S&P500 + Small Value
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVUS Avantis U.S. Equity ETF | Large Cap Growth Equities, Actively Managed | 80% |
AVUV Avantis U.S. Small Cap Value ETF | Small Cap Value Equities, Actively Managed | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in S&P500 + Small Value, 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 | -4.87% | 4.35% | 11.68% | 19.59% | 9.54% | N/A |
| S&P500 + Small Value | -4.07% | 4.54% | 8.38% | 19.57% | 12.18% | N/A |
| Portfolio components: | ||||||
AVUS Avantis U.S. Equity ETF | -4.21% | 4.12% | 8.93% | 19.37% | 11.51% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | -3.55% | 6.26% | 6.09% | 20.17% | 13.43% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.44% | 0.04% | -1.81% | 8.16% | 5.21% | -2.50% |
Dividend yield
S&P500 + Small Value granted a 1.61% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|
| S&P500 + Small Value | 1.61% | 1.64% | 1.15% | 1.24% | 0.38% |
| Portfolio components: | |||||
AVUS Avantis U.S. Equity ETF | 1.54% | 1.61% | 1.11% | 1.23% | 0.37% |
AVUV Avantis U.S. Small Cap Value ETF | 1.88% | 1.76% | 1.32% | 1.26% | 0.41% |
Expense Ratio
The S&P500 + Small Value 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 | |
|---|---|---|---|---|---|
AVUS Avantis U.S. Equity ETF | 0.89 | ||||
AVUV Avantis U.S. Small Cap Value ETF | 0.74 |
Asset Correlations Table
| AVUS | AVUV | |
|---|---|---|
| AVUS | 1.00 | 0.88 |
| AVUV | 0.88 | 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 S&P500 + Small Value. 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 S&P500 + Small Value is 38.86%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.86% | Jan 21, 2020 | 44 | Mar 23, 2020 | 114 | Sep 2, 2020 | 158 |
| -21.48% | Jan 5, 2022 | 186 | Sep 30, 2022 | 207 | Jul 31, 2023 | 393 |
| -9.21% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -7.37% | Aug 1, 2023 | 40 | Sep 26, 2023 | — | — | — |
| -6.85% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility Chart
The current S&P500 + Small Value volatility is 3.56%, 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.