Port Viz
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Port Viz | 11.40% | -1.09% | 9.30% | 26.64% | 11.08% | N/A |
| Portfolio components: | ||||||
SPYV SPDR Portfolio S&P 500 Value ETF | 14.60% | -0.55% | 11.07% | 32.48% | 12.18% | 10.50% |
VOO Vanguard S&P 500 ETF | 23.64% | 1.35% | 17.05% | 41.16% | 15.60% | 13.26% |
AVUV Avantis U.S. Small Cap Value ETF | 7.85% | -0.29% | 9.20% | 31.46% | 14.82% | N/A |
AVDV Avantis International Small Cap Value ETF | 9.37% | -5.04% | 6.22% | 24.03% | 7.97% | N/A |
FNDF Schwab Fundamental International Large Company Index ETF | 7.10% | -4.20% | 4.14% | 20.65% | 7.89% | 5.74% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 2.02% | -2.18% | 4.60% | 7.96% | -0.16% | 1.11% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 4.37% | -0.45% | 3.55% | 7.09% | 3.51% | 2.39% |
VGSH Vanguard Short-Term Treasury ETF | 3.50% | -0.52% | 3.48% | 5.80% | 1.28% | 1.28% |
Monthly Returns
The table below presents the monthly returns of Port Viz, 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 | -0.45% | 2.29% | 3.80% | -3.48% | 3.89% | -0.45% | 4.55% | 0.82% | 1.26% | 11.40% | |||
| 2023 | 6.68% | -2.14% | -0.08% | 0.94% | -2.16% | 5.71% | 4.04% | -2.23% | -3.22% | -2.48% | 7.24% | 6.00% | 18.87% |
| 2022 | -2.49% | -0.72% | 1.30% | -5.25% | 1.93% | -8.00% | 6.39% | -3.20% | -8.18% | 8.23% | 6.22% | -3.73% | -8.80% |
| 2021 | 0.48% | 5.43% | 4.37% | 2.99% | 2.42% | -0.55% | 0.16% | 1.67% | -2.03% | 3.57% | -2.39% | 4.24% | 21.93% |
| 2020 | -2.99% | -7.25% | -14.17% | 10.64% | 3.87% | 1.41% | 2.83% | 5.06% | -2.72% | -0.59% | 11.91% | 4.62% | 10.08% |
| 2019 | -0.04% | 2.26% | 2.25% | 2.88% | 7.54% |
Expense Ratio
Port Viz has an expense ratio of 0.14%, 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 Port Viz is 47, 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 | |
|---|---|---|---|---|---|
SPYV SPDR Portfolio S&P 500 Value ETF | 3.47 | 4.85 | 1.64 | 3.67 | 21.68 |
VOO Vanguard S&P 500 ETF | 3.62 | 4.77 | 1.68 | 4.14 | 23.93 |
AVUV Avantis U.S. Small Cap Value ETF | 1.57 | 2.27 | 1.28 | 2.73 | 7.86 |
AVDV Avantis International Small Cap Value ETF | 1.82 | 2.48 | 1.31 | 2.17 | 11.50 |
FNDF Schwab Fundamental International Large Company Index ETF | 1.75 | 2.41 | 1.31 | 2.55 | 10.57 |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 1.47 | 2.20 | 1.27 | 0.51 | 5.21 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.17 | 5.66 | 1.73 | 3.68 | 29.56 |
VGSH Vanguard Short-Term Treasury ETF | 2.97 | 4.86 | 1.65 | 2.15 | 18.45 |
Dividends
Dividend yield
Port Viz provided a 2.33% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Port Viz | 2.33% | 2.27% | 2.30% | 1.84% | 1.63% | 1.67% | 1.76% | 1.42% | 1.33% | 1.29% | 1.16% | 0.97% |
| Portfolio components: | ||||||||||||
SPYV SPDR Portfolio S&P 500 Value ETF | 2.00% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
AVUV Avantis U.S. Small Cap Value ETF | 1.63% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.09% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.04% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.84% | 0.48% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.64% | 2.99% | 1.45% | 0.53% | 0.75% | 2.01% | 1.97% | 1.46% | 1.23% | 1.18% | 1.05% | 1.47% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.39% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
VGSH Vanguard Short-Term Treasury ETF | 4.08% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% |
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 Port Viz. 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 Port Viz was 30.94%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Port Viz drawdown is 1.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.94% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -18.66% | Jan 5, 2022 | 186 | Sep 30, 2022 | 195 | Jul 13, 2023 | 381 |
| -8.91% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -5.65% | Aug 1, 2024 | 3 | Aug 5, 2024 | 14 | Aug 23, 2024 | 17 |
| -5.54% | Nov 9, 2021 | 16 | Dec 1, 2021 | 23 | Jan 4, 2022 | 39 |
Volatility
Volatility Chart
The current Port Viz volatility is 2.22%, 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
| VGSH | SPTI | VTIP | VOO | AVUV | AVDV | FNDF | SPYV | |
|---|---|---|---|---|---|---|---|---|
| VGSH | 1.00 | 0.85 | 0.58 | -0.00 | -0.07 | 0.02 | -0.00 | -0.03 |
| SPTI | 0.85 | 1.00 | 0.56 | -0.03 | -0.12 | -0.01 | -0.04 | -0.06 |
| VTIP | 0.58 | 0.56 | 1.00 | 0.19 | 0.16 | 0.26 | 0.22 | 0.18 |
| VOO | -0.00 | -0.03 | 0.19 | 1.00 | 0.73 | 0.74 | 0.77 | 0.87 |
| AVUV | -0.07 | -0.12 | 0.16 | 0.73 | 1.00 | 0.76 | 0.78 | 0.85 |
| AVDV | 0.02 | -0.01 | 0.26 | 0.74 | 0.76 | 1.00 | 0.94 | 0.77 |
| FNDF | -0.00 | -0.04 | 0.22 | 0.77 | 0.78 | 0.94 | 1.00 | 0.81 |
| SPYV | -0.03 | -0.06 | 0.18 | 0.87 | 0.85 | 0.77 | 0.81 | 1.00 |