15 อันดับแรกใน value

Asset Allocation

Position	Category/Sector	Target Weight
JIVE Jpmorgan International Value ETF	Foreign Large Cap Equities	6.76%
EWO iShares MSCI Austria ETF	Europe Equities	6.66%
FGD First Trust Dow Jones Global Select Dividend Index Fund	Global Equities, Dividend	6.66%
FDD First Trust STOXX European Select Dividend Index Fund	Europe Equities, Dividend	6.66%
EFAS Global X MSCI SuperDividend® EAFE ETF	Foreign Large Cap Equities	6.66%
AVDV Avantis International Small Cap Value ETF	Foreign Small & Mid Cap Equities	6.66%
DISV Dimensional International Small Cap Value ETF	Foreign Small & Mid Cap Equities	6.66%
EUFN iShares MSCI Europe Financials ETF	Financials Equities	6.66%
GVAL Cambria Global Value ETF	Global Equities	6.66%
DTH WisdomTree International High Dividend Fund	Foreign Large Cap Equities, Dividend	6.66%
JHID John Hancock International High Dividend ETF	Foreign Large Cap Equities	6.66%
GSIB Themes Global Systemically Important Banks ETF	Financials Equities	6.66%
EWY iShares MSCI South Korea ETF	Asia Pacific Equities	6.66%
FLKR Franklin FTSE South Korea ETF	Asia Pacific Equities	6.66%
GMOI GMO International Value ETF	Foreign Large Cap Equities	6.66%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 15 อันดับแรกใน value , 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

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 15 อันดับแรกใน value	0.55%	2.23%	24.19%	28.04%	53.88%	—	—	—
Portfolio components:
AVDV Avantis International Small Cap Value ETF	0.89%	-1.95%	14.99%	17.18%	40.93%	26.72%	13.63%	—
DISV Dimensional International Small Cap Value ETF	0.82%	-0.19%	11.15%	13.74%	32.29%	23.86%	—	—
DTH WisdomTree International High Dividend Fund	0.23%	-0.31%	9.75%	12.10%	25.42%	19.94%	11.78%	9.50%
EFAS Global X MSCI SuperDividend® EAFE ETF	0.16%	0.14%	15.45%	18.87%	29.77%	25.18%	12.41%	—
EUFN iShares MSCI Europe Financials ETF	1.20%	3.32%	4.75%	9.10%	26.28%	32.04%	18.43%	13.48%
EWO iShares MSCI Austria ETF	1.37%	6.33%	18.55%	23.71%	46.00%	33.19%	15.56%	15.10%
EWY iShares MSCI South Korea ETF	-0.75%	4.68%	103.10%	117.85%	198.25%	46.46%	18.80%	16.84%
FDD First Trust STOXX European Select Dividend Index Fund	0.81%	1.95%	13.65%	17.76%	33.45%	26.21%	11.32%	10.93%
FGD First Trust Dow Jones Global Select Dividend Index Fund	0.35%	1.43%	12.92%	13.97%	31.55%	22.51%	10.83%	10.39%
FLKR Franklin FTSE South Korea ETF	-0.69%	3.81%	98.10%	113.45%	185.66%	45.52%	17.78%	—

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 29, 2024, 15 อันดับแรกใน value 's average daily return is +0.16%, while the average monthly return is +3.12%. At this rate, an investment would double in approximately 1.9 years.

Historically, 76% of months were positive and 24% were negative. The best month was Apr 2026 with a return of +9.4%, while the worst month was Mar 2026 at -8.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 15 อันดับแรกใน value closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -6.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.67%	7.01%	-8.20%	9.44%	6.33%	-0.03%							24.19%
2025	5.00%	4.42%	3.19%	3.65%	6.18%	6.04%	0.61%	4.20%	3.25%	2.94%	2.07%	5.28%	58.10%
2024										-1.49%	-0.51%	-2.56%	-4.50%

Benchmark Metrics

15 อันดับแรกใน value has an annualized alpha of 32.29%, beta of 0.76, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since October 29, 2024.

This portfolio captured 120.98% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -60.61%) - a profile typical of hedging or uncorrelated assets.
This portfolio generated an annualized alpha of 32.29% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 32.29%

Beta: 0.76

R²: 0.52

Upside Capture: 120.98%

Downside Capture: -60.61%

See how alpha, beta & R² have trended over time →

Expense Ratio

15 อันดับแรกใน value has an expense ratio of 0.49%, 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.

