US Kakerlake
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US Kakerlake, 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 Oct 22, 2012, corresponding to the inception date of IEMG
Returns By Period
As of Apr 19, 2025, the US Kakerlake returned 5.71% Year-To-Date and 5.68% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| US Kakerlake | 5.71% | -1.64% | 3.20% | 9.40% | 10.23% | 5.68% |
| Portfolio components: | ||||||
FEZ SPDR EURO STOXX 50 ETF | 11.96% | -6.16% | 4.51% | 10.28% | 14.66% | 6.09% |
VGK Vanguard FTSE Europe ETF | 10.63% | -4.43% | 2.08% | 12.01% | 12.22% | 5.41% |
RSP Invesco S&P 500® Equal Weight ETF | -6.73% | -6.80% | -9.82% | 3.84% | 13.33% | 8.70% |
IEMG iShares Core MSCI Emerging Markets ETF | -0.48% | -6.80% | -7.37% | 6.64% | 6.49% | 2.69% |
GLD SPDR Gold Trust | 26.43% | 8.90% | 21.83% | 38.93% | 13.69% | 10.00% |
XLE Energy Select Sector SPDR Fund | -4.11% | -11.52% | -8.32% | -10.29% | 23.49% | 3.94% |
AMLP Alerian MLP ETF | 2.91% | -7.14% | 7.34% | 13.56% | 28.08% | 2.94% |
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | 3.37% | -5.02% | -7.20% | -6.07% | 12.02% | 5.17% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.37% | 0.02% | 0.55% | 7.19% | -2.76% | 0.67% |
SPY SPDR S&P 500 ETF | -9.91% | -6.90% | -9.38% | 6.72% | 14.20% | 11.27% |
EXI1.DE iShares SLI UCITS ETF (DE) | 9.29% | -4.03% | -0.86% | 15.40% | 11.18% | 6.47% |
EWJ iShares MSCI Japan ETF | 1.45% | -5.06% | -1.42% | 4.12% | 7.69% | 4.24% |
AQMIX AQR Managed Futures Strategy Fund | 2.11% | -1.91% | 5.65% | -2.75% | 7.62% | 1.44% |
Monthly Returns
The table below presents the monthly returns of US Kakerlake, 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 | 2.94% | 2.08% | 2.15% | -1.52% | 5.71% | ||||||||
| 2024 | -0.80% | 2.79% | 4.56% | -0.43% | 1.29% | 0.05% | 1.33% | 0.89% | 2.41% | -1.45% | 1.31% | -1.97% | 10.24% |
| 2023 | 4.17% | -2.84% | 1.80% | 1.35% | -1.39% | 1.61% | 1.93% | -1.00% | -1.57% | -0.14% | 3.31% | 2.04% | 9.38% |
| 2022 | 1.48% | 1.60% | 2.36% | -2.02% | 1.36% | -3.98% | 1.89% | -1.12% | -4.33% | 3.21% | 4.68% | -0.90% | 3.85% |
| 2021 | -0.28% | 1.83% | 0.74% | 2.25% | 3.20% | -1.29% | -0.81% | 0.01% | -0.89% | 3.04% | -2.62% | 2.30% | 7.54% |
| 2020 | -0.87% | -3.12% | -5.43% | 8.18% | 2.46% | 0.85% | 3.65% | 0.73% | -3.26% | -0.72% | 4.89% | 4.05% | 11.11% |
| 2019 | 4.02% | 0.46% | 1.48% | 1.12% | -2.19% | 4.66% | 0.19% | 1.44% | -0.85% | 0.40% | -0.45% | 2.92% | 13.78% |
| 2018 | 3.27% | -4.42% | -0.12% | 0.41% | -0.41% | -0.99% | 0.63% | -0.02% | -0.19% | -3.63% | 0.03% | -1.16% | -6.61% |
| 2017 | 2.30% | 1.41% | -0.04% | 0.45% | 0.37% | -0.80% | 1.84% | 0.91% | 0.15% | 0.91% | 0.78% | 1.66% | 10.37% |
| 2016 | -0.25% | 2.64% | 2.36% | 2.43% | -2.09% | 3.93% | 1.78% | -1.13% | 0.89% | -2.32% | -2.65% | 0.31% | 5.79% |
| 2015 | 2.79% | 0.13% | -0.02% | 0.99% | -0.75% | -2.91% | -1.58% | -1.68% | -1.27% | 2.97% | -1.67% | -2.72% | -5.78% |
