Explorer

NON-U.S. ECONOMIES-ESPECIALLY EMERGING MARKETS-MAY OFFER FASTER RATES OF ECONOMIC GROWTH THAN THE UNITES STATES

The process of developing the physical, commercial, and financial infrastructure of an emerging economy generates wealth and launches dynamic companies that can have significant growth potential. This often translates into opportunities for enhanced long-term returns versus U.S. equity investments.

  • This model seeks to provide exposure to leading emerging markets MSCI ETFs
  • The strategy selects the top scoring ETFs based upon Portfolio Cafe’s systematic screening and ranking methodology
  • The Model is rebalanced monthly.

FACT SHEET

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Total Return
Performance Summary
Model Inception Date:4/31/2003Data as of 08/31/2018
ModelBenchmark
Total Return:1469.8%378.1%
Compound Annual Growth (CAGR):19.7%10.7%
Sharpe Ratio:0.900.45
MAR Ratio: 0.920.16
Correlation to benchmark:0.31
Volatility:21.1%29.5%
Maximum Drawdown:-25.4%-66.4%
Winning Period %:66.3%
Best Monthly Period:23.45%
Worst Monthly Period:-9.99%
Annual Returns
YEARExplorer Model ReturnBenchmark (EEM) Return
200350.5%56.2%
200429.0%24.7%
200515.9%32.6%
200617.3%31.2%
200760.1%33.3%
20081.0%-48.9%
200948.9%68.9%
201040.4%16.5%
20119.0%-18.82%
2012 6.1%19.1%
20133.1%-3.7%

2014 -9.9%-3.9%
2015 5.6%-16.2%
2016 30.2%10.9%
201730.7%37.3%
2018 (as of August 31) -2.5% -7.8%
Monthly Returns

 

 

