CALTROPIAPremium
Research

International equity factor strategy

International Value Factor Portfolio

One international technical value portfolio · Equal weights · USD returns including currency moves.

Latest day --Awaiting valuation
Month to date --Awaiting valuation
Model portfolio

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Research record

Performance

SeriesTotal returnSince inceptionAnnual returnVolatilityMax drawdownSharpe
Caltropia
Total return—
Annual return—
Volatility—
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Sharpe—
VEU
Total return—
Annual return—
Volatility—
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Sharpe—
EFV
Total return—
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Max drawdown—
Sharpe—
Win rate--
Average month--
Positive months--
Winners · latest day--
Top contributor--
Bottom contributor--
Growth of $1Portfolio and benchmark performance
Waiting for dated history

Waiting for the portfolio’s dated history.

Values from the dated portfolio record.
Allocation

Portfolio

-- names -- allocated
Sector allocationCurrent holdings grouped by sector
Current monthly book

Portfolio breakdown

Loading holdingsUSD price coverage --
Portfolio analytics

Portfolio analytics

Active sector exposure

VEU · latest

USD, unhedged · Split- and dividend-adjusted prices · Latest day and MTD use one completed global valuation date, with weights drifting between monthly opening allocations. Confirmed market holidays retain the last equity close and include currency moves. Partial marks require at least 99.5% capital coverage and are labeled estimated. Current coverage reconstructed through history · Before costs and taxes.