ETH HOLDER
Asset Allocation
Performance
Performance Chart
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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* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.02% | -3.08% | 9.39% | 14.45% | 10.68% |
| ETH HOLDER | -3.63% | 4.45% | -8.27% | 5.64% | 15.92% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -0.85% | 5.19% | -2.42% | 10.85% | 16.18% | 12.64% |
VOOV Vanguard S&P 500 Value ETF | -1.83% | 2.51% | -8.18% | 3.89% | 14.54% | 9.53% |
VBR Vanguard Small-Cap Value ETF | -5.00% | 4.47% | -12.89% | 2.23% | 15.56% | 7.77% |
IJS iShares S&P SmallCap 600 Value ETF | -12.74% | 3.29% | -19.34% | -3.39% | 12.72% | 6.52% |
AVUV Avantis U.S. Small Cap Value ETF | -9.42% | 5.32% | -17.48% | -3.76% | 20.29% | N/A |
VTI Vanguard Total Stock Market ETF | -1.30% | 5.32% | -3.69% | 10.31% | 15.52% | 11.97% |
Monthly Returns
The table below presents the monthly returns of ETH HOLDER, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.72% | -2.16% | -5.18% | -2.59% | 3.81% | -3.63% | |||||||
| 2024 | -0.35% | 4.10% | 3.99% | -4.75% | 4.48% | 0.71% | 4.88% | 1.15% | 1.56% | -1.10% | 7.42% | -5.02% | 17.56% |
| 2023 | 7.80% | -2.35% | -0.22% | 0.53% | -1.19% | 7.51% | 4.43% | -2.67% | -4.76% | -3.19% | 9.19% | 7.08% | 22.90% |
| 2022 | -4.38% | -1.03% | 2.73% | -7.35% | 1.22% | -8.97% | 8.72% | -3.46% | -9.37% | 10.59% | 5.31% | -5.59% | -13.19% |
| 2021 | 0.68% | 6.02% | 5.21% | 4.11% | 1.85% | 0.60% | 0.25% | 2.48% | -3.35% | 5.48% | -1.96% | 4.82% | 28.94% |
| 2020 | -2.40% | -9.02% | -17.33% | 13.36% | 4.40% | 1.75% | 4.51% | 6.04% | -3.66% | -0.35% | 13.82% | 5.07% | 12.47% |
| 2019 | -0.07% | 2.19% | 3.40% | 3.00% | 8.76% |
Expense Ratio
ETH HOLDER has an expense ratio of 0.09%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETH HOLDER is 14, meaning it’s performing worse than 86% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.60 | 0.88 | 1.13 | 0.56 | 2.13 |
VOOV Vanguard S&P 500 Value ETF | 0.26 | 0.33 | 1.05 | 0.14 | 0.47 |
VBR Vanguard Small-Cap Value ETF | 0.15 | 0.21 | 1.03 | 0.03 | 0.10 |
IJS iShares S&P SmallCap 600 Value ETF | -0.11 | -0.12 | 0.98 | -0.17 | -0.48 |
AVUV Avantis U.S. Small Cap Value ETF | -0.11 | -0.11 | 0.99 | -0.18 | -0.47 |
VTI Vanguard Total Stock Market ETF | 0.55 | 0.82 | 1.12 | 0.51 | 1.90 |
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Dividends
Dividend yield
ETH HOLDER provided a 1.71% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.71% | 1.59% | 1.58% | 1.80% | 1.44% | 1.62% | 1.75% | 1.96% | 1.62% | 1.73% | 1.85% | 1.62% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.31% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VOOV Vanguard S&P 500 Value ETF | 2.19% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% |
VBR Vanguard Small-Cap Value ETF | 2.26% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
IJS iShares S&P SmallCap 600 Value ETF | 2.04% | 1.78% | 1.42% | 1.47% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% |
AVUV Avantis U.S. Small Cap Value ETF | 1.82% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the ETH HOLDER. 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 ETH HOLDER was 37.97%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current ETH HOLDER drawdown is 8.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.97% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -22.09% | Jan 5, 2022 | 186 | Sep 30, 2022 | 207 | Jul 31, 2023 | 393 |
| -20.37% | Dec 3, 2024 | 86 | Apr 8, 2025 | — | — | — |
| -11.85% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
| -7.33% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 5.13, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | AVUV | IJS | VOO | VOOV | VTI | VBR | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.73 | 0.73 | 1.00 | 0.86 | 0.99 | 0.80 | 0.93 |
| AVUV | 0.73 | 1.00 | 0.96 | 0.73 | 0.85 | 0.77 | 0.97 | 0.91 |
| IJS | 0.73 | 0.96 | 1.00 | 0.73 | 0.85 | 0.77 | 0.97 | 0.91 |
| VOO | 1.00 | 0.73 | 0.73 | 1.00 | 0.86 | 0.99 | 0.80 | 0.93 |
| VOOV | 0.86 | 0.85 | 0.85 | 0.86 | 1.00 | 0.87 | 0.90 | 0.94 |
| VTI | 0.99 | 0.77 | 0.77 | 0.99 | 0.87 | 1.00 | 0.84 | 0.95 |
| VBR | 0.80 | 0.97 | 0.97 | 0.80 | 0.90 | 0.84 | 1.00 | 0.96 |
| Portfolio | 0.93 | 0.91 | 0.91 | 0.93 | 0.94 | 0.95 | 0.96 | 1.00 |