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Lazy PortfoliosUser Portfolios

LOVE

Last updated Oct 3, 2023

Asset Allocation


BNDW 25%VFMF 32%VXUS 15%AVDV 10%AVES 10%JPGL.L 8%BondBondEquityEquity
PositionCategory/SectorWeight
BNDW
Vanguard Total World Bond ETF
Total Bond Market25%
VFMF
Vanguard U.S. Multifactor ETF
Multi-factor32%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities15%
AVDV
Avantis International Small Cap Value ETF
Foreign Small & Mid Cap Equities, Actively Managed10%
AVES
Avantis Emerging Markets Value ETF
Emerging Markets Equities, Actively Managed10%
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
Global Equities8%

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


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
0.47%
4.84%
LOVE
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 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
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

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.20%0.50%-2.81%5.11%3.58%-2.31%-2.57%

Sharpe Ratio

The current LOVE Sharpe ratio is 1.10. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.10

The Sharpe ratio of LOVE lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50MayJuneJulyAugustSeptemberOctober
1.10
1.10
LOVE
Benchmark (^GSPC)
Portfolio components

Dividend yield

LOVE granted a 2.49% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
LOVE2.49%2.40%1.94%1.47%1.93%1.44%0.48%0.53%0.53%0.66%0.54%0.61%
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.


0.36%
0.00%2.15%
0.19%
0.00%2.15%
0.18%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
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
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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BNDWJPGL.LVFMFAVESAVDVVXUS
BNDW1.000.110.060.150.160.19
JPGL.L0.111.000.520.490.630.59
VFMF0.060.521.000.670.800.79
AVES0.150.490.671.000.820.89
AVDV0.160.630.800.821.000.94
VXUS0.190.590.790.890.941.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%MayJuneJulyAugustSeptemberOctober
-8.55%
-10.59%
LOVE
Benchmark (^GSPC)
Portfolio components

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, 2021230Sep 27, 2022
-1.07%Oct 26, 20212Oct 27, 20213Nov 1, 20215
-0.61%Oct 4, 20211Oct 4, 20213Oct 7, 20214
-0.41%Oct 8, 20212Oct 11, 20213Oct 14, 20215
-0.25%Oct 21, 20211Oct 21, 20211Oct 22, 20212

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.


2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober
2.53%
3.15%
LOVE
Benchmark (^GSPC)
Portfolio components