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LOVE
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LOVE

Last updated Oct 18, 2024

Asset Allocation

BNDW 25%VFMF 32%VXUS 15%AVDV 10%AVES 10%JPGL.L 8%BondBondEquityEquity
PositionCategory/SectorWeight
AVDV
Avantis International Small Cap Value ETF		Foreign Small & Mid Cap Equities, Actively Managed
10%
AVES
Avantis Emerging Markets Value ETF		Emerging Markets Equities, Actively Managed
10%
BNDW
Vanguard Total World Bond ETF		Total Bond Market
25%
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc		Global Equities
8%
VFMF
Vanguard U.S. Multifactor ETF		Multi-factor
32%
VXUS
Vanguard Total International Stock ETF		Foreign Large Cap Equities
15%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in LOVE, 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
9.93%
17.05%
LOVE
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2021, corresponding to the inception date of AVES

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.95%4.39%18.07%37.09%14.48%11.71%
LOVE12.27%1.57%9.93%26.47%N/AN/A
Portfolio components:
VXUS
Vanguard Total International Stock ETF		11.96%1.24%10.53%27.57%7.07%5.63%
AVDV
Avantis International Small Cap Value ETF		13.05%-0.10%9.70%30.18%9.23%N/A
AVES
Avantis Emerging Markets Value ETF		12.91%3.55%10.87%26.95%N/AN/A
BNDW
Vanguard Total World Bond ETF		3.30%-0.68%5.42%11.53%0.06%N/A
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc		16.39%1.41%12.72%31.17%10.35%N/A
VFMF
Vanguard U.S. Multifactor ETF		17.98%3.40%12.19%35.76%14.17%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.56%2.50%3.44%-2.89%3.11%-0.65%4.14%0.89%1.71%12.27%
20235.92%-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%
20212.71%-2.08%3.20%3.79%

Expense Ratio

LOVE has an expense ratio of 0.17%, 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.

AVDV
Avantis International Small Cap Value ETF
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
AVES
Avantis Emerging Markets Value ETF
Expense ratio chart for AVES: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
Expense ratio chart for JPGL.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
VFMF
Vanguard U.S. Multifactor ETF
Expense ratio chart for VFMF: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
BNDW
Vanguard Total World Bond ETF
Expense ratio chart for BNDW: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LOVE is 68, 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 LOVE is 6868
Combined Rank
The Sharpe Ratio Rank of LOVE is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of LOVE is 7474Sortino Ratio Rank
The Omega Ratio Rank of LOVE is 7474Omega Ratio Rank
The Calmar Ratio Rank of LOVE is 5050Calmar Ratio Rank
The Martin Ratio Rank of LOVE is 7676Martin 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.

LOVE
Sharpe ratio
The chart of Sharpe ratio for LOVE, currently valued at 2.83, compared to the broader market0.002.004.002.83
Sortino ratio
The chart of Sortino ratio for LOVE, currently valued at 4.03, compared to the broader market-2.000.002.004.006.004.03
Omega ratio
The chart of Omega ratio for LOVE, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for LOVE, currently valued at 2.46, compared to the broader market0.002.004.006.008.0010.0012.002.46
Martin ratio
The chart of Martin ratio for LOVE, currently valued at 19.44, compared to the broader market0.0010.0020.0030.0040.0050.0019.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.89, compared to the broader market0.002.004.002.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.84, compared to the broader market-2.000.002.004.006.003.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.53, compared to the broader market0.801.001.201.401.601.802.001.53
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.54, compared to the broader market0.002.004.006.008.0010.0012.002.54
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.73, compared to the broader market0.0010.0020.0030.0040.0050.0018.73
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VXUS
Vanguard Total International Stock ETF		2.263.151.411.6315.21
AVDV
Avantis International Small Cap Value ETF		2.212.951.382.4414.60
AVES
Avantis Emerging Markets Value ETF		1.842.531.331.7611.71
BNDW
Vanguard Total World Bond ETF		2.243.391.410.798.86
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc		3.164.581.602.7323.10
VFMF
Vanguard U.S. Multifactor ETF		2.553.451.453.8114.49

Sharpe Ratio

The current LOVE Sharpe ratio is 2.78. 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 2.19 to 3.02, 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 LOVE 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 Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.83
2.89
LOVE
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

LOVE granted a 2.59% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
LOVE2.59%2.71%2.36%1.85%1.38%1.77%1.28%0.41%0.44%0.42%0.51%0.40%
Portfolio components:
VXUS
Vanguard Total International Stock ETF		2.86%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
AVDV
Avantis International Small Cap Value ETF		2.99%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%0.00%
AVES
Avantis Emerging Markets Value ETF		3.51%3.96%3.70%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BNDW
Vanguard Total World Bond ETF		4.08%3.73%2.02%2.58%1.56%3.05%1.66%0.00%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		1.53%1.78%2.21%1.39%1.56%1.61%1.22%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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
LOVE
Benchmark (^GSPC)
Portfolio components

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 0.17%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.46%Nov 9, 2021230Sep 27, 2022316Dec 19, 2023546
-5.25%Aug 1, 20243Aug 5, 202414Aug 23, 202417
-3.92%Apr 1, 202413Apr 17, 202419May 14, 202432
-3.09%Dec 28, 202314Jan 17, 202418Feb 12, 202432
-2.84%Sep 3, 20244Sep 6, 20249Sep 19, 202413

Volatility

Volatility Chart

The current LOVE volatility is 2.33%, 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.

2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.33%
2.56%
LOVE
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.
BNDWJPGL.LVFMFAVESAVDVVXUS
BNDW1.000.130.090.170.190.21
JPGL.L0.131.000.540.490.620.59
VFMF0.090.541.000.630.780.77
AVES0.170.490.631.000.790.88
AVDV0.190.620.780.791.000.93
VXUS0.210.590.770.880.931.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2021