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Buy n Hold 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Buy n Hold 2

Last updated Nov 12, 2024

Another buy and hold portfolio for accumulation phase

Asset Allocation

AVGE 40%SPLG 40%QQQM 20%EquityEquity
PositionCategory/SectorWeight
AVGE
Avantis All Equity Markets ETF		Global Equities
40%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
20%
SPLG
SPDR Portfolio S&P 500 ETF		Large Cap Blend Equities
40%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Buy n Hold 2, 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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.46%
14.82%
Buy n Hold 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 29, 2022, corresponding to the inception date of AVGE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.70%3.51%14.80%37.91%14.18%11.41%
Buy n Hold 223.26%2.93%13.46%35.02%N/AN/A
Portfolio components:
AVGE
Avantis All Equity Markets ETF		17.85%1.96%9.74%31.26%N/AN/A
SPLG
SPDR Portfolio S&P 500 ETF		27.16%3.23%15.61%37.69%16.07%13.53%
QQQM
Invesco NASDAQ 100 ETF		26.20%4.23%16.42%36.97%N/AN/A

Monthly Returns

The table below presents the monthly returns of Buy n Hold 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.70%4.90%3.22%-4.10%5.07%2.66%1.48%1.64%2.17%-1.23%23.26%
20237.74%-2.27%3.32%0.93%0.72%6.69%4.04%-2.16%-4.36%-2.70%9.16%5.55%28.76%
2022-1.26%7.63%6.38%-5.84%6.46%

Expense Ratio

Buy n Hold 2 has an expense ratio of 0.13%, 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.

AVGE
Avantis All Equity Markets ETF
Expense ratio chart for AVGE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
QQQM
Invesco NASDAQ 100 ETF
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
SPLG
SPDR Portfolio S&P 500 ETF
Expense ratio chart for SPLG: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Buy n Hold 2 is 63, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Buy n Hold 2 is 6363
Combined Rank
The Sharpe Ratio Rank of Buy n Hold 2 is 6262Sharpe Ratio Rank
The Sortino Ratio Rank of Buy n Hold 2 is 6060Sortino Ratio Rank
The Omega Ratio Rank of Buy n Hold 2 is 6565Omega Ratio Rank
The Calmar Ratio Rank of Buy n Hold 2 is 6767Calmar Ratio Rank
The Martin Ratio Rank of Buy n Hold 2 is 5959Martin 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.

Buy n Hold 2
Sharpe ratio
The chart of Sharpe ratio for Buy n Hold 2, currently valued at 2.82, compared to the broader market0.002.004.006.002.82
Sortino ratio
The chart of Sortino ratio for Buy n Hold 2, currently valued at 3.79, compared to the broader market-2.000.002.004.006.003.79
Omega ratio
The chart of Omega ratio for Buy n Hold 2, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.802.001.52
Calmar ratio
The chart of Calmar ratio for Buy n Hold 2, currently valued at 3.97, compared to the broader market0.005.0010.0015.003.97
Martin ratio
The chart of Martin ratio for Buy n Hold 2, currently valued at 17.44, compared to the broader market0.0010.0020.0030.0040.0050.0060.0017.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market-2.000.002.004.006.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.802.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.39
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVGE
Avantis All Equity Markets ETF		2.533.481.463.8916.26
SPLG
SPDR Portfolio S&P 500 ETF		3.164.211.594.6020.90
QQQM
Invesco NASDAQ 100 ETF		2.232.931.402.8710.49

Sharpe Ratio

The current Buy n Hold 2 Sharpe ratio is 2.82. 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 2.17 to 3.06, 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 Buy n Hold 2 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.82
2.97
Buy n Hold 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Buy n Hold 2 provided a 1.31% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.31%1.48%1.14%0.58%0.65%0.72%0.89%0.70%0.79%0.79%0.72%0.68%
Portfolio components:
AVGE
Avantis All Equity Markets ETF		1.73%1.93%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPLG
SPDR Portfolio S&P 500 ETF		1.22%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%
QQQM
Invesco NASDAQ 100 ETF		0.64%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
Buy n Hold 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Buy n Hold 2. 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 Buy n Hold 2 was 10.39%, occurring on Oct 27, 2023. Recovery took 24 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.39%Aug 1, 202363Oct 27, 202324Dec 1, 202387
-9.11%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-7.92%Feb 3, 202326Mar 13, 202347May 18, 202373
-7.37%Dec 2, 202218Dec 28, 202219Jan 26, 202337
-5.47%Oct 5, 20228Oct 14, 20227Oct 25, 202215

Volatility

Volatility Chart

The current Buy n Hold 2 volatility is 3.89%, 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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.89%
3.92%
Buy n Hold 2
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.
AVGEQQQMSPLG
AVGE1.000.760.89
QQQM0.761.000.93
SPLG0.890.931.00
The correlation results are calculated based on daily price changes starting from Sep 30, 2022