PAC 01 (2025) SIMULATOR
My portfolio SIMILATOR to differenciate!
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PAC 01 (2025) SIMULATOR, 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 every year.
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 | -3.31% | 12.07% | -0.74% | 10.90% | 14.73% | 10.57% |
| PAC 01 (2025) SIMULATOR | 2.00% | 11.57% | 2.27% | 10.13% | 13.96% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 1.68% | 12.64% | 2.37% | 11.58% | 14.15% | 8.96% |
VEA Vanguard FTSE Developed Markets ETF | 12.63% | 14.28% | 8.87% | 11.63% | 12.28% | 5.85% |
SPLG SPDR Portfolio S&P 500 ETF | -3.02% | 12.09% | -0.11% | 12.31% | 16.48% | 12.49% |
BND Vanguard Total Bond Market ETF | 2.39% | -1.20% | 2.14% | 5.76% | -0.89% | 1.49% |
VYMI Vanguard International High Dividend Yield ETF | 13.72% | 12.14% | 10.38% | 15.97% | 15.32% | N/A |
IQLT iShares MSCI Intl Quality Factor ETF | 12.80% | 13.38% | 8.25% | 11.22% | 12.02% | 7.07% |
SPEM SPDR Portfolio Emerging Markets ETF | 5.53% | 10.45% | 2.20% | 10.62% | 9.20% | 4.32% |
XMHQ Invesco S&P MidCap Quality ETF | -3.65% | 11.45% | -4.12% | -4.97% | 17.54% | 10.78% |
AVUV Avantis U.S. Small Cap Value ETF | -11.07% | 9.64% | -8.95% | -4.27% | 21.39% | N/A |
Monthly Returns
The table below presents the monthly returns of PAC 01 (2025) SIMULATOR, 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 | 2.87% | -0.41% | -2.90% | 0.56% | 1.96% | 2.00% | |||||||
| 2024 | -0.08% | 4.27% | 3.43% | -3.60% | 4.43% | 0.89% | 2.52% | 1.86% | 2.14% | -2.44% | 4.00% | -3.30% | 14.53% |
| 2023 | 7.53% | -3.09% | 2.16% | 1.38% | -1.62% | 5.91% | 3.74% | -2.71% | -3.94% | -2.95% | 8.55% | 5.43% | 21.09% |
| 2022 | -3.92% | -2.38% | 1.44% | -7.51% | 0.91% | -8.00% | 6.67% | -3.93% | -9.10% | 6.47% | 8.22% | -4.20% | -16.01% |
| 2021 | 0.12% | 3.11% | 3.13% | 3.68% | 1.87% | 0.70% | 0.36% | 2.18% | -3.69% | 4.75% | -2.47% | 3.79% | 18.60% |
| 2020 | -1.95% | -7.08% | -14.38% | 10.08% | 4.90% | 2.99% | 4.75% | 5.40% | -2.85% | -1.54% | 11.83% | 4.85% | 14.86% |
| 2019 | -0.21% | 2.66% | 2.34% | 3.41% | 8.43% |
Expense Ratio
PAC 01 (2025) SIMULATOR has an expense ratio of 0.10%, 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 PAC 01 (2025) SIMULATOR is 49, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.79 | 1.21 | 1.18 | 0.84 | 3.74 |
VEA Vanguard FTSE Developed Markets ETF | 0.82 | 1.26 | 1.17 | 1.05 | 3.18 |
SPLG SPDR Portfolio S&P 500 ETF | 0.75 | 1.15 | 1.17 | 0.77 | 3.04 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.94 | 1.23 | 0.55 | 3.45 |
VYMI Vanguard International High Dividend Yield ETF | 1.13 | 1.62 | 1.23 | 1.43 | 4.98 |
IQLT iShares MSCI Intl Quality Factor ETF | 0.79 | 1.23 | 1.16 | 1.03 | 2.74 |
SPEM SPDR Portfolio Emerging Markets ETF | 0.78 | 1.20 | 1.16 | 0.81 | 2.41 |
XMHQ Invesco S&P MidCap Quality ETF | -0.13 | -0.04 | 1.00 | -0.12 | -0.35 |
AVUV Avantis U.S. Small Cap Value ETF | -0.06 | 0.09 | 1.01 | -0.06 | -0.16 |
