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ACB - OPTIMIZADO - BIT - June 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IAU 5%BTC-USD 8%SCHG 30%SMH 15%AVUV 10%QQQ 10%DXJ 6%ARGT 6%INCO 6%TUR 4%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
ARGT
Global X MSCI Argentina ETF
Latin America Equities
6%
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed
10%
BTC-USD
Bitcoin
8%
DXJ
WisdomTree Japan Hedged Equity Fund
Japan Equities
6%
IAU
iShares Gold Trust
Precious Metals, Gold
5%
INCO
Columbia India Consumer ETF
Asia Pacific Equities
6%
QQQ
Invesco QQQ
Large Cap Blend Equities
10%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities
30%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
15%
TUR
iShares MSCI Turkey ETF
Emerging Markets Equities
4%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ACB - OPTIMIZADO - BIT - June 2024, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.91%
9.23%
ACB - OPTIMIZADO - BIT - June 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
ACB - OPTIMIZADO - BIT - June 202440.00%0.41%11.91%39.69%27.29%N/A
SCHG
Schwab U.S. Large-Cap Growth ETF
38.35%4.05%13.73%38.34%20.22%16.84%
DXJ
WisdomTree Japan Hedged Equity Fund
27.50%0.67%0.64%27.78%18.29%11.29%
TUR
iShares MSCI Turkey ETF
11.69%-1.36%-14.85%8.92%8.62%-1.41%
ARGT
Global X MSCI Argentina ETF
63.95%1.43%46.64%61.42%26.44%17.22%
INCO
Columbia India Consumer ETF
12.67%-2.49%-5.17%15.32%14.11%9.94%
SMH
VanEck Vectors Semiconductor ETF
42.52%1.88%-4.79%43.83%29.81%27.69%
BTC-USD
Bitcoin
124.03%-3.40%53.20%117.10%67.28%76.22%
IAU
iShares Gold Trust
26.24%-3.54%12.36%26.79%11.27%7.87%
AVUV
Avantis U.S. Small Cap Value ETF
8.79%-7.90%9.45%8.39%13.97%N/A
QQQ
Invesco QQQ
28.44%3.54%9.40%28.86%20.37%18.39%
*Annualized

Monthly Returns

The table below presents the monthly returns of ACB - OPTIMIZADO - BIT - June 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.80%9.10%4.92%-3.05%6.69%3.11%0.57%-0.30%2.31%0.25%8.15%40.00%
202312.43%-0.72%6.48%0.08%4.59%7.23%4.05%-1.52%-3.97%-0.01%11.06%5.88%54.33%
2022-6.60%-1.02%3.61%-9.92%-1.16%-11.38%11.54%-3.94%-8.36%5.77%6.43%-5.40%-20.97%
20211.78%5.84%5.12%2.89%-1.22%2.41%2.72%5.15%-4.53%8.25%-0.67%0.58%31.46%
20202.05%-7.10%-14.60%15.04%7.34%4.38%7.44%6.33%-3.70%0.85%16.11%11.47%49.87%
2019-0.16%3.81%1.54%4.46%9.94%

