International Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-09-30| Period | Strategy | MSCI ACWI Ex US TR | Excess Return |
|---|---|---|---|
| 1 Month | -1.41% | -2.33% | +0.92% |
| 3 Month | +0.23% | +0.57% | -0.34% |
| 1 Year | +5.38% | +20.52% | -15.14% |
| 3 Year (Ann.) | +14.31% | +21.13% | -6.82% |
| 5 Year (Ann.) | +4.68% | +10.11% | -5.44% |
| 10 Year (Ann.) | +8.43% | +9.78% | -1.35% |
| Since Inception (Ann.) | +15.34% | +5.71% | +9.63% |
Annual Returns
| Year | Strategy | MSCI ACWI Ex US TR |
|---|---|---|
| YTD | +7.3% | +14.7% |
| 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%
Beta0.91
Index Correlation0.87
R-Squared0.75
Sharpe Ratio0.80
Sortino Ratio1.28
Jensen's Alpha9.95%
Tracking Error8.9%
Information Ratio1.08
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