Top 10 holdings

GVAL

Cambria Global Value ETF

GMOI

GMO International Value ETF

FGD

First Trust Dow Jones Global Select Dividend Index Fund

EWY

iShares MSCI South Korea ETF

FDD

First Trust STOXX European Select Dividend Index Fund

DTH

WisdomTree International High Dividend Fund

EFAS

Global X MSCI SuperDividend® EAFE ETF

JIVE

Jpmorgan International Value ETF

EWO

iShares MSCI Austria ETF

EUFN

iShares MSCI Europe Financials ETF

Return for Risk

Risk / Return Rank

15 อันดับแรกใน value ranks 89 for risk / return — in the top 89% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 15 อันดับแรกใน value and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.98	1.86	+1.12
Sortino ratioReturn per unit of downside risk	3.80	2.53	+1.27
Omega ratioGain probability vs. loss probability	1.54	1.34	+0.20
Calmar ratioReturn relative to maximum drawdown	4.56	2.53	+2.03
Martin ratioReturn relative to average drawdown	17.36	11.37	+5.99

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
AVDV Avantis International Small Cap Value ETF	81	2.53	3.36	1.46	3.12	12.44
DISV Dimensional International Small Cap Value ETF	70	2.18	2.98	1.38	2.56	9.52
DTH WisdomTree International High Dividend Fund	66	1.96	2.71	1.35	2.79	10.07
EFAS Global X MSCI SuperDividend® EAFE ETF	89	2.75	3.86	1.48	5.64	14.75
EUFN iShares MSCI Europe Financials ETF	42	1.31	1.92	1.23	1.79	6.24
EWO iShares MSCI Austria ETF	79	2.41	3.35	1.41	3.28	11.10
EWY iShares MSCI South Korea ETF	95	4.29	4.08	1.59	8.65	30.24
FDD First Trust STOXX European Select Dividend Index Fund	75	2.11	2.91	1.36	3.58	11.88
FGD First Trust Dow Jones Global Select Dividend Index Fund	80	2.48	3.37	1.45	3.23	11.28
FLKR Franklin FTSE South Korea ETF	95	4.08	3.94	1.58	8.11	28.21

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.

The current 15 อันดับแรกใน value Sharpe ratio is 2.98 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 15 อันดับแรกใน value 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

15 อันดับแรกใน value provided a 2.90% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.90%	3.30%	4.65%	3.92%	3.17%	2.33%	1.73%	2.33%	2.70%	1.84%	1.56%	1.56%
Portfolio components:
AVDV Avantis International Small Cap Value ETF	4.11%	3.05%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%
DISV Dimensional International Small Cap Value ETF	2.38%	2.69%	2.77%	2.73%	1.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DTH WisdomTree International High Dividend Fund	3.39%	3.80%	5.41%	5.63%	5.70%	4.72%	3.75%	4.27%	4.62%	3.72%	4.14%	4.38%
EFAS Global X MSCI SuperDividend® EAFE ETF	4.62%	4.83%	6.76%	6.33%	7.28%	5.19%	4.34%	5.75%	6.63%	6.15%	0.21%	0.00%
EUFN iShares MSCI Europe Financials ETF	3.41%	3.57%	5.36%	5.00%	4.24%	4.15%	1.38%	4.55%	6.48%	3.04%	4.03%	3.65%
EWO iShares MSCI Austria ETF	2.01%	2.38%	7.40%	5.66%	4.75%	2.42%	0.98%	3.11%	4.04%	2.03%	1.99%	1.51%
EWY iShares MSCI South Korea ETF	1.03%	2.10%	2.55%	2.52%	1.23%	2.16%	0.73%	2.10%	1.34%	2.90%	1.21%	2.42%
FDD First Trust STOXX European Select Dividend Index Fund	3.48%	3.99%	7.65%	6.85%	6.07%	3.44%	4.01%	4.69%	5.05%	2.78%	4.88%	4.35%
FGD First Trust Dow Jones Global Select Dividend Index Fund	5.01%	5.62%	5.87%	6.44%	5.74%	5.35%	6.17%	5.19%	5.88%	4.01%	4.36%	5.07%
FLKR Franklin FTSE South Korea ETF	1.95%	3.87%	7.08%	2.28%	3.13%	2.12%	0.99%	2.09%	1.86%	1.02%	0.00%	0.00%

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 15 อันดับแรกใน value . 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 15 อันดับแรกใน value was 13.78%, occurring on Apr 8, 2025. Recovery took 13 trading sessions.