 JanFebMarAprMayJunJulAugSeptOctNovDec
20034.42%1.30%
6.00%
8.35%1.12%
8.05%
6.69%
6.27%
2004-3.32%
5.55%
3.41%
-9.64%
0.00%
-0.02%
-1.01%
6.11%
8.36%
1.86%
11.65%
4.50%
2005-3.41%
8.95%
-8.73%
-1.26%
0.40%
2.46%
2.78%
-1.56%
12.18%
-4.69%
4.14%
5.43%
200612.35%
-5.28%
-0.57%
4.67%
-9.79%
-1.67%
0.66%
1.57%
1.90%
6.58%
5.00%
2.40%
20070.73%
-2.72%
6.13%
3.81%
5.60%
1.00%
5.48%
-2.37%
11.92%
23.45%
-4.14%
1.96%
2008-3.98%
-1.55%
0.25%
-0.99%
2.94%
-8.37%
2.70%
0.47%
5.02%
3.54%
1.10%
0.56%
2009-0.44%
-0.15%
1.77%
16.87%
11.98%
-7.76%
4.15%
3.19%
9.87%
-4.56%
5.51%
2.56%
2010-1.43%
4.69%
5.48%
-0.75%
-8.59%
-0.03%
12.41%
7.63%
9.74%
6.03%
-4.47%
5.71%
2011-1.10%
-0.35%
2.31%
4.00%
-4.13%
1.90%
2.55%
-2.76%
9.62%
0.03%
0.04%
-2.74%
20120.08%
4.22%
0.41%
1.03%
-9.99%
-0.10%
2.11%
0.45%
6.52%
-2.83%
-1.14%
6.29%
20133.47%
0.90%
1.44%
3.89%
-1.27%
2.26%
-0.81%
-0.10%
-3.60%
4.36%
-6.44%
-0.48%
2014-4.73%
-1.80%
0.12%
1.60%
1.01%
4.38%
0.09%
2.33%-8.85%-0.73%0.10%-3.22%
20150.33%-2.33%0.73%10.88%-4.15%-1.70%0.04% 4.38%1.19%-0.14%-1.56%-1.38%
20162.46%0.17%15.69%11.08%-7.26%2.37%6.46%0.79%0.74%-1.47%-4.76%2.52%
20176.06%0.89%4.97%0.13%2.58%1.21%5.37%1.50%2.29%5.14%-7.01%4.64%
20188.30% -2.91%1.24%-0.35%-7.10%2.26%-1.68%0.25%
Historical holdings
Monthly PeriodExchange Traded FundSymbolPercent Holding
August 2018Cash or Cash Equivalents$CASH50%
August 2018 iShares MSCI Taiwan Index FundEWT50%
July 2018-1x ProShares Short MSCI Emerging MarketsEUM50%
July 2018Barclays Low Duration Treasury (2-yr)SHY50%
June 2018 -1x ProShares Short MSCI Emerging MarketsEUM50%
June 208 Barclays Low Duration Treasury (2-yr)SHY50%
May 2018 Market Vectors Egypt IndexEGPY50%
May 2018iShares MSCI Peru IndexEPU50%
April 2018 iShares MSCI Malaysia Index FundEWM50%
April 2018 Market Vectors Egypt IndexEGPT50%
March 2018iShares MSCI Malaysia Index FundEWM50%
March 2018 iShares MSCI Thailand IndexTHD50%
February 2018WisdomTree Emerging Markets IncomeDEM50%
February 2018iShares MSCI Malaysia Index FundEWM50%
January 2018WisdomTree Emerg Mkts SmallCap DividendDGS50%
January 2018Market Vectors IndonesiaIDX50%
December 2017 iShares MSCI Malaysia Index FundEWM50%
December 2017 iShares MSCI Thailand IndexTHD50%
November 2017iShares MSCI Peru IndexEPU50%
November 2017iShares MSCI Chile FundECH50%
October 2017iShares MSCI Peru IndexEPU50%
October 2017iShares MSCI Thailand IndexTHD50%
September 2017iShares MSCI Peru IndexEPU50%
September 2017iShares MSCI Chile FundECH50%
August 2017SPDR S&P ChinaGXC50%
August 2017iPath MSCI India ETNINP50%
July 2017 iShares MSCI Taiwan Index FundEWT50%
July 2017SPDR S&P ChinaGXC50%
June 2017 iShares MSCI South Korea Index FundEWY50%
June 2017 SPDR S&P ChinaGXC50%
May 2017 iShares MSCI Malaysia Index FundEWM50%
May 2017 SPDR S&P ChinaGXC50%
April 2017iShares MSCI Chile FundECH50%
April 2017 iPath MSCI India ETNINP50%
March 2017WisdomTree Emerg Mkts SmallCap DividendDGS50%
March 2017iPath MSCI India ETNINP50%
February 2017 iShares MSCI Poland IndexEPOL50%
February 2017iShares MSCI Peru IndexEPU50%
January 2017 iShares MSCI Poland IndexEPOL50%
January 2017Market Vectors DAXglobal RussiaRSX50%
December 2016 SPDR S&P ChinaGXC50%
December 2016 Market Vectors DAXglobal RussiaRSX50%
November 2016iShares MSCI BRIC Index FundBKF50%
November 2016iShares MSCI Chile FundECH50%
October 2016 SPDR S&P ChinaGXC50%
October 2016 iShares MSCI Taiwan Index FundEWT50%
September 2016SPDR S&P ChinaGXC50%
September 2016iShares MSCI Thailand IndexTHD50%
August 2016iShares MSCI Taiwan Index FundEWT50%
August 2016 iShares MSCI Thailand IndexTHD50%
July 2016 WisdomTree Emerg Mkts SmallCap DividendDGS50%
July 2016 iShares S&P Latin AmericaILF50%
June 2016Path MSCI India ETNINP50%
June 2016iShares MSCI Thailand IndexTHD50%
May 2016iShares MSCI Peru IndexEPU50%
May 2016iShares MSCI Chile FundECH50%
April 2016iShares MSCI Peru IndexEPU50%
April 2016 iShares MSCI Chile FundECH50%
March 2016iShares MSCI Peru IndexEPU50%
March 2016iShares MSCI Chile FundECH50%
February 2016-1x ProShares Short MSCI Emerging MarketsEUM50%
February 2016Barclays Low Duration Treasury (2-yr)SHY50%
January 2016-1x ProShares Short MSCI Emerging MarketsEUM50%
January 2016Barclays Low Duration Treasury (2-yr)SHY 50%
