Asset Allocation
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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The earliest data available for this chart is Oct 29, 2024, corresponding to the inception date of GMOI
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio 15 อันดับแรกใน value | 1.40% | -1.00% | 8.26% | 18.97% | 50.48% | — | — | — |
| Portfolio components: | ||||||||
EWO iShares MSCI Austria ETF | 1.64% | -3.22% | 1.58% | 14.53% | 47.36% | 27.74% | 15.16% | 12.46% |
FGD First Trust Dow Jones Global Select Dividend Index Fund | 0.22% | -4.17% | 6.09% | 13.76% | 39.56% | 20.12% | 11.11% | 9.64% |
FDD First Trust STOXX European Select Dividend Index Fund | 1.18% | -2.31% | 3.33% | 12.45% | 38.38% | 23.12% | 10.95% | 9.55% |
JIVE Jpmorgan International Value ETF | 1.12% | -3.93% | 7.87% | 17.42% | 43.71% | — | — | — |
EFAS Global X MSCI SuperDividend® EAFE ETF | 0.50% | -0.31% | 10.61% | 15.52% | 40.14% | 22.77% | 12.94% | — |
AVDV Avantis International Small Cap Value ETF | 1.88% | -6.55% | 8.40% | 16.24% | 51.07% | 24.85% | 13.80% | — |
DISV Dimensional International Small Cap Value ETF | 1.17% | -5.72% | 5.04% | 12.26% | 41.14% | 22.19% | — | — |
EUFN iShares MSCI Europe Financials ETF | 1.98% | -3.13% | -4.18% | 4.67% | 29.28% | 30.08% | 18.09% | 11.85% |
GVAL Cambria Global Value ETF | 1.18% | -2.90% | 6.95% | 15.22% | 39.26% | 23.80% | 13.53% | 10.04% |
DTH WisdomTree International High Dividend Fund | 1.01% | -3.20% | 6.21% | 12.00% | 33.49% | 18.77% | 12.20% | 8.91% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 30, 2024, 15 อันดับแรกใน value 's average daily return is +0.15%, while the average monthly return is +2.72%. At this rate, your investment would double in approximately 2.2 years.
Historically, 79% of months were positive and 21% were negative. The best month was Jan 2026 with a return of +8.7%, 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% | 1.40% | 8.26% | ||||||||
| 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 | -1.04% | -0.51% | -2.56% | -4.06% |
Benchmark Metrics
15 อันดับแรกใน value has an annualized alpha of 34.52%, beta of 0.70, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since October 30, 2024.
- This portfolio captured 131.00% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -70.74%) — a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 34.52% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.70 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 34.52%
- Beta
- 0.70
- R²
- 0.52
- Upside Capture
- 131.00%
- Downside Capture
- -70.74%
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
Return for Risk
Risk / Return Rank
15 อันดับแรกใน value ranks 95 for risk / return — in the top 95% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.83 | 0.92 | +1.91 |
