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AVGE

Last updated Mar 21, 2023

AVGE 5 year

Expense Ratio

0.14%

Dividend Yield

2.21%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in AVGE in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,126 for a total return of roughly -8.74%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
7.78%
7.43%
AVGE
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the AVGE returned 1.00% Year-To-Date and -5.99% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%-7.70%-7.70%
AVGE-4.13%1.00%3.59%-7.87%-5.99%-5.99%
AVUS
Avantis U.S. Equity ETF
-6.04%0.50%2.32%-9.60%-5.42%-5.42%
AVLV
Avantis U.S. Large Cap Value ETF
-7.31%-1.75%3.85%-6.89%-1.16%-1.16%
AVDE
Avantis International Equity ETF
-4.71%2.63%11.05%-7.15%-8.30%-8.30%
AVEM
Avantis Emerging Markets Equity ETF
-4.11%0.89%3.64%-12.12%-13.27%-13.27%
BND
Vanguard Total Bond Market ETF
1.42%2.65%1.72%-6.03%-8.04%-8.04%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AVGE Sharpe ratio is -0.41. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.41
-0.45
AVGE
Benchmark (^GSPC)
Portfolio components

Dividends

AVGE granted a 2.20% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.20%2.11%1.46%1.40%0.94%0.78%0.72%0.73%0.77%0.85%0.88%1.05%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-12.11%
-17.62%
AVGE
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the AVGE. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the AVGE is 20.33%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.33%Jan 5, 2022186Sep 30, 2022
-4.13%Nov 9, 202116Dec 1, 202123Jan 4, 202239
-2.28%Sep 28, 20213Sep 30, 202111Oct 15, 202114
-0.77%Oct 26, 20212Oct 27, 20211Oct 28, 20213
-0.17%Sep 24, 20211Sep 24, 20211Sep 27, 20212
-0.1%Oct 29, 20211Oct 29, 20211Nov 1, 20212
-0.06%Oct 21, 20211Oct 21, 20211Oct 22, 20212

Volatility Chart

Current AVGE volatility is 24.95%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
15.26%
20.82%
AVGE
Benchmark (^GSPC)
Portfolio components