Expense Ratio

ACB - OPTIMIZADO - BIT - June 2024 has an expense ratio of 0.26%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for INCO: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for ARGT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for TUR: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACB - OPTIMIZADO - BIT - June 2024 is 47, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ACB - OPTIMIZADO - BIT - June 2024 is 4747
Overall Rank
The Sharpe Ratio Rank of ACB - OPTIMIZADO - BIT - June 2024 is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ACB - OPTIMIZADO - BIT - June 2024 is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ACB - OPTIMIZADO - BIT - June 2024 is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ACB - OPTIMIZADO - BIT - June 2024 is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ACB - OPTIMIZADO - BIT - June 2024 is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ACB - OPTIMIZADO - BIT - June 2024, currently valued at 1.84, compared to the broader market-6.00-4.00-2.000.002.004.001.842.07
The chart of Sortino ratio for ACB - OPTIMIZADO - BIT - June 2024, currently valued at 2.43, compared to the broader market-6.00-4.00-2.000.002.004.006.002.432.76
The chart of Omega ratio for ACB - OPTIMIZADO - BIT - June 2024, currently valued at 1.31, compared to the broader market0.400.600.801.001.201.401.601.801.311.39
The chart of Calmar ratio for ACB - OPTIMIZADO - BIT - June 2024, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.000.893.05
The chart of Martin ratio for ACB - OPTIMIZADO - BIT - June 2024, currently valued at 9.84, compared to the broader market0.0010.0020.0030.0040.0050.009.8413.27
ACB - OPTIMIZADO - BIT - June 2024
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHG
Schwab U.S. Large-Cap Growth ETF
2.282.821.411.2211.99
DXJ
WisdomTree Japan Hedged Equity Fund
0.200.411.060.030.60
TUR
iShares MSCI Turkey ETF
-0.37-0.370.960.14-0.61
ARGT
Global X MSCI Argentina ETF
3.323.891.492.8514.11
INCO
Columbia India Consumer ETF
0.570.941.110.091.11
SMH
VanEck Vectors Semiconductor ETF
0.591.001.130.251.92
BTC-USD
Bitcoin
1.562.301.231.377.28
IAU
iShares Gold Trust
0.841.201.150.394.20
AVUV
Avantis U.S. Small Cap Value ETF
0.701.191.150.343.44
QQQ
Invesco QQQ
1.762.271.320.827.86

The current ACB - OPTIMIZADO - BIT - June 2024 Sharpe ratio is 1.84. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ACB - OPTIMIZADO - BIT - June 2024 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.84
2.07
ACB - OPTIMIZADO - BIT - June 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ACB - OPTIMIZADO - BIT - June 2024 provided a 0.69% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.69%1.16%1.82%1.21%0.76%1.63%1.46%1.09%0.92%1.64%1.61%1.17%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
DXJ
WisdomTree Japan Hedged Equity Fund
0.86%3.44%3.03%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
TUR
iShares MSCI Turkey ETF
1.81%4.43%1.97%4.22%0.87%3.29%4.05%2.63%2.89%3.04%1.63%2.34%
ARGT
Global X MSCI Argentina ETF
0.88%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%0.62%
INCO
Columbia India Consumer ETF
2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.00%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVUV
Avantis U.S. Small Cap Value ETF
1.62%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.46%
-1.91%
ACB - OPTIMIZADO - BIT - June 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ACB - OPTIMIZADO - BIT - June 2024. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ACB - OPTIMIZADO - BIT - June 2024 was 32.83%, occurring on Mar 22, 2020. Recovery took 110 trading sessions.

The current ACB - OPTIMIZADO - BIT - June 2024 drawdown is 3.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.83%Feb 13, 202039Mar 22, 2020110Jul 10, 2020149
-30.53%Nov 9, 2021341Oct 15, 2022261Jul 3, 2023602
-12.69%Jul 17, 202420Aug 5, 202470Oct 14, 202490
-9.52%Sep 3, 202021Sep 23, 202019Oct 12, 202040
-7.74%Feb 22, 202111Mar 4, 202132Apr 5, 202143

Volatility

Volatility Chart

The current ACB - OPTIMIZADO - BIT - June 2024 volatility is 5.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.22%
3.82%
ACB - OPTIMIZADO - BIT - June 2024
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IAUBTC-USDTURINCODXJAVUVARGTSMHQQQSCHG
IAU1.000.120.130.14-0.000.090.180.100.120.11
BTC-USD0.121.000.140.140.150.230.240.250.260.26
TUR0.130.141.000.230.230.260.270.210.230.23
INCO0.140.140.231.000.340.370.350.370.390.40
DXJ-0.000.150.230.341.000.560.420.470.480.48
AVUV0.090.230.260.370.561.000.510.480.470.48
ARGT0.180.240.270.350.420.511.000.480.520.53
SMH0.100.250.210.370.470.480.481.000.820.78
QQQ0.120.260.230.390.480.470.520.821.000.96
SCHG0.110.260.230.400.480.480.530.780.961.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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