arrojada global 6 etfs otavio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in arrojada global 6 etfs otavio, 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 Dec 17, 2014, corresponding to the inception date of IVAL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| arrojada global 6 etfs otavio | 11.98% | -1.27% | 4.45% | 20.35% | 8.38% | N/A |
| Portfolio components: | ||||||
SPHQ Invesco S&P 500® Quality ETF | 27.55% | 0.35% | 12.10% | 33.88% | 16.13% | 13.60% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 15.14% | -1.25% | 4.19% | 23.77% | 10.66% | 7.61% |
SLYV SPDR S&P 600 Small Cap Value ETF | 12.25% | 6.40% | 12.81% | 27.55% | 9.71% | 8.87% |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 8.22% | -4.13% | 4.25% | 13.16% | 2.81% | 2.52% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 3.17% | -5.13% | -1.49% | 11.12% | 4.47% | 4.54% |
IVAL Alpha Architect International Quantitative Value ETF | -0.80% | -4.61% | -7.68% | 6.35% | 0.90% | N/A |
Monthly Returns
The table below presents the monthly returns of arrojada global 6 etfs otavio, 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 | -0.69% | 2.98% | 4.09% | -3.79% | 4.08% | -0.95% | 4.22% | 1.20% | 2.10% | -3.29% | 11.98% | ||
| 2023 | 7.81% | -2.17% | 0.28% | 0.03% | -3.55% | 6.88% | 4.93% | -2.12% | -2.72% | -4.40% | 7.43% | 6.78% | 19.52% |
| 2022 | -3.69% | 0.00% | 0.58% | -5.83% | 2.01% | -11.11% | 7.09% | -3.60% | -9.59% | 8.72% | 7.82% | -4.87% | -13.92% |
| 2021 | 2.16% | 2.80% | 4.93% | 2.44% | 2.55% | 0.33% | -0.40% | 1.84% | -3.46% | 3.37% | -2.58% | 4.30% | 19.46% |
| 2020 | -4.57% | -8.62% | -18.53% | 12.01% | 4.39% | 2.33% | 3.35% | 5.60% | -2.02% | -1.97% | 12.48% | 5.23% | 5.47% |
| 2019 | 10.01% | 2.47% | -0.35% | 3.32% | -8.91% | 6.74% | -0.36% | -3.66% | 3.89% | 3.52% | 1.86% | 3.36% | 22.65% |
| 2018 | 4.30% | -3.81% | -0.93% | -0.44% | 1.45% | -0.89% | 2.52% | 0.80% | -0.95% | -8.58% | 0.67% | -7.90% | -13.68% |
| 2017 | 1.98% | 2.42% | 1.39% | 1.71% | 0.40% | 1.38% | 2.06% | 0.01% | 3.63% | 1.12% | 3.33% | 2.38% | 24.06% |
| 2016 | -5.15% | 1.59% | 7.72% | 0.13% | -0.78% | -0.79% | 5.29% | 0.96% | 0.73% | -1.54% | 3.15% | 1.42% | 12.85% |
| 2015 | -1.58% | 5.70% | -0.31% | 1.95% | -0.21% | -2.21% | -2.17% | -5.54% | -3.19% | 5.86% | -0.60% | -2.93% | -5.71% |
| 2014 | 2.04% | 2.04% |
Expense Ratio
arrojada global 6 etfs otavio features an expense ratio of 0.29%, 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
Risk-Adjusted Performance Rank
The current rank of arrojada global 6 etfs otavio is 32, 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 | |
|---|---|---|---|---|---|
SPHQ Invesco S&P 500® Quality ETF | 3.01 | 4.16 | 1.55 | 5.83 | 22.65 |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.83 | 2.66 | 1.31 | 3.82 | 11.10 |
SLYV SPDR S&P 600 Small Cap Value ETF | 1.59 | 2.38 | 1.29 | 2.19 | 7.50 |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 1.58 | 2.28 | 1.28 | 1.14 | 8.76 |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 1.10 | 1.60 | 1.20 | 0.79 | 6.19 |
IVAL Alpha Architect International Quantitative Value ETF | 0.61 | 0.92 | 1.12 | 0.60 | 2.18 |
Dividends
Dividend yield
arrojada global 6 etfs otavio provided a 2.33% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.33% | 2.61% | 2.83% | 2.10% | 1.86% | 2.21% | 2.25% | 2.40% | 2.08% | 2.77% | 2.32% | 1.42% |
| Portfolio components: | ||||||||||||
SPHQ Invesco S&P 500® Quality ETF | 1.13% | 1.43% | 1.85% | 1.19% | 1.56% | 1.50% | 1.86% | 1.57% | 1.68% | 2.29% | 1.66% | 1.99% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.63% | 1.76% | 2.00% | 1.22% | 1.86% | 1.99% | 1.64% | 1.07% | 1.30% | 1.37% | 0.15% | 0.00% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.12% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 2.84% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% | 2.71% | 2.51% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 2.94% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% |
IVAL Alpha Architect International Quantitative Value ETF | 3.94% | 5.14% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% | 0.21% | 0.00% |
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 arrojada global 6 etfs otavio. 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 arrojada global 6 etfs otavio was 38.96%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current arrojada global 6 etfs otavio drawdown is 1.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.96% | Jan 21, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -24.66% | Nov 15, 2021 | 217 | Sep 26, 2022 | 310 | Dec 19, 2023 | 527 |
| -22.71% | Jan 29, 2018 | 229 | Dec 24, 2018 | 267 | Jan 16, 2020 | 496 |
| -21.01% | May 19, 2015 | 186 | Feb 11, 2016 | 208 | Dec 7, 2016 | 394 |
| -7.24% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current arrojada global 6 etfs otavio volatility is 3.33%, 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
| EEMV | IVAL | SLYV | QVAL | SPHQ | VSS | |
|---|---|---|---|---|---|---|
| EEMV | 1.00 | 0.66 | 0.55 | 0.55 | 0.64 | 0.83 |
| IVAL | 0.66 | 1.00 | 0.62 | 0.64 | 0.63 | 0.81 |
| SLYV | 0.55 | 0.62 | 1.00 | 0.84 | 0.71 | 0.69 |
| QVAL | 0.55 | 0.64 | 0.84 | 1.00 | 0.73 | 0.68 |
| SPHQ | 0.64 | 0.63 | 0.71 | 0.73 | 1.00 | 0.75 |
| VSS | 0.83 | 0.81 | 0.69 | 0.68 | 0.75 | 1.00 |