| 2014 | -1.42% | 2.87% | -0.53% | 0.94% | 0.70% | 2.51% | -1.61% | 2.01% | -2.59% | -0.69% | 1.31% | -1.07% | 2.28% |
Expense Ratio
US Kakerlake has an expense ratio of 0.46%, 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
With an overall rank of 83, US Kakerlake is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
FEZ SPDR EURO STOXX 50 ETF | 0.35 | 0.65 | 1.08 | 0.45 | 1.27 |
VGK Vanguard FTSE Europe ETF | 0.50 | 0.82 | 1.11 | 0.62 | 1.72 |
RSP Invesco S&P 500® Equal Weight ETF | 0.11 | 0.27 | 1.04 | 0.10 | 0.42 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.19 | 0.40 | 1.05 | 0.15 | 0.60 |
GLD SPDR Gold Trust | 2.56 | 3.39 | 1.45 | 5.09 | 13.68 |
XLE Energy Select Sector SPDR Fund | -0.49 | -0.50 | 0.93 | -0.60 | -1.68 |
AMLP Alerian MLP ETF | 0.60 | 0.90 | 1.12 | 0.76 | 3.11 |
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | -0.44 | -0.49 | 0.93 | -0.34 | -0.97 |
IEF iShares 7-10 Year Treasury Bond ETF | 1.13 | 1.69 | 1.20 | 0.36 | 2.32 |
SPY SPDR S&P 500 ETF | 0.25 | 0.49 | 1.07 | 0.26 | 1.17 |
EXI1.DE iShares SLI UCITS ETF (DE) | 0.82 | 1.23 | 1.17 | 0.98 | 2.79 |
EWJ iShares MSCI Japan ETF | 0.18 | 0.39 | 1.05 | 0.26 | 0.76 |
AQMIX AQR Managed Futures Strategy Fund | -0.30 | -0.32 | 0.96 | -0.24 | -0.50 |
Dividends
Dividend yield
US Kakerlake provided a 2.75% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.75% | 2.74% | 3.50% | 4.20% | 2.84% | 2.61% | 2.50% | 1.78% | 1.46% | 1.46% | 2.58% | 2.41% |
| Portfolio components: | ||||||||||||
FEZ SPDR EURO STOXX 50 ETF | 2.72% | 2.94% | 2.75% | 3.05% | 2.61% | 2.12% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% | 3.78% |
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% |
RSP Invesco S&P 500® Equal Weight ETF | 1.73% | 1.52% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% |
IEMG iShares Core MSCI Emerging Markets ETF | 3.22% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% | 2.30% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.51% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
AMLP Alerian MLP ETF | 7.81% | 7.70% | 7.86% | 7.70% | 8.55% | 12.31% | 9.12% | 9.30% | 7.97% | 8.09% | 9.84% | 6.45% |
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | 3.59% | 3.39% | 3.55% | 4.12% | 3.61% | 2.79% | 3.25% | 3.27% | 2.00% | 1.73% | 4.50% | 2.80% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.66% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
SPY SPDR S&P 500 ETF | 1.36% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
EXI1.DE iShares SLI UCITS ETF (DE) | 1.34% | 1.34% | 1.33% | 1.35% | 1.04% | 1.38% | 0.85% | 0.69% | 2.47% | 3.35% | 1.19% | 1.47% |
EWJ iShares MSCI Japan ETF | 2.31% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% |
AQMIX AQR Managed Futures Strategy Fund | 3.75% | 3.83% | 8.41% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 4.49% | 4.50% |
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 US Kakerlake. 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 US Kakerlake was 16.06%, occurring on Mar 18, 2020. Recovery took 53 trading sessions.
