International Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-02-20| Period | Strategy | MSCI ACWI Ex US TR | Excess Return |
|---|---|---|---|
| 1 Month | +5.26% | +0.00% | +5.26% |
| 3 Month | +12.98% | +5.99% | +6.99% |
| 1 Year | +23.83% | +33.72% | -9.89% |
| 3 Year (Ann.) | +16.86% | +18.72% | -1.86% |
| 5 Year (Ann.) | +6.36% | +9.27% | -2.91% |
| 10 Year (Ann.) | +11.44% | +10.51% | +0.94% |
| Since Inception (Ann.) | +15.95% | +5.53% | +10.43% |
Annual Returns
| Year | Strategy | MSCI ACWI Ex US TR |
|---|---|---|
| YTD | +13.0% | +6.0% |
| 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 Alpha10.70%
Tracking Error8.8%
Information Ratio1.19
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