CSPX–VUAA–IWDA–VWRA–VWRP–EIMI–CNDX–EQQQ–WSML–SXR8–EQQQ–CSPX–VUAA–IWDA–VWRA–VWRP–EIMI–CNDX–EQQQ–WSML–SXR8–EQQQ–

running the numbers

Portfolio

Portfolio Analytics

The truth your fund names hide: real exposure after look-through, how your holdings move together, and what you are actually betting on.

Look-through flag:your largest look-through position is TAIWAN SEMICONDUCTOR MANUFACTURING at 4.3% across 2 funds (EIMI + VWRA).

Portfolio KPIs

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Value of $10,000

$16,405

Expected return

+10.5%

Volatility

15.8%

Beta

0.96

Max drawdown

-27.0%

Diversification

16/100

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Growth of $10,000

interactive

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Your portfolioMSCI World (URTH proxy)hover for values

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Asset allocation

hover the ring

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UCITS ETF100%

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Largest single names · across funds

overlap reveal

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TAIWAN SEMICONDUCTOR MANUFACTURING

EIMIVWRA×2 funds

4.3%

NVIDIA CORP

IWDAVWRA×2 funds

3.7%

APPLE INC

IWDAVWRA×2 funds

3.5%

MICROSOFT CORP

IWDAVWRA×2 funds

2.1%

SAMSUNG ELECTRONICS LTD

EIMIVWRA×2 funds

1.9%

Look-through holdings across your funds, reconciled by ISIN so the same company counts once, weighted by your allocation.

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Correlation matrix

click a pair

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Click any pair to pin its read.

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True sector exposure

look-through

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Geographic exposure

by country

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Shading uses a square-root scale of look-through weight (so one dominant market does not blank the rest); darkest = largest weight. Outlined countries report no exposure. Dots mark markets too small for outlines at this scale (Singapore, Hong Kong, …).

Not on the map: Other 0.84%.

registration drill

Click a shaded country to list the fund's top holdings registered there (by ISIN prefix, from the full constituent book).

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Currency exposure

underlying FX

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Derived from look-through country weights. An INR-based investor carries every one of these legs; hedge only what you can name.

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Factor exposure

Fama-French · monthly

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Rolling volatility · Portfolio

6M window · 3Y

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Annualized volatility of daily returns over a rolling 126-trading-day (6M) window.

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Return distribution · Portfolio

MAX

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Skew

-0.10

Ex. kurt

2.59

Best day

+5.2%

Worst day

-5.2%

Up days

53%

Daily returns of Portfolio with the 5% VaR and CVaR tails marked; shape stats over the selected window.

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Calendar returns · Portfolio

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Compounded calendar-year returns vs MSCI World (URTH proxy). First and last years may be partial.

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Computed from 1222 aligned trading days (2021-07-23 to 2026-07-15). Benchmark: MSCI World (URTH proxy). Adjusted close series with a modeled ~3% cash yield; figures are informational, not investment advice. Expected return +10.5% is historical CAGR, not a forecast.