The current 15 อันดับแรกใน value drawdown is 1.17%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-13.78%Apr 2025	19d	20d	1mo 9dMar 2025 - Apr 2025
2026 correction2026	-11.50%Mar 2026	1mo 1d	18d	1mo 19dFeb 2026 - Apr 2026
2026 pullback2026	-5.73%Jun 2026	7d	—	11d 40mJun 2026 - now
2024 pullback2024	-5.69%Dec 2024	1mo 12d	1mo 7d	2mo 19dNov 2024 - Jan 2025
2025 pullback2025	-4.87%Nov 2025	7d	13d	20dNov 2025 - Dec 2025

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 15 assets, with an effective number of assets of 15.00, 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	All Time
Diversification Ratio	1.15	1.16

The portfolio has a diversification ratio of 1.16, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

15 อันดับแรกใน value correlation to the S&P 500 Index

15 อันดับแรกใน value has a 0.78 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	0.78
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024	0.67

Benchmark Correlations

Correlation vs. S&P 500 Index. GSIB has the highest benchmark correlation at 0.69, while EFAS has the lowest at 0.32.

0.32

0.49

0.51

0.53

0.56

0.57

0.57

0.57

0.57

0.58

0.58

0.59

0.60

0.63

0.69

Portfolio Correlations

Correlation vs. 15 อันดับแรกใน value . JIVE has the highest portfolio correlation at 0.95, while EFAS has the lowest at 0.70.

0.70

0.75

0.76

0.77

0.78

0.83

0.85

0.86

0.86

0.88

0.88

0.88

0.89

0.91

0.95

Asset Correlations Table

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

	EWY	FLKR	EFAS	EWO	GSIB	GVAL	EUFN	AVDV	FGD	FDD	GMOI	DISV	DTH	JHID	JIVE
EWY	1.00	0.99	0.31	0.42	0.42	0.54	0.46	0.54	0.60	0.50	0.48	0.54	0.46	0.54	0.62
FLKR	0.99	1.00	0.32	0.42	0.43	0.54	0.47	0.54	0.61	0.50	0.48	0.54	0.47	0.55	0.63
EFAS	0.31	0.32	1.00	0.59	0.55	0.60	0.68	0.64	0.74	0.76	0.72	0.68	0.80	0.73	0.70
EWO	0.42	0.42	0.59	1.00	0.68	0.72	0.79	0.71	0.67	0.77	0.73	0.74	0.74	0.77	0.76
GSIB	0.42	0.43	0.55	0.68	1.00	0.68	0.84	0.66	0.72	0.73	0.75	0.68	0.72	0.74	0.78
GVAL	0.54	0.54	0.60	0.72	0.68	1.00	0.72	0.75	0.74	0.76	0.73	0.76	0.77	0.77	0.82
EUFN	0.46	0.47	0.68	0.79	0.84	0.72	1.00	0.74	0.79	0.90	0.82	0.77	0.85	0.84	0.86
AVDV	0.54	0.54	0.64	0.71	0.66	0.75	0.74	1.00	0.80	0.79	0.85	0.96	0.85	0.90	0.88
FGD	0.60	0.61	0.74	0.67	0.72	0.74	0.79	0.80	1.00	0.85	0.85	0.84	0.87	0.86	0.87
FDD	0.50	0.50	0.76	0.77	0.73	0.76	0.90	0.79	0.85	1.00	0.85	0.83	0.90	0.87	0.87
GMOI	0.48	0.48	0.72	0.73	0.75	0.73	0.82	0.85	0.85	0.85	1.00	0.88	0.91	0.93	0.90
DISV	0.54	0.54	0.68	0.74	0.68	0.76	0.77	0.96	0.84	0.83	0.88	1.00	0.89	0.91	0.90
DTH	0.46	0.47	0.80	0.74	0.72	0.77	0.85	0.85	0.87	0.90	0.91	0.89	1.00	0.92	0.90
JHID	0.54	0.55	0.73	0.77	0.74	0.77	0.84	0.90	0.86	0.87	0.93	0.91	0.92	1.00	0.92
JIVE	0.62	0.63	0.70	0.76	0.78	0.82	0.86	0.88	0.87	0.87	0.90	0.90	0.90	0.92	1.00

The correlation results are calculated based on daily price changes starting from Oct 29, 2024

Diversification Analysis

Find what 15 อันดับแรกใน value is missing

See which holdings overlap, where 15 อันดับแรกใน value is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification