International Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-04-30| Period | Strategy | MSCI ACWI Ex US TR | Excess Return |
|---|---|---|---|
| 1 Month | +5.41% | +9.73% | -4.32% |
| 3 Month | +4.39% | +2.91% | +1.49% |
| 1 Year | +19.24% | +32.89% | -13.66% |
| 3 Year (Ann.) | +15.60% | +17.96% | -2.36% |
| 5 Year (Ann.) | +5.46% | +8.93% | -3.47% |
| 10 Year (Ann.) | +10.34% | +9.63% | +0.71% |
| Since Inception (Ann.) | +15.80% | +5.60% | +10.19% |
Annual Returns
| Year | Strategy | MSCI ACWI Ex US TR |
|---|---|---|
| YTD | +12.0% | +9.1% |
| 2025 | +14.3% | +33.1% |
| 2024 | +11.2% | +6.1% |
| 2023 | +18.0% | +16.2% |
| 2022 | -26.0% | -15.6% |
| 2021 | +9.8% | +8.3% |
| 2020 | +13.4% | +11.1% |
| 2019 | +18.9% | +22.1% |
| 2018 | -10.1% | -13.8% |
| 2017 | +43.3% | +27.8% |
| 2016 | +16.0% | +5.0% |
Risk Statistics
Volatility (Annual)17.6%
Max Drawdown-48.5%
Beta0.92
Index Correlation0.87
R-Squared0.76
Sharpe Ratio0.82
Sortino Ratio1.31
Jensen's Alpha10.47%
Tracking Error8.8%
Information Ratio1.16
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