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  • Let's review the highlights of your investment portfolio.

    1. INTRODUCTION

    2. PORTFOLIO CONSTRUCTION

    3. PERFORMANCE

    4. INVESTMENT RISK

    5. NEXT STEPS

    Risk Return
  • Important Information

    An important note about the risk and returns statistics discussed above: This document is not intended for public use or distribution. While all the information prepared in this document is believed to be accurate, Emotomy (the Investment Advisor) makes no express warranty as to its completeness or accuracy, nor can it accept responsibility for errors appearing in the document. The information presented herein does not involve the rendering of personalized investment advice. This information should not be construed as an offer to buy or sell, or a solicitation of an offer to buy or sell the securities discussed. All expressions of opinion reflect the judgment of the presenters on the date of the presentation and are subject to change. The performance history of each investment strategy is the pro-forma performance record that has been calculated by the financial engine designed by Emotomy. Each is net of all fees and estimated trading costs. Simulations for all strategies were conducted to measure how the corresponding portfolio of securities would have performed in the period beginning when the track record start, up to the date of latest available market data. Individual investors may have agreed to a different trading commission schedule with their brokerage firm, in which case their individual account performance may differ from the results presented on Emotomys website. Emotomy does not represent that the hypothetical performance would be similar to actual performance of the strategies. Hypothetical, back-tested or simulated performances have many inherent limitations only some of which are described as follows: they are designed with the benefit of hindsight, based on historical data, and do not reflect the impact that certain economic and market factors might have had on the decision or rule-making process. No hypothetical, back-tested or simulated performance can completely account for the impact of financial risk in actual performance. Therefore, it will invariably show positive returns. The information is based, in part, on hypothetical assumptions made for modeling purposes that may not be realized in actual performance. No representation or warranty is made as to the reasonableness of the assumptions made or that all assumptions used in achieving the returns have been stated or fully considered. Assumption changes may have a material impact on the model returns presented. There are frequently material differences between hypothetical, back-tested or simulated performance results and actual results subsequently achieved by any investment strategy. Unlike an actual performance, hypothetical, back-tested or simulated results are achieved by means of the retroactive application of a back-tested model itself designed with the benefit of hindsight. The back-testing of performance differs from actual performance because the allocation rules may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Emotomys building-block strategies as well as the user-defined custom strategies are not securities and cannot be purchased. All investments are subject to risk, which should be considered prior to making and investment decisions. While certain companies may have consistently paid dividends in the past, there can be no assurance or guarantee that they will be able to continue paying dividends in the future. International investments involve additional risks you should be aware of, which include differences in financial accounting standards, currency fluctuations, political instability, foreign taxes and regulations, news that can trigger volatile conditions, and the potential for illiquid markets. Small cap companies in these markets may react with greater volatility in reaction to activities in those markets. Past performance is no indication or guarantee of future performance. Please view our full performance disclosures at Emotomy/about/disclosuresPerformance.php
  • 2. PORTFOLIO CONSTRUCTION

  • First let's see how your portfolio was designed starting on 12/31/2003.

  • Your portfolio contains 6 investment strategies with 6 investment positions.

  • This is your portfolio allocation across asset classes.

  • Your portfolio was constructed using the following approach:

    • Main investment approach: Asset allocation
    • Principal geographic focus: US
    • Component securities and strategies were bought and held without rebalancing
    • Results are net of 0.5% annual management fees
    • The strategy named 'Benchmark 60 40' was assigned as a comparison benchmark
  • 3. PERFORMANCE

  • Let's review your performance over the past 15.4 years, from 12/31/2003, the first day data was available, to 2019-05-17.

  • Your portfolio has been profitable in 85% of annual periods. Its average annual return of 7.1% has been achieved with performance swings from +41.3% in its best year to -26.5%.

    Net Annualized Returns
    Since inception 7.1%
    Year to date 9.2%
    Last 12 months 4.1%
    Past 3 years 7%
    Past 5 years 4.7%
    Past 10 years 9.1%
    Rolling 12-Month Returns Statistics
    Number of positive periods 85%
    Average when positive 10.6%
    Average when negative -9.1%
    Best 12 months 41.3%
    Worst 12 months -26.5%
    Rolling statistics are based on the analysis of the 5,379 twelve-month time windows in your portfolio's data history from 12/31/2003 to 2019-05-17.
  • Here is its performance in each calendar year, consistent with its overall 7.1% annual returns. Move your cursor over the chart to see returns in individual years.

