LOVE
Asset Allocation
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | -0.22% | N/A |
| LOVE | -4.01% | 0.13% | 3.56% | 12.22% | -2.04% | N/A |
| Portfolio components: | ||||||
VXUS Vanguard Total International Stock ETF | -5.04% | -3.38% | 4.07% | 16.57% | -5.47% | N/A |
AVDV Avantis International Small Cap Value ETF | -4.39% | -1.87% | 4.87% | 21.03% | -2.90% | N/A |
AVES Avantis Emerging Markets Value ETF | -2.62% | 2.06% | 6.59% | 16.90% | -4.66% | N/A |
BNDW Vanguard Total World Bond ETF | -2.30% | -3.80% | -0.05% | -0.00% | -6.58% | N/A |
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | -4.40% | -2.05% | 1.46% | 12.31% | -1.01% | N/A |
VFMF Vanguard U.S. Multifactor ETF | -5.06% | 5.51% | 5.15% | 15.51% | 3.51% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.20% | 0.50% | -2.81% | 5.11% | 3.58% | -2.31% | -2.57% |
Dividend yield
LOVE granted a 2.49% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LOVE | 2.49% | 2.40% | 1.94% | 1.47% | 1.93% | 1.44% | 0.48% | 0.53% | 0.53% | 0.66% | 0.54% | 0.61% |
| Portfolio components: | ||||||||||||
VXUS Vanguard Total International Stock ETF | 3.15% | 3.15% | 3.25% | 2.32% | 3.40% | 3.64% | 3.23% | 3.56% | 3.54% | 4.37% | 3.58% | 4.04% |
AVDV Avantis International Small Cap Value ETF | 3.38% | 3.23% | 2.52% | 1.80% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVES Avantis Emerging Markets Value ETF | 3.53% | 3.74% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNDW Vanguard Total World Bond ETF | 2.60% | 2.06% | 2.68% | 1.66% | 3.29% | 1.86% | 0.00% | 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 | 2.11% | 2.24% | 1.44% | 1.65% | 1.73% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The LOVE features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 1.16 | ||||
AVDV Avantis International Small Cap Value ETF | 1.38 | ||||
AVES Avantis Emerging Markets Value ETF | 1.21 | ||||
BNDW Vanguard Total World Bond ETF | 0.14 | ||||
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 1.05 | ||||
VFMF Vanguard U.S. Multifactor ETF | 1.02 |
Asset Correlations Table
| BNDW | JPGL.L | VFMF | AVES | AVDV | VXUS | |
|---|---|---|---|---|---|---|
| BNDW | 1.00 | 0.11 | 0.06 | 0.15 | 0.16 | 0.19 |
| JPGL.L | 0.11 | 1.00 | 0.52 | 0.49 | 0.63 | 0.59 |
| VFMF | 0.06 | 0.52 | 1.00 | 0.67 | 0.80 | 0.79 |
| AVES | 0.15 | 0.49 | 0.67 | 1.00 | 0.82 | 0.89 |
| AVDV | 0.16 | 0.63 | 0.80 | 0.82 | 1.00 | 0.94 |
| VXUS | 0.19 | 0.59 | 0.79 | 0.89 | 0.94 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the LOVE. 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 LOVE is 20.46%, recorded on Sep 27, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.46% | Nov 9, 2021 | 230 | Sep 27, 2022 | — | — | — |
| -1.07% | Oct 26, 2021 | 2 | Oct 27, 2021 | 3 | Nov 1, 2021 | 5 |
| -0.61% | Oct 4, 2021 | 1 | Oct 4, 2021 | 3 | Oct 7, 2021 | 4 |
| -0.41% | Oct 8, 2021 | 2 | Oct 11, 2021 | 3 | Oct 14, 2021 | 5 |
| -0.25% | Oct 21, 2021 | 1 | Oct 21, 2021 | 1 | Oct 22, 2021 | 2 |
Volatility Chart
The current LOVE volatility is 2.53%, 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.