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arrojada global 6 etfs otavio

Last updated Sep 23, 2023

Asset Allocation


SPHQ 20%QVAL 20%SLYV 15%EEMV 15%VSS 15%IVAL 15%EquityEquity
PositionCategory/SectorWeight
SPHQ
Invesco S&P 500® Quality ETF
Large Cap Blend Equities20%
QVAL
Alpha Architect U.S. Quantitative Value ETF
All Cap Equities20%
SLYV
SPDR S&P 600 Small Cap Value ETF
Small Cap Value Equities15%
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
Asia Pacific Equities15%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
Foreign Small & Mid Cap Equities15%
IVAL
Alpha Architect International Quantitative Value ETF
Global Equities15%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
6.30%
8.61%
arrojada global 6 etfs otavio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the arrojada global 6 etfs otavio returned 9.21% Year-To-Date and 6.17% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.12%
arrojada global 6 etfs otavio-0.13%7.08%9.21%20.30%4.20%6.17%
SPHQ
Invesco S&P 500® Quality ETF
-0.85%10.38%15.43%25.55%10.90%11.38%
QVAL
Alpha Architect U.S. Quantitative Value ETF
1.38%14.66%14.96%30.72%4.96%5.97%
SLYV
SPDR S&P 600 Small Cap Value ETF
-4.33%-0.13%-1.22%7.47%2.99%6.91%
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
-0.96%0.39%2.38%7.05%0.61%2.05%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
-0.64%3.18%6.01%16.70%1.71%4.19%
IVAL
Alpha Architect International Quantitative Value ETF
4.33%10.79%14.28%30.33%-0.74%2.79%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

EEMVIVALSLYVQVALSPHQVSS
EEMV1.000.660.560.560.660.84
IVAL0.661.000.620.630.640.80
SLYV0.560.621.000.840.730.69
QVAL0.560.630.841.000.740.68
SPHQ0.660.640.730.741.000.76
VSS0.840.800.690.680.761.00

Sharpe Ratio

The current arrojada global 6 etfs otavio Sharpe ratio is 0.93. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.93

The Sharpe ratio of arrojada global 6 etfs otavio lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.93
0.81
arrojada global 6 etfs otavio
Benchmark (^GSPC)
Portfolio components

Dividend yield

arrojada global 6 etfs otavio granted a 3.06% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
arrojada global 6 etfs otavio3.06%2.86%2.20%1.98%2.41%2.52%2.71%2.44%3.31%2.90%1.80%1.81%
SPHQ
Invesco S&P 500® Quality ETF
1.61%1.87%1.22%1.62%1.60%2.01%1.73%1.87%2.60%1.93%2.36%2.39%
QVAL
Alpha Architect U.S. Quantitative Value ETF
1.83%2.02%1.26%1.95%2.12%1.79%1.19%1.45%1.55%0.18%0.00%0.00%
SLYV
SPDR S&P 600 Small Cap Value ETF
2.01%1.49%2.00%1.47%1.78%2.34%6.15%2.56%7.88%9.60%2.18%2.82%
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
2.28%1.95%2.20%2.57%2.83%2.72%2.66%3.25%3.04%3.31%3.15%2.12%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.15%2.33%2.84%2.02%3.54%3.15%3.27%3.48%3.25%3.36%3.50%3.95%
IVAL
Alpha Architect International Quantitative Value ETF
8.34%8.10%4.32%2.35%2.92%3.50%2.12%2.53%2.37%0.27%0.00%0.00%

Expense Ratio

The arrojada global 6 etfs otavio has a high expense ratio of 0.29%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.59%
0.00%2.15%
0.49%
0.00%2.15%
0.25%
0.00%2.15%
0.15%
0.00%2.15%
0.07%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SPHQ
Invesco S&P 500® Quality ETF
1.32
QVAL
Alpha Architect U.S. Quantitative Value ETF
0.95
SLYV
SPDR S&P 600 Small Cap Value ETF
0.13
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
0.42
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
0.70
IVAL
Alpha Architect International Quantitative Value ETF
1.30

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-7.56%
-9.93%
arrojada global 6 etfs otavio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the arrojada global 6 etfs otavio. 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 arrojada global 6 etfs otavio is 38.96%, recorded on Mar 23, 2020. It took 172 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.96%Jan 21, 202044Mar 23, 2020172Nov 24, 2020216
-24.66%Nov 15, 2021217Sep 26, 2022
-22.71%Jan 29, 2018229Dec 24, 2018267Jan 16, 2020496
-21.01%May 19, 2015186Feb 11, 2016208Dec 7, 2016394
-4.32%May 10, 20213May 12, 202113Jun 1, 202116

Volatility Chart

The current arrojada global 6 etfs otavio volatility is 3.16%, 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%AprilMayJuneJulyAugustSeptember
3.16%
3.41%
arrojada global 6 etfs otavio
Benchmark (^GSPC)
Portfolio components