  • Each calendar year has a balance of months with negative and positive performance.

  • Performance comparison of your portfolio and global asset classes.

    2019201820172016201520142013201220112010200920082007200620052004
    Global Real Estate +17.2% Intermediate Government Bonds +1% Emerging Markets Stocks +31.1% Natural Resources +53.7% Global Real Estate +4.8% Global Real Estate +29.8% US Broad Stock Market +33.3% Emerging Markets Bonds +19.7% Municipal Bonds +11.1% Global Real Estate +30.3% Emerging Markets Stocks +76.1% Intermediate Government Bonds +13.4% Emerging Markets Stocks +39% Global Real Estate +36.8% Natural Resources +43.2% Global Real Estate +37%
    Global Stocks +15.2% Municipal Bonds +0.9% Global Stocks +29.6% Emerging Markets Bonds +14.7% Municipal Bonds +4% US Broad Stock Market +12.4% Global Stocks +31.6% Global Stocks +18.8% Intermediate Government Bonds +10.4% Gold Bullion +29.2% Natural Resources +49.3% Gold Bullion +4.3% Natural Resources +32.1% Emerging Markets Stocks +29.4% Emerging Markets Stocks +33% Natural Resources +33.6%
    US Broad Stock Market +15.2% Gold Bullion -0.9% US Broad Stock Market +21% US Broad Stock Market +12.5% Global Stocks +3.6% Municipal Bonds +11.1% ESG Growth Allocation +15.8% Emerging Markets Stocks +18.6% Gold Bullion +8.9% Natural Resources +25.2% Emerging Markets Bonds +35.1% Intermediate-Term Bonds +4% Gold Bullion +31.9% Gold Bullion +23.2% Emerging Markets Bonds +18% Emerging Markets Stocks +25.3%
    ESG Growth Allocation +9.2% Intermediate-Term Bonds -2.8% ESG Growth Allocation +13.6% Emerging Markets Stocks +11.5% Intermediate Government Bonds +1.5% ESG Growth Allocation +6.1% Global Real Estate +3.3% Global Real Estate +17% Global Real Estate +7% Emerging Markets Stocks +18.3% Global Real Estate +31.6% Municipal Bonds -4.9% Global Stocks +18.5% Global Stocks +17.4% Gold Bullion +17.8% Emerging Markets Bonds +14.2%
    Emerging Markets Bonds +6.5% ESG Growth Allocation -4.5% Gold Bullion +12.7% Gold Bullion +8.1% Emerging Markets Bonds +0.7% Intermediate-Term Bonds +5.9% Natural Resources -0.6% US Broad Stock Market +16.3% Intermediate-Term Bonds +6.9% US Broad Stock Market +17.2% US Broad Stock Market +28.7% Emerging Markets Bonds -17.6% Intermediate Government Bonds +10% US Broad Stock Market +15.5% Global Real Estate +14.4% US Broad Stock Market +12.7%
    Emerging Markets Stocks +5.3% Global Stocks -4.5% Emerging Markets Bonds +8.5% ESG Growth Allocation +7.2% Intermediate-Term Bonds +0.4% Intermediate Government Bonds +4.3% Intermediate-Term Bonds -2.5% ESG Growth Allocation +12.5% ESG Growth Allocation +5.1% Global Stocks +17% Global Stocks +28.5% ESG Growth Allocation -20.3% ESG Growth Allocation +6.4% Emerging Markets Bonds +11.5% Global Stocks +13.6% Global Stocks +12.2%
    Municipal Bonds +4.7% US Broad Stock Market -5.3% Municipal Bonds +6.2% Global Real Estate +6.1% US Broad Stock Market +0.3% Emerging Markets Bonds +3.2% Municipal Bonds -2.9% Gold Bullion +8.3% Emerging Markets Bonds +4.3% ESG Growth Allocation +13.4% ESG Growth Allocation +26.3% US Broad Stock Market -37% Emerging Markets Bonds +5.9% ESG Growth Allocation +11.5% US Broad Stock Market +5.8% ESG Growth Allocation +11.6%
    Intermediate Government Bonds +2.6% Emerging Markets Bonds -7.2% Global Real Estate +4.4% Intermediate-Term Bonds +2.5% ESG Growth Allocation -1.5% Global Stocks +0.5% Intermediate Government Bonds -3.1% Municipal Bonds +8.1% US Broad Stock Market +0.8% Emerging Markets Bonds +11.9% Gold Bullion +25% Global Real Estate -39.3% US Broad Stock Market +5.5% Natural Resources +8.2% ESG Growth Allocation +5.3% Gold Bullion +4.6%
    Gold Bullion +0.1% Global Real Estate -9.1% Intermediate-Term Bonds +3.5% Intermediate Government Bonds +1.2% Gold Bullion -12.1% Emerging Markets Stocks +0.4% Emerging Markets Stocks -5.2% Natural Resources +6.1% Global Stocks -6.7% Intermediate Government Bonds +6.8% Municipal Bonds +14.1% Global Stocks -40.2% Intermediate-Term Bonds +5.2% Municipal Bonds +5.2% Municipal Bonds +3.7% Intermediate-Term Bonds +4.4%
    Intermediate-Term Bonds 0% Emerging Markets Stocks -14.7% Intermediate Government Bonds +1.6% Municipal Bonds +0.6% Emerging Markets Stocks -15.5% Gold Bullion +0.1% Emerging Markets Bonds -7.1% Intermediate-Term Bonds +4.1% Natural Resources -7.1% Intermediate-Term Bonds +6.4% Intermediate-Term Bonds +6.6% Natural Resources -46.8% Municipal Bonds +2.6% Intermediate-Term Bonds +3.5% Intermediate Government Bonds +3% Municipal Bonds +3.6%
    Natural Resources -3% Natural Resources -45.8% Natural Resources +0.7% Global Stocks -0.6% Natural Resources -38.2% Natural Resources -22.8% Gold Bullion -27.3% Intermediate Government Bonds +2.7% Emerging Markets Stocks -18.3% Municipal Bonds +0.8% Intermediate Government Bonds -1.7% Emerging Markets Stocks -52.9% Global Real Estate -18.8% Intermediate Government Bonds +3.2% Intermediate-Term Bonds +1.8% Intermediate Government Bonds +2.8%
  • Here is the growth of 1000 invested in your portfolio on 12/31/2003 compared to its benchmark.

