-2.66%	8.37%
2023	6.84%	-3.41%	1.90%	1.83%	-3.17%	4.97%	4.13%	-3.54%	-1.84%	-3.05%	8.63%	4.85%	18.51%
2022	-0.90%	-4.10%	0.42%	-6.43%	2.89%	-9.74%	3.03%	-2.68%	-9.16%	5.21%	11.51%	-1.88%	-13.04%
2021	0.23%	2.21%	1.63%	2.17%	2.45%	0.05%	-0.72%	3.18%	-2.54%	2.76%	-3.98%	4.65%	12.41%

Benchmark Metrics

Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH has an annualized alpha of 1.35%, beta of 0.76, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since September 02, 2015.

This portfolio participated in 81.69% of S&P 500 Index downside but only 77.96% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 1.35%

Beta: 0.76

R²: 0.64

Upside Capture: 77.96%

Downside Capture: 81.69%

Expense Ratio

Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH has an expense ratio of 0.33%, 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.

PXH

Invesco FTSE RAFI Emerging Markets ETF

PXF

Invesco FTSE RAFI Developed Markets ex-U.S. ETF

IDMO

Invesco S&P International Developed Momentum ETF

XCEM

Columbia EM Core ex-China ETF

Return for Risk

Risk / Return Rank

Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH ranks 48 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.03	1.94	+0.10
Sortino ratioReturn per unit of downside risk	2.72	2.63	+0.10
Omega ratioGain probability vs. loss probability	1.38	1.35	+0.03
Calmar ratioReturn relative to maximum drawdown	2.91	2.59	+0.32
Martin ratioReturn relative to average drawdown	11.62	11.84	-0.23
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IDMO Invesco S&P International Developed Momentum ETF	36	1.12	1.67	1.21	1.57	6.49
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF	80	2.46	3.19	1.45	3.55	13.49
PXH Invesco FTSE RAFI Emerging Markets ETF	63	1.88	2.53	1.35	2.88	10.56
XCEM Columbia EM Core ex-China ETF	85	2.64	3.26	1.48	4.05	16.03

Sharpe Ratio

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.

Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.03
5-Year: 0.77
10-Year: 0.71
All Time: 0.66

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.60 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH provided a 3.28% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.28%	3.66%	3.08%	3.11%	3.73%	2.87%	1.98%	2.92%	3.19%	4.24%	2.20%	2.86%
Portfolio components:
IDMO Invesco S&P International Developed Momentum ETF	3.61%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF	3.18%	3.64%	3.48%	3.55%	3.58%	3.74%	2.11%	3.50%	3.38%	2.78%	3.21%	3.10%
PXH Invesco FTSE RAFI Emerging Markets ETF	3.57%	4.02%	4.43%	4.84%	5.33%	4.69%	2.79%	3.28%	3.30%	2.74%	1.97%	3.44%
XCEM Columbia EM Core ex-China ETF	2.50%	3.25%	2.76%	1.22%	2.42%	1.94%	1.63%	2.11%	2.70%	9.56%	1.24%	2.63%

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 Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH. 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 Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH was 36.65%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH drawdown is 4.68%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-36.65%Mar 2020	2y 1mo	8mo 6d	2y 10moJan 2018 - Nov 2020
Bear market2022	-26.76%Sep 2022	8mo 20d	1y 4mo	2y 19dJan 2022 - Feb 2024
2016 bear market2016	-22.33%Jan 2016	3mo 10d	6mo 17d	9mo 27dOct 2015 - Aug 2016
2025 selloff2025	-13.42%Apr 2025	19d	21d	1mo 10dMar 2025 - Apr 2025
2026 correction2026	-11.51%Mar 2026	22d	28d	1mo 20dFeb 2026 - Apr 2026

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 3.74, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.07	1.09	1.08	1.12	1.14

The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH correlation to the S&P 500 Index

Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH has a 0.80 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Sep 2, 2015	0.74

Benchmark Correlations

Correlation vs. S&P 500 Index. PXF has the highest benchmark correlation at 0.75, while IDMO has the lowest at 0.59.

0.59

0.62

0.64

0.75

Portfolio Correlations

Correlation vs. Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH. PXF has the highest portfolio correlation at 0.90, while IDMO has the lowest at 0.81.

0.81

0.85

0.86

0.90

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	IDMO	XCEM	PXH	PXF
IDMO	1.00	0.56	0.52	0.68
XCEM	0.56	1.00	0.77	0.71
PXH	0.52	0.77	1.00	0.77
PXF	0.68	0.71	0.77	1.00

The correlation results are calculated based on daily price changes starting from Sep 2, 2015

Diversification Analysis

Find what Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH is missing

See which holdings overlap, where Developed/Emerging Markets - 237.72 - 60/40 - IDMO PXF/XCEM PXH is concentrated, and which low-correlation assets could fill the gaps.

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