PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Gingeryell

Last updated Feb 21, 2024

Asset Allocation


EDV 10%VOO 30%AVUV 20%VEA 10%AVDV 10%VWO 10%DGS 10%BondBondEquityEquity
PositionCategory/SectorWeight
EDV
Vanguard Extended Duration Treasury ETF
Government Bonds

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

20%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

10%

AVDV
Avantis International Small Cap Value ETF
Foreign Small & Mid Cap Equities, Actively Managed

10%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

10%

DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
Asia Pacific Equities

10%

Performance

The chart shows the growth of an initial investment of $10,000 in Gingeryell, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
10.15%
13.40%
Gingeryell
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Gingeryell-0.13%2.20%10.15%11.23%N/AN/A
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
AVUV
Avantis U.S. Small Cap Value ETF
-2.51%0.93%11.73%7.86%N/AN/A
VEA
Vanguard FTSE Developed Markets ETF
0.69%3.10%10.13%10.11%6.65%4.64%
AVDV
Avantis International Small Cap Value ETF
-1.65%1.57%8.11%7.65%N/AN/A
VWO
Vanguard FTSE Emerging Markets ETF
0.17%3.89%6.42%4.80%3.10%3.49%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
-0.46%3.76%8.42%13.73%6.00%4.98%
EDV
Vanguard Extended Duration Treasury ETF
-8.49%-1.25%0.50%-10.98%-4.86%1.10%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.43%
20234.47%-3.34%-4.21%-3.92%8.89%7.19%

Sharpe Ratio

The current Gingeryell Sharpe ratio is 0.88. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.88

The Sharpe ratio of Gingeryell is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.88
1.75
Gingeryell
Benchmark (^GSPC)
Portfolio components

Dividend yield

Gingeryell granted a 2.60% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Gingeryell2.60%2.57%2.74%2.04%2.19%2.05%1.96%1.61%2.04%2.00%1.84%1.93%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
AVUV
Avantis U.S. Small Cap Value ETF
1.70%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
3.13%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
AVDV
Avantis International Small Cap Value ETF
3.34%3.29%3.17%2.39%1.67%0.37%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.52%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
4.57%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%3.45%
EDV
Vanguard Extended Duration Treasury ETF
3.88%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%5.03%

Expense Ratio

The Gingeryell features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.63%
0.00%2.15%
0.36%
0.00%2.15%
0.25%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
1.91
AVUV
Avantis U.S. Small Cap Value ETF
0.35
VEA
Vanguard FTSE Developed Markets ETF
0.75
AVDV
Avantis International Small Cap Value ETF
0.53
VWO
Vanguard FTSE Emerging Markets ETF
0.28
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
1.05
EDV
Vanguard Extended Duration Treasury ETF
-0.41

Asset Correlations Table

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

EDVAVUVVWOVOODGSAVDVVEA
EDV1.00-0.20-0.09-0.09-0.07-0.13-0.10
AVUV-0.201.000.580.750.600.770.74
VWO-0.090.581.000.670.890.740.79
VOO-0.090.750.671.000.670.750.83
DGS-0.070.600.890.671.000.770.80
AVDV-0.130.770.740.750.771.000.94
VEA-0.100.740.790.830.800.941.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.58%
-1.08%
Gingeryell
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Gingeryell. 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 Gingeryell was 32.08%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Gingeryell drawdown is 1.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.08%Jan 21, 202044Mar 23, 2020107Aug 24, 2020151
-24.85%Nov 9, 2021225Sep 30, 2022
-6.73%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.84%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-4.16%May 10, 20213May 12, 202113Jun 1, 202116

Volatility Chart

The current Gingeryell volatility is 3.59%, 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%SeptemberOctoberNovemberDecember2024February
3.59%
3.37%
Gingeryell
Benchmark (^GSPC)
Portfolio components
0 comments