    The vertical axis uses a log scale. As a result a 2% gain/loss (for instance) in 2013 looks like a dip of the same size as a 2% loss/gain in a previous year.
  • Portfolio pro-forma monthly net performance.

    Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
    20030%0%
    20041.98%1.54%-0.33%-2.77%0.9%1.48%-1.74%0.76%1.41%1.66%3.61%2.66%11.6%
    2005-1.09%1.71%-1.34%-1.22%1.53%0.71%1.64%0.82%1.17%-1.98%1.87%1.45%5.3%
    20062.13%0.06%0.84%1.31%-1.72%0.34%0.69%1.6%1.07%2.3%1.82%0.52%11.5%
    20071.01%-0.07%1.01%2.82%2.13%-0.7%-1.3%0.45%3.17%2.08%-2.32%-1.93%6.4%
    2008-2.91%-0.26%-0.66%2.8%1.28%-4.31%-1.38%-0.59%-6.56%-10.93%-1.89%3.94%-20.3%
    2009-4.04%-7.05%6.55%7.71%6.17%0.08%5.71%2.88%3.55%-1.54%3.77%0.89%26.3%
    2010-1.06%0.9%3.46%1.29%-4.09%-2.36%4.97%-1.99%6.41%2.9%-1.02%3.79%13.4%
    20111.42%2.01%0.2%2.78%-0.4%-0.73%-0.01%-2.85%-3.9%7.4%-0.81%0.35%5.1%
    20124.14%2.77%0.96%-0.07%-3.6%2.18%0.72%1.78%1.84%-0.42%0.62%1.15%12.5%
    20133.05%0.5%2.18%1.4%0.25%-1.83%3.24%-2.08%2.79%2.77%1.36%1.27%15.8%
    2014-1.62%3.01%0.31%0.36%1.83%1.27%-1.22%2.38%-2.26%1.2%1.34%-0.56%6.1%
    2015-0.74%2.52%-0.92%1.63%-0.19%-1.73%0.93%-3.94%-2.12%4.48%-0.14%-1.07%-1.5%
    2016-2.7%0.45%4.77%0.84%0.04%0.34%2.55%0.16%0.25%-0.96%0.57%0.81%7.2%
    20171.39%1.84%0.5%0.87%0.68%0.29%1.3%0.27%1.22%1.05%1.32%2.14%13.6%
    20183.01%-2.55%-0.81%0.27%0.35%0.36%1.76%1.34%0.32%-4.5%1.16%-4.99%-4.5%
    20195.82%1.33%1.23%1.8%-1.16%9.2%
  • The portfolio's Sharpe ratio history helps build expectations for how market environments impact quality of returns.