Dividends
Dividend yield
PAC 01 (2025) SIMULATOR provided a 2.32% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.32% | 2.38% | 2.17% | 2.36% | 1.95% | 1.73% | 2.27% | 2.46% | 1.97% | 2.19% | 2.12% | 1.99% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.90% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
VEA Vanguard FTSE Developed Markets ETF | 2.91% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
SPLG SPDR Portfolio S&P 500 ETF | 1.34% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
VYMI Vanguard International High Dividend Yield ETF | 4.27% | 4.84% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
IQLT iShares MSCI Intl Quality Factor ETF | 2.54% | 2.87% | 2.27% | 3.14% | 2.24% | 1.60% | 2.28% | 2.72% | 2.36% | 2.91% | 2.78% | 0.00% |
SPEM SPDR Portfolio Emerging Markets ETF | 2.64% | 2.78% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% |
XMHQ Invesco S&P MidCap Quality ETF | 5.39% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.64% | 1.34% | 1.25% |
AVUV Avantis U.S. Small Cap Value ETF | 1.86% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 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 PAC 01 (2025) SIMULATOR. 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 PAC 01 (2025) SIMULATOR was 33.15%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current PAC 01 (2025) SIMULATOR drawdown is 2.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.15% | Jan 21, 2020 | 44 | Mar 23, 2020 | 109 | Aug 26, 2020 | 153 |
| -24.65% | Nov 9, 2021 | 225 | Sep 30, 2022 | 306 | Dec 19, 2023 | 531 |
| -15.33% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -7.61% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -7.05% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current PAC 01 (2025) SIMULATOR volatility is 11.90%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 3.45, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BND | SPEM | AVUV | XMHQ | VYMI | SPLG | IQLT | VEA | VT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.11 | 0.66 | 0.73 | 0.84 | 0.73 | 1.00 | 0.80 | 0.81 | 0.96 | 0.95 |
| BND | 0.11 | 1.00 | 0.07 | -0.01 | 0.06 | 0.08 | 0.11 | 0.15 | 0.13 | 0.12 | 0.12 |
| SPEM | 0.66 | 0.07 | 1.00 | 0.57 | 0.61 | 0.80 | 0.66 | 0.77 | 0.79 | 0.79 | 0.79 |
| AVUV | 0.73 | -0.01 | 0.57 | 1.00 | 0.88 | 0.74 | 0.73 | 0.68 | 0.73 | 0.78 | 0.82 |
| XMHQ | 0.84 | 0.06 | 0.61 | 0.88 | 1.00 | 0.73 | 0.84 | 0.74 | 0.77 | 0.86 | 0.89 |
| VYMI | 0.73 | 0.08 | 0.80 | 0.74 | 0.73 | 1.00 | 0.73 | 0.91 | 0.95 | 0.86 | 0.88 |
| SPLG | 1.00 | 0.11 | 0.66 | 0.73 | 0.84 | 0.73 | 1.00 | 0.80 | 0.81 | 0.96 | 0.95 |
| IQLT | 0.80 | 0.15 | 0.77 | 0.68 | 0.74 | 0.91 | 0.80 | 1.00 | 0.97 | 0.90 | 0.91 |
| VEA | 0.81 | 0.13 | 0.79 | 0.73 | 0.77 | 0.95 | 0.81 | 0.97 | 1.00 | 0.92 | 0.93 |
| VT | 0.96 | 0.12 | 0.79 | 0.78 | 0.86 | 0.86 | 0.96 | 0.90 | 0.92 | 1.00 | 1.00 |
| Portfolio | 0.95 | 0.12 | 0.79 | 0.82 | 0.89 | 0.88 | 0.95 | 0.91 | 0.93 | 1.00 | 1.00 |