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AVGE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 25%AVUS 43%AVLV 15%AVDE 11%AVEM 6%BondBondEquityEquity
PositionCategory/SectorWeight
AVDE
Avantis International Equity ETF
Foreign Large Cap Equities
11%
AVEM
Avantis Emerging Markets Equity ETF
Foreign Large Cap Equities
6%
AVLV
Avantis U.S. Large Cap Value ETF
Large Cap Value Equities
15%
AVUS
Avantis U.S. Equity ETF
Large Cap Growth Equities, Actively Managed
43%
BND
Vanguard Total Bond Market ETF
Total Bond Market
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AVGE, 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%MayJuneJulyAugustSeptemberOctober
9.90%
15.83%
AVGE
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 23, 2021, corresponding to the inception date of AVLV

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
AVGE12.91%-0.50%9.90%28.16%N/AN/A
AVUS
Avantis U.S. Equity ETF
19.15%1.45%13.65%38.40%15.17%N/A
AVLV
Avantis U.S. Large Cap Value ETF
16.41%1.20%9.84%33.94%N/AN/A
AVDE
Avantis International Equity ETF
8.64%-4.18%6.08%24.16%7.21%N/A
AVEM
Avantis Emerging Markets Equity ETF
13.30%-3.36%9.34%26.76%6.85%N/A
BND
Vanguard Total Bond Market ETF
2.14%-2.57%5.38%10.54%-0.26%1.47%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.12%3.20%3.47%-3.68%3.76%0.62%2.60%1.36%1.73%12.91%
20236.38%-2.88%0.91%0.63%-2.02%5.24%3.43%-2.25%-3.40%-2.87%7.28%5.47%16.12%
2022-3.42%-1.48%1.03%-6.34%1.74%-7.79%6.27%-2.92%-8.00%6.67%6.68%-4.02%-12.43%
2021-2.20%4.03%-1.47%2.92%3.18%

Expense Ratio

AVGE has an expense ratio of 0.14%, 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.


Expense ratio chart for AVEM: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for AVDE: 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%
Expense ratio chart for AVUS: 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%
Expense ratio chart for AVLV: 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%
Expense ratio chart for BND: 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 AVGE is 55, 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 AVGE is 5555
Combined Rank
The Sharpe Ratio Rank of AVGE is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of AVGE is 6363Sortino Ratio Rank
The Omega Ratio Rank of AVGE is 5959Omega Ratio Rank
The Calmar Ratio Rank of AVGE is 4242Calmar Ratio Rank
The Martin Ratio Rank of AVGE is 6060Martin 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.


AVGE
Sharpe ratio
The chart of Sharpe ratio for AVGE, currently valued at 3.00, compared to the broader market0.002.004.006.003.00
Sortino ratio
The chart of Sortino ratio for AVGE, currently valued at 4.24, compared to the broader market-2.000.002.004.006.004.24
Omega ratio
The chart of Omega ratio for AVGE, 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 AVGE, currently valued at 2.65, compared to the broader market0.002.004.006.008.0010.0012.0014.002.65
Martin ratio
The chart of Martin ratio for AVGE, currently valued at 19.67, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.002.004.006.008.0010.0012.0014.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVUS
Avantis U.S. Equity ETF
3.144.171.573.7519.20
AVLV
Avantis U.S. Large Cap Value ETF
2.823.841.503.7015.75
AVDE
Avantis International Equity ETF
1.962.721.341.9012.46
AVEM
Avantis Emerging Markets Equity ETF
1.782.481.311.479.99
BND
Vanguard Total Bond Market ETF
1.752.601.310.646.74

Sharpe Ratio

The current AVGE Sharpe ratio is 2.96. 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 2.48 to 3.39, 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 AVGE 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 Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.00
3.43
AVGE
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AVGE provided a 2.16% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
AVGE2.16%2.17%2.11%1.43%1.34%0.88%0.70%0.64%0.63%0.64%0.70%0.70%
AVUS
Avantis U.S. Equity ETF
1.28%1.41%1.59%1.08%1.19%0.35%0.00%0.00%0.00%0.00%0.00%0.00%
AVLV
Avantis U.S. Large Cap Value ETF
1.59%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVDE
Avantis International Equity ETF
3.02%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%0.00%0.00%
AVEM
Avantis Emerging Markets Equity ETF
2.70%3.06%2.77%2.61%1.60%0.34%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.51%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.22%
-0.54%
AVGE
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AVGE. 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 AVGE was 20.33%, occurring on Sep 30, 2022. Recovery took 303 trading sessions.

The current AVGE drawdown is 1.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.33%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-5.91%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-4.22%Apr 1, 202415Apr 19, 202418May 15, 202433
-4.13%Nov 9, 202116Dec 1, 202123Jan 4, 202239
-2.98%Sep 3, 20244Sep 6, 20247Sep 17, 202411

Volatility

Volatility Chart

The current AVGE volatility is 1.94%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.94%
2.71%
AVGE
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.

BNDAVEMAVLVAVUSAVDE
BND1.000.170.110.160.23
AVEM0.171.000.670.700.80
AVLV0.110.671.000.960.81
AVUS0.160.700.961.000.83
AVDE0.230.800.810.831.00
The correlation results are calculated based on daily price changes starting from Sep 24, 2021