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S&P500 + Small Value
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AVUS 80%AVUV 20%EquityEquity
PositionCategory/SectorWeight
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


70.00%80.00%90.00%100.00%110.00%MayJuneJulyAugustSeptemberOctober
107.05%
93.14%
S&P500 + Small Value
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUS

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
20.57%4.18%10.51%35.06%14.29%11.53%
S&P500 + Small Value16.05%5.02%7.72%31.93%16.13%N/A
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.23%4.54%4.52%-4.94%4.79%0.52%4.49%0.15%1.45%16.05%
20237.55%-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%
20211.44%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.


Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for AVUS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


The Risk-Adjusted Performance Rank of S&P500 + Small Value is 4040
S&P500 + Small Value
The Sharpe Ratio Rank of S&P500 + Small Value is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of S&P500 + Small Value is 3232Sortino Ratio Rank
The Omega Ratio Rank of S&P500 + Small Value is 3232Omega Ratio Rank
The Calmar Ratio Rank of S&P500 + Small Value is 6464Calmar Ratio Rank
The Martin Ratio Rank of S&P500 + Small Value is 3737Martin 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.


S&P500 + Small Value
Sharpe ratio
The chart of Sharpe ratio for S&P500 + Small Value, currently valued at 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for S&P500 + Small Value, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for S&P500 + Small Value, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.802.001.41
Calmar ratio
The chart of Calmar ratio for S&P500 + Small Value, currently valued at 2.98, compared to the broader market0.002.004.006.008.0010.0012.002.98
Martin ratio
The chart of Martin ratio for S&P500 + Small Value, currently valued at 13.63, compared to the broader market0.0010.0020.0030.0040.0050.0013.63
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.002.80
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.73, compared to the broader market-2.000.002.004.006.003.73
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.802.001.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, 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 ^GSPC, currently valued at 17.01, compared to the broader market0.0010.0020.0030.0040.0050.0017.01

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVUS
Avantis U.S. Equity ETF
2.603.481.462.9414.91
AVUV
Avantis U.S. Small Cap Value ETF
1.432.081.252.397.12

Sharpe Ratio

The current S&P500 + Small Value Sharpe ratio is 2.27. 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 2.20 to 2.96, 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 S&P500 + Small Value 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 Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.35
2.80
S&P500 + Small Value
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

S&P500 + Small Value granted a 1.36% dividend yield in the last twelve months.


TTM20232022202120202019
S&P500 + Small Value1.36%1.46%1.62%1.12%1.19%0.36%
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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober0
-0.20%
S&P500 + Small Value
Benchmark (^GSPC)
Portfolio components

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, 202044Mar 23, 2020114Sep 2, 2020158
-21.48%Jan 5, 2022186Sep 30, 2022207Jul 31, 2023393
-11.12%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-9.21%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-8.83%Jul 17, 202414Aug 5, 202432Sep 19, 202446

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.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.55%
3.37%
S&P500 + Small Value
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.

AVUSAVUV
AVUS1.000.87
AVUV0.871.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019