Port Viz
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Port Viz, 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 | 0.33% | 11.48% | 14.66% | 16.16% | 10.33% | N/A |
| Port Viz | 0.59% | 7.93% | 9.00% | 15.06% | 9.51% | N/A |
| Portfolio components: | ||||||
SPYV SPDR Portfolio S&P 500 Value ETF | 0.61% | 10.63% | 10.96% | 19.38% | 10.09% | N/A |
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 12.14% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | -1.30% | 11.12% | 5.78% | 13.19% | 13.45% | N/A |
AVDV Avantis International Small Cap Value ETF | 2.32% | 6.11% | 8.85% | 20.95% | 7.09% | N/A |
FNDF Schwab Fundamental International Large Company Index ETF | 3.64% | 9.48% | 13.96% | 26.67% | 7.76% | N/A |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.02% | -3.82% | -0.29% | -0.73% | -1.74% | N/A |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.40% | -0.25% | 2.14% | 1.66% | 2.64% | N/A |
VGSH Vanguard Short-Term Treasury ETF | 0.14% | -0.56% | 1.47% | 1.86% | 0.13% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VGSH | SPTI | VTIP | VOO | AVUV | AVDV | FNDF | SPYV | |
|---|---|---|---|---|---|---|---|---|
| VGSH | 1.00 | 0.83 | 0.50 | -0.04 | -0.12 | -0.05 | -0.07 | -0.07 |
| SPTI | 0.83 | 1.00 | 0.49 | -0.07 | -0.19 | -0.09 | -0.12 | -0.13 |
| VTIP | 0.50 | 0.49 | 1.00 | 0.20 | 0.15 | 0.25 | 0.21 | 0.18 |
| VOO | -0.04 | -0.07 | 0.20 | 1.00 | 0.75 | 0.76 | 0.78 | 0.89 |
| AVUV | -0.12 | -0.19 | 0.15 | 0.75 | 1.00 | 0.77 | 0.79 | 0.86 |
| AVDV | -0.05 | -0.09 | 0.25 | 0.76 | 0.77 | 1.00 | 0.94 | 0.79 |
| FNDF | -0.07 | -0.12 | 0.21 | 0.78 | 0.79 | 0.94 | 1.00 | 0.83 |
| SPYV | -0.07 | -0.13 | 0.18 | 0.89 | 0.86 | 0.79 | 0.83 | 1.00 |
Dividend yield
Port Viz granted a 2.26% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Port Viz | 2.26% | 2.33% | 1.92% | 1.73% | 1.81% | 1.96% | 1.61% | 1.54% | 1.53% | 1.41% | 1.19% | 1.45% |
| Portfolio components: | ||||||||||||
SPYV SPDR Portfolio S&P 500 Value ETF | 1.93% | 2.25% | 2.18% | 2.53% | 2.45% | 3.32% | 3.19% | 2.83% | 3.08% | 2.73% | 2.49% | 3.23% |
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
AVUV Avantis U.S. Small Cap Value ETF | 1.42% | 1.76% | 1.31% | 1.26% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.26% | 3.23% | 2.52% | 1.80% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.05% | 3.14% | 3.69% | 2.35% | 3.54% | 3.96% | 2.74% | 2.93% | 2.57% | 2.32% | 0.62% | 0.00% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 2.58% | 1.47% | 0.55% | 0.78% | 2.11% | 2.11% | 1.59% | 1.36% | 1.32% | 1.19% | 1.68% | 2.42% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 5.07% | 6.89% | 5.04% | 1.35% | 2.23% | 2.85% | 1.81% | 0.92% | 0.00% | 1.00% | 0.06% | 0.13% |
VGSH Vanguard Short-Term Treasury ETF | 2.71% | 1.17% | 0.69% | 1.81% | 2.41% | 1.94% | 1.21% | 0.92% | 0.79% | 0.52% | 0.38% | 0.60% |
Expense Ratio
The Port Viz features an expense ratio of 0.14%, 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 | |
|---|---|---|---|---|---|
SPYV SPDR Portfolio S&P 500 Value ETF | 1.00 | ||||
VOO Vanguard S&P 500 ETF | 0.85 | ||||
AVUV Avantis U.S. Small Cap Value ETF | 0.43 | ||||
AVDV Avantis International Small Cap Value ETF | 0.99 | ||||
FNDF Schwab Fundamental International Large Company Index ETF | 1.33 | ||||
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.14 | ||||
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.44 | ||||
VGSH Vanguard Short-Term Treasury ETF | 0.64 |
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 Port Viz. 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 Port Viz is 30.94%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.94% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -18.65% | Jan 5, 2022 | 186 | Sep 30, 2022 | 195 | Jul 13, 2023 | 381 |
| -5.54% | Nov 9, 2021 | 16 | Dec 1, 2021 | 23 | Jan 4, 2022 | 39 |
| -4.6% | Jun 9, 2021 | 28 | Jul 19, 2021 | 17 | Aug 11, 2021 | 45 |
| -4.48% | Aug 1, 2023 | 18 | Aug 24, 2023 | — | — | — |
Volatility Chart
The current Port Viz volatility is 2.79%, 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.