ACB - OPTIMIZADO - BIT - June 2024
Asset Allocation
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
The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| ACB - OPTIMIZADO - BIT - June 2024 | 37.29% | 4.70% | 12.45% | 47.24% | 28.46% | N/A |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 32.53% | 2.62% | 15.29% | 38.57% | 20.32% | 16.49% |
DXJ WisdomTree Japan Hedged Equity Fund | 25.34% | 1.54% | 1.18% | 24.80% | 18.53% | 11.40% |
TUR iShares MSCI Turkey ETF | 6.76% | 3.78% | -21.73% | -2.48% | 7.94% | -2.17% |
ARGT Global X MSCI Argentina ETF | 59.34% | 13.43% | 34.24% | 76.59% | 30.68% | 15.61% |
INCO Columbia India Consumer ETF | 15.07% | -5.72% | 1.88% | 25.77% | 14.90% | 9.78% |
SMH VanEck Vectors Semiconductor ETF | 38.70% | -4.07% | 2.51% | 50.18% | 32.95% | 28.01% |
BTC-USD Bitcoin | 123.21% | 40.04% | 36.48% | 163.42% | 66.85% | 74.15% |
IAU iShares Gold Trust | 28.18% | -2.63% | 11.20% | 32.25% | 12.43% | 8.03% |
AVUV Avantis U.S. Small Cap Value ETF | 13.81% | 4.94% | 10.37% | 29.33% | 16.17% | N/A |
QQQ Invesco QQQ | 23.40% | 1.56% | 10.75% | 30.41% | 20.83% | 18.08% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.80% | 9.10% | 4.92% | -3.05% | 6.69% | 3.11% | 0.57% | -0.30% | 2.31% | 0.25% | 37.29% | ||
| 2023 | 12.43% | -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% |
| 2021 | 1.78% | 5.84% | 5.12% | 2.89% | -1.22% | 2.42% | 2.72% | 5.15% | -4.53% | 8.25% | -0.67% | 0.58% | 31.47% |
| 2020 | 2.05% | -7.10% | -14.60% | 15.04% | 7.34% | 4.39% | 7.44% | 6.33% | -3.70% | 0.85% | 16.11% | 11.48% | 49.88% |
| 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ACB - OPTIMIZADO - BIT - June 2024 is 16, indicating that it is in the bottom 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 1.65 | 2.17 | 1.30 | 0.77 | 8.16 |
DXJ WisdomTree Japan Hedged Equity Fund | 0.48 | 0.74 | 1.11 | 0.11 | 1.50 |
TUR iShares MSCI Turkey ETF | -0.15 | -0.05 | 0.99 | -0.05 | -0.29 |
ARGT Global X MSCI Argentina ETF | 3.55 | 4.20 | 1.51 | 3.07 | 14.82 |
INCO Columbia India Consumer ETF | 1.07 | 1.66 | 1.19 | 0.22 | 2.97 |
SMH VanEck Vectors Semiconductor ETF | 0.34 | 0.70 | 1.09 | 0.11 | 1.19 |
BTC-USD Bitcoin | 0.83 | 1.51 | 1.15 | 0.64 | 3.82 |
IAU iShares Gold Trust | 2.07 | 2.75 | 1.36 | 1.35 | 12.46 |
AVUV Avantis U.S. Small Cap Value ETF | 0.94 | 1.52 | 1.18 | 0.51 | 4.58 |
QQQ Invesco QQQ | 1.20 | 1.64 | 1.22 | 0.46 | 5.06 |
Dividends
Dividend yield
ACB - OPTIMIZADO - BIT - June 2024 provided a 0.89% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.89% | 1.16% | 1.82% | 1.21% | 0.76% | 1.63% | 1.46% | 1.09% | 0.92% | 1.64% | 1.61% | 1.17% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 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 | 2.35% | 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 | 2.49% | 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 | 0.91% | 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 | 3.31% | 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 | 0.43% | 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 | 1.55% | 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 | 0.60% | 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.
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 0.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.83% | Feb 13, 2020 | 39 | Mar 22, 2020 | 110 | Jul 10, 2020 | 149 |
| -30.53% | Nov 9, 2021 | 341 | Oct 15, 2022 | 261 | Jul 3, 2023 | 602 |
| -12.69% | Jul 17, 2024 | 20 | Aug 5, 2024 | 70 | Oct 14, 2024 | 90 |
| -9.52% | Sep 3, 2020 | 21 | Sep 23, 2020 | 19 | Oct 12, 2020 | 40 |
| -7.74% | Feb 22, 2021 | 11 | Mar 4, 2021 | 32 | Apr 5, 2021 | 43 |
Volatility
Volatility Chart
The current ACB - OPTIMIZADO - BIT - June 2024 volatility is 5.13%, 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.
Diversification
Asset Correlations Table
| IAU | BTC-USD | TUR | INCO | DXJ | AVUV | ARGT | SMH | QQQ | SCHG | |
|---|---|---|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.11 | 0.12 | 0.15 | -0.01 | 0.08 | 0.18 | 0.10 | 0.12 | 0.11 |
| BTC-USD | 0.11 | 1.00 | 0.14 | 0.14 | 0.16 | 0.23 | 0.24 | 0.25 | 0.26 | 0.26 |
| TUR | 0.12 | 0.14 | 1.00 | 0.23 | 0.23 | 0.26 | 0.27 | 0.21 | 0.23 | 0.23 |
| INCO | 0.15 | 0.14 | 0.23 | 1.00 | 0.35 | 0.37 | 0.36 | 0.38 | 0.39 | 0.41 |
| DXJ | -0.01 | 0.16 | 0.23 | 0.35 | 1.00 | 0.56 | 0.42 | 0.47 | 0.48 | 0.48 |
| AVUV | 0.08 | 0.23 | 0.26 | 0.37 | 0.56 | 1.00 | 0.51 | 0.48 | 0.47 | 0.49 |
| ARGT | 0.18 | 0.24 | 0.27 | 0.36 | 0.42 | 0.51 | 1.00 | 0.48 | 0.52 | 0.53 |
| SMH | 0.10 | 0.25 | 0.21 | 0.38 | 0.47 | 0.48 | 0.48 | 1.00 | 0.82 | 0.78 |
| QQQ | 0.12 | 0.26 | 0.23 | 0.39 | 0.48 | 0.47 | 0.52 | 0.82 | 1.00 | 0.96 |
| SCHG | 0.11 | 0.26 | 0.23 | 0.41 | 0.48 | 0.49 | 0.53 | 0.78 | 0.96 | 1.00 |