    This chart shows 3-year rolling Sharpe ratios computed using a risk-free rate of 1%.
  • Let's now look at the range of expected future returns.

  • The top and bottom curves on this chart show the growth that can be expected from this portfolio with 95 percent confidence. Move your mouse over the chart to view numbers.

  • This is what the previous chart suggests you can expect short-term after investing $1,000 in this portfolio.

    • Your account could be worth between $898 and $1,176 after six months.
    • It could be worth between $882 and $1,272 after a year.
    • These ranges are consistent with long-term annual returns of 7.1%.
  • 4. INVESTMENT RISK

  • Let's start with a summary. Your portfolio's risk-versus-return score on a scale of 0 to 100 is 100.

    Risk-vs-Return
  • Your score of 100 indicates where your portfolio falls on the spectrum of risk versus expected returns.

    • A score of 100 aims for the highest long-term returns, with high risk.
    • A score of 100 is neither good nor bad.
    • The goal is that it intuitively reflect your intent for this investment.
  • To visualize how your risk score can be adjusted to suit your objectives, let's compare it to efficient-frontier portfolios.

    • Efficient-frontier portfolios are computed dynamically using all the portfolios tracked by investors on this website.
    • They have delivered the best returns for the risk taken.
    • The portfolio nearest the top-right of the chart has the highest risk-return balance. Its risk score is 100.
  • Here is your portfolio along with the portfolios on the Efficient Frontier. Click on a portfolio bubble if you wish to replace your portfolio with one on the Efficient Frontier.

  • Now let's look at other measures of risk.

  • Drawdowns measure how much a portfolio has dropped below its most recent peak value.

    • A drawdown of 0% means the portfolio has reached a new high.
    • Most of the time a portfolio is below its last peak as markets fluctuate.
    • Only once in a while does it reach a new peak, and the drawdown reverts to 0.
    • Average and maximum drawdowns give an indication of risk.
  • Your portfolio's drawdown history highlights how deep losses were and how long it took to recover.

    Drawdowns are shown as percentage losses from the most recent peak value.
  • Your portfolio's largest historical drawdown was -31.9%.

  • Here is a summary of the most common risk metrics. Click on highlights for definitions.

    Risk Analysis
    Volatility 8.6%
    Sharpe ratio 0.8
    Sortino ratio 1.4
    Duration (years) 0.5
    Current drawdown -1.2%
    Risk score (0 to 100): 100
    Maximum Drawdown
    Maximum drawdown -31.9%
    MAR ratio 0.2
    Length in months 30
    Start 10/31/2007
    Trough 02/28/2009
    Recovery 04/30/2010
    Trough to recovery (months) 15
    Statistics computed from 12/31/2003 to 2019-05-17.
  • Your portfolio's average volatility since 12/31/2003 is 8.6%.

  • This is how your portfolio compares to the broad U.S. stock and bond markets since 12/31/2003.

    The size of each bubble is proportional to Sharpe ratio
  • The portfolio's overall correlation to its benchmark is 99%. The 6-month correlation history below highlights its sensitivity to market environments.

  • 5. NEXT STEPS

  • Thank you for reviewing this investment presentation.
    Please select one of the action buttons above to continue.

Past performance shown is back-tested and does not indicate future performance. Please click the 'Disclosures' link below.
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