arrojada global 6 etfs otavio
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Dec 17, 2014, corresponding to the inception date of IVAL
Returns By Period
As of May 11, 2025, the arrojada global 6 etfs otavio returned 0.88% Year-To-Date and 6.59% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| arrojada global 6 etfs otavio | 0.88% | 9.54% | -2.08% | 5.39% | 12.79% | 6.59% |
| Portfolio components: | ||||||
SPHQ Invesco S&P 500® Quality ETF | 0.60% | 7.88% | -1.38% | 13.12% | 16.33% | 12.99% |
QVAL Alpha Architect U.S. Quantitative Value ETF | -4.18% | 8.94% | -7.32% | -1.08% | 17.95% | 6.28% |
SLYV SPDR S&P 600 Small Cap Value ETF | -12.52% | 9.54% | -17.22% | -4.17% | 13.37% | 6.66% |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 4.24% | 7.72% | 2.20% | 9.45% | 6.50% | 2.35% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 7.61% | 11.98% | 4.62% | 7.77% | 9.83% | 4.36% |
IVAL Alpha Architect International Quantitative Value ETF | 12.24% | 11.95% | 9.75% | 5.60% | 8.10% | 2.85% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.93% | -1.20% | -1.91% | -0.33% | 2.46% | 0.88% | |||||||
| 2024 | -0.69% | 2.98% | 4.09% | -3.79% | 4.08% | -0.95% | 4.22% | 1.20% | 2.10% | -3.29% | 3.88% | -3.57% | 10.17% |
| 2023 | 7.81% | -2.17% | 0.28% | 0.03% | -3.55% | 6.89% | 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 has an expense ratio of 0.29%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of arrojada global 6 etfs otavio is 23, meaning it’s performing worse than 77% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 0.79 | 1.23 | 1.18 | 0.84 | 3.45 |
QVAL Alpha Architect U.S. Quantitative Value ETF | -0.07 | 0.12 | 1.02 | -0.02 | -0.06 |
SLYV SPDR S&P 600 Small Cap Value ETF | -0.19 | -0.03 | 1.00 | -0.11 | -0.34 |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 0.85 | 1.25 | 1.17 | 0.77 | 2.26 |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 0.46 | 0.81 | 1.11 | 0.47 | 1.71 |
IVAL Alpha Architect International Quantitative Value ETF | 0.27 | 0.59 | 1.08 | 0.40 | 1.15 |
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Dividends
Dividend yield
arrojada global 6 etfs otavio provided a 2.39% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.39% | 2.50% | 2.61% | 2.82% | 2.10% | 1.86% | 2.21% | 2.25% | 2.40% | 2.08% | 2.77% | 2.32% |
| Portfolio components: | ||||||||||||
SPHQ Invesco S&P 500® Quality ETF | 1.14% | 1.15% | 1.42% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% | 1.66% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.71% | 1.72% | 1.76% | 2.00% | 1.22% | 1.86% | 1.99% | 1.64% | 1.07% | 1.30% | 1.37% | 0.15% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.65% | 2.30% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 3.36% | 3.50% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% | 2.71% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 3.20% | 3.44% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% |
IVAL Alpha Architect International Quantitative Value ETF | 2.92% | 3.61% | 5.14% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% | 0.21% |
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.
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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 3.00%.
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 |
| -15.38% | Dec 3, 2024 | 86 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 5.88, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | EEMV | IVAL | SLYV | QVAL | SPHQ | VSS | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.66 | 0.65 | 0.75 | 0.74 | 0.95 | 0.77 | 0.87 |
| EEMV | 0.66 | 1.00 | 0.66 | 0.55 | 0.54 | 0.64 | 0.83 | 0.76 |
| IVAL | 0.65 | 0.66 | 1.00 | 0.61 | 0.63 | 0.63 | 0.81 | 0.82 |
| SLYV | 0.75 | 0.55 | 0.61 | 1.00 | 0.85 | 0.72 | 0.69 | 0.88 |
| QVAL | 0.74 | 0.54 | 0.63 | 0.85 | 1.00 | 0.73 | 0.68 | 0.90 |
| SPHQ | 0.95 | 0.64 | 0.63 | 0.72 | 0.73 | 1.00 | 0.74 | 0.86 |
| VSS | 0.77 | 0.83 | 0.81 | 0.69 | 0.68 | 0.74 | 1.00 | 0.89 |
| Portfolio | 0.87 | 0.76 | 0.82 | 0.88 | 0.90 | 0.86 | 0.89 | 1.00 |