December 2015SPDR S&P ChinaGXC50%
December 2015 Barclays Low Duration Treasury (2-yr)SHY50%
November 2015iShares MSCI South Korea Index FundEWY50%
November 2015Barclays Low Duration Treasury (2-yr)SHY50%
October 2015Barclays Low Duration Treasury (2-yr)SHY100%
September 2015Barclays Low Duration Treasury (2-yr)SHY50%
September 2015-1x ProShares Short MSCI Emerging MarketsEUM50%
August 2015Barclays Low Duration Treasury (2-yr)SHY50%
August 2015 -1x ProShares Short MSCI Emerging MarketsEUM50%
July 2015 Barclays Low Duration Treasury (2-yr)SHY100%
June 2015Shares MSCI Taiwan Index FundEWT50%
June 2015Barclays Low Duration Treasury (2-yr)SHY50%
May 2015iShares MSCI South Korea Index FundEWY50%
May 2015SPDR S&P ChinaGXC50%
April 2015iShares MSCI South Korea Index FundEWY50%
April 2015 SPDR S&P ChinaGXC50%
March 2015Shares MSCI Taiwan Index FundEWT50%
March 2015SPDR S&P ChinaGXC50%
February 2015-1x ProShares Short MSCI Emerging MarketsEUM50%
February 2015Barclays Low Duration Treasury (2-yr)SHY50%
January 2015-1x ProShares Short MSCI Emerging MarketsEUM50%
January 2015Barclays Low Duration Treasury (2-yr)SHY50%
December 2014iPath MSCI India ETNINP50%
December 2014Barclays Low Duration Treasury (2-yr)SHY50%
November 2014Barclays Low Duration Treasury (2-yr)SHY100%
October 2014-1x ProShares Short MSCI Emerging MarketsEUM50%
October 2014Barclays Low Duration Treasury (2-yr)SHY50%
September 2014iShares MSCI Mexico Index FundEWW50%
September 2014iShares S&P Latin AmericaILF50%
August 2014Shares MSCI BRIC Index FundBKF50%
August 2014SPDR S&P ChinaGXC50%
July 2014iShares MSCI Taiwan Index FundEWT50%
July 2014Global X Interbolsa FTSE Colombia 20GXG50%
June 2014iShares MSCI Taiwan Index FundEWT50%
June 2014iPath MSCI India ETNINP50%
May 2014Global X Interbolsa FTSE Colombia 20GXG50%
May 2014iShares MSCI Malaysia Index FundEWM50%
April 2014Global X Interbolsa FTSE Colombia 20GXG50%
April 2014iPath MSCI India ETNINP50%
March 2014Market Vectors Egypt IndexEGPT50%
March 2014Shares MSCI Taiwan Index FundEWT50%
February 2014-1x ProShares Short MSCI Emerging MarketsEUM50%
February 2014Barclays Low Duration Treasury (2-yr)SHY50%
January 2014iShares MSCI Peru IndexEPU50%
January 2014iShares MSCI Taiwan Index FundEWT50%
December 2013iShares MSCI South Korea Index FundEWY50%
December 2013 SPDR S&P ChinaGXC50%
November 2013iShares MSCI Emg Mkts Eastern EuropeESR50%
November 2013Shares MSCI Peru IndexEPU50%
October 2013iShares MSCI Emg Mkts Eastern EuropeESR50%
October 2013 Market Vectors DAXglobal RussiaRSX50%
September 2013Barclays Low Duration TreasurySHY50%
September 2013-1X ProShares Short MSCI Emerging MarketsEUM50%
August 2013Barclays Low Duration TreasurySHY100%
July 2013Barclays Low Duration TreasurySHY50%
July 2013 -1X ProShares Short MSCI Emerging MarketsEUM50%
June 2013Barclays Low Duration TreasurySHY50%
June 2013-1X ProShares Short MSCI Emerging MarketsEUM50%
May 2013Wisdom Tree Emerging Markets SmallCap DividendDGS50%
May 2012iShares MSCI Malaysia Index FundEWM50%
April 2013Wisdom Tree Emerging Markets SmallCap DividendDGS50%
April 2013iShares MSCI Malaysia Index FundEWM50%
Current Holdings
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Eligible ETF Universe
Exchange Traded FundSymbol
iShares MSCI BRIC Index BKF
Wisdom Tree Emerging Markets High Yielding FundDEM
Wisdom Tree Emerging Markets Small Caps FundDGS
iShares MSCI Chile Index FundECH
iShares MSCI Emerging Markets Index FundEEM
iShares MSCI Poland IndexEPOL
iShares MSCI All Peru Capped Index FundEPU
ProShares Shorts MSCI Emerging Market EUM
iShares MSCI Malaysia Index Fund EWM
iShares MSCI Taiwan Index FundEWT
iShares MSCI Mexico Index EWW
iShares MSCI South Korea Index Fund EWY
iShares MSCI Brazil Index FundEWZ
iShares MSCI South Africa Index Fund EZA
iShares FTSE China 25 Index FundFXI
SPDR China ETFGXC
Market Vectors Indonesia Index FundIDX
iShares Latin America 40 Index FundILF
Barclays iPath MSCI India Total ReturnINP
Market Vectors Egypt IndexEGPT
Market Vectors DAX Russia TrustRSX
iShares MSCI Thailand Index FundTHD
Global X FTSE Colombia 20 ETFGXG
iShares MSCI Turkey Inv. Market Index FundTUR
Barclays Low Duration Treasury (2-yr)SHY
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