MODERATO ETF
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Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in MODERATO ETF, 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 21, 2023, the MODERATO ETF returned 5.43% Year-To-Date and 6.58% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| MODERATO ETF | 0.57% | 4.53% | 5.43% | 11.87% | 5.41% | 6.57% |
| Portfolio components: | ||||||
VIG Vanguard Dividend Appreciation ETF | 0.25% | 8.84% | 6.67% | 14.72% | 9.43% | 10.72% |
BIV Vanguard Intermediate-Term Bond ETF | 0.11% | -3.68% | 0.26% | -0.04% | 0.98% | 1.72% |
VTV Vanguard Value ETF | 1.08% | 8.83% | 3.07% | 12.39% | 7.59% | 10.02% |
IEFA iShares Core MSCI EAFE ETF | 1.33% | 4.56% | 9.63% | 22.43% | 3.46% | 4.28% |
VXUS Vanguard Total International Stock ETF | 1.42% | 4.35% | 8.29% | 17.37% | 3.19% | 3.81% |
SCHB Schwab U.S. Broad Market ETF | 0.33% | 12.06% | 15.18% | 16.80% | 9.50% | 11.48% |
SCHN Schnitzer Steel Industries, Inc. | -11.63% | -2.90% | -6.92% | -7.29% | 3.19% | 3.35% |
IJH iShares Core S&P Mid-Cap ETF | -0.78% | 7.61% | 6.01% | 10.73% | 6.17% | 9.10% |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 0.72% | 0.49% | 2.73% | 5.08% | 1.77% | 2.61% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BIV | CEMB | SCHN | IEFA | VXUS | VIG | IJH | VTV | SCHB | |
|---|---|---|---|---|---|---|---|---|---|
| BIV | 1.00 | 0.31 | -0.12 | -0.06 | -0.05 | -0.08 | -0.13 | -0.16 | -0.11 |
| CEMB | 0.31 | 1.00 | 0.11 | 0.26 | 0.27 | 0.22 | 0.20 | 0.19 | 0.22 |
| SCHN | -0.12 | 0.11 | 1.00 | 0.45 | 0.47 | 0.46 | 0.55 | 0.52 | 0.49 |
| IEFA | -0.06 | 0.26 | 0.45 | 1.00 | 0.97 | 0.78 | 0.76 | 0.78 | 0.81 |
| VXUS | -0.05 | 0.27 | 0.47 | 0.97 | 1.00 | 0.77 | 0.77 | 0.78 | 0.82 |
| VIG | -0.08 | 0.22 | 0.46 | 0.78 | 0.77 | 1.00 | 0.86 | 0.92 | 0.93 |
| IJH | -0.13 | 0.20 | 0.55 | 0.76 | 0.77 | 0.86 | 1.00 | 0.88 | 0.91 |
| VTV | -0.16 | 0.19 | 0.52 | 0.78 | 0.78 | 0.92 | 0.88 | 1.00 | 0.90 |
| SCHB | -0.11 | 0.22 | 0.49 | 0.81 | 0.82 | 0.93 | 0.91 | 0.90 | 1.00 |
Dividend yield
MODERATO ETF granted a 2.76% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MODERATO ETF | 2.76% | 2.71% | 2.73% | 2.57% | 3.03% | 3.43% | 3.00% | 3.31% | 3.64% | 3.78% | 3.56% | 3.43% |
| Portfolio components: | ||||||||||||
VIG Vanguard Dividend Appreciation ETF | 1.49% | 1.98% | 1.60% | 1.70% | 1.83% | 2.26% | 2.09% | 2.43% | 2.71% | 2.31% | 2.23% | 2.92% |
BIV Vanguard Intermediate-Term Bond ETF | 2.93% | 2.46% | 3.57% | 3.19% | 3.06% | 3.29% | 3.17% | 2.88% | 3.74% | 5.05% | 5.59% | 6.93% |
VTV Vanguard Value ETF | 3.18% | 2.55% | 2.23% | 2.72% | 2.74% | 3.07% | 2.65% | 2.89% | 3.16% | 2.76% | 2.82% | 3.57% |
IEFA iShares Core MSCI EAFE ETF | 2.44% | 2.76% | 3.47% | 2.05% | 3.52% | 3.95% | 3.02% | 3.59% | 3.28% | 3.96% | 2.84% | 0.45% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.15% | 3.25% | 2.32% | 3.40% | 3.64% | 3.23% | 3.56% | 3.54% | 4.37% | 3.58% | 4.04% |
SCHB Schwab U.S. Broad Market ETF | 1.50% | 1.63% | 1.24% | 1.70% | 1.91% | 2.31% | 1.82% | 2.60% | 2.31% | 2.02% | 1.95% | 2.59% |
SCHN Schnitzer Steel Industries, Inc. | 2.68% | 2.49% | 1.50% | 2.49% | 3.82% | 3.97% | 2.62% | 3.52% | 6.57% | 4.38% | 3.11% | 2.66% |
IJH iShares Core S&P Mid-Cap ETF | 1.62% | 1.69% | 1.21% | 1.33% | 1.71% | 1.84% | 1.30% | 1.76% | 1.75% | 1.53% | 1.49% | 1.67% |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 4.73% | 4.42% | 3.77% | 4.30% | 4.86% | 5.64% | 5.15% | 5.61% | 6.54% | 6.09% | 5.89% | 3.90% |
Expense Ratio
The MODERATO ETF features an expense ratio of 0.12%, 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
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 | |
|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 0.77 | ||||
BIV Vanguard Intermediate-Term Bond ETF | -0.06 | ||||
VTV Vanguard Value ETF | 0.73 | ||||
IEFA iShares Core MSCI EAFE ETF | 1.08 | ||||
VXUS Vanguard Total International Stock ETF | 0.85 | ||||
SCHB Schwab U.S. Broad Market ETF | 0.75 | ||||
SCHN Schnitzer Steel Industries, Inc. | -0.23 | ||||
IJH iShares Core S&P Mid-Cap ETF | 0.37 | ||||
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 0.60 |
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 MODERATO ETF. 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 MODERATO ETF is 27.09%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.09% | Feb 13, 2020 | 27 | Mar 23, 2020 | 111 | Aug 28, 2020 | 138 |
| -20.74% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -13.5% | Jan 29, 2018 | 229 | Dec 24, 2018 | 79 | Apr 18, 2019 | 308 |
| -12.45% | May 22, 2015 | 167 | Jan 20, 2016 | 119 | Jul 11, 2016 | 286 |
| -7.58% | May 22, 2013 | 23 | Jun 24, 2013 | 60 | Sep 18, 2013 | 83 |
Volatility Chart
The current MODERATO ETF volatility is 2.13%, 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.