International Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-03-31| Period | Strategy | MSCI ACWI Ex US TR | Excess Return |
|---|---|---|---|
| 1 Month | -7.00% | -10.70% | +3.70% |
| 3 Month | +6.30% | -0.60% | +6.90% |
| 1 Year | +14.40% | +25.60% | -11.20% |
| 3 Year (Ann.) | +12.90% | +15.10% | -2.20% |
| 5 Year (Ann.) | +5.40% | +7.60% | -2.20% |
| 10 Year (Ann.) | +9.80% | +8.90% | +0.90% |
| Since Inception (Ann.) | +15.60% | +5.20% | +10.40% |
Annual Returns
| Year | Strategy | MSCI ACWI Ex US TR |
|---|---|---|
| 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% |
| 2015 | +16.5% | -5.3% |
Risk Statistics
Volatility (Annual)17.6%
Max Drawdown-48.5%
Sharpe Ratio0.82
Sortino Ratio1.3
Index Correlation0.87
R-Squared0.76
Beta0.92
Jensen's Alpha10.7%
Tracking Error8.8%
Information Ratio1.09
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