Actual Portfolio 10% AVES
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVES Avantis Emerging Markets Value ETF | Emerging Markets Equities, Actively Managed | 10% |
AVUV Avantis U.S. Small Cap Value ETF | Small Cap Value Equities, Actively Managed | 22.50% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 22.50% |
VGT Vanguard Information Technology ETF | Technology Equities | 22.50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 22.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Actual Portfolio 10% AVES, 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 30, 2021, corresponding to the inception date of AVES
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Actual Portfolio 10% AVES | 17.83% | 0.31% | 8.69% | 30.73% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 19.49% | 1.39% | 9.27% | 33.25% | 14.85% | 12.55% |
VGT Vanguard Information Technology ETF | 19.79% | -0.41% | 9.48% | 40.17% | 22.78% | 20.42% |
BRK-B Berkshire Hathaway Inc. | 27.66% | 0.43% | 10.62% | 26.42% | 17.01% | 12.55% |
AVUV Avantis U.S. Small Cap Value ETF | 7.67% | 0.04% | 5.78% | 26.71% | N/A | N/A |
AVES Avantis Emerging Markets Value ETF | 9.04% | -0.22% | 5.75% | 17.89% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Actual Portfolio 10% AVES, 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 | 1.49% | 4.77% | 3.04% | -4.70% | 5.31% | 1.45% | 4.43% | 1.84% | 17.83% | ||||
| 2023 | 7.02% | -1.69% | 1.42% | 1.37% | 0.38% | 7.22% | 4.75% | -1.78% | -4.05% | -3.08% | 9.13% | 5.36% | 28.07% |
| 2022 | -2.83% | -0.53% | 4.10% | -8.51% | 0.21% | -10.71% | 9.80% | -4.19% | -9.26% | 9.41% | 6.81% | -5.62% | -13.28% |
| 2021 | 5.37% | -1.12% | 4.57% | 8.95% |
Expense Ratio
Actual Portfolio 10% AVES has an expense ratio of 0.12%, 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 Actual Portfolio 10% AVES is 52, 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.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.35 | 3.15 | 1.42 | 2.19 | 14.43 |
VGT Vanguard Information Technology ETF | 1.83 | 2.39 | 1.32 | 2.51 | 9.01 |
BRK-B Berkshire Hathaway Inc. | 1.80 | 2.45 | 1.31 | 2.31 | 7.89 |
AVUV Avantis U.S. Small Cap Value ETF | 1.19 | 1.78 | 1.21 | 2.01 | 6.00 |
AVES Avantis Emerging Markets Value ETF | 1.19 | 1.68 | 1.21 | 1.07 | 6.86 |
Dividends
Dividend yield
Actual Portfolio 10% AVES granted a 1.01% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Actual Portfolio 10% AVES | 1.01% | 1.24% | 1.34% | 0.77% | 0.78% | 0.74% | 0.75% | 0.61% | 0.73% | 0.73% | 0.65% | 0.63% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.02% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
BRK-B Berkshire Hathaway Inc. | 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 | 1.22% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVES Avantis Emerging Markets Value ETF | 3.63% | 3.96% | 3.70% | 0.62% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Actual Portfolio 10% AVES. 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 Actual Portfolio 10% AVES was 23.49%, occurring on Sep 30, 2022. Recovery took 195 trading sessions.
The current Actual Portfolio 10% AVES drawdown is 0.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.49% | Mar 30, 2022 | 128 | Sep 30, 2022 | 195 | Jul 13, 2023 | 323 |
| -10.12% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.44% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -8.47% | Jan 5, 2022 | 43 | Mar 8, 2022 | 13 | Mar 25, 2022 | 56 |
| -5.54% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current Actual Portfolio 10% AVES volatility is 4.53%, 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
| BRK-B | AVES | VGT | AVUV | VTI | |
|---|---|---|---|---|---|
| BRK-B | 1.00 | 0.44 | 0.46 | 0.61 | 0.63 |
| AVES | 0.44 | 1.00 | 0.60 | 0.62 | 0.67 |
| VGT | 0.46 | 0.60 | 1.00 | 0.63 | 0.92 |
| AVUV | 0.61 | 0.62 | 0.63 | 1.00 | 0.80 |
| VTI | 0.63 | 0.67 | 0.92 | 0.80 | 1.00 |