Sortino ratioReturn per unit of downside risk | 3.52 | 1.41 | +2.11 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.21 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 4.46 | 1.41 | +3.05 |
Martin ratioReturn relative to average drawdown | 16.77 | 6.61 | +10.16 |
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 | |
|---|---|---|---|---|---|---|
EWO iShares MSCI Austria ETF | 92 | 2.23 | 2.91 | 1.43 | 3.39 | 11.51 |
FGD First Trust Dow Jones Global Select Dividend Index Fund | 95 | 2.64 | 3.46 | 1.52 | 3.82 | 14.55 |
FDD First Trust STOXX European Select Dividend Index Fund | 91 | 2.07 | 2.73 | 1.41 | 3.37 | 12.88 |
JIVE Jpmorgan International Value ETF | 95 | 2.59 | 3.27 | 1.51 | 3.69 | 15.22 |
EFAS Global X MSCI SuperDividend® EAFE ETF | 96 | 2.84 | 3.52 | 1.57 | 3.87 | 17.83 |
AVDV Avantis International Small Cap Value ETF | 96 | 2.78 | 3.48 | 1.57 | 3.87 | 16.10 |
DISV Dimensional International Small Cap Value ETF | 93 | 2.38 | 3.07 | 1.48 | 3.24 | 13.00 |
EUFN iShares MSCI Europe Financials ETF | 71 | 1.32 | 1.86 | 1.26 | 2.02 | 7.02 |
GVAL Cambria Global Value ETF | 93 | 2.28 | 2.93 | 1.47 | 3.52 | 13.29 |
DTH WisdomTree International High Dividend Fund | 91 | 2.17 | 2.79 | 1.43 | 3.00 | 12.98 |
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Dividends
Dividend yield
15 อันดับแรกใน value provided a 3.10% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.10% | 3.30% | 4.65% | 3.92% | 3.17% | 2.33% | 1.73% | 2.33% | 2.70% | 1.84% | 1.56% | 1.56% |
| Portfolio components: | ||||||||||||
EWO iShares MSCI Austria ETF | 2.35% | 2.38% | 7.40% | 5.66% | 4.75% | 2.42% | 0.98% | 3.11% | 4.04% | 2.03% | 1.99% | 1.51% |
FGD First Trust Dow Jones Global Select Dividend Index Fund | 5.33% | 5.62% | 5.87% | 6.44% | 5.74% | 5.35% | 6.17% | 5.19% | 5.88% | 4.01% | 4.36% | 5.07% |
FDD First Trust STOXX European Select Dividend Index Fund | 3.83% | 3.99% | 7.65% | 6.85% | 6.07% | 3.44% | 4.01% | 4.69% | 5.05% | 2.78% | 4.88% | 4.35% |
JIVE Jpmorgan International Value ETF | 2.67% | 2.88% | 2.48% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 4.52% | 4.83% | 6.76% | 6.33% | 7.28% | 5.19% | 4.34% | 5.75% | 6.63% | 6.15% | 0.21% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 2.94% | 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 | 2.52% | 2.69% | 2.77% | 2.73% | 1.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUFN iShares MSCI Europe Financials ETF | 3.73% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
GVAL Cambria Global Value ETF | 3.02% | 2.93% | 4.75% | 6.12% | 5.05% | 2.97% | 1.90% | 2.84% | 4.65% | 2.00% | 2.54% | 2.11% |
DTH WisdomTree International High Dividend Fund | 3.50% | 3.80% | 5.41% | 5.63% | 5.70% | 4.72% | 3.75% | 4.27% | 4.62% | 3.72% | 4.14% | 4.38% |
