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
Performance Chart
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
The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 20.57% | 4.18% | 10.51% | 35.06% | 14.29% | 11.53% |
| S&P500 + Small Value | 16.05% | 5.02% | 7.72% | 31.93% | 16.13% | N/A |
| Portfolio components: | ||||||
AVUS Avantis U.S. Equity ETF | 18.05% | 5.13% | 8.25% | 32.57% | 15.73% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | 8.03% | 4.56% | 5.45% | 28.96% | 16.45% | N/A |
Monthly Returns
The table below presents the monthly returns of S&P500 + Small Value, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.23% | 4.54% | 4.52% | -4.94% | 4.79% | 0.52% | 4.49% | 0.15% | 1.45% | 16.05% | |||
| 2023 | 7.55% | -2.20% | -1.44% | 0.04% | -1.81% | 8.16% | 5.21% | -2.50% | -4.07% | -3.53% | 8.60% | 7.47% | 22.03% |
| 2022 | -4.56% | -0.63% | 2.55% | -7.50% | 2.25% | -10.17% | 9.49% | -2.89% | -9.28% | 11.41% | 5.58% | -6.21% | -12.08% |
| 2021 | 1.44% | 6.72% | 5.11% | 4.15% | 2.00% | 0.66% | 0.00% | 2.72% | -3.02% | 5.82% | -1.58% | 4.21% | 31.57% |
| 2020 | -2.29% | -9.62% | -18.54% | 15.00% | 5.46% | 2.43% | 4.45% | 7.49% | -3.68% | 0.00% | 13.90% | 5.54% | 16.18% |
| 2019 | -0.03% | 1.94% | 3.55% | 3.10% | 8.80% |
Expense Ratio
S&P500 + Small Value 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of S&P500 + Small Value is 40, 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.
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 | |
|---|---|---|---|---|---|
AVUS Avantis U.S. Equity ETF | 2.60 | 3.48 | 1.46 | 2.94 | 14.91 |
AVUV Avantis U.S. Small Cap Value ETF | 1.43 | 2.08 | 1.25 | 2.39 | 7.12 |
Dividends
Dividend yield
S&P500 + Small Value granted a 1.36% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
| S&P500 + Small Value | 1.36% | 1.46% | 1.62% | 1.12% | 1.19% | 0.36% |
| Portfolio components: | ||||||
AVUS Avantis U.S. Equity ETF | 1.29% | 1.41% | 1.59% | 1.08% | 1.19% | 0.35% |
AVUV Avantis U.S. Small Cap Value ETF | 1.63% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P500 + Small Value. 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 S&P500 + Small Value was 38.86%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current S&P500 + Small Value drawdown is 0.97%.
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 |
| -11.12% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
| -9.21% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -8.83% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The current S&P500 + Small Value volatility is 3.55%, 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.
Diversification
Asset Correlations Table
| AVUS | AVUV | |
|---|---|---|
| AVUS | 1.00 | 0.87 |
| AVUV | 0.87 | 1.00 |