LOVE
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Sep 30, 2021, corresponding to the inception date of AVES
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
LOVE | 3.52% | 7.78% | 0.24% | 6.63% | N/A | N/A |
Portfolio components: | ||||||
VXUS Vanguard Total International Stock ETF | 10.58% | 11.19% | 6.81% | 9.90% | 10.82% | 5.13% |
AVDV Avantis International Small Cap Value ETF | 13.66% | 12.83% | 12.47% | 15.74% | 15.73% | N/A |
AVES Avantis Emerging Markets Value ETF | 6.17% | 11.02% | 1.24% | 3.66% | N/A | N/A |
BNDW Vanguard Total World Bond ETF | 1.71% | 0.84% | 1.44% | 5.55% | -0.29% | N/A |
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 4.02% | 7.40% | -0.76% | 7.31% | 13.09% | N/A |
VFMF Vanguard U.S. Multifactor ETF | -2.35% | 9.49% | -7.25% | 3.40% | 17.07% | N/A |
Monthly Returns
The table below presents the monthly returns of LOVE, 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 | 2.56% | 0.09% | -1.11% | 0.51% | 1.46% | 3.52% | |||||||
2024 | -0.56% | 2.50% | 3.44% | -2.89% | 3.11% | -0.65% | 4.14% | 0.89% | 1.71% | -2.41% | 3.32% | -3.94% | 8.56% |
2023 | 5.92% | -2.61% | 0.20% | 0.50% | -2.81% | 5.11% | 3.58% | -2.31% | -2.62% | -3.10% | 6.72% | 5.93% | 14.56% |
2022 | -3.13% | -0.69% | 0.06% | -5.28% | 1.52% | -7.58% | 5.16% | -2.86% | -7.78% | 6.00% | 7.52% | -2.91% | -10.82% |
2021 | 2.71% | -2.08% | 3.20% | 3.79% |
Expense Ratio
LOVE has an expense ratio of 0.17%, 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 LOVE is 35, 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 | |
---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 0.59 | 0.82 | 1.11 | 0.61 | 1.90 |
AVDV Avantis International Small Cap Value ETF | 0.84 | 1.22 | 1.17 | 1.05 | 3.63 |
AVES Avantis Emerging Markets Value ETF | 0.24 | 0.23 | 1.03 | 0.07 | 0.19 |
BNDW Vanguard Total World Bond ETF | 1.22 | 1.71 | 1.21 | 0.53 | 4.16 |
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 0.57 | 0.70 | 1.11 | 0.50 | 2.08 |
VFMF Vanguard U.S. Multifactor ETF | 0.17 | 0.34 | 1.05 | 0.14 | 0.46 |
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Dividends
Dividend yield
LOVE provided a 2.79% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.79% | 2.83% | 2.71% | 2.36% | 1.85% | 1.38% | 1.77% | 1.28% | 0.41% | 0.44% | 0.42% | 0.51% |
Portfolio components: | ||||||||||||
VXUS Vanguard Total International Stock ETF | 3.00% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
AVDV Avantis International Small Cap Value ETF | 3.79% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVES Avantis Emerging Markets Value ETF | 3.85% | 4.09% | 3.96% | 3.70% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNDW Vanguard Total World Bond ETF | 4.00% | 3.90% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% |
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMF Vanguard U.S. Multifactor ETF | 1.79% | 1.60% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the LOVE. 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 LOVE was 20.46%, occurring on Sep 27, 2022. Recovery took 316 trading sessions.
The current LOVE drawdown is 0.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-20.46% | Nov 9, 2021 | 230 | Sep 27, 2022 | 316 | Dec 19, 2023 | 546 |
-10.59% | Dec 5, 2024 | 87 | Apr 8, 2025 | — | — | — |
-5.25% | Aug 1, 2024 | 3 | Aug 5, 2024 | 14 | Aug 23, 2024 | 17 |
-3.92% | Apr 1, 2024 | 13 | Apr 17, 2024 | 19 | May 14, 2024 | 32 |
-3.09% | Dec 28, 2023 | 14 | Jan 17, 2024 | 18 | Feb 12, 2024 | 32 |
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 4.68, 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 | BNDW | JPGL.L | AVES | VFMF | AVDV | VXUS | Portfolio | |
---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.17 | 0.45 | 0.62 | 0.84 | 0.69 | 0.77 | 0.83 |
BNDW | 0.17 | 1.00 | 0.14 | 0.16 | 0.10 | 0.20 | 0.21 | 0.26 |
JPGL.L | 0.45 | 0.14 | 1.00 | 0.46 | 0.52 | 0.59 | 0.57 | 0.64 |
AVES | 0.62 | 0.16 | 0.46 | 1.00 | 0.61 | 0.78 | 0.88 | 0.80 |
VFMF | 0.84 | 0.10 | 0.52 | 0.61 | 1.00 | 0.74 | 0.75 | 0.92 |
AVDV | 0.69 | 0.20 | 0.59 | 0.78 | 0.74 | 1.00 | 0.93 | 0.90 |
VXUS | 0.77 | 0.21 | 0.57 | 0.88 | 0.75 | 0.93 | 1.00 | 0.92 |
Portfolio | 0.83 | 0.26 | 0.64 | 0.80 | 0.92 | 0.90 | 0.92 | 1.00 |