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 7.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.78% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -11.5% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -5.69% | Nov 6, 2024 | 30 | Dec 18, 2024 | 23 | Jan 24, 2025 | 53 |
| -4.87% | Nov 13, 2025 | 6 | Nov 20, 2025 | 8 | Dec 3, 2025 | 14 |
| -3.65% | Jul 24, 2025 | 7 | Aug 1, 2025 | 5 | Aug 8, 2025 | 12 |
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. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | EWY | FLKR | EFAS | EWO | GSIB | GVAL | EUFN | AVDV | FDD | FGD | DISV | GMOI | DTH | JHID | JIVE | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.53 | 0.53 | 0.32 | 0.46 | 0.69 | 0.56 | 0.57 | 0.56 | 0.49 | 0.56 | 0.55 | 0.56 | 0.50 | 0.59 | 0.61 | 0.64 |
| EWY | 0.53 | 1.00 | 0.99 | 0.33 | 0.41 | 0.41 | 0.53 | 0.44 | 0.52 | 0.46 | 0.60 | 0.52 | 0.48 | 0.44 | 0.54 | 0.60 | 0.72 |
| FLKR | 0.53 | 0.99 | 1.00 | 0.33 | 0.41 | 0.42 | 0.53 | 0.45 | 0.52 | 0.47 | 0.61 | 0.52 | 0.49 | 0.44 | 0.54 | 0.61 | 0.73 |
| EFAS | 0.32 | 0.33 | 0.33 | 1.00 | 0.62 | 0.57 | 0.64 | 0.70 | 0.68 | 0.79 | 0.75 | 0.72 | 0.74 | 0.83 | 0.76 | 0.73 | 0.75 |
| EWO | 0.46 | 0.41 | 0.41 | 0.62 | 1.00 | 0.65 | 0.70 | 0.77 | 0.69 | 0.76 | 0.67 | 0.72 | 0.73 | 0.74 | 0.75 | 0.75 | 0.78 |
| GSIB | 0.69 | 0.41 | 0.42 | 0.57 | 0.65 | 1.00 | 0.66 | 0.83 | 0.63 | 0.71 | 0.71 | 0.66 | 0.73 | 0.71 | 0.72 | 0.77 | 0.77 |
| GVAL | 0.56 | 0.53 | 0.53 | 0.64 | 0.70 | 0.66 | 1.00 | 0.70 | 0.74 | 0.75 | 0.74 | 0.76 | 0.73 | 0.76 | 0.76 | 0.81 | 0.83 |
| EUFN | 0.57 | 0.44 | 0.45 | 0.70 | 0.77 | 0.83 | 0.70 | 1.00 | 0.71 | 0.89 | 0.78 | 0.75 | 0.81 | 0.84 | 0.83 | 0.85 | 0.86 |
| AVDV | 0.56 | 0.52 | 0.52 | 0.68 | 0.69 | 0.63 | 0.74 | 0.71 | 1.00 | 0.77 | 0.80 | 0.96 | 0.84 | 0.85 | 0.89 | 0.87 | 0.86 |
| FDD | 0.49 | 0.46 | 0.47 | 0.79 | 0.76 | 0.71 | 0.75 | 0.89 | 0.77 | 1.00 | 0.84 | 0.82 | 0.85 | 0.90 | 0.86 | 0.86 | 0.88 |
| FGD | 0.56 | 0.60 | 0.61 | 0.75 | 0.67 | 0.71 | 0.74 | 0.78 | 0.80 | 0.84 | 1.00 | 0.83 | 0.85 | 0.87 | 0.86 | 0.87 | 0.90 |
| DISV | 0.55 | 0.52 | 0.52 | 0.72 | 0.72 | 0.66 | 0.76 | 0.75 | 0.96 | 0.82 | 0.83 | 1.00 | 0.88 | 0.89 | 0.91 | 0.89 | 0.89 |
| GMOI | 0.56 | 0.48 | 0.49 | 0.74 | 0.73 | 0.73 | 0.73 | 0.81 | 0.84 | 0.85 | 0.85 | 0.88 | 1.00 | 0.91 | 0.93 | 0.90 | 0.89 |
| DTH | 0.50 | 0.44 | 0.44 | 0.83 | 0.74 | 0.71 | 0.76 | 0.84 | 0.85 | 0.90 | 0.87 | 0.89 | 0.91 | 1.00 | 0.92 | 0.90 | 0.89 |
| JHID | 0.59 | 0.54 | 0.54 | 0.76 | 0.75 | 0.72 | 0.76 | 0.83 | 0.89 | 0.86 | 0.86 | 0.91 | 0.93 | 0.92 | 1.00 | 0.92 | 0.92 |
| JIVE | 0.61 | 0.60 | 0.61 | 0.73 | 0.75 | 0.77 | 0.81 | 0.85 | 0.87 | 0.86 | 0.87 | 0.89 | 0.90 | 0.90 | 0.92 | 1.00 | 0.95 |
| Portfolio | 0.64 | 0.72 | 0.73 | 0.75 | 0.78 | 0.77 | 0.83 | 0.86 | 0.86 | 0.88 | 0.90 | 0.89 | 0.89 | 0.89 | 0.92 | 0.95 | 1.00 |