Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ALT Global 6, 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 Sep 26, 2019, corresponding to the inception date of AVDE
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.16% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio ALT Global 6 | 0.15% | 5.11% | 8.00% | 19.03% | 49.02% | 28.32% | 18.16% | — |
| Portfolio components: | ||||||||
DXJ WisdomTree Japan Hedged Equity Fund | 0.21% | 5.71% | 14.96% | 30.64% | 68.56% | 36.24% | 25.58% | 17.76% |
IVLU iShares MSCI Intl Value Factor ETF | 0.05% | 5.69% | 9.28% | 22.02% | 50.38% | 23.54% | 14.75% | 10.83% |
EUFN iShares MSCI Europe Financials ETF | 0.35% | 9.21% | 0.70% | 13.43% | 41.97% | 30.98% | 18.96% | 12.43% |
AAAU Goldman Sachs Physical Gold ETF | -0.15% | -6.38% | 10.34% | 18.53% | 47.06% | 33.18% | 22.04% | — |
AVDE Avantis International Equity ETF | 0.34% | 5.09% | 8.78% | 16.66% | 43.48% | 19.48% | 10.72% | — |
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 0.12% | 4.88% | 8.36% | 16.11% | 41.00% | 18.95% | 10.44% | 10.84% |
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 0.38% | 4.26% | 6.48% | 12.01% | 39.11% | 17.01% | 8.03% | 9.63% |
OPPE WisdomTree European Opportunities Fund | 0.25% | 7.25% | 10.67% | 17.93% | 47.84% | 22.98% | 14.73% | 12.66% |
PKW Invesco BuyBack Achievers™ ETF | -0.80% | 3.42% | 0.89% | 5.36% | 31.19% | 17.67% | 10.55% | 12.99% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, ALT Global 6's average daily return is +0.07%, while the average monthly return is +1.41%. At this rate, an investment would double in approximately 4.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Mar 2020 at -16.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ALT Global 6 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.52% | 4.88% | -7.14% | 5.09% | 8.00% | ||||||||
| 2025 | 4.56% | 3.50% | 2.61% | 2.48% | 5.14% | 2.38% | 1.32% | 4.27% | 3.49% | 1.53% | 3.05% | 4.05% | 45.82% |
| 2024 | 1.06% | 3.39% | 5.86% | -1.03% | 4.90% | -2.12% | 2.65% | 1.47% | 1.72% | -1.54% | 0.30% | -0.16% | 17.44% |
| 2023 | 8.94% | -0.53% | -0.81% | 3.23% | -2.47% | 6.09% | 3.61% | -2.13% | -1.48% | -1.99% | 7.10% | 3.37% | 24.46% |
| 2022 | 0.29% | -3.46% | 1.20% | -4.58% | 2.67% | -7.21% | 2.47% | -3.27% | -7.31% | 6.51% | 10.46% | -1.66% | -5.33% |
| 2021 | -0.80% | 4.83% | 4.25% | 1.69% | 4.28% | -2.47% | 0.40% | 1.65% | -1.33% | 3.11% | -5.05% | 5.28% | 16.38% |
Benchmark Metrics
ALT Global 6 has an annualized alpha of 6.87%, beta of 0.74, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (84.73%) than losses (65.90%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.87% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 6.87%
- Beta
- 0.74
- R²
- 0.69
- Upside Capture
- 84.73%
- Downside Capture
- 65.90%
Expense Ratio
ALT Global 6 has an expense ratio of 0.42%, 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
ALT Global 6 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.82 | 2.23 | +1.59 |
Sortino ratioReturn per unit of downside risk | 5.05 | 3.12 | +1.93 |
Omega ratioGain probability vs. loss probability | 1.71 | 1.42 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 5.29 | 4.05 | +1.25 |
Martin ratioReturn relative to average drawdown | 22.86 | 17.91 | +4.95 |
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 | |
|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 93 | 3.90 | 5.16 | 1.69 | 6.91 | 28.53 |
IVLU iShares MSCI Intl Value Factor ETF | 88 | 3.72 | 4.93 | 1.67 | 5.31 | 21.66 |
EUFN iShares MSCI Europe Financials ETF | 60 | 2.47 | 3.30 | 1.42 | 3.86 | 14.01 |
