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AVGE

Last updated Feb 22, 2024

AVGE 5 year

Asset Allocation


BND 25%AVUS 43%AVLV 15%AVDE 11%AVEM 6%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

25%

AVUS
Avantis U.S. Equity ETF
Large Cap Growth Equities, Actively Managed

43%

AVLV
Avantis U.S. Large Cap Value ETF
Large Cap Value Equities

15%

AVDE
Avantis International Equity ETF
Foreign Large Cap Equities

11%

AVEM
Avantis Emerging Markets Equity ETF
Foreign Large Cap Equities

6%

S&P 500

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
10.32%
13.84%
AVGE
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
AVGE1.57%2.11%10.33%13.87%N/AN/A
AVUS
Avantis U.S. Equity ETF
3.31%2.61%13.94%20.19%N/AN/A
AVLV
Avantis U.S. Large Cap Value ETF
3.79%3.76%13.81%17.53%N/AN/A
AVDE
Avantis International Equity ETF
0.23%2.52%9.78%11.04%N/AN/A
AVEM
Avantis Emerging Markets Equity ETF
0.87%5.49%8.73%12.07%N/AN/A
BND
Vanguard Total Bond Market ETF
-1.97%-0.72%2.86%2.99%0.39%1.38%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.10%
20233.43%-2.25%-3.40%-2.87%7.28%5.47%

Sharpe Ratio

The current AVGE Sharpe ratio is 1.17. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.17

The Sharpe ratio of AVGE 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.17
1.79
AVGE
Benchmark (^GSPC)
Portfolio components

Dividend yield

AVGE granted a 2.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AVGE2.17%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
1.37%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
1.78%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
3.00%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
3.03%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
3.21%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Expense Ratio

The AVGE features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.33%
0.00%2.15%
0.23%
0.00%2.15%
0.15%
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
^GSPC
S&P 500
1.79
AVGE
1.17
AVUS
Avantis U.S. Equity ETF
1.30
AVLV
Avantis U.S. Large Cap Value ETF
1.05
AVDE
Avantis International Equity ETF
0.67
AVEM
Avantis Emerging Markets Equity ETF
0.71
BND
Vanguard Total Bond Market ETF
0.32

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
BND1.000.170.110.160.22
AVEM0.171.000.690.710.81
AVLV0.110.691.000.970.82
AVUS0.160.710.971.000.83
AVDE0.220.810.820.831.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.48%
-0.95%
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 0.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.33%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-4.13%Nov 9, 202116Dec 1, 202123Jan 4, 202239
-2.62%Dec 28, 202313Jan 17, 20248Jan 29, 202421
-2.28%Sep 28, 20213Sep 30, 202111Oct 15, 202114
-1.51%Feb 13, 20241Feb 13, 20242Feb 15, 20243

Volatility Chart

The current AVGE volatility is 2.81%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.81%
3.37%
AVGE
Benchmark (^GSPC)
Portfolio components
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