The current US Kakerlake drawdown is 1.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.06% | Jan 21, 2020 | 42 | Mar 18, 2020 | 53 | Jun 2, 2020 | 95 |
| -13.36% | Apr 29, 2015 | 188 | Jan 20, 2016 | 163 | Sep 6, 2016 | 351 |
| -12.4% | Jan 29, 2018 | 235 | Dec 24, 2018 | 179 | Sep 4, 2019 | 414 |
| -9.54% | Mar 28, 2022 | 130 | Sep 26, 2022 | 76 | Jan 11, 2023 | 206 |
| -7.55% | May 9, 2013 | 33 | Jun 24, 2013 | 176 | Feb 27, 2014 | 209 |
Volatility
Volatility Chart
The current US Kakerlake volatility is 5.91%, 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
| AQMIX | GLD | IEF | AMLP | EXI1.DE | XLE | EWJ | IEMG | SPY | FEZ | RSP | GUNR | VGK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AQMIX | 1.00 | -0.05 | -0.16 | -0.01 | -0.07 | 0.02 | 0.01 | -0.00 | 0.04 | 0.00 | 0.00 | -0.01 | -0.01 |
| GLD | -0.05 | 1.00 | 0.36 | 0.08 | 0.14 | 0.07 | 0.07 | 0.17 | 0.01 | 0.10 | 0.02 | 0.27 | 0.14 |
| IEF | -0.16 | 0.36 | 1.00 | -0.13 | -0.01 | -0.25 | -0.11 | -0.11 | -0.18 | -0.13 | -0.19 | -0.15 | -0.12 |
| AMLP | -0.01 | 0.08 | -0.13 | 1.00 | 0.28 | 0.68 | 0.37 | 0.40 | 0.47 | 0.41 | 0.55 | 0.61 | 0.44 |
| EXI1.DE | -0.07 | 0.14 | -0.01 | 0.28 | 1.00 | 0.28 | 0.45 | 0.49 | 0.45 | 0.65 | 0.47 | 0.47 | 0.70 |
| XLE | 0.02 | 0.07 | -0.25 | 0.68 | 0.28 | 1.00 | 0.43 | 0.48 | 0.55 | 0.49 | 0.65 | 0.79 | 0.51 |
| EWJ | 0.01 | 0.07 | -0.11 | 0.37 | 0.45 | 0.43 | 1.00 | 0.63 | 0.67 | 0.66 | 0.65 | 0.56 | 0.67 |
| IEMG | -0.00 | 0.17 | -0.11 | 0.40 | 0.49 | 0.48 | 0.63 | 1.00 | 0.69 | 0.71 | 0.67 | 0.72 | 0.74 |
| SPY | 0.04 | 0.01 | -0.18 | 0.47 | 0.45 | 0.55 | 0.67 | 0.69 | 1.00 | 0.75 | 0.92 | 0.66 | 0.76 |
| FEZ | 0.00 | 0.10 | -0.13 | 0.41 | 0.65 | 0.49 | 0.66 | 0.71 | 0.75 | 1.00 | 0.74 | 0.68 | 0.96 |
| RSP | 0.00 | 0.02 | -0.19 | 0.55 | 0.47 | 0.65 | 0.65 | 0.67 | 0.92 | 0.74 | 1.00 | 0.73 | 0.76 |
| GUNR | -0.01 | 0.27 | -0.15 | 0.61 | 0.47 | 0.79 | 0.56 | 0.72 | 0.66 | 0.68 | 0.73 | 1.00 | 0.73 |
| VGK | -0.01 | 0.14 | -0.12 | 0.44 | 0.70 | 0.51 | 0.67 | 0.74 | 0.76 | 0.96 | 0.76 | 0.73 | 1.00 |