AAAU Goldman Sachs Physical Gold ETF | 40 | 1.86 | 2.27 | 1.34 | 3.09 | 10.67 |
AVDE Avantis International Equity ETF | 84 | 3.40 | 4.56 | 1.63 | 4.82 | 20.14 |
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 89 | 3.50 | 4.79 | 1.70 | 5.41 | 22.77 |
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 78 | 3.10 | 4.16 | 1.56 | 4.49 | 17.80 |
OPPE WisdomTree European Opportunities Fund | 91 | 3.79 | 4.98 | 1.67 | 6.45 | 25.44 |
PKW Invesco BuyBack Achievers™ ETF | 65 | 2.31 | 3.32 | 1.41 | 4.91 | 16.20 |
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Dividends
Dividend yield
ALT Global 6 provided a 2.42% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.42% | 2.56% | 3.61% | 3.57% | 3.49% | 2.78% | 1.88% | 2.84% | 3.18% | 2.05% | 2.37% | 3.10% |
| Portfolio components: | ||||||||||||
DXJ WisdomTree Japan Hedged Equity Fund | 1.13% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
IVLU iShares MSCI Intl Value Factor ETF | 3.39% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
EUFN iShares MSCI Europe Financials ETF | 3.55% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
AAAU Goldman Sachs Physical Gold ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDE Avantis International Equity ETF | 2.56% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 3.53% | 3.83% | 1.70% | 3.45% | 8.81% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% |
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 3.53% | 3.76% | 4.29% | 3.94% | 2.73% | 3.93% | 2.30% | 2.87% | 2.14% | 1.97% | 2.89% | 1.46% |
OPPE WisdomTree European Opportunities Fund | 2.77% | 2.95% | 3.99% | 3.53% | 5.13% | 2.39% | 3.42% | 3.08% | 2.34% | 1.46% | 2.60% | 4.39% |
PKW Invesco BuyBack Achievers™ ETF | 0.92% | 0.99% | 0.86% | 1.17% | 1.22% | 0.72% | 1.48% | 1.30% | 1.30% | 0.65% | 1.59% | 1.14% |
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 ALT Global 6. 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 ALT Global 6 was 33.73%, occurring on Mar 18, 2020. Recovery took 182 trading sessions.
The current ALT Global 6 drawdown is 2.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.73% | Jan 3, 2020 | 52 | Mar 18, 2020 | 182 | Dec 4, 2020 | 234 |
| -21.22% | Jan 13, 2022 | 188 | Oct 12, 2022 | 76 | Feb 1, 2023 | 264 |
| -13.94% | Mar 20, 2025 | 14 | Apr 8, 2025 | 14 | Apr 29, 2025 | 28 |
| -11.38% | Feb 27, 2026 | 16 | Mar 20, 2026 | — | — | — |
| -9.64% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
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 9 assets, with an effective number of assets of 6.45, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | AAAU | DXJ | PKW | OPPE | EUFN | DBAW | ISCF | IVLU | AVDE | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.10 | 0.62 | 0.83 | 0.71 | 0.66 | 0.80 | 0.75 | 0.69 | 0.77 | 0.75 |
| AAAU | 0.10 | 1.00 | -0.00 | 0.06 | 0.10 | 0.15 | 0.12 | 0.29 | 0.22 | 0.27 | 0.24 |
| DXJ | 0.62 | -0.00 | 1.00 | 0.61 | 0.61 | 0.59 | 0.74 | 0.64 | 0.73 | 0.69 | 0.78 |
| PKW | 0.83 | 0.06 | 0.61 | 1.00 | 0.70 | 0.71 | 0.74 | 0.71 | 0.72 | 0.75 | 0.77 |
| OPPE | 0.71 | 0.10 | 0.61 | 0.70 | 1.00 | 0.82 | 0.82 | 0.81 | 0.82 | 0.85 | 0.86 |
| EUFN | 0.66 | 0.15 | 0.59 | 0.71 | 0.82 | 1.00 | 0.76 | 0.79 | 0.89 | 0.87 | 0.92 |
| DBAW | 0.80 | 0.12 | 0.74 | 0.74 | 0.82 | 0.76 | 1.00 | 0.84 | 0.83 | 0.88 | 0.88 |
| ISCF | 0.75 | 0.29 | 0.64 | 0.71 | 0.81 | 0.79 | 0.84 | 1.00 | 0.87 | 0.95 | 0.89 |
| IVLU | 0.69 | 0.22 | 0.73 | 0.72 | 0.82 | 0.89 | 0.83 | 0.87 | 1.00 | 0.94 | 0.96 |
| AVDE | 0.77 | 0.27 | 0.69 | 0.75 | 0.85 | 0.87 | 0.88 | 0.95 | 0.94 | 1.00 | 0.95 |
| Portfolio | 0.75 | 0.24 | 0.78 | 0.77 | 0.86 | 0.92 | 0.88 | 0.89 | 0.96 | 0.95 | 1.00 |