arrojada global 6 etfs otavio
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| EEMV | IVAL | SLYV | QVAL | SPHQ | VSS | |
|---|---|---|---|---|---|---|
| EEMV | 1.00 | 0.66 | 0.56 | 0.56 | 0.66 | 0.84 |
| IVAL | 0.66 | 1.00 | 0.62 | 0.63 | 0.64 | 0.80 |
| SLYV | 0.56 | 0.62 | 1.00 | 0.84 | 0.73 | 0.69 |
| QVAL | 0.56 | 0.63 | 0.84 | 1.00 | 0.74 | 0.68 |
| SPHQ | 0.66 | 0.64 | 0.73 | 0.74 | 1.00 | 0.76 |
| VSS | 0.84 | 0.80 | 0.69 | 0.68 | 0.76 | 1.00 |
Dividend yield
arrojada global 6 etfs otavio granted a 3.06% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| arrojada global 6 etfs otavio | 3.06% | 2.86% | 2.20% | 1.98% | 2.41% | 2.52% | 2.71% | 2.44% | 3.31% | 2.90% | 1.80% | 1.81% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -24.66% | Nov 15, 2021 | 217 | Sep 26, 2022 | — | — | — |
| -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 |
| -4.32% | May 10, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
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.